Arroyo Austral · strategy profile

Arroyo Austral · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.7%	+47	2	1
This week	+0.7%	+49	15	8
This month	+1.6%	+123	73	38
This year	−17.0%	−1,093	721	331

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+0.5	−3.1	−1.0	−0.9	−2.3	−2.2	+1.2	−2.7	+0.2	+1.8	+0.2	+0.5	−7.9
2024	−3.1	−1.3	−1.3	−0.6	−2.6	−0.4	−2.9	+0.3	−1.2	−1.0	−1.5	−2.1	−17.7
2025	−3.6	−0.4	−3.3	−1.4	−1.3	−3.7	−1.4	−4.3	−3.7	−2.5	−2.8	−4.2	−32.7
2026	−2.9	−1.6	−1.8	−5.4	−4.3	−3.2	+3.4	−0.2	−4.1	+1.5	+0.1	·	−18.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −55.8%.

Max daily drawdown: −1.8%
Max weekly drawdown: −3.2%
Max drawdown · equity: −55.8%
Max drawdown · balance: −55.8%
Absolute drawdown: −$5,520
Longest drawdown: 1396 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 2.3%

Symbol split

90 days

AUDCAD

100%+54.1%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 19% · Tue 22% · Wed 21% · Thu 19% · Fri 19% · 43% in the New York session

Behaviour

from 3,266 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 94% · over 12h 6%. Automated share 100%.

Statistics3,266 closed trades

Trades3,266

Won / lost1,439 / 1,827

Long win rate44% (1,659)

Short win rate44% (1,607)

Avg win+$11.4 · 16.0 pip

Avg loss−$12.0 · −16.1 pip

Best trade+$153 · Apr 4

Worst trade−$80 · Apr 7

Total pips−6,553

Lots326.6

Commission + swap−$646

Expectancy / trade−$1.7

Profit factor0.75

Sharpe−3.06daily returns, annualised

Z-score0.2 (18%)dependence between runs

Standard deviation$15.9

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak10 (+$152)

Losing streak11 (−$94)

Avg holding time9h 50m

Trades / week16.3

Risk / trade2.3%

Monthly average−1.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 09:40	AUDCAD	SELL	0.1	0.97884 → 0.97375	7h 0m	+50.9	+$36	—
Nov 3 02:24	AUDCAD	BUY	0.1	0.97910 → 0.97869	7h 0m	−4.1	−$3	—
Nov 2 19:21	AUDCAD	SELL	0.1	0.97909 → 0.97895	7h 0m	+1.4	+$1	—
Nov 2 12:12	AUDCAD	BUY	0.1	0.98219 → 0.97910	7h 0m	−30.9	−$22	—
Nov 2 05:10	AUDCAD	BUY	0.1	0.98143 → 0.98185	7h 0m	+4.2	+$3	—
Nov 1 22:03	AUDCAD	SELL	0.1	0.98131 → 0.98135	2.2 days	−0.4	−$1	—
Oct 30 16:10	AUDCAD	SELL	0.1	0.98199 → 0.98148	7h 0m	+5.1	+$4	—
Oct 30 08:55	AUDCAD	BUY	0.1	0.98263 → 0.98175	7h 0m	−8.8	−$6	—
Oct 30 01:42	AUDCAD	SELL	0.1	0.98253 → 0.98274	7h 0m	−2.1	−$2	—
Oct 29 18:27	AUDCAD	SELL	0.1	0.98380 → 0.98298	7h 0m	+8.2	+$6	—
Oct 29 11:24	AUDCAD	SELL	0.1	0.98602 → 0.98400	7h 0m	+20.2	+$14	—
Oct 29 03:50	AUDCAD	SELL	0.1	0.98698 → 0.98637	7h 0m	+6.1	+$3	—
Oct 28 20:17	AUDCAD	SELL	0.1	0.98770 → 0.98775	7h 0m	−0.5	$0	—
Oct 28 13:13	AUDCAD	BUY	0.1	0.98918 → 0.98782	7h 0m	−13.6	−$10	—
Oct 28 06:07	AUDCAD	BUY	0.1	0.98748 → 0.98885	7h 0m	+13.7	+$10	—
Oct 27 22:52	AUDCAD	BUY	0.1	0.98771 → 0.98739	7h 0m	−3.2	−$3	—
Oct 27 15:49	AUDCAD	BUY	0.1	0.98468 → 0.98737	7h 0m	+26.9	+$19	—
Oct 27 08:46	AUDCAD	SELL	0.1	0.98449 → 0.98450	7h 0m	−0.1	$0	—
Oct 27 01:42	AUDCAD	SELL	0.1	0.98454 → 0.98490	7h 0m	−3.6	−$3	—
Oct 26 18:39	AUDCAD	BUY	0.1	0.98504 → 0.98459	7h 0m	−4.5	−$3	—
Oct 26 11:21	AUDCAD	SELL	0.1	0.98437 → 0.98511	7h 0m	−7.4	−$5	—
Oct 26 04:13	AUDCAD	BUY	0.1	0.98737 → 0.98446	7h 0m	−29.1	−$21	—
Oct 25 21:03	AUDCAD	BUY	0.1	0.98417 → 0.98722	2.2 days	+30.5	+$21	—
Oct 23 15:22	AUDCAD	BUY	0.1	0.98422 → 0.98337	7h 0m	−8.5	−$6	—
Oct 23 08:20	AUDCAD	BUY	0.1	0.98310 → 0.98389	7h 0m	+7.9	+$6	—

1–25 of 3266

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