Duna Nocturna · strategy profile

Duna Nocturna · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.5%	−47	1	0
This week	−1.9%	−167	9	1
This month	−3.5%	−297	40	15
This year	−6.1%	−387	389	183

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−1.6	−0.4	−2.4	−1.6	−1.1	+0.3	−0.4	−1.6	−1.6	+0.4	+0.3	+0.5	−9.3
2024	−1.6	−1.8	−0.2	−1.3	−1.5	−1.0	−2.0	−0.3	+0.4	−3.0	−0.3	−2.7	−15.5
2025	−0.3	−1.0	−1.6	−2.5	−0.8	−0.7	−3.3	−1.6	−0.4	−1.9	−0.2	−1.0	−15.2
2026	0.0	+0.9	−2.0	+0.7	+2.2	−2.9	−0.1	−0.3	−1.1	−2.3	−1.2	·	−6.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −37.9%.

Max daily drawdown: −2.4%
Max weekly drawdown: −2.9%
Max drawdown · equity: −37.9%
Max drawdown · balance: −37.9%
Absolute drawdown: −$3,725
Longest drawdown: 1385 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 3.9%

Symbol split

90 days

AUDCAD

100%+37.2%

Long 89% · Short 11%

Hour and day

trade opens · UTC

Mon 16% · Tue 21% · Wed 22% · Thu 21% · Fri 20% · 43% in the New York session

Behaviour

from 1,763 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%.

Statistics1,763 closed trades

Trades1,763

Won / lost783 / 980

Long win rate44% (1,574)

Short win rate47% (189)

Avg win+$14.7 · 20.6 pip

Avg loss−$15.6 · −20.9 pip

Best trade+$60 · Jul 12

Worst trade−$184 · Apr 4

Total pips−4,300

Lots176.3

Commission + swap−$615

Expectancy / trade−$2.1

Profit factor0.76

Sharpe−2.00daily returns, annualised

Z-score2.1 (97%)dependence between runs

Standard deviation$20.5

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak8 (+$91)

Losing streak11 (−$124)

Avg holding time16h 11m

Trades / week8.8

Risk / trade3.9%

Monthly average−1.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 12:00	AUDCAD	BUY	0.1	0.97890 → 0.97415	12h 0m	−47.5	−$34	—
Nov 2 22:50	AUDCAD	BUY	0.1	0.98038 → 0.97825	12h 0m	−21.3	−$16	—
Nov 2 10:38	AUDCAD	BUY	0.1	0.98136 → 0.97978	12h 0m	−15.8	−$11	—
Nov 1 22:03	AUDCAD	BUY	0.1	0.98256 → 0.98111	2.1 days	−14.5	−$11	—
Oct 30 16:13	AUDCAD	BUY	0.1	0.98387 → 0.98133	12h 0m	−25.4	−$18	—
Oct 30 02:20	AUDCAD	BUY	0.1	0.98324 → 0.98234	12h 0m	−9	−$7	—
Oct 29 14:00	AUDCAD	BUY	0.1	0.98665 → 0.98269	12h 0m	−39.6	−$28	—
Oct 29 01:30	AUDCAD	SELL	0.1	0.98843 → 0.98702	12h 0m	+14.1	+$9	—
Oct 28 12:10	AUDCAD	BUY	0.1	0.98794 → 0.98712	12h 0m	−8.2	−$6	—
Oct 27 23:50	AUDCAD	BUY	0.1	0.98601 → 0.98786	12h 0m	+18.5	+$13	—
Oct 27 10:57	AUDCAD	BUY	0.1	0.98295 → 0.98564	12h 0m	+26.9	+$19	—
Oct 26 22:20	AUDCAD	BUY	0.1	0.98593 → 0.98346	12h 0m	−24.7	−$18	—
Oct 26 09:44	AUDCAD	BUY	0.1	0.98745 → 0.98619	12h 0m	−12.6	−$9	—
Oct 25 21:03	AUDCAD	BUY	0.1	0.98457 → 0.98722	2.1 days	+26.5	+$18	—
Oct 23 16:12	AUDCAD	BUY	0.1	0.98267 → 0.98431	12h 0m	+16.4	+$12	—
Oct 23 03:51	AUDCAD	BUY	0.1	0.98432 → 0.98245	12h 0m	−18.7	−$14	—
Oct 22 15:00	AUDCAD	BUY	0.1	0.98522 → 0.98378	12h 0m	−14.4	−$10	—
Oct 22 01:49	AUDCAD	BUY	0.1	0.98786 → 0.98567	12h 0m	−21.9	−$17	—
Oct 21 13:03	AUDCAD	BUY	0.1	0.98646 → 0.98819	12h 0m	+17.3	+$12	—
Oct 21 00:16	AUDCAD	BUY	0.1	0.98207 → 0.98574	12h 0m	+36.7	+$26	—
Oct 20 12:00	AUDCAD	BUY	0.1	0.98507 → 0.98170	12h 0m	−33.7	−$24	—
Oct 19 23:49	AUDCAD	BUY	0.1	0.98385 → 0.98465	12h 0m	+8	+$5	—
Oct 19 11:04	AUDCAD	BUY	0.1	0.98413 → 0.98361	12h 0m	−5.2	−$4	—
Oct 16 14:00	AUDCAD	BUY	0.1	0.98269 → 0.98366	12h 0m	+9.7	+$7	—
Oct 15 23:17	AUDCAD	BUY	0.1	0.98267 → 0.98201	12h 0m	−6.6	−$5	—

1–25 of 1763

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