Twilight Frost · strategy profile

Twilight Frost · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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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	0.0%	0	0	0
This year	−2.3%	−322	38	7

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+0.4	0.0	−1.8	+2.1	−0.9	+2.6	−2.3	+0.4	−0.5	−0.7	+2.2	0.0	+1.6
2024	0.0	+0.7	−2.8	−1.4	+0.3	−0.6	+0.3	+0.1	−1.4	−1.0	−1.8	+1.4	−6.2
2025	+2.4	−2.1	+1.4	−1.5	+1.4	+3.2	+1.7	+0.6	+0.2	−0.4	0.0	−0.2	+6.7
2026	−1.0	0.0	−1.3	+0.4	−0.6	0.0	+0.2	0.0	0.0	0.0	0.0	·	−2.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −8.9%.

Max daily drawdown: −1.2%
Max weekly drawdown: −2.0%
Max drawdown · equity: −8.9%
Max drawdown · balance: −8.9%
Absolute drawdown: −$921
Longest drawdown: 779 days · Dec
Recovery factor: −0.1
Max simultaneous risk: 0.2%

Symbol split

90 days

EURJPY

100%+0.5%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 26% · Tue 18% · Wed 15% · Thu 20% · Fri 21% · 46% in the New York session

Behaviour

from 406 trades

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

Holding time: under 1h 2% · 1–4h 30% · 4–12h 32% · over 12h 36%. Automated share 100%.

Statistics406 closed trades

Trades406

Won / lost105 / 301

Long win rate26% (406)

Short win rate0% (0)

Avg win+$59.3 · 89.3 pip

Avg loss−$20.9 · −30.3 pip

Best trade+$153 · Jan 18

Worst trade−$118 · Feb 2

Total pips+265

Lots40.6

Commission + swap−$230

Expectancy / trade−$0.1

Profit factor0.99

Sharpe−0.01daily returns, annualised

Z-score1.1 (75%)dependence between runs

Standard deviation$41.4

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.1

Winning streak3 (+$151)

Losing streak17 (−$256)

Avg holding time1 days

Trades / week2.0

Risk / trade0.2%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Jul 31 08:55	EURJPY	BUY	0.1	184.001 → 183.699	10h 55m	−30.2	−$19	—
Jul 30 07:05	EURJPY	BUY	0.1	186.188 → 187.274	2.4 days	+108.6	+$64	—
Jul 26 21:03	EURJPY	BUY	0.1	186.406 → 186.331	3 days	−7.5	−$6	—
Jul 23 11:45	EURJPY	BUY	0.1	186.356 → 186.054	7h 45m	−30.2	−$18	—
May 1 06:46	EURJPY	BUY	0.1	183.509 → 183.207	12h 46m	−30.2	−$20	—
Apr 30 08:55	EURJPY	BUY	0.1	186.584 → 186.282	2 days	−30.2	−$21	—
Apr 28 03:04	EURJPY	BUY	0.1	186.826 → 186.524	1 days	−30.2	−$19	—
Apr 26 21:03	EURJPY	BUY	0.1	186.649 → 186.561	3 days	−8.8	−$7	—
Apr 23 12:10	EURJPY	BUY	0.1	186.773 → 186.471	16h 10m	−30.2	−$20	—
Apr 22 11:44	EURJPY	BUY	0.1	187.204 → 186.902	1h 44m	−30.2	−$19	—
Apr 8 13:05	EURJPY	BUY	0.1	183.886 → 185.036	2.4 days	+115	+$72	—
Apr 3 18:39	EURJPY	BUY	0.1	184.118 → 183.816	1 days	−30.2	−$19	—
Apr 2 03:05	EURJPY	BUY	0.1	182.838 → 184.001	2.4 days	+116.3	+$70	—
Mar 29 23:05	EURJPY	BUY	0.1	184.262 → 184.323	2.4 days	+6.1	+$3	—
Mar 27 12:02	EURJPY	BUY	0.1	184.195 → 183.893	8h 2m	−30.2	−$19	—
Mar 27 00:54	EURJPY	BUY	0.1	184.162 → 183.860	4h 54m	−30.2	−$19	—
Mar 26 19:05	EURJPY	BUY	0.1	183.948 → 184.206	2.4 days	+25.8	+$14	—
Mar 24 00:39	EURJPY	BUY	0.1	183.983 → 183.681	4h 39m	−30.2	−$20	—
Mar 22 21:03	EURJPY	BUY	0.1	182.652 → 183.709	3 days	+105.7	+$65	—
Mar 19 11:45	EURJPY	BUY	0.1	182.732 → 182.430	1h 45m	−30.2	−$19	—
Mar 18 19:05	EURJPY	BUY	0.1	182.433 → 183.366	2.4 days	+93.3	+$57	—
Mar 16 06:00	EURJPY	BUY	0.1	182.476 → 182.174	6h 0m	−30.2	−$19	—
Mar 13 20:08	EURJPY	BUY	0.1	182.602 → 182.300	2h 8m	−30.2	−$19	—
Mar 13 06:38	EURJPY	BUY	0.1	183.454 → 183.152	14h 38m	−30.2	−$19	—
Mar 12 13:21	EURJPY	BUY	0.1	183.529 → 183.227	3h 21m	−30.2	−$19	—

1–25 of 406

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