Twilight Thorn · strategy profile

Twilight Thorn · 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	+0.3%	+28	2	2
This month	−1.1%	−75	10	4
This year	−2.0%	−68	98	50

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.4	−0.6	+2.1	−1.4	+0.3	+1.9	−0.2	+0.7	+1.1	−2.0	−0.9	+0.3	+2.8
2023	+1.1	+0.6	+0.6	+0.7	−0.1	−0.4	−2.1	+0.7	−0.6	−0.9	−0.3	−1.5	−2.1
2024	−1.8	−0.1	+0.1	−0.4	−0.8	−0.3	−1.6	+2.8	−0.5	+0.5	−0.4	+0.9	−1.5
2025	−2.0	−0.4	+1.5	+4.6	−0.3	−0.4	+1.3	+0.3	−0.3	+0.1	+0.3	−0.6	+4.1
2026	+0.3	+0.4	+0.2	−0.9	−0.6	+0.6	−0.9	+0.1	−0.4	−0.9	−0.1	·	−2.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.4%.

Max daily drawdown: −2.2%
Max weekly drawdown: −1.6%
Max drawdown · equity: −11.4%
Max drawdown · balance: −11.4%
Absolute drawdown: −$1,226
Longest drawdown: 1496 days · Jul
Recovery factor: 0.1
Max simultaneous risk: 6.0%

Symbol split

90 days

EURGBP

100%+0.9%

Long 66% · Short 34%

Hour and day

trade opens · UTC

Mon 28% · Tue 16% · Wed 19% · Thu 18% · Fri 19% · 52% in the London session

Behaviour

from 527 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 1% · over 12h 99%. Automated share 100%.

Statistics527 closed trades

Trades527

Won / lost252 / 275

Long win rate43% (346)

Short win rate58% (181)

Avg win+$31.2 · 25.6 pip

Avg loss−$28.2 · −21.4 pip

Best trade+$155 · Apr 11

Worst trade−$231 · Sep 30

Total pips+563

Lots52.7

Commission + swap−$625

Expectancy / trade+$0.2

Profit factor1.01

Sharpe0.10daily returns, annualised

Z-score−1.1 (73%)dependence between runs

Standard deviation$41.4

AHPR / GHPR0.00% / 0.00%

Recovery factor0.1

Winning streak9 (+$211)

Losing streak9 (−$231)

Avg holding time2 days

Trades / week2.1

Risk / trade6.0%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	SELL	0.1	0.83629 → 0.83417	3.6 days	+21.2	+$27	—
Oct 29 07:30	EURGBP	SELL	0.1	0.83696 → 0.83632	1.6 days	+6.4	+$7	—
Oct 27 15:15	EURGBP	BUY	0.1	0.83862 → 0.83682	1.6 days	−18	−$24	—
Oct 23 05:15	EURGBP	BUY	0.1	0.83892 → 0.83718	1.6 days	−17.4	−$25	—
Oct 21 03:15	EURGBP	BUY	0.1	0.84218 → 0.83933	1.6 days	−28.5	−$39	—
Oct 18 21:03	EURGBP	SELL	0.1	0.84483 → 0.84257	2.9 days	+22.6	+$30	—
Oct 14 23:15	EURGBP	BUY	0.1	0.84558 → 0.84600	1.6 days	+4.2	+$4	—
Oct 11 21:03	EURGBP	BUY	0.1	0.84825 → 0.84526	2.6 days	−29.9	−$40	—
Oct 8 23:15	EURGBP	SELL	0.1	0.84521 → 0.84764	1.6 days	−24.3	−$34	—
Oct 7 06:30	EURGBP	BUY	0.1	0.84828 → 0.84718	1.6 days	−11	−$16	—
Oct 4 21:03	EURGBP	SELL	0.1	0.85091 → 0.84967	2.2 days	+12.4	+$16	—
Sep 30 11:45	EURGBP	BUY	0.1	0.85826 → 0.85406	1.6 days	−42	−$57	—
Sep 27 21:03	EURGBP	SELL	0.1	0.86044 → 0.85948	2.2 days	+9.6	+$12	—
Sep 22 20:15	EURGBP	SELL	0.1	0.85765 → 0.85818	1.6 days	−5.3	−$8	—
Sep 20 21:03	EURGBP	BUY	0.1	0.85827 → 0.85729	3.4 days	−9.8	−$14	—
Sep 16 23:15	EURGBP	BUY	0.1	0.85627 → 0.85688	1.6 days	+6.1	+$6	—
Sep 13 21:03	EURGBP	SELL	0.1	0.85858 → 0.85641	2.5 days	+21.7	+$29	—
Sep 10 07:15	EURGBP	BUY	0.1	0.85874 → 0.85860	1.6 days	−1.4	−$4	—
Sep 6 21:03	EURGBP	BUY	0.1	0.85977 → 0.85788	2.3 days	−18.9	−$26	—
Sep 4 01:15	EURGBP	BUY	0.1	0.85811 → 0.85939	1.6 days	+12.8	+$15	—
Sep 1 23:15	EURGBP	BUY	0.1	0.85663 → 0.85771	1.6 days	+10.8	+$14	—
Aug 30 21:03	EURGBP	SELL	0.1	0.85566 → 0.85509	2.2 days	+5.7	+$7	—
Aug 27 05:15	EURGBP	BUY	0.1	0.85576 → 0.85777	1.6 days	+20.1	+$25	—
Aug 23 21:03	EURGBP	SELL	0.1	0.85636 → 0.85463	3.2 days	+17.3	+$23	—
Aug 20 15:00	EURGBP	SELL	0.1	0.85520 → 0.85698	1.6 days	−17.8	−$26	—

1–25 of 527

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