Calypso · strategy profile

Calypso · 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	−0.4%	−196	12	4
This week	−0.4%	−146	49	20
This month	+2.7%	+1,533	206	103
This year	+11.3%	+6,986	1,942	882

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+9.5	+3.2	+7.3	+7.3	+3.0	+5.4	+4.0	+3.2	+2.6	+6.5	+1.0	+6.7	+59.7
2024	−4.2	−1.1	+0.5	+0.5	+1.9	+1.3	+11.0	+6.7	+11.3	+5.2	+5.1	+6.8	+44.9
2025	+0.8	−0.5	+2.5	+0.1	0.0	+4.2	+0.4	−2.6	−0.1	+2.9	−0.2	+1.1	+8.7
2026	+0.8	+2.9	−2.8	+3.0	−1.8	+1.4	+4.2	+1.0	+0.1	+2.4	·	·	+11.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.8%.

Max daily drawdown: −5.4%
Max weekly drawdown: −4.8%
Max drawdown · equity: −11.8%
Max drawdown · balance: −11.8%
Absolute drawdown: −$1,807
Longest drawdown: 203 days · Mar
Recovery factor: 19.8
Max simultaneous risk: 7.3%

Symbol split

90 days

EURJPY

100%+233.1%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 21% · Thu 21% · Fri 19% · 42% in the New York session

Behaviour

from 8,993 trades

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

Holding time: under 1h 1% · 1–4h 5% · 4–12h 58% · over 12h 36%. Automated share 100%.

Statistics8,993 closed trades

Trades8,993

Won / lost4,103 / 4,890

Long win rate48% (4,604)

Short win rate44% (4,389)

Avg win+$43.7 · 65.8 pip

Avg loss−$31.9 · −46.7 pip

Best trade+$334 · Jan 13

Worst trade−$345 · Aug 5

Total pips+41,555

Lots899.3

Commission + swap−$4,866

Expectancy / trade+$2.6

Profit factor1.15

Sharpe1.31daily returns, annualised

Z-score−2.7 (99%)dependence between runs

Standard deviation$47.1

AHPR / GHPR0.01% / 0.01%

Recovery factor19.8

Winning streak13 (+$509)

Losing streak17 (−$251)

Avg holding time1.1 days

Trades / week45.0

Risk / trade0.7%

Monthly average+2.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 19:25	EURJPY	SELL	0.1	175.657 → 175.966	5h 55m	−30.9	−$20	—
Oct 30 17:40	EURJPY	BUY	0.1	176.191 → 175.638	10h 45m	−55.3	−$35	—
Oct 30 17:10	EURJPY	SELL	0.1	176.326 → 175.728	11h 30m	+59.8	+$38	—
Oct 30 17:00	EURJPY	SELL	0.1	176.104 → 175.675	12h 0m	+42.9	+$27	—
Oct 30 13:47	EURJPY	BUY	0.1	175.800 → 175.298	1.4 days	−50.2	−$32	—
Oct 30 13:47	EURJPY	BUY	0.1	175.748 → 175.246	1h 12m	−50.2	−$32	—
Oct 30 13:42	EURJPY	BUY	0.1	175.927 → 175.425	1.5 days	−50.2	−$32	—
Oct 30 13:15	EURJPY	BUY	0.1	176.057 → 175.555	22h 45m	−50.2	−$32	—
Oct 30 11:58	EURJPY	BUY	0.1	176.213 → 175.711	15h 53m	−50.2	−$32	—
Oct 30 10:22	EURJPY	BUY	0.1	176.020 → 176.138	1.5 days	+11.8	+$7	—
Oct 30 06:15	EURJPY	SELL	0.1	176.307 → 176.306	10h 45m	+0.1	$0	—
Oct 30 04:45	EURJPY	SELL	0.1	176.335 → 176.066	11h 30m	+26.9	+$17	—
Oct 29 18:30	EURJPY	SELL	0.1	175.883 → 176.297	10h 45m	−41.4	−$26	—
Oct 29 16:55	EURJPY	SELL	0.1	176.155 → 176.273	5h 55m	−11.8	−$7	—
Oct 29 13:36	EURJPY	BUY	0.1	176.061 → 175.559	3h 6m	−50.2	−$32	—
Oct 29 13:19	EURJPY	SELL	0.1	175.626 → 175.710	1.5 days	−8.4	−$7	—
Oct 29 13:17	EURJPY	BUY	0.1	176.172 → 175.670	17h 7m	−50.2	−$33	—
Oct 29 08:05	EURJPY	SELL	0.1	176.060 → 175.942	2.8 days	+11.8	+$5	—
Oct 29 05:55	EURJPY	BUY	0.1	176.237 → 175.784	10h 45m	−45.3	−$30	—
Oct 29 03:58	EURJPY	BUY	0.1	176.289 → 175.787	10h 0m	−50.2	−$33	—
Oct 29 03:30	EURJPY	SELL	0.1	176.250 → 175.882	11h 30m	+36.8	+$22	—
Oct 29 00:48	EURJPY	BUY	0.1	176.359 → 175.857	7h 53m	−50.2	−$33	—
Oct 29 00:00	EURJPY	BUY	0.1	175.761 → 176.080	12h 0m	+31.9	+$19	—
Oct 28 21:15	EURJPY	BUY	0.1	175.744 → 176.028	1.5 days	+28.4	+$16	—
Oct 28 19:55	EURJPY	BUY	0.1	176.054 → 176.209	5h 55m	+15.5	+$10	—

1–25 of 8993

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