Arroyo Sereno · strategy profile

Arroyo Sereno · 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	+0.6%	+73	2	2
This week	+0.7%	+89	4	3
This month	+0.8%	+112	14	8
This year	−2.0%	−103	110	65

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+0.5	−0.8	+0.4	0.0	+0.4	−1.3	+0.5	+0.1	−0.6	−2.0	−1.9	−1.4	−5.9
2024	+0.9	−0.8	−0.8	0.0	−0.9	−0.5	+0.4	−1.7	+0.6	+1.0	−0.9	+1.3	−1.3
2025	+0.2	−0.9	−0.2	−1.1	−1.4	−2.0	−0.8	−1.5	−0.5	−0.1	+0.1	+0.1	−8.0
2026	−0.1	−0.4	+1.4	−0.6	−1.6	+0.6	−1.6	−0.6	+0.3	0.0	+0.6	·	−1.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.8%.

Max daily drawdown: −1.1%
Max weekly drawdown: −2.9%
Max drawdown · equity: −17.8%
Max drawdown · balance: −17.8%
Absolute drawdown: −$1,793
Longest drawdown: 1172 days · Aug
Recovery factor: −0.9
Max simultaneous risk: 1.0%

Symbol split

90 days

AUDCAD

100%+15.9%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 23% · Tue 20% · Wed 20% · Thu 21% · Fri 16% · 47% in the New York session

Behaviour

from 521 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 5% · 4–12h 28% · over 12h 67%. Automated share 100%.

Statistics521 closed trades

Trades521

Won / lost296 / 225

Long win rate0% (0)

Short win rate57% (521)

Avg win+$18.3 · 26.0 pip

Avg loss−$31.2 · −41.3 pip

Best trade+$31 · Nov 3

Worst trade−$99 · Sep 29

Total pips−1,593

Lots52.1

Commission + swap−$425

Expectancy / trade−$3.1

Profit factor0.77

Sharpe−1.64daily returns, annualised

Z-score0.3 (27%)dependence between runs

Standard deviation$29.7

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak10 (+$126)

Losing streak6 (−$219)

Avg holding time1.6 days

Trades / week2.6

Risk / trade1.0%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 09:19	AUDCAD	SELL	0.1	0.97783 → 0.97353	8h 34m	+43	+$31	—
Nov 3 00:43	AUDCAD	SELL	0.1	0.98090 → 0.97792	1.1 days	+29.8	+$21	—
Nov 1 22:03	AUDCAD	SELL	0.1	0.98137 → 0.98277	2.9 days	−14	−$11	—
Oct 29 22:53	AUDCAD	SELL	0.1	0.98451 → 0.98153	14h 8m	+29.8	+$21	—
Oct 26 23:03	AUDCAD	SELL	0.1	0.98549 → 0.98251	1 days	+29.8	+$21	—
Oct 25 21:03	AUDCAD	SELL	0.1	0.98336 → 0.98746	3.3 days	−41	−$30	—
Oct 22 11:24	AUDCAD	SELL	0.1	0.98535 → 0.98237	1.5 days	+29.8	+$20	—
Oct 20 21:25	AUDCAD	SELL	0.1	0.98350 → 0.98474	1.9 days	−12.4	−$10	—
Oct 18 21:03	AUDCAD	SELL	0.1	0.98098 → 0.98278	3.2 days	−18	−$14	—
Oct 15 08:17	AUDCAD	SELL	0.1	0.98698 → 0.98400	4h 17m	+29.8	+$21	—
Oct 15 00:30	AUDCAD	SELL	0.1	0.99231 → 0.98933	4h 0m	+29.8	+$19	—
Oct 14 13:10	AUDCAD	SELL	0.1	0.99331 → 0.99436	1.9 days	−10.5	−$8	—
Oct 11 21:03	AUDCAD	SELL	0.1	0.99010 → 0.99446	3.2 days	−43.6	−$32	—
Oct 8 11:36	AUDCAD	SELL	0.1	0.99263 → 0.98965	1.8 days	+29.8	+$19	—
Oct 4 21:03	AUDCAD	SELL	0.1	0.98455 → 0.99017	3.1 days	−56.2	−$40	—
Oct 1 15:34	AUDCAD	SELL	0.1	0.98807 → 0.98509	1.6 days	+29.8	+$19	—
Sep 30 01:37	AUDCAD	SELL	0.1	0.99150 → 0.98852	16h 7m	+29.8	+$21	—
Sep 25 20:10	AUDCAD	SELL	0.1	0.99225 → 0.99384	1.9 days	−15.9	−$12	—
Sep 23 12:47	AUDCAD	SELL	0.1	0.99802 → 0.99504	1.1 days	+29.8	+$21	—
Sep 16 06:25	AUDCAD	SELL	0.1	0.99004 → 0.99288	1.9 days	−28.4	−$21	—
Sep 13 21:03	AUDCAD	SELL	0.1	0.98972 → 0.99234	3.2 days	−26.2	−$20	—
Sep 10 12:26	AUDCAD	SELL	0.1	0.99465 → 0.99167	1.5 days	+29.8	+$20	—
Sep 8 21:04	AUDCAD	SELL	0.1	0.99688 → 0.99390	1 days	+29.8	+$21	—
Sep 4 00:55	AUDCAD	SELL	0.1	0.99296 → 0.99374	1.9 days	−7.8	−$8	—
Sep 1 08:07	AUDCAD	SELL	0.1	0.99532 → 0.99234	1.4 days	+29.8	+$21	—

1–25 of 521

Arroyo Sereno◇Strategy

Rules