Arroyo Nocturno · strategy profile

Arroyo Nocturno · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.7%	−44	2	0
This week	−1.5%	−88	14	6
This month	−2.0%	−113	54	23
This year	−21.3%	−1,508	593	254

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	0.0	−1.1	−1.2	−1.5	−4.2	−1.7	−1.4	−0.6	−1.1	−2.0	−0.1	−3.2	−18.1
2024	−0.6	−1.6	−0.4	−3.0	−1.5	−0.8	−1.9	−2.2	−0.5	−1.7	−3.7	+1.9	−16.0
2025	−1.9	−3.9	+0.1	−1.3	−3.3	−0.5	−4.5	−1.1	−0.8	−0.4	−3.1	−3.2	−24.0
2026	−2.7	−2.6	−3.1	−0.8	−3.0	−2.1	−3.8	−3.6	+0.1	−0.9	−1.1	·	−23.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −57.2%.

Max daily drawdown: −1.8%
Max weekly drawdown: −2.5%
Max drawdown · equity: −57.2%
Max drawdown · balance: −57.2%
Absolute drawdown: −$5,636
Longest drawdown: 1392 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 1.0%

Symbol split

90 days

AUDCAD

100%+56.4%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 21% · Thu 19% · Fri 19% · 41% in the Asia session

Behaviour

from 2,646 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 96% · over 12h 4%. Automated share 100%.

Statistics2,646 closed trades

Trades2,646

Won / lost1,108 / 1,538

Long win rate43% (1,312)

Short win rate41% (1,334)

Avg win+$9.4 · 13.0 pip

Avg loss−$10.4 · −14.1 pip

Best trade+$82 · Feb 3

Worst trade−$74 · May 2

Total pips−7,243

Lots264.6

Commission + swap−$355

Expectancy / trade−$2.1

Profit factor0.65

Sharpe−3.76daily returns, annualised

Z-score0.0 (0%)dependence between runs

Standard deviation$12.7

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak10 (+$78)

Losing streak13 (−$127)

Avg holding time7h 3m

Trades / week13.2

Risk / trade1.0%

Monthly average−1.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 13:05	AUDCAD	BUY	0.1	0.97587 → 0.97565	5h 5m	−2.2	−$2	—
Nov 3 05:35	AUDCAD	BUY	0.1	0.97916 → 0.97495	5h 5m	−42.1	−$30	—
Nov 2 19:35	AUDCAD	BUY	0.1	0.97995 → 0.97884	5h 5m	−11.1	−$8	—
Nov 2 09:35	AUDCAD	SELL	0.1	0.98139 → 0.98075	5h 5m	+6.4	+$5	—
Nov 2 04:05	AUDCAD	SELL	0.1	0.98040 → 0.98211	5h 5m	−17.1	−$12	—
Oct 30 17:05	AUDCAD	SELL	0.1	0.98098 → 0.98160	5h 5m	−6.2	−$4	—
Oct 30 11:05	AUDCAD	SELL	0.1	0.98238 → 0.98198	5h 5m	+4	+$3	—
Oct 30 03:35	AUDCAD	SELL	0.1	0.98222 → 0.98394	5h 5m	−17.2	−$12	—
Oct 29 21:05	AUDCAD	BUY	0.1	0.98388 → 0.98298	5h 5m	−9	−$7	—
Oct 29 06:35	AUDCAD	BUY	0.1	0.98725 → 0.98504	5h 5m	−22.1	−$16	—
Oct 29 01:05	AUDCAD	SELL	0.1	0.98739 → 0.98680	5h 5m	+5.9	+$3	—
Oct 28 18:35	AUDCAD	BUY	0.1	0.98867 → 0.98880	5h 5m	+1.3	+$1	—
Oct 28 12:05	AUDCAD	SELL	0.1	0.98842 → 0.98735	5h 5m	+10.7	+$8	—
Oct 28 04:35	AUDCAD	BUY	0.1	0.98765 → 0.98870	5h 5m	+10.5	+$7	—
Oct 27 23:05	AUDCAD	SELL	0.1	0.98715 → 0.98742	5h 5m	−2.7	−$2	—
Oct 27 14:05	AUDCAD	BUY	0.1	0.98498 → 0.98648	5h 5m	+15	+$11	—
Oct 27 05:05	AUDCAD	BUY	0.1	0.98371 → 0.98417	5h 5m	+4.6	+$3	—
Oct 26 16:35	AUDCAD	SELL	0.1	0.98480 → 0.98409	5h 5m	+7.1	+$5	—
Oct 26 10:05	AUDCAD	BUY	0.1	0.98472 → 0.98610	5h 5m	+13.8	+$10	—
Oct 26 04:35	AUDCAD	SELL	0.1	0.98489 → 0.98479	5h 5m	+1	+$1	—
Oct 23 17:05	AUDCAD	BUY	0.1	0.98308 → 0.98477	5h 5m	+16.9	+$12	—
Oct 23 09:35	AUDCAD	SELL	0.1	0.98168 → 0.98226	5h 5m	−5.8	−$4	—
Oct 23 01:35	AUDCAD	BUY	0.1	0.98362 → 0.98307	5h 5m	−5.5	−$4	—
Oct 22 17:35	AUDCAD	BUY	0.1	0.98419 → 0.98348	5h 5m	−7.1	−$5	—
Oct 22 05:35	AUDCAD	BUY	0.1	0.98785 → 0.98402	5h 5m	−38.3	−$27	—

1–25 of 2646

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