Windy Cascade · strategy profile

Windy Cascade · 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	−0.3%	−28	3	1
This month	−0.5%	−37	15	7
This year	−4.3%	−358	96	41

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.2	0.0	+1.0	+0.2	−0.1	+0.5	+0.1	0.0	+0.6	−1.4	+0.4	+0.6	+1.8
2021	−0.1	+0.2	−0.8	−0.7	−0.6	+0.1	−0.1	−1.1	0.0	−0.6	−0.4	+0.1	−3.9
2022	−0.9	+0.8	−1.1	−0.3	−1.6	+1.1	+1.4	+0.9	−1.4	−1.3	−0.9	+1.5	−1.9
2023	−0.3	−0.2	−3.1	−0.1	+1.4	−1.3	−1.6	+1.0	−0.5	+0.2	−1.0	−1.1	−6.5
2024	+0.6	+1.3	−0.7	−0.1	+0.9	−2.1	−0.4	−0.7	+0.7	−0.1	−0.8	+1.5	+0.2
2025	−1.0	−1.1	−0.3	−0.8	−0.3	+0.1	−0.3	−0.1	−0.9	+1.6	+0.1	−0.5	−3.5
2026	−1.2	−0.4	−0.5	−0.1	0.0	−0.3	−1.4	−0.3	+0.4	−0.2	−0.3	·	−4.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.5%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.0%
Max drawdown · equity: −19.5%
Max drawdown · balance: −19.5%
Absolute drawdown: −$1,706
Longest drawdown: 2269 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 4.9%

Symbol split

90 days

EURUSD

100%+16.9%

Long 30% · Short 70%

Hour and day

trade opens · UTC

Mon 19% · Tue 22% · Wed 20% · Thu 21% · Fri 18% · 62% in the London session

Behaviour

from 843 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 97% · over 12h 3%. Automated share 100%.

Statistics843 closed trades

Trades843

Won / lost388 / 455

Long win rate46% (253)

Short win rate46% (590)

Avg win+$20.0 · 20.1 pip

Avg loss−$20.8 · −20.6 pip

Best trade+$118 · Mar 20

Worst trade−$159 · Mar 15

Total pips−1,580

Lots84.3

Commission + swap−$107

Expectancy / trade−$2.0

Profit factor0.82

Sharpe−1.21daily returns, annualised

Z-score0.1 (5%)dependence between runs

Standard deviation$28.5

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak7 (+$180)

Losing streak9 (−$159)

Avg holding time6h 59m

Trades / week2.4

Risk / trade4.9%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 13:15	EURUSD	SELL	0.1	1.11919 → 1.12149	5h 45m	−23	−$23	—
Oct 30 04:45	EURUSD	SELL	0.1	1.11902 → 1.11897	5h 45m	+0.5	+$1	—
Oct 28 22:15	EURUSD	SELL	0.1	1.11467 → 1.11519	5h 45m	−5.2	−$7	—
Oct 27 15:15	EURUSD	BUY	0.1	1.11399 → 1.11427	5h 45m	+2.8	+$3	—
Oct 26 19:45	EURUSD	BUY	0.1	1.11748 → 1.11793	5h 45m	+4.5	+$5	—
Oct 22 17:15	EURUSD	BUY	0.1	1.11990 → 1.12274	5h 45m	+28.4	+$28	—
Oct 20 20:15	EURUSD	SELL	0.1	1.12569 → 1.12366	5h 45m	+20.3	+$20	—
Oct 20 08:45	EURUSD	SELL	0.1	1.12259 → 1.12330	5h 45m	−7.1	−$7	—
Oct 16 09:45	EURUSD	SELL	0.1	1.12364 → 1.12530	5h 45m	−16.6	−$17	—
Oct 15 05:15	EURUSD	SELL	0.1	1.11805 → 1.12145	5h 45m	−34	−$34	—
Oct 14 07:45	EURUSD	SELL	0.1	1.12056 → 1.12048	5h 45m	+0.8	+$1	—
Oct 13 18:45	EURUSD	SELL	0.1	1.11950 → 1.12030	5h 45m	−8	−$8	—
Oct 13 08:15	EURUSD	SELL	0.1	1.11740 → 1.11891	5h 45m	−15.1	−$15	—
Oct 9 11:15	EURUSD	SELL	0.1	1.12338 → 1.12087	5h 45m	+25.1	+$25	—
Oct 6 13:45	EURUSD	SELL	0.1	1.12401 → 1.12506	5h 45m	−10.5	−$11	—
Sep 25 17:15	EURUSD	SELL	0.1	1.14052 → 1.13903	5h 45m	+14.9	+$15	—
Sep 21 17:45	EURUSD	SELL	0.1	1.14890 → 1.14676	5h 45m	+21.4	+$21	—
Sep 18 10:15	EURUSD	SELL	0.1	1.14893 → 1.14846	5h 45m	+4.7	+$5	—
Sep 9 12:15	EURUSD	SELL	0.1	1.16394 → 1.16518	5h 45m	−12.4	−$12	—
Sep 8 07:15	EURUSD	SELL	0.1	1.16311 → 1.16197	5h 45m	+11.4	+$11	—
Sep 7 14:15	EURUSD	SELL	0.1	1.16315 → 1.16323	5h 45m	−0.8	−$1	—
Sep 3 18:45	EURUSD	SELL	0.1	1.16250 → 1.16348	5h 45m	−9.8	−$10	—
Sep 3 12:45	EURUSD	SELL	0.1	1.16037 → 1.16189	5h 45m	−15.2	−$15	—
Sep 2 19:45	EURUSD	SELL	0.1	1.16034 → 1.15854	5h 45m	+18	+$18	—
Aug 28 20:15	EURUSD	BUY	0.1	1.16028 → 1.15847	5h 45m	−18.1	−$18	—

1–25 of 843

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