Twilight Swan · strategy profile

Twilight Swan · 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	0.0%	0	0	0
This month	−0.2%	−17	3	1
This year	−3.0%	−208	60	20

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.3	−0.1	−0.2	+0.3	0.0	+0.2	+0.2	0.0	−0.9	+0.1	+0.6	+0.3	+0.2
2021	+0.2	+0.7	+0.1	−1.1	−1.2	−0.5	−0.4	−0.2	−0.6	−0.1	−0.7	0.0	−3.7
2022	−0.4	+0.9	+0.1	+0.2	−1.6	−1.6	0.0	−1.4	+0.1	+1.3	+1.5	−0.7	−1.6
2023	+1.0	+0.2	0.0	−0.1	−0.7	−0.1	−1.7	−0.6	−0.4	−0.1	+0.4	+0.3	−1.7
2024	−1.9	−1.5	+0.1	+0.5	0.0	−0.5	−0.5	−0.2	−1.1	0.0	−1.7	0.0	−6.8
2025	−1.6	−0.7	−1.8	−4.2	−0.1	+0.2	−0.1	+0.4	+0.4	−1.1	−0.4	0.0	−9.0
2026	−0.1	+0.1	−2.8	+1.1	−0.3	−0.3	−0.1	−0.2	−0.2	−0.2	0.0	·	−3.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −25.0%.

Max daily drawdown: −3.5%
Max weekly drawdown: −3.9%
Max drawdown · equity: −25.0%
Max drawdown · balance: −25.0%
Absolute drawdown: −$2,344
Longest drawdown: 2061 days · Apr
Recovery factor: −0.9
Max simultaneous risk: 3.3%

Symbol split

90 days

AUDUSD

100%+22.9%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 19% · Tue 22% · Wed 21% · Thu 21% · Fri 18% · 50% in the New York session

Behaviour

from 427 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 85% · over 12h 15%. Automated share 100%.

Statistics427 closed trades

Trades427

Won / lost174 / 253

Long win rate41% (427)

Short win rate0% (0)

Avg win+$25.4 · 25.9 pip

Avg loss−$26.5 · −25.9 pip

Best trade+$123 · Apr 8

Worst trade−$294 · Apr 4

Total pips−2,051

Lots42.7

Commission + swap−$242

Expectancy / trade−$5.4

Profit factor0.66

Sharpe−2.41daily returns, annualised

Z-score0.7 (54%)dependence between runs

Standard deviation$36.3

AHPR / GHPR−0.06% / −0.06%

Recovery factor−0.9

Winning streak7 (+$139)

Losing streak8 (−$347)

Avg holding time21h 33m

Trades / week1.2

Risk / trade3.3%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 20 19:25	AUDUSD	BUY	0.1	0.69863 → 0.69984	15h 25m	+12.1	+$12	—
Oct 20 03:25	AUDUSD	BUY	0.1	0.69883 → 0.69873	15h 25m	−1	−$2	—
Oct 14 19:25	AUDUSD	BUY	0.1	0.69964 → 0.69680	15h 25m	−28.4	−$28	—
Sep 3 05:25	AUDUSD	BUY	0.1	0.71734 → 0.71612	15h 25m	−12.2	−$14	—
Aug 26 17:25	AUDUSD	BUY	0.1	0.71774 → 0.71713	15h 25m	−6.1	−$6	—
Aug 25 11:25	AUDUSD	BUY	0.1	0.71491 → 0.71521	15h 25m	+3	+$3	—
Aug 20 05:25	AUDUSD	BUY	0.1	0.71193 → 0.71142	15h 25m	−5.1	−$7	—
Aug 16 21:03	AUDUSD	BUY	0.1	0.70731 → 0.70757	2.5 days	+2.6	+$2	—
Aug 12 05:25	AUDUSD	BUY	0.1	0.70686 → 0.70536	15h 25m	−15	−$16	—
Aug 9 21:04	AUDUSD	BUY	0.1	0.70607 → 0.70584	2.3 days	−2.3	−$3	—
Aug 5 01:25	AUDUSD	BUY	0.1	0.70280 → 0.70398	15h 25m	+11.8	+$11	—
Jul 31 01:25	AUDUSD	BUY	0.1	0.69736 → 0.70256	15h 25m	+52	+$52	—
Jul 27 17:25	AUDUSD	BUY	0.1	0.70066 → 0.69871	15h 25m	−19.5	−$20	—
Jul 23 17:25	AUDUSD	BUY	0.1	0.70119 → 0.69743	15h 25m	−37.6	−$38	—
Jul 21 03:25	AUDUSD	BUY	0.1	0.70104 → 0.70041	15h 25m	−6.3	−$7	—
Jul 15 01:25	AUDUSD	BUY	0.1	0.69524 → 0.69840	15h 25m	+31.6	+$31	—
Jul 10 09:25	AUDUSD	BUY	0.1	0.69458 → 0.69426	15h 25m	−3.2	−$4	—
Jul 8 01:25	AUDUSD	BUY	0.1	0.69440 → 0.69314	15h 25m	−12.6	−$13	—
Jul 7 07:25	AUDUSD	BUY	0.1	0.69443 → 0.69424	15h 25m	−1.9	−$2	—
Jul 5 21:04	AUDUSD	BUY	0.1	0.69401 → 0.69303	2.6 days	−9.8	−$10	—
Jul 3 05:25	AUDUSD	BUY	0.1	0.69406 → 0.69403	15h 25m	−0.3	−$1	—
Jun 15 19:25	AUDUSD	BUY	0.1	0.70826 → 0.70704	15h 25m	−12.2	−$12	—
Jun 2 23:25	AUDUSD	BUY	0.1	0.71826 → 0.71722	15h 25m	−10.4	−$11	—
May 29 07:25	AUDUSD	BUY	0.1	0.71588 → 0.71579	15h 25m	−0.9	−$1	—
May 26 23:25	AUDUSD	BUY	0.1	0.71653 → 0.71680	15h 25m	+2.7	+$2	—

1–25 of 427

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