Sorrento · strategy profile

Sorrento · 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	+0.8%	+351	23	16
This month	+4.2%	+1,683	154	83
This year	+31.7%	+10,599	1,440	660

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+24.4	−3.9	−5.0	−12.3	−3.0	−17.0	+5.5	+18.0	+5.2	+15.0	−7.1	+3.6	+23.5
2024	+3.7	+4.8	−9.9	−10.5	+1.6	−6.4	−0.9	+4.9	+33.6	+9.8	+13.2	−2.3	+41.8
2025	+0.1	+5.7	+14.9	−9.3	+1.5	−0.5	+8.7	−1.7	−2.9	−3.5	−3.1	+5.4	+15.4
2026	−0.7	+4.3	−2.2	+9.0	−5.9	+5.5	+9.2	−4.5	+8.9	+5.6	0.0	·	+29.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −50.5%.

Max daily drawdown: −7.9%
Max weekly drawdown: −12.7%
Max drawdown · equity: −50.5%
Max drawdown · balance: −50.5%
Absolute drawdown: −$6,874
Longest drawdown: 599 days · Jul
Recovery factor: 2.9
Max simultaneous risk: 5.5%

Symbol split

90 days

EURJPY

100%+145.4%

Long 41% · Short 59%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 19% · Thu 21% · Fri 19% · 46% in the London session

Behaviour

from 6,698 trades

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

Holding time: under 1h 0% · 1–4h 5% · 4–12h 62% · over 12h 33%. Automated share 100%.

Statistics6,698 closed trades

Trades6,698

Won / lost3,045 / 3,653

Long win rate51% (2,760)

Short win rate42% (3,938)

Avg win+$45.6 · 68.8 pip

Avg loss−$34.1 · −49.8 pip

Best trade+$334 · Jan 13

Worst trade−$345 · Aug 5

Total pips+27,513

Lots669.8

Commission + swap−$3,936

Expectancy / trade+$2.2

Profit factor1.12

Sharpe0.97daily returns, annualised

Z-score−20.3 (100%)dependence between runs

Standard deviation$48.8

AHPR / GHPR0.01% / 0.01%

Recovery factor2.9

Winning streak22 (+$617)

Losing streak28 (−$449)

Avg holding time1.1 days

Trades / week33.4

Risk / trade0.6%

Monthly average+2.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:50	EURJPY	SELL	0.1	176.151 → 175.782	2.8 days	+36.9	+$23	—
Nov 1 22:03	EURJPY	BUY	0.1	175.812 → 175.641	2.3 days	−17.1	−$11	—
Nov 1 22:03	EURJPY	SELL	0.1	176.189 → 175.879	3.1 days	+31	+$19	—
Nov 1 22:03	EURJPY	SELL	0.1	176.187 → 175.879	4.2 days	+30.8	+$17	—
Oct 30 20:00	EURJPY	SELL	0.1	176.163 → 175.957	16h 0m	+20.6	+$13	—
Oct 30 17:45	EURJPY	SELL	0.1	176.200 → 175.604	16h 45m	+59.6	+$38	—
Oct 30 14:00	EURJPY	SELL	0.1	176.200 → 175.401	13h 0m	+79.9	+$51	—
Oct 30 13:00	EURJPY	SELL	0.1	176.200 → 175.655	12h 0m	+54.5	+$35	—
Oct 30 13:00	EURJPY	SELL	0.1	176.200 → 175.655	12h 0m	+54.5	+$35	—
Oct 30 12:50	EURJPY	SELL	0.1	176.200 → 175.697	11h 50m	+50.3	+$32	—
Oct 30 00:00	EURJPY	SELL	0.1	176.052 → 176.554	1.1 days	−50.2	−$34	—
Oct 29 22:50	EURJPY	BUY	0.1	176.179 → 176.450	11h 50m	+27.1	+$17	—
Oct 29 17:41	EURJPY	SELL	0.1	175.713 → 176.415	2.3 days	−70.2	−$46	—
Oct 29 12:20	EURJPY	BUY	0.1	175.770 → 176.078	1.5 days	+30.8	+$18	—
Oct 29 04:00	EURJPY	BUY	0.1	175.761 → 175.773	16h 0m	+1.2	−$1	—
Oct 29 03:45	EURJPY	BUY	0.1	175.659 → 175.821	16h 45m	+16.2	+$9	—
Oct 29 00:00	EURJPY	BUY	0.1	175.659 → 176.080	13h 0m	+42.1	+$25	—
Oct 28 23:00	EURJPY	BUY	0.1	175.659 → 175.935	12h 0m	+27.6	+$16	—
Oct 28 23:00	EURJPY	BUY	0.1	175.659 → 175.935	12h 0m	+27.6	+$16	—
Oct 28 22:50	EURJPY	BUY	0.1	175.659 → 175.962	11h 50m	+30.3	+$18	—
Oct 28 16:34	EURJPY	SELL	0.1	176.132 → 176.371	2.8 days	−23.9	−$16	—
Oct 28 16:16	EURJPY	SELL	0.1	175.876 → 176.378	1.8 days	−50.2	−$32	—
Oct 27 09:35	EURJPY	BUY	0.1	176.172 → 175.590	1.5 days	−58.2	−$37	—
Oct 26 21:45	EURJPY	SELL	0.1	176.074 → 176.013	16h 45m	+6.1	+$3	—
Oct 26 21:00	EURJPY	SELL	0.1	176.074 → 175.902	16h 0m	+17.2	+$10	—

1–25 of 6698

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