Valle Azul · strategy profile

Valle Azul · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.8%	+58	1	1
This week	+1.0%	+80	4	3
This month	−1.5%	−98	16	6
This year	−21.0%	−1,751	154	61

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−0.5	−0.7	−0.3	−0.7	−0.9	−1.1	−0.3	−0.6	−1.7	−4.0	−0.1	−1.9	−12.7
2024	+0.2	−0.9	−1.6	−1.5	−1.1	−2.2	−0.2	−1.0	−1.4	+0.4	−1.1	+0.5	−9.8
2025	0.0	−2.6	−2.6	−1.8	−1.0	−2.8	−1.4	−1.7	−0.1	−1.1	−1.5	−1.8	−18.6
2026	+1.6	−0.5	−5.2	−1.5	−5.9	−2.2	−4.2	−1.5	−2.6	−2.1	+1.0	·	−23.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −49.1%.

Max daily drawdown: −1.9%
Max weekly drawdown: −2.9%
Max drawdown · equity: −49.1%
Max drawdown · balance: −49.1%
Absolute drawdown: −$4,869
Longest drawdown: 1370 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 3.2%

Symbol split

90 days

AUDCAD

100%+47.9%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 11% · Tue 30% · Wed 17% · Thu 15% · Fri 27% · 39% in the Asia session

Behaviour

from 663 trades

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

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

Statistics663 closed trades

Trades663

Won / lost265 / 398

Long win rate38% (350)

Short win rate42% (313)

Avg win+$19.2 · 27.5 pip

Avg loss−$24.8 · −33.1 pip

Best trade+$145 · Apr 4

Worst trade−$152 · Feb 3

Total pips−5,891

Lots66.3

Commission + swap−$510

Expectancy / trade−$7.2

Profit factor0.52

Sharpe−3.90daily returns, annualised

Z-score1.2 (79%)dependence between runs

Standard deviation$29.2

AHPR / GHPR−0.10% / −0.10%

Recovery factor−1.0

Winning streak6 (+$108)

Losing streak10 (−$209)

Avg holding time1.7 days

Trades / week3.3

Risk / trade3.2%

Monthly average−1.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 06:45	AUDCAD	SELL	0.1	0.98119 → 0.97544	1.4 days	+57.5	+$41	—
Nov 1 22:03	AUDCAD	SELL	0.1	0.98238 → 0.98135	2.7 days	+10.3	+$7	—
Oct 30 02:20	AUDCAD	SELL	0.1	0.98783 → 0.98258	1.4 days	+52.5	+$36	—
Oct 28 17:05	AUDCAD	SELL	0.1	0.98433 → 0.98838	1.4 days	−40.5	−$29	—
Oct 27 07:55	AUDCAD	SELL	0.1	0.98505 → 0.98430	1.4 days	+7.5	+$5	—
Oct 25 21:03	AUDCAD	SELL	0.1	0.98235 → 0.98746	2.7 days	−51.1	−$37	—
Oct 23 02:10	AUDCAD	SELL	0.1	0.98790 → 0.98244	1.4 days	+54.6	+$37	—
Oct 21 16:40	AUDCAD	SELL	0.1	0.98346 → 0.98845	1.4 days	−49.9	−$36	—
Oct 20 06:00	AUDCAD	SELL	0.1	0.98197 → 0.98289	1.4 days	−9.2	−$7	—
Oct 18 21:03	AUDCAD	SELL	0.1	0.98167 → 0.98278	3.2 days	−11.1	−$9	—
Oct 14 16:35	AUDCAD	BUY	0.1	0.99373 → 0.99221	1.4 days	−15.2	−$11	—
Oct 13 06:20	AUDCAD	BUY	0.1	0.99627 → 0.99320	1.4 days	−30.7	−$22	—
Oct 11 21:03	AUDCAD	BUY	0.1	0.99382 → 0.99422	2.4 days	+4	+$2	—
Oct 9 05:45	AUDCAD	SELL	0.1	0.99195 → 0.99282	1.4 days	−8.7	−$7	—
Oct 7 19:05	AUDCAD	BUY	0.1	0.99482 → 0.99282	1.4 days	−20	−$15	—
Oct 6 05:45	AUDCAD	SELL	0.1	0.98949 → 0.99431	1.4 days	−48.2	−$34	—
Oct 4 21:03	AUDCAD	SELL	0.1	0.99105 → 0.99017	2 days	+8.8	+$6	—
Oct 2 05:45	AUDCAD	SELL	0.1	0.98795 → 0.98611	1.4 days	+18.4	+$12	—
Sep 30 21:00	AUDCAD	SELL	0.1	0.99204 → 0.98819	1.4 days	+38.5	+$25	—
Sep 29 09:45	AUDCAD	SELL	0.1	0.99277 → 0.99151	1.4 days	+12.6	+$8	—
Sep 27 21:03	AUDCAD	SELL	0.1	0.99361 → 0.99099	2.4 days	+26.2	+$18	—
Sep 25 05:00	AUDCAD	SELL	0.1	0.99229 → 0.99249	1.4 days	−2	−$3	—
Sep 23 17:25	AUDCAD	BUY	0.1	0.99853 → 0.99142	1.4 days	−71.1	−$51	—
Sep 22 07:05	AUDCAD	BUY	0.1	0.99665 → 0.99765	1.4 days	+10	+$7	—
Sep 20 21:03	AUDCAD	BUY	0.1	0.99700 → 0.99342	2.2 days	−35.8	−$26	—

1–25 of 663

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