Arroyo Rojo · strategy profile

Arroyo Rojo · 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	−0.2%	−23	1	0
This week	+0.7%	+106	4	3
This month	+2.7%	+390	17	13
This year	−2.9%	−261	145	77

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+3.1	0.0	+0.1	−1.0	−1.8	−0.7	+0.3	−1.3	+2.2	−1.2	−2.5	−0.4	−3.1
2024	+0.1	+0.2	−1.3	−3.5	−0.7	+1.8	−1.3	+1.0	+1.5	−0.7	−1.2	+0.3	−3.8
2025	−4.2	−0.4	+2.2	+4.8	−0.2	+1.2	+1.5	+0.5	−0.3	−2.6	+0.2	−1.6	+1.0
2026	+0.9	−2.2	+0.1	−2.0	+0.7	−0.3	−0.6	−1.7	−1.6	+4.3	−0.4	·	−2.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.6%.

Max daily drawdown: −2.3%
Max weekly drawdown: −2.7%
Max drawdown · equity: −18.6%
Max drawdown · balance: −18.6%
Absolute drawdown: −$1,959
Longest drawdown: 1323 days · Feb
Recovery factor: −0.5
Max simultaneous risk: 1.8%

Symbol split

90 days

EURJPY

100%+8.9%

Long 42% · Short 58%

Hour and day

trade opens · UTC

Mon 23% · Tue 20% · Wed 20% · Thu 19% · Fri 18% · 47% in the London session

Behaviour

from 637 trades

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

Holding time: under 1h 0% · 1–4h 4% · 4–12h 77% · over 12h 19%. Automated share 100%.

Statistics637 closed trades

Trades637

Won / lost322 / 315

Long win rate55% (267)

Short win rate48% (370)

Avg win+$36.1 · 54.1 pip

Avg loss−$39.7 · −58.1 pip

Best trade+$62 · Jan 17

Worst trade−$214 · Feb 11

Total pips−873

Lots63.7

Commission + swap−$405

Expectancy / trade−$1.4

Profit factor0.93

Sharpe−0.42daily returns, annualised

Z-score0.5 (37%)dependence between runs

Standard deviation$48.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak11 (+$234)

Losing streak10 (−$290)

Avg holding time1.1 days

Trades / week3.2

Risk / trade1.8%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 03:00	EURJPY	SELL	0.1	176.400 → 176.628	23h 0m	−22.8	−$15	—
Nov 1 22:03	EURJPY	BUY	0.1	175.397 → 175.641	2.3 days	+24.4	+$15	—
Oct 30 13:32	EURJPY	SELL	0.1	176.357 → 175.559	19h 32m	+79.8	+$50	—
Oct 28 21:00	EURJPY	BUY	0.1	175.756 → 176.005	23h 0m	+24.9	+$14	—
Oct 27 09:00	EURJPY	SELL	0.1	176.306 → 175.968	23h 0m	+33.8	+$21	—
Oct 25 21:03	EURJPY	BUY	0.1	175.432 → 176.160	2.5 days	+72.8	+$46	—
Oct 23 05:00	EURJPY	BUY	0.1	177.024 → 175.994	23h 0m	−103	−$66	—
Oct 20 23:00	EURJPY	SELL	0.1	177.757 → 177.731	23h 0m	+2.6	+$1	—
Oct 16 17:00	EURJPY	SELL	0.1	177.338 → 177.570	23h 0m	−23.2	−$15	—
Oct 15 13:00	EURJPY	BUY	0.1	176.690 → 176.890	23h 0m	+20	+$11	—
Oct 14 13:01	EURJPY	SELL	0.1	177.490 → 176.692	11h 1m	+79.8	+$50	—
Oct 13 19:00	EURJPY	BUY	0.1	176.981 → 177.309	23h 0m	+32.8	+$20	—
Oct 11 21:03	EURJPY	SELL	0.1	177.638 → 176.964	2.6 days	+67.4	+$42	—
Oct 9 05:31	EURJPY	BUY	0.1	176.852 → 177.650	11h 31m	+79.8	+$50	—
Oct 8 07:00	EURJPY	BUY	0.1	176.932 → 177.010	23h 0m	+7.8	+$3	—
Oct 7 07:00	EURJPY	SELL	0.1	177.713 → 177.738	23h 0m	−2.5	−$2	—
Oct 6 01:00	EURJPY	BUY	0.1	177.015 → 177.169	23h 0m	+15.4	+$9	—
Oct 4 21:04	EURJPY	BUY	0.1	177.290 → 177.426	2.5 days	+13.6	+$8	—
Oct 2 07:26	EURJPY	BUY	0.1	177.060 → 177.858	15h 26m	+79.8	+$50	—
Oct 1 12:55	EURJPY	SELL	0.1	179.136 → 178.338	10h 55m	+79.8	+$51	—
Sep 30 11:00	EURJPY	BUY	0.1	178.428 → 178.386	23h 0m	−4.2	−$3	—
Sep 29 07:00	EURJPY	BUY	0.1	178.982 → 178.933	23h 0m	−4.9	−$4	—
Sep 27 21:03	EURJPY	BUY	0.1	179.705 → 178.863	2.4 days	−84.2	−$54	—
Sep 25 09:00	EURJPY	SELL	0.1	180.559 → 180.143	23h 0m	+41.6	+$26	—
Sep 24 06:29	EURJPY	BUY	0.1	179.613 → 180.411	4h 29m	+79.8	+$50	—

1–25 of 637

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