Cascada Nocturna · strategy profile

Cascada Nocturna · strategy profile · SocialCharts

Performance

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

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.6%	−65	2	0
This month	−1.6%	−170	12	4
This year	−0.3%	+142	148	72

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+1.6	−1.1	0.0	+2.2	+0.5	+1.6	−3.9	+1.1	−1.1	−0.1	+1.3	+0.8	+2.9
2024	+1.2	+0.4	−1.3	−0.3	−0.2	−1.7	−1.9	+0.4	−0.2	−4.0	−2.2	−0.9	−10.8
2025	−2.8	+0.4	−0.3	−1.6	−0.7	−2.0	−0.2	−1.5	−0.3	+0.7	−2.8	−1.0	−12.1
2026	−0.9	−1.0	+1.5	+0.2	+1.2	+1.6	−0.9	−0.3	−0.4	−1.0	+0.5	·	+0.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −25.3%.

Max daily drawdown: −1.3%
Max weekly drawdown: −1.9%
Max drawdown · equity: −25.3%
Max drawdown · balance: −25.3%
Absolute drawdown: −$2,671
Longest drawdown: 1223 days · Mar
Recovery factor: −0.7
Max simultaneous risk: 0.4%

Symbol split

90 days

AUDCAD

100%+18.1%

Long 52% · Short 48%

Hour and day

trade opens · UTC

Mon 25% · Tue 18% · Wed 17% · Thu 22% · Fri 17% · 43% in the Asia session

Behaviour

from 694 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 16% · over 12h 83%. Automated share 100%.

Statistics694 closed trades

Trades694

Won / lost302 / 392

Long win rate39% (358)

Short win rate48% (336)

Avg win+$24.7 · 35.3 pip

Avg loss−$23.8 · −31.8 pip

Best trade+$155 · Apr 4

Worst trade−$107 · Mar 1

Total pips−1,809

Lots69.4

Commission + swap−$572

Expectancy / trade−$2.7

Profit factor0.80

Sharpe−1.40daily returns, annualised

Z-score−0.9 (63%)dependence between runs

Standard deviation$30.2

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.7

Winning streak6 (+$145)

Losing streak13 (−$147)

Avg holding time1.5 days

Trades / week3.5

Risk / trade0.4%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	AUDCAD	BUY	0.1	0.98262 → 0.98111	2.7 days	−15.1	−$11	—
Oct 29 08:45	AUDCAD	BUY	0.1	0.98939 → 0.98437	1.2 days	−50.2	−$37	—
Oct 27 13:35	AUDCAD	SELL	0.1	0.98431 → 0.98627	1.4 days	−19.6	−$14	—
Oct 25 21:03	AUDCAD	SELL	0.1	0.98334 → 0.98746	3.4 days	−41.2	−$30	—
Oct 22 03:35	AUDCAD	SELL	0.1	0.98458 → 0.98422	1.4 days	+3.6	+$1	—
Oct 20 12:35	AUDCAD	SELL	0.1	0.98472 → 0.98142	1.4 days	+33	+$23	—
Oct 16 13:35	AUDCAD	SELL	0.1	0.98698 → 0.98498	1.4 days	+20	+$14	—
Oct 15 00:30	AUDCAD	BUY	0.1	0.99271 → 0.98769	7h 30m	−50.2	−$37	—
Oct 13 21:35	AUDCAD	SELL	0.1	0.99436 → 0.99267	1.4 days	+16.9	+$11	—
Oct 9 11:35	AUDCAD	SELL	0.1	0.99266 → 0.99357	1.4 days	−9.1	−$7	—
Oct 8 00:35	AUDCAD	BUY	0.1	0.99283 → 0.99200	1.4 days	−8.3	−$8	—
Oct 6 08:37	AUDCAD	SELL	0.1	0.99089 → 0.99591	1.1 days	−50.2	−$36	—
Oct 4 21:03	AUDCAD	BUY	0.1	0.98401 → 0.98993	3 days	+59.2	+$41	—
Oct 1 11:35	AUDCAD	SELL	0.1	0.98890 → 0.98931	1.4 days	−4.1	−$4	—
Sep 30 01:38	AUDCAD	BUY	0.1	0.99306 → 0.98804	13h 38m	−50.2	−$36	—
Sep 29 04:31	AUDCAD	SELL	0.1	0.99202 → 0.99704	1.2 days	−50.2	−$36	—
Sep 27 21:03	AUDCAD	BUY	0.1	0.99174 → 0.99075	3.1 days	−9.9	−$8	—
Sep 24 11:35	AUDCAD	SELL	0.1	1.00029 → 0.99192	1.4 days	+83.7	+$58	—
Sep 22 23:35	AUDCAD	SELL	0.1	0.99877 → 1.00059	1.4 days	−18.2	−$14	—
Sep 20 21:03	AUDCAD	SELL	0.1	0.99518 → 0.99366	3.4 days	+15.2	+$10	—
Sep 17 02:35	AUDCAD	SELL	0.1	0.99210 → 0.99330	1.4 days	−12	−$11	—
Sep 15 16:35	AUDCAD	BUY	0.1	0.99068 → 0.99184	1.4 days	+11.6	+$8	—
Sep 13 21:03	AUDCAD	SELL	0.1	0.99339 → 0.99234	3.4 days	+10.5	+$7	—
Sep 10 11:35	AUDCAD	BUY	0.1	0.99528 → 0.99439	1.4 days	−8.9	−$8	—
Sep 8 13:35	AUDCAD	BUY	0.1	0.99695 → 0.99579	1.4 days	−11.6	−$9	—

1–25 of 694

Cascada Nocturna◇Strategy

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