Carrizo · strategy profile

Carrizo · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−1.1%	−233	21	7
This month	−1.5%	−204	98	48
This year	+14.2%	+4,572	1,130	628

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−7.8	+16.5	+13.5	+6.5	+5.2	−12.2	−1.5	+0.6	+8.1	+2.1	−2.7	+10.6	+39.1
2024	+3.6	−3.8	−2.8	−0.9	−0.8	+8.5	−5.4	+4.5	−7.6	+2.8	+3.7	+3.4	+5.3
2025	−1.5	−0.2	+2.4	−5.3	+1.3	+3.7	−0.8	−0.1	−3.6	+6.0	+1.8	−2.0	+1.6
2026	−5.5	−0.1	+9.0	+2.9	+0.6	−3.4	+9.7	−1.2	+3.3	−0.7	−1.3	·	+13.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.4%.

Max daily drawdown: −9.1%
Max weekly drawdown: −11.9%
Max drawdown · equity: −21.4%
Max drawdown · balance: −21.4%
Absolute drawdown: −$3,064
Longest drawdown: 315 days · Jul
Recovery factor: 3.2
Max simultaneous risk: 17.5%

Symbol split

90 days

AUDCAD

100%+68.3%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 23% · Tue 16% · Wed 24% · Thu 20% · Fri 17% · 42% in the Asia session

Behaviour

from 5,086 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 10% · over 12h 87%. Automated share 100%.

Statistics5,086 closed trades

Trades5,086

Won / lost2,802 / 2,284

Long win rate53% (2,396)

Short win rate57% (2,690)

Avg win+$24.9 · 35.4 pip

Avg loss−$27.5 · −36.0 pip

Best trade+$242 · Apr 4

Worst trade−$282 · Apr 4

Total pips+17,060

Lots508.6

Commission + swap−$5,370

Expectancy / trade+$1.4

Profit factor1.11

Sharpe0.98daily returns, annualised

Z-score−10.7 (100%)dependence between runs

Standard deviation$31.7

AHPR / GHPR0.01% / 0.01%

Recovery factor3.2

Winning streak23 (+$334)

Losing streak17 (−$265)

Avg holding time2.1 days

Trades / week25.4

Risk / trade1.8%

Monthly average+1.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 00:52	AUDCAD	BUY	0.1	0.98088 → 0.98193	2.7 days	+10.5	+$7	—
Nov 1 22:03	AUDCAD	BUY	0.1	0.98098 → 0.98111	2.6 days	+1.3	$0	—
Nov 1 22:03	AUDCAD	BUY	0.1	0.98693 → 0.98111	4 days	−58.2	−$43	—
Nov 1 22:03	AUDCAD	BUY	0.1	0.98388 → 0.98111	3.3 days	−27.7	−$21	—
Nov 1 22:03	AUDCAD	BUY	0.1	0.98646 → 0.98111	4 days	−53.5	−$39	—
Nov 1 22:03	AUDCAD	BUY	0.1	0.98167 → 0.98111	2.3 days	−5.6	−$5	—
Nov 1 22:03	AUDCAD	SELL	0.1	0.98380 → 0.98277	3.1 days	+10.3	+$6	—
Nov 1 22:03	AUDCAD	BUY	0.1	0.98726 → 0.98111	4 days	−61.5	−$45	—
Oct 30 12:00	AUDCAD	BUY	0.1	0.98254 → 0.98092	1 days	−16.2	−$12	—
Oct 30 10:05	AUDCAD	BUY	0.1	0.98419 → 0.98128	1 days	−29.1	−$21	—
Oct 30 08:13	AUDCAD	SELL	0.1	0.98828 → 0.98030	1.7 days	+79.8	+$55	—
Oct 29 08:35	AUDCAD	SELL	0.1	0.98707 → 0.98509	1.4 days	+19.8	+$13	—
Oct 29 04:00	AUDCAD	SELL	0.1	0.98915 → 0.98621	1 days	+29.4	+$20	—
Oct 29 00:05	AUDCAD	SELL	0.1	0.98761 → 0.98686	1 days	+7.5	+$4	—
Oct 28 23:30	AUDCAD	SELL	0.1	0.98452 → 0.98663	2.7 days	−21.1	−$18	—
Oct 28 21:30	AUDCAD	SELL	0.1	0.98448 → 0.98718	2.7 days	−27	−$22	—
Oct 28 21:25	AUDCAD	SELL	0.1	0.98700 → 0.98718	3 days	−1.8	−$4	—
Oct 28 21:15	AUDCAD	SELL	0.1	0.98680 → 0.98718	3 days	−3.8	−$5	—
Oct 28 20:10	AUDCAD	SELL	0.1	0.98497 → 0.98788	1.5 days	−29.1	−$21	—
Oct 28 13:55	AUDCAD	SELL	0.1	0.98680 → 0.98805	2.7 days	−12.5	−$10	—
Oct 28 06:55	AUDCAD	SELL	0.1	0.98431 → 0.98873	1.6 days	−44.2	−$32	—
Oct 27 22:00	AUDCAD	BUY	0.1	0.98310 → 0.98669	1 days	+35.9	+$25	—
Oct 27 08:25	AUDCAD	SELL	0.1	0.98711 → 0.98478	1.5 days	+23.3	+$16	—
Oct 26 02:00	AUDCAD	BUY	0.1	0.98258 → 0.98407	2.7 days	+14.9	+$10	—
Oct 25 21:03	AUDCAD	SELL	0.1	0.98730 → 0.98746	4 days	−1.6	−$4	—

1–25 of 5086

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