Audrey Taygeta · strategy profile

Audrey Taygeta · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.3%	−26	2	0
This month	−1.0%	−79	10	3
This year	−4.8%	−380	83	30

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	0.0	−1.0	−1.7	+0.1	0.0	−0.1	−0.7	+0.8	+0.2	−0.3	+0.2	−0.3	−2.8
2021	−2.0	+0.8	+0.5	+0.8	−0.1	−0.7	−1.1	−0.1	+0.2	+0.9	+0.7	−0.2	−0.4
2022	+0.4	−0.6	−1.9	−0.9	+2.1	−0.8	−2.2	−1.6	+0.4	−1.4	−0.5	−1.3	−8.5
2023	−2.1	−1.2	+2.7	−0.9	+0.4	+2.3	+1.3	+0.7	−0.3	−0.6	+1.0	+0.4	+3.6
2024	−1.3	−0.4	−0.2	+0.2	−1.3	−0.3	0.0	+1.2	−1.9	−0.4	+0.5	+0.5	−3.3
2025	+1.3	−0.7	+0.3	−1.1	−1.2	−1.0	−0.9	+0.5	−1.3	−2.2	−0.1	+0.7	−5.8
2026	+0.8	+0.1	−1.3	−0.9	−1.0	−0.3	−0.9	−0.5	−0.1	−0.7	−0.2	·	−4.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.5%.

Max daily drawdown: −1.1%
Max weekly drawdown: −1.2%
Max drawdown · equity: −20.5%
Max drawdown · balance: −20.5%
Absolute drawdown: −$2,015
Longest drawdown: 2494 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 0.6%

Symbol split

90 days

EURUSD

100%+20.1%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 19% · Thu 24% · Fri 17% · 62% in the New York session

Behaviour

from 635 trades

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

Holding time: under 1h 0% · 1–4h 5% · 4–12h 84% · over 12h 10%. Automated share 100%.

Statistics635 closed trades

Trades635

Won / lost281 / 354

Long win rate47% (313)

Short win rate42% (322)

Avg win+$22.7 · 23.1 pip

Avg loss−$23.7 · −23.4 pip

Best trade+$124 · Apr 10

Worst trade−$52 · Jul 29

Total pips−1,789

Lots63.5

Commission + swap−$226

Expectancy / trade−$3.2

Profit factor0.76

Sharpe−1.70daily returns, annualised

Z-score0.1 (4%)dependence between runs

Standard deviation$30.3

AHPR / GHPR−0.03% / −0.04%

Recovery factor−1.0

Winning streak6 (+$160)

Losing streak8 (−$115)

Avg holding time12h 25m

Trades / week1.8

Risk / trade0.6%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 17:05	EURUSD	BUY	0.1	1.12230 → 1.12072	8h 5m	−15.8	−$16	—
Oct 30 07:05	EURUSD	BUY	0.1	1.11918 → 1.11811	8h 5m	−10.7	−$11	—
Oct 22 20:05	EURUSD	SELL	0.1	1.11967 → 1.12163	8h 5m	−19.6	−$20	—
Oct 19 16:05	EURUSD	SELL	0.1	1.11878 → 1.12064	8h 5m	−18.6	−$19	—
Oct 15 08:05	EURUSD	BUY	0.1	1.11947 → 1.12146	8h 5m	+19.9	+$20	—
Oct 14 21:05	EURUSD	SELL	0.1	1.11281 → 1.11491	8h 5m	−21	−$23	—
Oct 12 18:05	EURUSD	SELL	0.1	1.11802 → 1.11615	8h 5m	+18.7	+$19	—
Oct 7 16:05	EURUSD	SELL	0.1	1.11894 → 1.11901	8h 5m	−0.7	−$1	—
Oct 6 16:05	EURUSD	BUY	0.1	1.12417 → 1.12603	8h 5m	+18.6	+$19	—
Oct 5 09:26	EURUSD	SELL	0.1	1.11703 → 1.12205	6h 26m	−50.2	−$50	—
Oct 4 21:03	EURUSD	BUY	0.1	1.12769 → 1.12550	2.3 days	−21.9	−$22	—
Oct 1 13:05	EURUSD	SELL	0.1	1.13179 → 1.12870	8h 5m	+30.9	+$31	—
Sep 10 21:05	EURUSD	SELL	0.1	1.16037 → 1.16079	8h 5m	−4.2	−$5	—
Sep 8 10:05	EURUSD	BUY	0.1	1.16342 → 1.16116	8h 5m	−22.6	−$23	—
Sep 3 20:05	EURUSD	BUY	0.1	1.16133 → 1.16288	8h 5m	+15.5	+$16	—
Sep 2 01:05	EURUSD	SELL	0.1	1.15848 → 1.15829	8h 5m	+1.9	+$1	—
Aug 25 02:05	EURUSD	SELL	0.1	1.16586 → 1.16625	8h 5m	−3.9	−$4	—
Aug 19 18:05	EURUSD	BUY	0.1	1.16072 → 1.16664	8h 5m	+59.2	+$59	—
Aug 16 21:03	EURUSD	BUY	0.1	1.15805 → 1.15596	2.3 days	−20.9	−$21	—
Aug 13 15:05	EURUSD	SELL	0.1	1.15173 → 1.15451	8h 5m	−27.8	−$28	—
Aug 12 21:05	EURUSD	BUY	0.1	1.15605 → 1.15218	8h 5m	−38.7	−$40	—
Aug 9 21:03	EURUSD	BUY	0.1	1.15733 → 1.15604	2.3 days	−12.9	−$13	—
Aug 2 21:03	EURUSD	BUY	0.1	1.15340 → 1.15461	2.1 days	+12.1	+$12	—
Jul 31 15:51	EURUSD	SELL	0.1	1.14660 → 1.15162	1h 51m	−50.2	−$50	—
Jul 30 03:05	EURUSD	BUY	0.1	1.14526 → 1.14531	8h 5m	+0.5	−$1	—

1–25 of 635

Audrey Taygeta◇Strategy

Rules

Research records

Version timeline