Midnight Cliff · strategy profile

Midnight Cliff · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.6%	+10	2	2
This week	+0.1%	+2	10	5
This month	−8.9%	−144	54	21
This year	−45.0%	−1,166	561	200

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−2.6	−0.3	−4.1	−2.1	−2.7	+2.3	−0.4	−3.7	+5.3	−0.1	+0.9	−1.2	−8.6
2023	−2.9	−1.0	−2.8	−0.5	−0.4	+0.7	+0.1	−1.8	−1.5	−1.8	−1.6	−3.1	−16.7
2024	−3.3	−0.4	−0.9	−2.6	−0.3	−0.5	−3.4	−2.3	−1.8	−5.4	−3.8	−3.9	−28.5
2025	−2.6	−5.0	−4.3	−13.3	−0.6	−2.5	+3.2	−3.7	−4.6	−0.1	−7.6	−1.7	−42.8
2026	+4.3	−2.4	−7.8	−5.6	−7.4	−4.3	−10.7	−7.5	−7.0	−8.7	0.0	·	−57.3

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −2.7%
Max weekly drawdown: −4.3%
Max drawdown · equity: −80.1%
Max drawdown · balance: −80.1%
Absolute drawdown: −$7,983
Longest drawdown: 1764 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 0.0%

Symbol split

90 days

EURGBP

100%+79.7%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 20% · Thu 20% · Fri 19% · 43% in the London session

Behaviour

from 3,083 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 95% · over 12h 6%. Automated share 100%.

Statistics3,083 closed trades

Trades3,083

Won / lost1,254 / 1,829

Long win rate38% (1,569)

Short win rate43% (1,514)

Avg win+$13.6 · 11.0 pip

Avg loss−$13.7 · −10.6 pip

Best trade+$239 · Sep 26

Worst trade−$114 · Apr 10

Total pips−5,629

Lots308.3

Commission + swap−$568

Expectancy / trade−$2.6

Profit factor0.68

Sharpe−4.52daily returns, annualised

Z-score0.8 (57%)dependence between runs

Standard deviation$16.2

AHPR / GHPR−0.07% / −0.07%

Recovery factor−1.0

Winning streak9 (+$65)

Losing streak13 (−$131)

Avg holding time8h 51m

Trades / week12.2

Risk / trade0.0%

Monthly average−2.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 13:20	EURGBP	SELL	0.1	0.83427 → 0.83363	6h 20m	+6.4	+$9	—
Nov 3 01:20	EURGBP	SELL	0.1	0.83505 → 0.83473	6h 20m	+3.2	+$4	—
Nov 2 18:20	EURGBP	SELL	0.1	0.83545 → 0.83521	6h 20m	+2.4	+$3	—
Nov 2 11:20	EURGBP	SELL	0.1	0.83435 → 0.83556	6h 20m	−12.1	−$16	—
Oct 30 19:20	EURGBP	BUY	0.1	0.83389 → 0.83372	6h 20m	−1.7	−$2	—
Oct 30 08:20	EURGBP	SELL	0.1	0.83573 → 0.83519	6h 20m	+5.4	+$7	—
Oct 29 18:20	EURGBP	SELL	0.1	0.83623 → 0.83535	6h 20m	+8.8	+$12	—
Oct 29 11:20	EURGBP	BUY	0.1	0.83674 → 0.83648	6h 20m	−2.6	−$3	—
Oct 29 04:20	EURGBP	BUY	0.1	0.83711 → 0.83653	6h 20m	−5.8	−$8	—
Oct 28 15:20	EURGBP	SELL	0.1	0.83692 → 0.83710	6h 20m	−1.8	−$2	—
Oct 27 23:20	EURGBP	SELL	0.1	0.83658 → 0.83653	6h 20m	+0.5	$0	—
Oct 27 15:20	EURGBP	SELL	0.1	0.83720 → 0.83706	6h 20m	+1.4	+$2	—
Oct 26 23:20	EURGBP	BUY	0.1	0.83795 → 0.83735	6h 20m	−6	−$9	—
Oct 26 15:20	EURGBP	BUY	0.1	0.83972 → 0.83774	6h 20m	−19.8	−$26	—
Oct 26 05:20	EURGBP	BUY	0.1	0.83826 → 0.83868	6h 20m	+4.2	+$6	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83692 → 0.83876	2.3 days	−18.4	−$25	—
Oct 23 14:20	EURGBP	SELL	0.1	0.83708 → 0.83758	6h 20m	−5	−$7	—
Oct 23 04:20	EURGBP	BUY	0.1	0.83748 → 0.83715	6h 20m	−3.3	−$4	—
Oct 22 18:20	EURGBP	SELL	0.1	0.83738 → 0.83742	6h 20m	−0.4	−$1	—
Oct 22 11:20	EURGBP	SELL	0.1	0.83913 → 0.83811	6h 20m	+10.2	+$14	—
Oct 22 03:20	EURGBP	SELL	0.1	0.83842 → 0.83942	6h 20m	−10	−$13	—
Oct 21 17:20	EURGBP	BUY	0.1	0.83878 → 0.83845	6h 20m	−3.3	−$4	—
Oct 21 05:20	EURGBP	SELL	0.1	0.83955 → 0.83932	6h 20m	+2.3	+$3	—
Oct 20 19:20	EURGBP	SELL	0.1	0.83957 → 0.83990	6h 20m	−3.3	−$4	—
Oct 20 11:20	EURGBP	BUY	0.1	0.84263 → 0.84006	6h 20m	−25.7	−$34	—

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