Twilight Brook · strategy profile

Twilight Brook · 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	+0.1%	+11	1	1
This month	−0.4%	−27	11	6
This year	−3.5%	−215	106	57

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.4	+2.5	+4.4	−2.2	−2.0	−0.7	−2.0	−1.4	+1.6	+1.3	−2.3	−2.7	−2.1
2021	+0.3	−2.5	+1.7	−0.2	−1.5	+1.1	+2.8	−0.8	+1.6	−2.0	+4.6	−1.7	+3.4
2022	+0.2	−1.9	−3.2	+4.0	−3.5	+2.1	−1.2	+0.2	+5.3	−0.1	−4.3	−1.3	−3.6
2023	−3.0	+1.3	+0.7	+1.3	+1.3	−2.4	−0.2	+1.0	+1.5	−0.1	−2.4	−1.2	−2.1
2024	+2.5	+0.7	0.0	+0.2	−2.2	+0.5	+1.7	−2.0	−1.0	+3.0	−0.7	+3.1	+5.9
2025	+0.5	−1.4	−0.6	−0.1	−0.9	−1.3	+1.2	−0.7	−0.2	+1.3	+0.3	−0.8	−2.7
2026	−2.9	−1.3	+0.9	−2.2	−0.5	+2.7	−1.2	−0.3	+1.8	−0.4	0.0	·	−3.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.4%.

Max daily drawdown: −2.1%
Max weekly drawdown: −3.5%
Max drawdown · equity: −20.4%
Max drawdown · balance: −20.4%
Absolute drawdown: −$2,329
Longest drawdown: 2418 days · May
Recovery factor: −0.3
Max simultaneous risk: 3.4%

Symbol split

90 days

AUDUSD

100%+6.0%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 29% · Tue 8% · Wed 29% · Thu 11% · Fri 23% · 51% in the Asia session

Behaviour

from 879 trades

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

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

Statistics879 closed trades

Trades879

Won / lost443 / 436

Long win rate0% (0)

Short win rate50% (879)

Avg win+$40.3 · 41.5 pip

Avg loss−$42.4 · −41.2 pip

Best trade+$398 · Mar 19

Worst trade−$217 · Mar 24

Total pips+429

Lots87.9

Commission + swap−$1,025

Expectancy / trade−$0.7

Profit factor0.97

Sharpe−0.15daily returns, annualised

Z-score−0.9 (62%)dependence between runs

Standard deviation$57.5

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.3

Winning streak9 (+$499)

Losing streak8 (−$233)

Avg holding time2.2 days

Trades / week2.5

Risk / trade3.4%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 13:26	AUDUSD	SELL	0.1	0.70354 → 0.70240	1.9 days	+11.4	+$9	—
Oct 27 19:50	AUDUSD	SELL	0.1	0.70334 → 0.70298	1.9 days	+3.6	+$3	—
Oct 25 21:03	AUDUSD	SELL	0.1	0.70171 → 0.70257	2.8 days	−8.6	−$9	—
Oct 23 00:06	AUDUSD	SELL	0.1	0.70230 → 0.70144	1.9 days	+8.6	+$7	—
Oct 20 21:54	AUDUSD	SELL	0.1	0.69640 → 0.70039	1.9 days	−39.9	−$41	—
Oct 18 21:03	AUDUSD	SELL	0.1	0.69199 → 0.69630	2.9 days	−43.1	−$44	—
Oct 15 22:49	AUDUSD	SELL	0.1	0.69873 → 0.69233	1.9 days	+64	+$62	—
Oct 13 23:03	AUDUSD	SELL	0.1	0.69889 → 0.69833	1.9 days	+5.6	+$5	—
Oct 11 21:03	AUDUSD	SELL	0.1	0.69796 → 0.69659	2.4 days	+13.7	+$13	—
Oct 9 09:55	AUDUSD	SELL	0.1	0.69482 → 0.69799	1.9 days	−31.7	−$34	—
Oct 7 07:19	AUDUSD	SELL	0.1	0.69584 → 0.69694	1.9 days	−11	−$12	—
Oct 4 21:03	AUDUSD	SELL	0.1	0.69480 → 0.69449	3.6 days	+3.1	+$2	—
Sep 30 14:08	AUDUSD	SELL	0.1	0.70291 → 0.69609	1.9 days	+68.2	+$67	—
Sep 27 21:03	AUDUSD	SELL	0.1	0.70365 → 0.70075	3.5 days	+29	+$28	—
Sep 22 22:35	AUDUSD	SELL	0.1	0.71252 → 0.71157	1.9 days	+9.5	+$9	—
Sep 20 21:03	AUDUSD	SELL	0.1	0.71239 → 0.71064	2 days	+17.5	+$17	—
Sep 18 15:36	AUDUSD	SELL	0.1	0.71244 → 0.71112	1.9 days	+13.2	+$11	—
Sep 16 15:17	AUDUSD	SELL	0.1	0.71413 → 0.71335	1.9 days	+7.8	+$7	—
Sep 13 21:03	AUDUSD	SELL	0.1	0.71701 → 0.71584	2.6 days	+11.7	+$11	—
Sep 11 03:20	AUDUSD	SELL	0.1	0.72278 → 0.71553	1.9 days	+72.5	+$71	—
Sep 8 21:34	AUDUSD	SELL	0.1	0.72047 → 0.72179	1.9 days	−13.2	−$14	—
Sep 4 20:45	AUDUSD	SELL	0.1	0.71651 → 0.72054	1.9 days	−40.3	−$41	—
Sep 2 22:08	AUDUSD	SELL	0.1	0.71758 → 0.71698	1.9 days	+6	+$4	—
Aug 30 21:03	AUDUSD	SELL	0.1	0.71946 → 0.71523	2.8 days	+42.3	+$42	—
Aug 28 00:32	AUDUSD	SELL	0.1	0.71767 → 0.71989	1.9 days	−22.2	−$24	—

1–25 of 879

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