Twilight Zephyr · strategy profile

Twilight Zephyr · 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	−0.1%	−12	1	0
This month	−0.6%	−50	10	4
This year	−5.3%	−473	140	53

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.2	+0.7	+2.1	+0.2	−0.3	−0.1	−1.0	−0.1	−0.3	+0.7	−0.6	−0.2	+1.4
2021	−1.1	−0.3	−0.2	−0.3	−1.0	+0.6	−0.5	0.0	−0.3	+0.7	−0.1	−0.8	−3.4
2022	−0.7	−0.3	−0.6	0.0	+1.3	+0.3	−0.3	+0.3	−0.8	−0.2	−0.4	0.0	−1.4
2023	−0.6	−1.1	−0.3	−0.3	−0.3	−0.9	−0.5	+1.0	0.0	+0.1	+0.1	−0.4	−3.3
2024	−0.4	+0.3	−0.1	+0.8	−0.2	−0.4	−0.2	−0.8	−0.3	−0.2	+0.3	−0.3	−1.4
2025	+0.4	+0.5	+0.3	−2.0	−0.6	−0.3	+0.1	0.0	+1.2	+0.6	−0.6	−0.8	−1.3
2026	+0.4	−0.6	−1.4	−1.2	−0.1	−0.7	−1.0	−0.3	0.0	−0.5	0.0	·	−5.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.2%.

Max daily drawdown: −1.1%
Max weekly drawdown: −1.4%
Max drawdown · equity: −17.2%
Max drawdown · balance: −17.2%
Absolute drawdown: −$1,389
Longest drawdown: 2406 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 5.1%

Symbol split

90 days

EURUSD

100%+13.9%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 18% · Tue 19% · Wed 21% · Thu 20% · Fri 22% · 57% in the London session

Behaviour

from 934 trades

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

Holding time: under 1h 0% · 1–4h 99% · 4–12h 0% · over 12h 1%. Automated share 100%.

Statistics934 closed trades

Trades934

Won / lost423 / 511

Long win rate0% (0)

Short win rate45% (934)

Avg win+$12.4 · 12.4 pip

Avg loss−$13.0 · −12.9 pip

Best trade+$78 · Mar 19

Worst trade−$110 · Sep 28

Total pips−1,357

Lots93.4

Commission + swap−$32

Expectancy / trade−$1.5

Profit factor0.79

Sharpe−1.51daily returns, annualised

Z-score0.1 (6%)dependence between runs

Standard deviation$17.5

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak8 (+$107)

Losing streak8 (−$163)

Avg holding time2h 56m

Trades / week2.6

Risk / trade5.1%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 16:35	EURUSD	SELL	0.1	1.11334 → 1.11454	2h 35m	−12	−$12	—
Oct 26 03:35	EURUSD	SELL	0.1	1.12164 → 1.12243	2h 35m	−7.9	−$8	—
Oct 23 10:35	EURUSD	SELL	0.1	1.11970 → 1.11949	2h 35m	+2.1	+$2	—
Oct 22 07:35	EURUSD	SELL	0.1	1.12428 → 1.12402	2h 35m	+2.6	+$3	—
Oct 20 06:35	EURUSD	SELL	0.1	1.12290 → 1.12308	2h 35m	−1.8	−$2	—
Oct 19 10:35	EURUSD	SELL	0.1	1.11878 → 1.12079	2h 35m	−20.1	−$20	—
Oct 8 23:35	EURUSD	SELL	0.1	1.12066 → 1.12131	2h 35m	−6.5	−$7	—
Oct 8 12:35	EURUSD	SELL	0.1	1.11806 → 1.11924	2h 35m	−11.8	−$12	—
Oct 8 04:35	EURUSD	SELL	0.1	1.12074 → 1.12042	2h 35m	+3.2	+$3	—
Oct 6 02:35	EURUSD	SELL	0.1	1.12160 → 1.12141	2h 35m	+1.9	+$2	—
Oct 2 09:35	EURUSD	SELL	0.1	1.12578 → 1.12490	2h 35m	+8.8	+$9	—
Sep 29 10:35	EURUSD	SELL	0.1	1.13487 → 1.13418	2h 35m	+6.9	+$7	—
Sep 28 16:35	EURUSD	SELL	0.1	1.13628 → 1.13756	2h 35m	−12.8	−$13	—
Sep 22 16:35	EURUSD	SELL	0.1	1.14527 → 1.14344	2h 35m	+18.3	+$18	—
Sep 22 07:35	EURUSD	SELL	0.1	1.14770 → 1.14581	2h 35m	+18.9	+$19	—
Sep 18 14:35	EURUSD	SELL	0.1	1.14600 → 1.14622	2h 35m	−2.2	−$2	—
Sep 18 09:35	EURUSD	SELL	0.1	1.14827 → 1.14851	2h 35m	−2.4	−$2	—
Sep 18 06:35	EURUSD	SELL	0.1	1.14880 → 1.14828	2h 35m	+5.2	+$5	—
Sep 18 01:35	EURUSD	SELL	0.1	1.14772 → 1.14798	2h 35m	−2.6	−$3	—
Sep 17 14:35	EURUSD	SELL	0.1	1.14727 → 1.14921	2h 35m	−19.4	−$19	—
Sep 16 08:35	EURUSD	SELL	0.1	1.15489 → 1.15459	2h 35m	+3	+$3	—
Sep 13 21:03	EURUSD	SELL	0.1	1.15951 → 1.15953	2 days	−0.2	−$1	—
Sep 11 06:35	EURUSD	SELL	0.1	1.16009 → 1.16109	2h 35m	−10	−$10	—
Sep 7 13:35	EURUSD	SELL	0.1	1.16236 → 1.16264	2h 35m	−2.8	−$3	—
Sep 2 05:35	EURUSD	SELL	0.1	1.15809 → 1.15817	2h 35m	−0.8	−$1	—

1–25 of 934

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