Rayo Nocturno · strategy profile

Rayo Nocturno · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.2%	+22	1	1
This week	−0.4%	−36	6	2
This month	−0.6%	−56	8	2
This year	−10.7%	−1,174	218	72

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−0.2	+0.6	−0.3	+0.1	−0.5	−1.0	+1.0	−1.1	−1.7	−0.2	+0.7	+0.1	−2.4
2024	0.0	0.0	−1.4	0.0	−0.3	−0.5	−2.0	−0.9	−0.9	−0.2	−0.4	−0.3	−7.0
2025	−1.0	−1.8	−1.1	−1.4	−1.2	−1.5	−0.6	−0.9	0.0	+0.2	−0.1	−2.4	−11.8
2026	−0.9	−1.4	−4.6	−0.1	+0.5	−0.7	−1.3	+0.1	−1.8	−1.1	0.0	·	−11.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −28.7%.

Max daily drawdown: −0.6%
Max weekly drawdown: −1.9%
Max drawdown · equity: −28.7%
Max drawdown · balance: −28.7%
Absolute drawdown: −$2,811
Longest drawdown: 1335 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 0.2%

Symbol split

90 days

AUDCAD

100%+28.0%

Long 82% · Short 18%

Hour and day

trade opens · UTC

Mon 17% · Tue 20% · Wed 23% · Thu 21% · Fri 19% · 45% in the London session

Behaviour

from 986 trades

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

Holding time: under 1h 0% · 1–4h 11% · 4–12h 86% · over 12h 3%. Automated share 100%.

Statistics986 closed trades

Trades986

Won / lost380 / 606

Long win rate38% (809)

Short win rate41% (177)

Avg win+$10.4 · 14.4 pip

Avg loss−$11.1 · −15.2 pip

Best trade+$85 · Apr 7

Worst trade−$49 · Apr 19

Total pips−3,741

Lots98.6

Commission + swap−$98

Expectancy / trade−$2.8

Profit factor0.59

Sharpe−4.20daily returns, annualised

Z-score−0.8 (56%)dependence between runs

Standard deviation$13.8

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak6 (+$104)

Losing streak15 (−$123)

Avg holding time6h 22m

Trades / week4.9

Risk / trade0.2%

Monthly average−0.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 09:11	AUDCAD	SELL	0.1	0.97605 → 0.97383	5h 40m	+22.2	+$16	—
Nov 2 03:53	AUDCAD	SELL	0.1	0.98094 → 0.98217	5h 40m	−12.3	−$9	—
Oct 30 19:13	AUDCAD	SELL	0.1	0.98101 → 0.98155	5h 40m	−5.4	−$4	—
Oct 30 13:25	AUDCAD	SELL	0.1	0.98100 → 0.98097	5h 40m	+0.3	$0	—
Oct 30 03:34	AUDCAD	SELL	0.1	0.98101 → 0.98403	2h 32m	−30.2	−$22	—
Oct 28 06:11	AUDCAD	BUY	0.1	0.98998 → 0.98892	5h 40m	−10.6	−$8	—
Oct 15 06:11	AUDCAD	SELL	0.1	0.98734 → 0.98785	5h 40m	−5.1	−$4	—
Oct 9 18:14	AUDCAD	BUY	0.1	0.99762 → 0.99609	5h 40m	−15.3	−$11	—
Oct 2 12:31	AUDCAD	SELL	0.1	0.98741 → 0.99043	4h 6m	−30.2	−$21	—
Oct 1 21:40	AUDCAD	SELL	0.1	0.98476 → 0.98533	5h 40m	−5.7	−$5	—
Oct 1 08:40	AUDCAD	BUY	0.1	0.98950 → 0.98797	5h 40m	−15.3	−$11	—
Oct 1 00:10	AUDCAD	BUY	0.1	0.98866 → 0.98854	5h 40m	−1.2	−$2	—
Sep 30 01:36	AUDCAD	BUY	0.1	0.99196 → 0.98894	1h 36m	−30.2	−$21	—
Sep 29 13:22	AUDCAD	BUY	0.1	0.99364 → 0.99062	1h 52m	−30.2	−$21	—
Sep 29 05:43	AUDCAD	BUY	0.1	0.99511 → 0.99209	3h 13m	−30.2	−$21	—
Sep 28 17:40	AUDCAD	BUY	0.1	0.99461 → 0.99536	5h 40m	+7.5	+$5	—
Sep 28 08:40	AUDCAD	BUY	0.1	0.99386 → 0.99357	5h 40m	−2.9	−$2	—
Sep 25 14:40	AUDCAD	BUY	0.1	0.99464 → 0.99268	5h 40m	−19.6	−$14	—
Sep 25 07:10	AUDCAD	BUY	0.1	0.99202 → 0.99391	5h 40m	+18.9	+$13	—
Sep 24 19:40	AUDCAD	BUY	0.1	0.99347 → 0.99136	5h 40m	−21.1	−$15	—
Sep 24 13:40	AUDCAD	BUY	0.1	0.99285 → 0.99289	5h 40m	+0.4	$0	—
Sep 23 08:38	AUDCAD	BUY	0.1	1.00034 → 0.99774	5h 40m	−26	−$18	—
Sep 23 02:51	AUDCAD	BUY	0.1	1.00058 → 1.00010	5h 40m	−4.8	−$3	—
Sep 22 19:40	AUDCAD	BUY	0.1	1.00004 → 1.00106	5h 40m	+10.2	+$7	—
Sep 22 00:40	AUDCAD	BUY	0.1	0.99994 → 0.99942	5h 40m	−5.2	−$4	—

1–25 of 986

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