Twilight Heath · strategy profile

Twilight Heath · 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	0.0%	0	0	0
This month	−2.0%	−17	1	0
This year	−79.7%	−3,372	1,139	484

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−4.9	−2.9	−7.8	−1.0	−2.4	−0.2	−3.8	−2.2	−1.2	−1.5	−5.2	−5.7	−38.8
2024	−2.4	−3.3	−4.1	−0.5	−0.5	−3.7	−7.0	0.0	−3.1	−1.5	−9.4	−1.9	−37.4
2025	−5.8	−4.6	−1.9	+1.0	−7.1	−2.4	−7.1	−10.1	−3.5	0.0	−7.7	−1.4	−50.6
2026	−11.1	−6.9	−5.8	−11.5	−10.9	−24.5	−29.0	+8.3	−42.0	−2.0	0.0	·	−135.3

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: −15.9%
Max weekly drawdown: −26.5%
Max drawdown · equity: −94.6%
Max drawdown · balance: −94.6%
Absolute drawdown: −$9,450
Longest drawdown: 1401 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 0.0%

Symbol split

90 days

EURJPY

100%+94.5%

Long 93% · Short 7%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 20% · Thu 21% · Fri 18% · 40% in the London session

Behaviour

from 6,378 trades

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

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

Statistics6,378 closed trades

Trades6,378

Won / lost2,880 / 3,498

Long win rate45% (5,938)

Short win rate42% (440)

Avg win+$7.9 · 11.7 pip

Avg loss−$9.2 · −13.6 pip

Best trade+$112 · Aug 5

Worst trade−$151 · Aug 5

Total pips−13,813

Lots637.8

Commission + swap−$101

Expectancy / trade−$1.5

Profit factor0.71

Sharpe−4.65daily returns, annualised

Z-score1.0 (66%)dependence between runs

Standard deviation$10.9

AHPR / GHPR−0.09% / −0.10%

Recovery factor−1.0

Winning streak12 (+$80)

Losing streak11 (−$106)

Avg holding time1h 8m

Trades / week31.8

Risk / trade0.0%

Monthly average−5.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 5 03:41	EURJPY	BUY	0.1	176.777 → 176.602	0h 50m	−17.5	−$11	—
Sep 29 17:42	EURJPY	BUY	0.1	178.232 → 178.131	0h 50m	−10.1	−$6	—
Sep 8 02:09	EURJPY	BUY	0.1	178.654 → 178.238	0h 50m	−41.6	−$27	—
Sep 8 01:11	EURJPY	BUY	0.1	178.600 → 178.731	0h 50m	+13.1	+$9	—
Sep 8 00:19	EURJPY	BUY	0.1	179.100 → 178.576	0h 50m	−52.4	−$34	—
Sep 7 23:25	EURJPY	BUY	0.1	179.292 → 179.089	0h 50m	−20.3	−$13	—
Sep 7 21:55	EURJPY	BUY	0.1	179.341 → 179.414	0h 50m	+7.3	+$5	—
Sep 7 20:39	EURJPY	BUY	0.1	179.409 → 179.376	0h 50m	−3.3	−$2	—
Sep 7 19:40	EURJPY	BUY	0.1	179.428 → 179.393	0h 50m	−3.5	−$2	—
Sep 7 18:40	EURJPY	BUY	0.1	179.474 → 179.414	0h 50m	−6	−$4	—
Sep 7 17:46	EURJPY	BUY	0.1	179.486 → 179.436	0h 50m	−5	−$3	—
Sep 7 16:22	EURJPY	BUY	0.1	179.447 → 179.504	0h 50m	+5.7	+$4	—
Sep 7 10:58	EURJPY	BUY	0.1	179.585 → 179.782	0h 50m	+19.7	+$13	—
Sep 7 10:01	EURJPY	BUY	0.1	179.491 → 179.561	0h 50m	+7	+$5	—
Sep 7 09:09	EURJPY	BUY	0.1	179.734 → 179.389	0h 50m	−34.5	−$22	—
Sep 7 08:15	EURJPY	BUY	0.1	180.901 → 179.978	0h 50m	−92.3	−$60	—
Sep 7 07:23	EURJPY	BUY	0.1	180.884 → 180.849	0h 50m	−3.5	−$2	—
Sep 7 06:30	EURJPY	BUY	0.1	181.128 → 180.863	0h 50m	−26.5	−$17	—
Sep 7 01:30	EURJPY	BUY	0.1	181.058 → 181.260	0h 50m	+20.2	+$13	—
Sep 4 14:29	EURJPY	BUY	0.1	180.923 → 181.244	0h 50m	+32.1	+$21	—
Sep 4 13:37	EURJPY	BUY	0.1	181.321 → 180.822	0h 50m	−49.9	−$32	—
Sep 4 12:41	EURJPY	BUY	0.1	181.545 → 181.366	0h 50m	−17.9	−$11	—
Sep 3 23:55	EURJPY	SELL	0.1	181.471 → 181.037	0h 50m	+43.4	+$28	—
Sep 3 16:55	EURJPY	BUY	0.1	180.627 → 180.790	0h 50m	+16.3	+$10	—
Sep 3 15:42	EURJPY	BUY	0.1	180.757 → 180.696	0h 50m	−6.1	−$4	—

1–25 of 6378

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