Tivoli · strategy profile

Tivoli · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.4%	−90	16	7
This month	+2.6%	+808	77	44
This year	+5.0%	+2,109	780	393

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+2.4	−1.0	−4.1	+7.2	+1.7	+9.9	+5.2	−1.4	+2.0	+4.6	+5.7	+8.9	+41.2
2024	−3.3	−0.8	−3.7	+0.8	+0.2	+0.1	+8.5	+4.5	+9.2	−0.7	+1.3	+3.9	+20.0
2025	+3.4	−2.3	+1.0	+1.9	+0.2	−0.2	+1.6	−3.3	−0.8	+2.2	−1.3	−2.4	0.0
2026	−0.6	+1.5	−0.9	+0.1	−1.5	+0.1	+1.1	−0.5	+2.0	+3.6	+0.3	·	+5.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.6%.

Max daily drawdown: −3.3%
Max weekly drawdown: −2.9%
Max drawdown · equity: −13.6%
Max drawdown · balance: −13.6%
Absolute drawdown: −$1,695
Longest drawdown: 634 days · May
Recovery factor: 6.5
Max simultaneous risk: 5.2%

Symbol split

90 days

EURJPY

100%+88.6%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 15% · Tue 24% · Wed 21% · Thu 18% · Fri 21% · 42% in the New York session

Behaviour

from 3,546 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 54% · over 12h 46%. Automated share 100%.

Statistics3,546 closed trades

Trades3,546

Won / lost1,832 / 1,714

Long win rate54% (1,869)

Short win rate49% (1,677)

Avg win+$38.3 · 57.7 pip

Avg loss−$35.8 · −52.4 pip

Best trade+$322 · Aug 5

Worst trade−$345 · Aug 5

Total pips+15,909

Lots354.6

Commission + swap−$1,988

Expectancy / trade+$2.5

Profit factor1.14

Sharpe0.94daily returns, annualised

Z-score−0.2 (14%)dependence between runs

Standard deviation$49.9

AHPR / GHPR0.01% / 0.01%

Recovery factor6.5

Winning streak10 (+$572)

Losing streak11 (−$227)

Avg holding time1.1 days

Trades / week17.7

Risk / trade1.7%

Monthly average+1.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURJPY	SELL	0.1	176.229 → 175.879	2.5 days	+35	+$22	—
Nov 1 22:03	EURJPY	SELL	0.1	175.723 → 175.879	2.2 days	−15.6	−$10	—
Nov 1 22:03	EURJPY	SELL	0.1	175.683 → 175.879	3.4 days	−19.6	−$13	—
Oct 30 17:40	EURJPY	BUY	0.1	176.191 → 175.638	10h 45m	−55.3	−$35	—
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 29 18:35	EURJPY	SELL	0.1	175.905 → 176.309	10h 45m	−40.4	−$26	—
Oct 29 13:19	EURJPY	SELL	0.1	175.626 → 175.710	1.5 days	−8.4	−$7	—
Oct 29 05:55	EURJPY	BUY	0.1	176.237 → 175.784	10h 45m	−45.3	−$30	—
Oct 28 21:15	EURJPY	BUY	0.1	175.744 → 176.028	1.5 days	+28.4	+$16	—
Oct 28 18:05	EURJPY	SELL	0.1	175.605 → 176.274	10h 45m	−66.9	−$42	—
Oct 28 06:25	EURJPY	SELL	0.1	175.847 → 175.626	10h 45m	+22.1	+$13	—
Oct 28 00:46	EURJPY	SELL	0.1	176.047 → 175.624	1.5 days	+42.3	+$26	—
Oct 27 18:25	EURJPY	BUY	0.1	176.023 → 175.851	10h 45m	−17.2	−$11	—
Oct 27 09:11	EURJPY	SELL	0.1	176.136 → 175.774	1.5 days	+36.2	+$22	—
Oct 27 07:05	EURJPY	BUY	0.1	176.054 → 176.080	10h 45m	+2.6	+$1	—
Oct 26 19:50	EURJPY	SELL	0.1	176.293 → 176.093	10h 45m	+20	+$13	—
Oct 26 08:00	EURJPY	SELL	0.1	176.139 → 176.076	10h 45m	+6.3	+$4	—
Oct 25 21:03	EURJPY	SELL	0.1	175.614 → 176.184	2.3 days	−57	−$37	—
Oct 25 21:03	EURJPY	BUY	0.1	175.425 → 176.160	2.4 days	+73.5	+$46	—
Oct 25 21:03	EURJPY	SELL	0.1	175.554 → 176.184	2.4 days	−63	−$41	—
Oct 23 13:45	EURJPY	SELL	0.1	177.525 → 175.411	1.5 days	+211.4	+$134	—
Oct 23 12:20	EURJPY	SELL	0.1	175.654 → 175.451	10h 45m	+20.3	+$13	—
Oct 23 10:35	EURJPY	SELL	0.1	177.592 → 175.384	1.5 days	+220.8	+$140	—
Oct 23 01:10	EURJPY	BUY	0.1	175.957 → 175.343	10h 45m	−61.4	−$40	—

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