Valle Alto · strategy profile

Valle Alto · strategy profile · SocialCharts

Performance

…

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

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	0.0%	0	0	0
This month	0.0%	0	0	0
This year	−75.2%	−1,181	415	178

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−1.2	−0.2	−3.0	−2.4	−6.1	−1.2	−2.2	−3.6	−2.6	−1.9	−3.5	−4.8	−32.7
2024	−4.7	−4.3	−2.8	−2.9	−6.6	−4.1	−2.9	−4.0	−2.8	−3.3	−6.1	−9.0	−53.4
2025	−3.7	−5.2	−10.2	−11.0	−12.8	−8.9	−9.5	−14.1	−1.0	−20.2	−11.2	−8.5	−116.4
2026	−13.0	−21.4	−47.0	−31.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	·	−112.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −97.0%.

Max daily drawdown: −20.3%
Max weekly drawdown: −34.0%
Max drawdown · equity: −97.0%
Max drawdown · balance: −97.0%
Absolute drawdown: −$9,702
Longest drawdown: 1358 days · Apr
Recovery factor: −1.0
Max simultaneous risk: 2.0%

Symbol split

90 days

AUDCAD

100%+97.0%

Long 52% · Short 48%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 20% · Thu 20% · Fri 19% · 45% in the New York session

Behaviour

from 5,079 trades

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

Holding time: under 1h 0% · 1–4h 97% · 4–12h 0% · over 12h 3%. Automated share 100%.

Statistics5,079 closed trades

Trades5,079

Won / lost2,049 / 3,030

Long win rate40% (2,641)

Short win rate40% (2,438)

Avg win+$8.2 · 11.4 pip

Avg loss−$8.8 · −11.9 pip

Best trade+$99 · Apr 9

Worst trade−$102 · Mar 23

Total pips−12,592

Lots507.9

Commission + swap−$541

Expectancy / trade−$1.9

Profit factor0.63

Sharpe−3.86daily returns, annualised

Z-score1.7 (91%)dependence between runs

Standard deviation$12.7

AHPR / GHPR−0.12% / −0.13%

Recovery factor−1.0

Winning streak8 (+$219)

Losing streak14 (−$218)

Avg holding time5h 15m

Trades / week25.4

Risk / trade2.0%

Monthly average−6.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Apr 12 21:03	AUDCAD	BUY	0.1	0.97926 → 0.96882	2 days	−104.4	−$76	—
Apr 10 20:49	AUDCAD	BUY	0.1	0.97813 → 0.97922	3h 40m	+10.9	+$8	—
Apr 10 16:38	AUDCAD	BUY	0.1	0.97806 → 0.97773	3h 40m	−3.3	−$2	—
Apr 10 12:27	AUDCAD	BUY	0.1	0.97709 → 0.97765	3h 40m	+5.6	+$4	—
Apr 10 08:01	AUDCAD	BUY	0.1	0.97717 → 0.97640	3h 40m	−7.7	−$6	—
Apr 10 04:07	AUDCAD	BUY	0.1	0.97771 → 0.97700	3h 40m	−7.1	−$5	—
Apr 10 00:13	AUDCAD	BUY	0.1	0.97886 → 0.97752	3h 40m	−13.4	−$10	—
Apr 9 20:22	AUDCAD	BUY	0.1	0.97919 → 0.97861	3h 40m	−5.8	−$4	—
Apr 9 16:36	AUDCAD	SELL	0.1	0.97375 → 0.97928	3h 40m	−55.3	−$40	—
Apr 9 12:50	AUDCAD	SELL	0.1	0.97360 → 0.97366	3h 40m	−0.6	$0	—
Apr 9 09:03	AUDCAD	SELL	0.1	0.97508 → 0.97321	3h 40m	+18.7	+$14	—
Apr 9 05:14	AUDCAD	SELL	0.1	0.97394 → 0.97481	3h 40m	−8.7	−$6	—
Apr 9 00:58	AUDCAD	SELL	0.1	0.97516 → 0.97474	3h 40m	+4.2	+$3	—
Apr 8 21:15	AUDCAD	BUY	0.1	0.97641 → 0.97499	3h 40m	−14.2	−$12	—
Apr 8 17:07	AUDCAD	BUY	0.1	0.97893 → 0.97697	3h 40m	−19.6	−$14	—
Apr 8 13:21	AUDCAD	BUY	0.1	0.97628 → 0.97849	3h 40m	+22.1	+$16	—
Apr 8 09:26	AUDCAD	BUY	0.1	0.97826 → 0.97623	3h 40m	−20.3	−$15	—
Apr 8 05:16	AUDCAD	BUY	0.1	0.97746 → 0.97747	3h 40m	+0.1	$0	—
Apr 8 01:31	AUDCAD	BUY	0.1	0.96821 → 0.97717	3h 40m	+89.6	+$65	—
Apr 7 20:57	AUDCAD	BUY	0.1	0.96576 → 0.96857	3h 40m	+28.1	+$20	—
Apr 7 17:12	AUDCAD	BUY	0.1	0.96531 → 0.96591	3h 40m	+6	+$4	—
Apr 7 13:20	AUDCAD	BUY	0.1	0.96657 → 0.96580	3h 40m	−7.7	−$6	—
Apr 7 09:36	AUDCAD	SELL	0.1	0.96233 → 0.96670	3h 40m	−43.7	−$31	—
Apr 7 05:52	AUDCAD	SELL	0.1	0.96124 → 0.96250	3h 40m	−12.6	−$9	—
Apr 7 01:35	AUDCAD	BUY	0.1	0.96217 → 0.96214	3h 40m	−0.3	$0	—

1–25 of 5079

Valle Alto◇Strategy

Rules

Research records

Version timeline