Alameda · strategy profile

Alameda · 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%	−43	14	9
This month	−1.2%	−183	53	25
This year	+1.7%	+770	590	286

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+5.7	+5.9	+4.2	+3.5	+2.0	+4.4	+0.5	−3.6	+13.6	+9.9	+5.6	+2.9	+54.6
2023	+2.2	−3.1	+0.8	+3.3	+0.8	+3.5	+0.2	+0.4	+1.9	−1.8	−0.2	−1.4	+6.7
2024	+1.6	+2.7	+0.6	−1.1	−2.3	+2.7	+0.9	−1.4	−0.2	−0.3	+1.8	+1.9	+7.0
2025	+2.8	+3.3	+0.2	+1.8	+2.4	−1.7	+2.3	+5.2	+3.7	+0.2	+1.1	−0.5	+20.9
2026	−1.4	+0.9	+0.7	+2.3	+2.5	−0.7	−0.7	−0.3	−0.1	−1.5	−0.3	·	+1.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.7%.

Max daily drawdown: −4.0%
Max weekly drawdown: −5.3%
Max drawdown · equity: −12.7%
Max drawdown · balance: −12.7%
Absolute drawdown: −$1,726
Longest drawdown: 216 days · Sep
Recovery factor: 11.1
Max simultaneous risk: 4.0%

Symbol split

90 days

EURGBP

100%+140.2%

Long 41% · Short 59%

Hour and day

trade opens · UTC

Mon 29% · Tue 11% · Wed 23% · Thu 16% · Fri 20% · 46% in the London session

Behaviour

from 3,357 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%.

Statistics3,357 closed trades

Trades3,357

Won / lost1,780 / 1,577

Long win rate48% (1,360)

Short win rate57% (1,997)

Avg win+$34.4 · 28.0 pip

Avg loss−$29.9 · −22.7 pip

Best trade+$305 · Sep 26

Worst trade−$163 · Apr 15

Total pips+14,100

Lots335.7

Commission + swap−$3,675

Expectancy / trade+$4.2

Profit factor1.30

Sharpe1.58daily returns, annualised

Z-score−13.0 (100%)dependence between runs

Standard deviation$35.6

AHPR / GHPR0.01% / 0.01%

Recovery factor11.1

Winning streak18 (+$409)

Losing streak17 (−$192)

Avg holding time2.1 days

Trades / week13.3

Risk / trade0.8%

Monthly average+1.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	SELL	0.1	0.83562 → 0.83417	3 days	+14.5	+$19	—
Nov 1 22:03	EURGBP	BUY	0.1	0.83582 → 0.83244	3.4 days	−33.8	−$46	—
Nov 1 22:03	EURGBP	BUY	0.1	0.83582 → 0.83244	3.4 days	−33.8	−$46	—
Nov 1 22:03	EURGBP	BUY	0.1	0.83582 → 0.83244	3.4 days	−33.8	−$46	—
Oct 30 16:10	EURGBP	BUY	0.1	0.83763 → 0.83333	2.3 days	−43	−$60	—
Oct 29 21:45	EURGBP	SELL	0.1	0.83611 → 0.83551	2 days	+6	+$6	—
Oct 29 09:40	EURGBP	BUY	0.1	0.83595 → 0.83641	1.5 days	+4.6	+$5	—
Oct 29 09:40	EURGBP	BUY	0.1	0.83595 → 0.83641	1.5 days	+4.6	+$5	—
Oct 29 09:35	EURGBP	BUY	0.1	0.83567 → 0.83649	1.5 days	+8.2	+$9	—
Oct 28 05:10	EURGBP	BUY	0.1	0.83826 → 0.83647	2.3 days	−17.9	−$25	—
Oct 27 20:55	EURGBP	SELL	0.1	0.83883 → 0.83619	2 days	+26.4	+$35	—
Oct 27 18:35	EURGBP	SELL	0.1	0.83864 → 0.83644	1.5 days	+22	+$29	—
Oct 27 18:35	EURGBP	SELL	0.1	0.83864 → 0.83644	1.5 days	+22	+$29	—
Oct 27 16:35	EURGBP	SELL	0.1	0.83857 → 0.83750	1.5 days	+10.7	+$14	—
Oct 25 21:03	EURGBP	BUY	0.1	0.83709 → 0.83857	3 days	+14.8	+$19	—
Oct 25 21:03	EURGBP	BUY	0.1	0.83706 → 0.83857	3 days	+15.1	+$19	—
Oct 25 21:03	EURGBP	BUY	0.1	0.83709 → 0.83857	3 days	+14.8	+$19	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83733 → 0.83876	2.4 days	−14.3	−$20	—
Oct 23 10:30	EURGBP	SELL	0.1	0.83827 → 0.83714	2 days	+11.3	+$13	—
Oct 22 19:35	EURGBP	BUY	0.1	0.83892 → 0.83715	1.5 days	−17.7	−$25	—
Oct 22 19:35	EURGBP	BUY	0.1	0.83892 → 0.83715	1.5 days	−17.7	−$25	—
Oct 22 19:35	EURGBP	BUY	0.1	0.83892 → 0.83715	1.5 days	−17.7	−$25	—
Oct 21 00:15	EURGBP	SELL	0.1	0.84193 → 0.83962	2 days	+23.1	+$30	—
Oct 20 20:35	EURGBP	BUY	0.1	0.84089 → 0.83967	1.5 days	−12.2	−$17	—
Oct 20 20:35	EURGBP	BUY	0.1	0.84089 → 0.83967	1.5 days	−12.2	−$17	—

1–25 of 3357

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