Monte Nocturno · strategy profile

Monte Nocturno · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.1%	+9	1	1
This week	+0.6%	+64	5	4
This month	−0.4%	−37	20	8
This year	−5.1%	−535	162	70

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−0.6	−0.8	−0.5	−1.0	−0.3	−0.2	−0.3	−0.2	−1.8	−1.5	−0.7	−1.3	−9.1
2024	+1.2	−1.3	+0.2	−0.4	−0.4	−0.6	+0.3	−0.8	−0.5	−0.2	−0.7	+0.8	−2.3
2025	−0.1	−0.2	−0.5	−1.0	−1.2	−0.5	−0.6	−0.1	−0.1	−1.1	+0.3	−0.4	−5.7
2026	−0.8	−0.7	+0.2	−0.9	−0.3	+0.2	−0.2	−1.0	−0.6	−1.4	+0.8	·	−4.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.7%.

Max daily drawdown: −1.3%
Max weekly drawdown: −1.0%
Max drawdown · equity: −20.7%
Max drawdown · balance: −20.7%
Absolute drawdown: −$2,068
Longest drawdown: 1398 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 4.0%

Symbol split

90 days

AUDCAD

100%+19.7%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 19% · Thu 23% · Fri 19% · 42% in the New York session

Behaviour

from 827 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 92% · over 12h 8%. Automated share 100%.

Statistics827 closed trades

Trades827

Won / lost360 / 467

Long win rate0% (0)

Short win rate44% (827)

Avg win+$12.8 · 17.9 pip

Avg loss−$14.1 · −19.1 pip

Best trade+$70 · Apr 6

Worst trade−$86 · May 2

Total pips−2,459

Lots82.7

Commission + swap−$215

Expectancy / trade−$2.4

Profit factor0.70

Sharpe−2.51daily returns, annualised

Z-score2.3 (98%)dependence between runs

Standard deviation$17.7

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak6 (+$49)

Losing streak11 (−$95)

Avg holding time12h 57m

Trades / week4.1

Risk / trade4.0%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 01:28	AUDCAD	SELL	0.1	0.97964 → 0.97871	9h 25m	+9.3	+$6	—
Nov 2 11:55	AUDCAD	SELL	0.1	0.98224 → 0.97930	9h 25m	+29.4	+$21	—
Nov 1 22:03	AUDCAD	SELL	0.1	0.98108 → 0.98277	2.2 days	−16.9	−$13	—
Oct 30 13:19	AUDCAD	SELL	0.1	0.98327 → 0.98139	9h 25m	+18.8	+$13	—
Oct 30 01:16	AUDCAD	SELL	0.1	0.98334 → 0.98101	9h 25m	+23.3	+$16	—
Oct 25 21:03	AUDCAD	SELL	0.1	0.98421 → 0.98746	2.1 days	−32.5	−$24	—
Oct 23 16:55	AUDCAD	SELL	0.1	0.98350 → 0.98488	9h 25m	−13.8	−$10	—
Oct 22 20:02	AUDCAD	SELL	0.1	0.98350 → 0.98333	9h 25m	+1.7	+$1	—
Oct 21 10:13	AUDCAD	SELL	0.1	0.98619 → 0.98706	9h 25m	−8.7	−$6	—
Oct 21 00:25	AUDCAD	SELL	0.1	0.98468 → 0.98639	9h 25m	−17.1	−$13	—
Oct 19 23:58	AUDCAD	SELL	0.1	0.98509 → 0.98505	9h 25m	+0.4	$0	—
Oct 19 09:37	AUDCAD	SELL	0.1	0.98389 → 0.98375	9h 25m	+1.4	+$1	—
Oct 16 11:22	AUDCAD	SELL	0.1	0.98262 → 0.98533	9h 25m	−27.1	−$19	—
Oct 16 01:55	AUDCAD	SELL	0.1	0.98093 → 0.98302	9h 25m	−20.9	−$15	—
Oct 15 15:55	AUDCAD	SELL	0.1	0.98728 → 0.98128	9h 25m	+60	+$42	—
Oct 14 14:35	AUDCAD	SELL	0.1	0.99388 → 0.99460	9h 25m	−7.2	−$5	—
Oct 14 04:55	AUDCAD	SELL	0.1	0.99283 → 0.99415	9h 25m	−13.2	−$10	—
Oct 9 08:26	AUDCAD	SELL	0.1	0.98970 → 0.99277	9h 25m	−30.7	−$22	—
Oct 8 19:55	AUDCAD	SELL	0.1	0.99095 → 0.98956	9h 25m	+13.9	+$10	—
Oct 8 02:06	AUDCAD	SELL	0.1	0.99233 → 0.99304	9h 25m	−7.1	−$6	—
Oct 2 15:32	AUDCAD	SELL	0.1	0.98557 → 0.99148	9h 25m	−59.1	−$41	—
Oct 2 06:02	AUDCAD	SELL	0.1	0.98569 → 0.98606	9h 25m	−3.7	−$3	—
Oct 1 12:48	AUDCAD	SELL	0.1	0.98930 → 0.99036	9h 25m	−10.6	−$7	—
Oct 1 02:26	AUDCAD	SELL	0.1	0.98788 → 0.98868	9h 25m	−8	−$7	—
Sep 30 07:27	AUDCAD	SELL	0.1	0.99110 → 0.98961	9h 25m	+14.9	+$11	—

1–25 of 827

Monte Nocturno◇Strategy

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