Autumn Cascade · strategy profile

Autumn Cascade · 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	+0.4%	+29	2	1
This month	+1.5%	+116	15	10
This year	+2.5%	+282	159	83

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.2	+1.4	−2.9	−0.5	−3.5	+0.4	0.0	−4.1	+4.9	+3.2	−1.7	−2.5	−4.2
2023	−1.8	−1.3	−2.1	−0.2	+1.6	+0.5	+1.1	+0.1	+1.3	+0.6	−0.9	−1.5	−2.5
2024	−0.7	+0.2	+1.8	−1.3	−0.6	+1.4	+0.4	−3.2	+1.3	−0.3	0.0	+0.2	−0.8
2025	−1.8	+1.8	−0.7	−0.9	+1.5	−2.0	−0.1	+2.9	−0.2	+1.0	−0.2	−0.6	+0.7
2026	+1.7	−2.0	+0.4	+0.6	+0.5	−1.0	+1.8	−1.0	0.0	+1.8	0.0	·	+2.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −14.8%.

Max daily drawdown: −1.9%
Max weekly drawdown: −2.6%
Max drawdown · equity: −14.8%
Max drawdown · balance: −14.8%
Absolute drawdown: −$1,524
Longest drawdown: 1706 days · Jul
Recovery factor: −0.3
Max simultaneous risk: 4.7%

Symbol split

90 days

EURGBP

100%+4.9%

Long 23% · Short 77%

Hour and day

trade opens · UTC

Mon 7% · Tue 33% · Wed 2% · Thu 33% · Fri 25% · 47% in the New York session

Behaviour

from 933 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%.

Statistics933 closed trades

Trades933

Won / lost479 / 454

Long win rate45% (214)

Short win rate53% (719)

Avg win+$27.3 · 22.2 pip

Avg loss−$29.8 · −22.8 pip

Best trade+$259 · Sep 25

Worst trade−$176 · Apr 4

Total pips+268

Lots93.3

Commission + swap−$855

Expectancy / trade−$0.5

Profit factor0.96

Sharpe−0.16daily returns, annualised

Z-score1.1 (72%)dependence between runs

Standard deviation$40.5

AHPR / GHPR−0.00% / −0.01%

Recovery factor−0.3

Winning streak9 (+$174)

Losing streak8 (−$202)

Avg holding time1.7 days

Trades / week3.7

Risk / trade4.7%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 19:55	EURGBP	SELL	0.1	0.83677 → 0.83367	1.5 days	+31	+$41	—
Oct 29 02:35	EURGBP	SELL	0.1	0.83675 → 0.83696	1.5 days	−2.1	−$5	—
Oct 27 12:20	EURGBP	SELL	0.1	0.83818 → 0.83651	1.5 days	+16.7	+$22	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83743 → 0.83876	2.2 days	−13.3	−$18	—
Oct 23 14:30	EURGBP	SELL	0.1	0.83871 → 0.83744	1.5 days	+12.7	+$16	—
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	SELL	0.1	0.84297 → 0.84257	2.2 days	+4	+$5	—
Oct 16 14:15	EURGBP	SELL	0.1	0.84691 → 0.84242	1.5 days	+44.9	+$60	—
Oct 15 00:35	EURGBP	SELL	0.1	0.84488 → 0.84620	1.5 days	−13.2	−$19	—
Oct 13 11:10	EURGBP	SELL	0.1	0.84627 → 0.84493	1.5 days	+13.4	+$17	—
Oct 11 21:03	EURGBP	SELL	0.1	0.84602 → 0.84545	2 days	+5.7	+$7	—
Oct 9 18:35	EURGBP	SELL	0.1	0.84830 → 0.84607	1.5 days	+22.3	+$29	—
Oct 8 05:00	EURGBP	SELL	0.1	0.84832 → 0.84836	1.5 days	−0.4	−$3	—
Oct 6 10:05	EURGBP	SELL	0.1	0.85005 → 0.84919	1.5 days	+8.6	+$11	—
Oct 4 21:03	EURGBP	BUY	0.1	0.85028 → 0.84948	2.1 days	−8	−$11	—
Oct 2 15:35	EURGBP	SELL	0.1	0.85424 → 0.85131	1.5 days	+29.3	+$38	—
Oct 1 01:25	EURGBP	SELL	0.1	0.85742 → 0.85425	1.5 days	+31.7	+$40	—
Sep 29 11:45	EURGBP	SELL	0.1	0.86016 → 0.85717	1.5 days	+29.9	+$39	—
Sep 25 18:05	EURGBP	SELL	0.1	0.85967 → 0.86021	1.5 days	−5.4	−$8	—
Sep 24 04:35	EURGBP	SELL	0.1	0.85764 → 0.85968	1.5 days	−20.4	−$29	—
Sep 22 13:35	EURGBP	SELL	0.1	0.85749 → 0.85763	1.5 days	−1.4	−$2	—
Sep 18 18:30	EURGBP	BUY	0.1	0.85676 → 0.85738	1.5 days	+6.2	+$8	—
Sep 17 01:20	EURGBP	SELL	0.1	0.85603 → 0.85700	1.5 days	−9.7	−$15	—
Sep 15 11:05	EURGBP	SELL	0.1	0.85734 → 0.85613	1.5 days	+12.1	+$16	—

1–25 of 933

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