Arroyo Celeste · strategy profile

Arroyo Celeste · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.3%	+25	1	1
This week	+0.7%	+72	7	5
This month	−0.3%	−16	31	15
This year	−13.2%	−1,361	334	135

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	0.0	−0.3	+0.2	+1.1	−0.4	−1.5	+0.2	+1.1	−0.8	−0.9	−0.4	−0.1	−1.7
2024	+0.6	−1.1	−0.6	−1.2	−1.0	−0.3	+0.2	−0.6	−0.7	+0.1	−1.6	0.0	−6.3
2025	−1.4	−0.4	−0.9	−2.4	−0.3	−1.8	−0.9	−1.0	−2.0	−1.6	−0.8	+0.3	−13.3
2026	−1.7	−1.8	−2.3	−2.9	−2.5	−0.4	−0.7	−0.8	−0.6	−1.1	+0.4	·	−14.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −31.6%.

Max daily drawdown: −1.4%
Max weekly drawdown: −2.9%
Max drawdown · equity: −31.6%
Max drawdown · balance: −31.6%
Absolute drawdown: −$3,049
Longest drawdown: 1282 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 0.5%

Symbol split

90 days

AUDCAD

100%+30.0%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 21% · Tue 21% · Wed 20% · Thu 19% · Fri 20% · 43% in the New York session

Behaviour

from 1,443 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 91% · over 12h 8%. Automated share 100%.

Statistics1,443 closed trades

Trades1,443

Won / lost639 / 804

Long win rate0% (0)

Short win rate44% (1,443)

Avg win+$11.2 · 15.8 pip

Avg loss−$12.7 · −17.1 pip

Best trade+$93 · Aug 5

Worst trade−$46 · Jan 28

Total pips−3,675

Lots144.3

Commission + swap−$344

Expectancy / trade−$2.1

Profit factor0.71

Sharpe−2.41daily returns, annualised

Z-score−0.0 (2%)dependence between runs

Standard deviation$16.2

AHPR / GHPR−0.02% / −0.02%

Recovery factor−1.0

Winning streak8 (+$103)

Losing streak9 (−$92)

Avg holding time11h 30m

Trades / week7.2

Risk / trade0.5%

Monthly average−0.8%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 04:15	AUDCAD	SELL	0.1	0.97908 → 0.97656	8h 15m	+25.2	+$18	—
Nov 2 12:15	AUDCAD	SELL	0.1	0.98206 → 0.97938	8h 15m	+26.8	+$19	—
Nov 1 22:03	AUDCAD	SELL	0.1	0.98106 → 0.98135	2.2 days	−2.9	−$3	—
Oct 30 14:15	AUDCAD	SELL	0.1	0.98238 → 0.98069	8h 15m	+16.9	+$12	—
Oct 30 02:15	AUDCAD	SELL	0.1	0.98280 → 0.98253	8h 15m	+2.7	+$1	—
Oct 28 12:15	AUDCAD	SELL	0.1	0.98915 → 0.98716	8h 15m	+19.9	+$14	—
Oct 28 02:15	AUDCAD	SELL	0.1	0.98715 → 0.98881	8h 15m	−16.6	−$12	—
Oct 27 14:15	AUDCAD	SELL	0.1	0.98429 → 0.98676	8h 15m	−24.7	−$18	—
Oct 26 20:15	AUDCAD	SELL	0.1	0.98468 → 0.98393	8h 15m	+7.5	+$5	—
Oct 25 21:03	AUDCAD	SELL	0.1	0.98557 → 0.98746	2 days	−18.9	−$14	—
Oct 23 18:15	AUDCAD	SELL	0.1	0.98236 → 0.98503	8h 15m	−26.7	−$19	—
Oct 23 02:15	AUDCAD	SELL	0.1	0.98330 → 0.98233	8h 15m	+9.7	+$6	—
Oct 22 00:15	AUDCAD	SELL	0.1	0.98787 → 0.98802	8h 15m	−1.5	−$3	—
Oct 21 04:15	AUDCAD	SELL	0.1	0.98405 → 0.98634	8h 15m	−22.9	−$17	—
Oct 20 10:15	AUDCAD	SELL	0.1	0.98351 → 0.98271	8h 15m	+8	+$6	—
Oct 20 00:15	AUDCAD	SELL	0.1	0.98358 → 0.98474	8h 15m	−11.6	−$9	—
Oct 19 14:15	AUDCAD	SELL	0.1	0.98481 → 0.98576	8h 15m	−9.5	−$7	—
Oct 16 18:15	AUDCAD	SELL	0.1	0.98522 → 0.98254	8h 15m	+26.8	+$19	—
Oct 15 16:15	AUDCAD	SELL	0.1	0.98507 → 0.98111	8h 15m	+39.6	+$28	—
Oct 14 20:15	AUDCAD	SELL	0.1	0.99634 → 0.99280	8h 15m	+35.4	+$25	—
Oct 14 10:15	AUDCAD	SELL	0.1	0.99269 → 0.99657	8h 15m	−38.8	−$27	—
Oct 13 22:15	AUDCAD	SELL	0.1	0.99263 → 0.99293	8h 15m	−3	−$3	—
Oct 13 04:15	AUDCAD	SELL	0.1	0.99368 → 0.99320	8h 15m	+4.8	+$3	—
Oct 9 18:15	AUDCAD	SELL	0.1	0.99284 → 0.99635	8h 15m	−35.1	−$25	—
Oct 8 20:15	AUDCAD	SELL	0.1	0.98984 → 0.98994	8h 15m	−1	−$1	—

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