Twilight Iris · strategy profile

Twilight Iris · 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	+0.2%	+19	2	1
This month	+1.0%	+89	15	9
This year	+5.0%	+478	143	77

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+2.0	+0.5	−1.1	−0.2	−2.5	+0.2	+1.3	−2.7	+4.1	−0.9	−0.9	−1.6	−1.7
2023	−2.5	+2.5	−0.6	+0.4	+1.7	+2.0	+1.3	+0.3	−0.1	−0.9	−0.6	−1.7	+1.7
2024	+0.6	+0.7	+0.7	−0.5	−1.5	+1.1	−0.1	−0.3	+0.6	+0.7	+2.0	+1.1	+5.1
2025	−1.9	+0.8	−0.2	−1.8	+1.4	−2.1	−1.0	+1.3	−0.4	−0.6	−0.4	−0.4	−5.2
2026	+1.9	−0.7	+1.8	+0.3	−1.3	+0.9	+1.7	−0.3	−0.7	+1.3	−0.2	·	+4.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.9%.

Max daily drawdown: −2.4%
Max weekly drawdown: −2.4%
Max drawdown · equity: −9.9%
Max drawdown · balance: −9.9%
Absolute drawdown: −$1,029
Longest drawdown: 684 days · Feb
Recovery factor: 0.4
Max simultaneous risk: 4.3%

Symbol split

90 days

EURGBP

100%+4.0%

Long 19% · Short 81%

Hour and day

trade opens · UTC

Mon 18% · Tue 29% · Wed 7% · Thu 33% · Fri 13% · 44% in the New York session

Behaviour

from 816 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%.

Statistics816 closed trades

Trades816

Won / lost422 / 394

Long win rate45% (156)

Short win rate53% (660)

Avg win+$29.9 · 24.4 pip

Avg loss−$31.0 · −23.8 pip

Best trade+$256 · Oct 13

Worst trade−$244 · Sep 25

Total pips+898

Lots81.6

Commission + swap−$815

Expectancy / trade+$0.5

Profit factor1.03

Sharpe0.22daily returns, annualised

Z-score1.8 (92%)dependence between runs

Standard deviation$43.0

AHPR / GHPR0.01% / 0.01%

Recovery factor0.4

Winning streak9 (+$152)

Losing streak6 (−$244)

Avg holding time1.9 days

Trades / week3.2

Risk / trade4.3%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	SELL	0.1	0.83644 → 0.83417	3.6 days	+22.7	+$29	—
Oct 29 06:50	EURGBP	SELL	0.1	0.83649 → 0.83686	1.5 days	−3.7	−$7	—
Oct 27 14:35	EURGBP	SELL	0.1	0.83828 → 0.83658	1.5 days	+17	+$22	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83729 → 0.83876	2.2 days	−14.7	−$20	—
Oct 23 13:55	EURGBP	SELL	0.1	0.83852 → 0.83759	1.5 days	+9.3	+$12	—
Oct 22 00:00	EURGBP	BUY	0.1	0.84012 → 0.83855	1.5 days	−15.7	−$23	—
Oct 20 10:25	EURGBP	BUY	0.1	0.84037 → 0.84048	1.5 days	+1.1	+$1	—
Oct 18 21:03	EURGBP	BUY	0.1	0.84282 → 0.84238	2.2 days	−4.4	−$6	—
Oct 16 14:15	EURGBP	SELL	0.1	0.84691 → 0.84242	1.5 days	+44.9	+$60	—
Oct 15 00:55	EURGBP	BUY	0.1	0.84478 → 0.84592	1.5 days	+11.4	+$13	—
Oct 13 11:10	EURGBP	SELL	0.1	0.84627 → 0.84493	1.5 days	+13.4	+$17	—
Oct 11 21:03	EURGBP	BUY	0.1	0.84606 → 0.84526	2.2 days	−8	−$11	—
Oct 9 16:30	EURGBP	SELL	0.1	0.84791 → 0.84620	1.5 days	+17.1	+$22	—
Oct 8 00:20	EURGBP	SELL	0.1	0.84875 → 0.84767	1.5 days	+10.8	+$12	—
Oct 6 11:00	EURGBP	BUY	0.1	0.84999 → 0.84876	1.5 days	−12.3	−$17	—
Oct 4 21:03	EURGBP	BUY	0.1	0.85077 → 0.84948	2.3 days	−12.9	−$18	—
Oct 2 13:20	EURGBP	SELL	0.1	0.85419 → 0.85086	1.5 days	+33.3	+$44	—
Sep 30 23:40	EURGBP	BUY	0.1	0.85719 → 0.85412	1.5 days	−30.7	−$43	—
Sep 29 10:35	EURGBP	SELL	0.1	0.85969 → 0.85720	1.5 days	+24.9	+$32	—
Sep 27 21:03	EURGBP	SELL	0.1	0.85992 → 0.85948	3.3 days	+4.4	+$5	—
Sep 24 12:00	EURGBP	SELL	0.1	0.85781 → 0.85994	1.5 days	−21.3	−$30	—
Sep 22 16:40	EURGBP	SELL	0.1	0.85746 → 0.85833	1.5 days	−8.7	−$12	—
Sep 18 14:35	EURGBP	SELL	0.1	0.85687 → 0.85870	1.5 days	−18.3	−$25	—
Sep 17 00:55	EURGBP	SELL	0.1	0.85575 → 0.85709	1.5 days	−13.4	−$20	—
Sep 15 11:35	EURGBP	BUY	0.1	0.85736 → 0.85565	1.5 days	−17.1	−$24	—

1–25 of 816

Twilight Iris◇Strategy

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