Valle Blanco · strategy profile

Valle Blanco · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.3%	−36	5	1
This month	+0.5%	+70	20	10
This year	+0.5%	+183	233	109

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−2.0	0.0	−0.8	0.0	−0.3	−1.9	−0.5	−0.2	+0.1	−0.3	−0.1	+1.8	−4.1
2024	+0.6	−1.4	−0.8	−2.4	+0.5	+1.1	−1.6	+0.2	−0.8	−0.3	+1.1	−0.8	−4.6
2025	−0.4	−0.5	+1.5	+0.8	+2.1	+0.4	−1.4	−0.9	−0.6	−2.4	−0.6	−1.6	−3.6
2026	−0.6	+0.7	−0.8	+1.7	+0.2	−1.3	−0.6	−0.3	+0.6	+0.9	−0.5	·	+0.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.0%.

Max daily drawdown: −1.5%
Max weekly drawdown: −1.8%
Max drawdown · equity: −15.0%
Max drawdown · balance: −15.0%
Absolute drawdown: −$1,511
Longest drawdown: 1392 days · Mar
Recovery factor: −0.8
Max simultaneous risk: 3.5%

Symbol split

90 days

AUDCAD

100%+11.7%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 19% · Thu 21% · Fri 19% · 42% in the Asia session

Behaviour

from 1,018 trades

✓ Losers not held longer than winners! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 90% · over 12h 10%. Automated share 100%.

Statistics1,018 closed trades

Trades1,018

Won / lost477 / 541

Long win rate46% (508)

Short win rate48% (510)

Avg win+$15.1 · 21.3 pip

Avg loss−$15.4 · −20.7 pip

Best trade+$80 · Nov 6

Worst trade−$135 · Apr 4

Total pips−1,059

Lots101.8

Commission + swap−$352

Expectancy / trade−$1.1

Profit factor0.86

Sharpe−0.89daily returns, annualised

Z-score−0.4 (32%)dependence between runs

Standard deviation$20.8

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak9 (+$121)

Losing streak10 (−$135)

Avg holding time16h 29m

Trades / week5.1

Risk / trade3.5%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 16:40	AUDCAD	BUY	0.1	0.98161 → 0.98037	12h 10m	−12.4	−$9	—
Oct 30 17:40	AUDCAD	BUY	0.1	0.98331 → 0.98097	12h 10m	−23.4	−$17	—
Oct 30 04:10	AUDCAD	BUY	0.1	0.98388 → 0.98355	12h 10m	−3.3	−$3	—
Oct 29 01:40	AUDCAD	SELL	0.1	0.98843 → 0.98632	12h 10m	+21.1	+$14	—
Oct 28 09:10	AUDCAD	SELL	0.1	0.98698 → 0.98882	12h 10m	−18.4	−$13	—
Oct 26 19:10	AUDCAD	SELL	0.1	0.98452 → 0.98422	12h 10m	+3	+$2	—
Oct 23 14:10	AUDCAD	BUY	0.1	0.98261 → 0.98232	12h 10m	−2.9	−$2	—
Oct 23 01:10	AUDCAD	BUY	0.1	0.98361 → 0.98279	12h 10m	−8.2	−$6	—
Oct 22 07:40	AUDCAD	SELL	0.1	0.98738 → 0.98346	12h 10m	+39.2	+$26	—
Oct 21 17:10	AUDCAD	SELL	0.1	0.98572 → 0.98844	12h 10m	−27.2	−$19	—
Oct 16 03:10	AUDCAD	BUY	0.1	0.98249 → 0.98330	12h 10m	+8.1	+$5	—
Oct 15 01:10	AUDCAD	SELL	0.1	0.99464 → 0.98793	12h 10m	+67.1	+$46	—
Oct 14 08:10	AUDCAD	BUY	0.1	0.99292 → 0.99595	12h 10m	+30.3	+$21	—
Oct 13 17:10	AUDCAD	BUY	0.1	0.99309 → 0.99211	12h 10m	−9.8	−$7	—
Oct 12 11:10	AUDCAD	SELL	0.1	0.99591 → 0.99420	12h 10m	+17.1	+$12	—
Oct 9 03:10	AUDCAD	BUY	0.1	0.99066 → 0.99119	12h 10m	+5.3	+$3	—
Oct 8 01:40	AUDCAD	BUY	0.1	0.99145 → 0.99255	12h 10m	+11	+$6	—
Oct 6 17:10	AUDCAD	SELL	0.1	0.99414 → 0.99296	12h 10m	+11.8	+$8	—
Oct 6 01:10	AUDCAD	SELL	0.1	0.99164 → 0.99428	12h 10m	−26.4	−$19	—
Oct 5 12:10	AUDCAD	SELL	0.1	0.99091 → 0.99213	12h 10m	−12.2	−$9	—
Oct 2 15:10	AUDCAD	BUY	0.1	0.98513 → 0.99105	12h 10m	+59.2	+$42	—
Oct 2 02:40	AUDCAD	BUY	0.1	0.98812 → 0.98498	12h 10m	−31.4	−$23	—
Oct 1 12:40	AUDCAD	BUY	0.1	0.98846 → 0.99024	12h 10m	+17.8	+$13	—
Sep 30 20:10	AUDCAD	BUY	0.1	0.98968 → 0.98830	12h 10m	−13.8	−$10	—
Sep 30 00:40	AUDCAD	BUY	0.1	0.99262 → 0.99140	12h 10m	−12.2	−$9	—

1–25 of 1018

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