Rosa Negra · strategy profile

Rosa Negra · 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	0.0%	+5	3	2
This month	+1.3%	+182	21	13
This year	−3.1%	−282	233	109

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+0.1	−1.7	−2.6	+1.5	+0.5	−0.1	+1.0	−0.5	+1.5	+0.3	−0.9	+1.3	+0.3
2024	+0.2	+0.6	−1.3	−0.7	−1.0	−0.3	−0.1	+0.2	−0.7	−0.1	+0.4	+0.5	−2.2
2025	−0.9	+0.6	+0.1	+1.5	+1.3	0.0	+0.4	−2.1	−1.5	+0.3	−0.8	−1.6	−2.6
2026	−2.4	−0.1	+0.8	−2.0	−0.8	−0.3	−0.4	+0.1	+0.5	+1.7	0.0	·	−3.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.2%.

Max daily drawdown: −1.3%
Max weekly drawdown: −1.5%
Max drawdown · equity: −11.2%
Max drawdown · balance: −11.2%
Absolute drawdown: −$1,136
Longest drawdown: 989 days · Jul
Recovery factor: −0.7
Max simultaneous risk: 2.1%

Symbol split

90 days

AUDCAD

100%+7.5%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 20% · Tue 19% · Wed 22% · Thu 19% · Fri 20% · 43% in the London session

Behaviour

from 1,045 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%.

Statistics1,045 closed trades

Trades1,045

Won / lost504 / 541

Long win rate45% (520)

Short win rate51% (525)

Avg win+$14.9 · 21.0 pip

Avg loss−$15.3 · −20.5 pip

Best trade+$78 · Mar 22

Worst trade−$129 · Feb 5

Total pips−557

Lots104.5

Commission + swap−$340

Expectancy / trade−$0.7

Profit factor0.91

Sharpe−0.61daily returns, annualised

Z-score1.5 (86%)dependence between runs

Standard deviation$20.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.7

Winning streak8 (+$69)

Losing streak8 (−$110)

Avg holding time15h 32m

Trades / week5.2

Risk / trade2.1%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 15:10	AUDCAD	BUY	0.1	0.98378 → 0.98145	11h 10m	−23.3	−$17	—
Oct 29 10:10	AUDCAD	SELL	0.1	0.98588 → 0.98412	11h 10m	+17.6	+$13	—
Oct 28 21:10	AUDCAD	SELL	0.1	0.98812 → 0.98709	11h 10m	+10.3	+$6	—
Oct 27 03:10	AUDCAD	SELL	0.1	0.98431 → 0.98466	11h 10m	−3.5	−$3	—
Oct 26 12:10	AUDCAD	SELL	0.1	0.98442 → 0.98466	11h 10m	−2.4	−$2	—
Oct 23 18:10	AUDCAD	BUY	0.1	0.98402 → 0.98475	11h 10m	+7.3	+$5	—
Oct 22 06:10	AUDCAD	SELL	0.1	0.98675 → 0.98417	11h 10m	+25.8	+$17	—
Oct 21 16:10	AUDCAD	SELL	0.1	0.98572 → 0.98818	11h 10m	−24.6	−$17	—
Oct 21 01:10	AUDCAD	BUY	0.1	0.98350 → 0.98598	11h 10m	+24.8	+$17	—
Oct 20 12:10	AUDCAD	SELL	0.1	0.98314 → 0.98160	11h 10m	+15.4	+$11	—
Oct 19 22:10	AUDCAD	BUY	0.1	0.98452 → 0.98457	11h 10m	+0.5	$0	—
Oct 19 10:10	AUDCAD	BUY	0.1	0.98379 → 0.98343	11h 10m	−3.6	−$3	—
Oct 18 21:03	AUDCAD	SELL	0.1	0.98359 → 0.98278	2.3 days	+8.1	+$5	—
Oct 16 02:10	AUDCAD	BUY	0.1	0.98249 → 0.98214	11h 10m	−3.5	−$3	—
Oct 15 00:10	AUDCAD	SELL	0.1	0.99464 → 0.99122	11h 10m	+34.2	+$23	—
Oct 14 12:10	AUDCAD	BUY	0.1	0.99324 → 0.99622	11h 10m	+29.8	+$21	—
Oct 13 19:10	AUDCAD	BUY	0.1	0.99373 → 0.99293	11h 10m	−8	−$6	—
Oct 12 14:10	AUDCAD	SELL	0.1	0.99526 → 0.99372	11h 10m	+15.4	+$11	—
Oct 9 13:10	AUDCAD	BUY	0.1	0.99129 → 0.99532	11h 10m	+40.3	+$28	—
Oct 8 00:10	AUDCAD	BUY	0.1	0.99197 → 0.99223	11h 10m	+2.6	$0	—
Oct 7 00:10	AUDCAD	SELL	0.1	0.99418 → 0.99234	11h 10m	+18.4	+$12	—
Oct 2 18:10	AUDCAD	BUY	0.1	0.98657 → 0.99064	11h 10m	+40.7	+$29	—
Oct 2 02:10	AUDCAD	SELL	0.1	0.98638 → 0.98508	11h 10m	+13	+$9	—
Oct 1 14:10	AUDCAD	BUY	0.1	0.98950 → 0.98868	11h 10m	−8.2	−$6	—
Sep 30 08:10	AUDCAD	BUY	0.1	0.99139 → 0.98928	11h 10m	−21.1	−$15	—

1–25 of 1045

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