Twilight Rock · strategy profile

Twilight Rock · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	+3	2	1
This week	−1.2%	−115	11	4
This month	−0.6%	−49	52	25
This year	−11.5%	−1,224	448	203

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+0.3	−1.3	−4.8	−1.1	−2.9	+0.5	−1.8	−1.4	0.0	−2.0	−2.4	−1.1	−18.0
2024	+0.1	−2.6	+0.5	+1.6	−0.7	+0.8	−4.5	+0.4	+1.8	−0.8	−1.0	+0.7	−3.7
2025	−1.7	−1.2	−1.0	+5.7	−0.6	−1.1	−3.0	−1.3	−0.6	−3.0	−3.3	−3.3	−14.4
2026	−2.2	−0.7	+4.1	−0.4	−0.5	−2.7	−4.0	−2.4	−1.6	−1.3	−0.3	·	−12.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −40.2%.

Max daily drawdown: −1.9%
Max weekly drawdown: −2.5%
Max drawdown · equity: −40.2%
Max drawdown · balance: −40.2%
Absolute drawdown: −$3,928
Longest drawdown: 1371 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 1.0%

Symbol split

90 days

EURJPY

100%+38.9%

Long 41% · Short 59%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 21% · Thu 20% · Fri 19% · 49% in the London session

Behaviour

from 2,049 trades

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

Holding time: under 1h 0% · 1–4h 98% · 4–12h 0% · over 12h 2%. Automated share 100%.

Statistics2,049 closed trades

Trades2,049

Won / lost944 / 1,105

Long win rate48% (848)

Short win rate45% (1,201)

Avg win+$15.6 · 23.2 pip

Avg loss−$16.8 · −24.8 pip

Best trade+$237 · Apr 29

Worst trade−$133 · Oct 5

Total pips−5,551

Lots204.9

Commission + swap−$158

Expectancy / trade−$1.9

Profit factor0.79

Sharpe−1.90daily returns, annualised

Z-score−1.0 (69%)dependence between runs

Standard deviation$23.5

AHPR / GHPR−0.02% / −0.02%

Recovery factor−1.0

Winning streak9 (+$237)

Losing streak12 (−$216)

Avg holding time4h 13m

Trades / week10.2

Risk / trade1.0%

Monthly average−1.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 13:25	EURJPY	SELL	0.1	176.928 → 176.958	3h 25m	−3	−$2	—
Nov 3 06:25	EURJPY	BUY	0.1	176.627 → 176.683	3h 25m	+5.6	+$4	—
Nov 2 04:25	EURJPY	SELL	0.1	176.212 → 176.486	3h 25m	−27.4	−$17	—
Oct 30 15:25	EURJPY	BUY	0.1	175.768 → 175.357	3h 25m	−41.1	−$26	—
Oct 30 06:25	EURJPY	SELL	0.1	176.433 → 176.225	3h 25m	+20.8	+$13	—
Oct 29 18:25	EURJPY	SELL	0.1	176.174 → 176.310	3h 25m	−13.6	−$9	—
Oct 29 09:25	EURJPY	BUY	0.1	175.788 → 175.721	3h 25m	−6.7	−$4	—
Oct 28 16:25	EURJPY	SELL	0.1	175.859 → 176.368	3h 25m	−50.9	−$32	—
Oct 28 08:25	EURJPY	BUY	0.1	175.563 → 175.420	3h 25m	−14.3	−$9	—
Oct 28 04:25	EURJPY	BUY	0.1	175.627 → 175.659	3h 25m	+3.2	+$2	—
Oct 28 00:25	EURJPY	BUY	0.1	175.587 → 175.716	3h 25m	+12.9	+$8	—
Oct 27 11:25	EURJPY	SELL	0.1	176.172 → 175.774	3h 25m	+39.8	+$25	—
Oct 26 09:25	EURJPY	SELL	0.1	176.202 → 176.401	3h 25m	−19.9	−$13	—
Oct 26 04:25	EURJPY	SELL	0.1	176.234 → 176.056	3h 25m	+17.8	+$11	—
Oct 23 16:25	EURJPY	BUY	0.1	175.270 → 175.772	3h 25m	+50.2	+$32	—
Oct 23 10:25	EURJPY	SELL	0.1	176.071 → 175.431	3h 25m	+64	+$41	—
Oct 22 22:25	EURJPY	BUY	0.1	175.919 → 175.839	3h 25m	−8	−$6	—
Oct 22 12:25	EURJPY	BUY	0.1	176.415 → 176.105	3h 25m	−31	−$20	—
Oct 22 07:25	EURJPY	BUY	0.1	177.294 → 176.600	3h 25m	−69.4	−$44	—
Oct 21 21:25	EURJPY	SELL	0.1	177.724 → 177.572	3h 25m	+15.2	+$8	—
Oct 21 12:25	EURJPY	BUY	0.1	177.476 → 177.357	3h 25m	−11.9	−$8	—
Oct 21 02:25	EURJPY	SELL	0.1	177.705 → 177.667	3h 25m	+3.8	+$2	—
Oct 20 22:25	EURJPY	SELL	0.1	177.760 → 177.762	3h 25m	−0.2	−$1	—
Oct 20 14:25	EURJPY	BUY	0.1	177.265 → 177.686	3h 25m	+42.1	+$27	—
Oct 20 10:25	EURJPY	BUY	0.1	177.578 → 177.316	3h 25m	−26.2	−$17	—

1–25 of 2049

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