Roman Naiad · strategy profile

Roman Naiad · 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%	+10	1	1
This month	−0.8%	−70	11	2
This year	−1.6%	−136	83	30

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.1	0.0	+0.3	−0.7	−0.2	−0.5	−0.1	−0.4	+0.2	+0.4	+0.2	−0.7	−1.7
2021	0.0	−0.2	−0.1	−0.3	−0.3	0.0	0.0	−0.1	−0.1	0.0	−0.4	−0.2	−1.8
2022	−0.1	+0.1	+1.0	−0.1	−0.5	−0.5	−0.2	0.0	−0.6	+0.3	−1.2	−0.7	−2.7
2023	−1.1	+0.2	−0.2	0.0	−0.7	−0.2	−0.2	−0.1	−0.2	+0.1	0.0	−0.8	−3.2
2024	−0.3	−0.3	−0.1	+0.1	−0.6	−0.2	−0.2	−0.4	−0.2	−0.2	0.0	0.0	−2.4
2025	+0.2	−0.1	+0.1	+0.3	−0.2	−0.4	−0.4	−0.2	−0.8	−1.0	+0.1	−0.5	−3.1
2026	0.0	−0.3	−0.2	−0.3	+0.5	−0.2	−0.2	−0.3	+0.1	−0.8	0.0	·	−1.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.7%.

Max daily drawdown: −0.8%
Max weekly drawdown: −0.8%
Max drawdown · equity: −15.7%
Max drawdown · balance: −15.7%
Absolute drawdown: −$1,533
Longest drawdown: 2395 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 5.0%

Symbol split

90 days

EURUSD

100%+15.2%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 22% · Tue 20% · Wed 18% · Thu 22% · Fri 17% · 44% in the New York session

Behaviour

from 651 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%.

Statistics651 closed trades

Trades651

Won / lost257 / 394

Long win rate42% (329)

Short win rate37% (322)

Avg win+$7.1 · 7.1 pip

Avg loss−$8.5 · −8.4 pip

Best trade+$76 · Mar 29

Worst trade−$68 · Jan 17

Total pips−1,498

Lots65.1

Commission + swap−$26

Expectancy / trade−$2.3

Profit factor0.54

Sharpe−3.52daily returns, annualised

Z-score−0.1 (9%)dependence between runs

Standard deviation$11.4

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak7 (+$40)

Losing streak11 (−$89)

Avg holding time1h 37m

Trades / week1.8

Risk / trade5.0%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 20:10	EURUSD	BUY	0.1	1.11626 → 1.11722	1h 10m	+9.6	+$10	—
Oct 22 17:40	EURUSD	SELL	0.1	1.12181 → 1.12204	1h 10m	−2.3	−$2	—
Oct 20 17:10	EURUSD	BUY	0.1	1.12321 → 1.12280	1h 10m	−4.1	−$4	—
Oct 19 21:40	EURUSD	SELL	0.1	1.12109 → 1.12119	1h 10m	−1	−$2	—
Oct 15 10:40	EURUSD	BUY	0.1	1.12253 → 1.12050	1h 10m	−20.3	−$20	—
Oct 14 18:10	EURUSD	SELL	0.1	1.11229 → 1.11436	1h 10m	−20.7	−$21	—
Oct 14 02:40	EURUSD	BUY	0.1	1.12047 → 1.12071	1h 10m	+2.4	+$2	—
Oct 12 00:40	EURUSD	SELL	0.1	1.12021 → 1.12155	1h 10m	−13.4	−$13	—
Oct 9 08:40	EURUSD	BUY	0.1	1.12318 → 1.12281	1h 10m	−3.7	−$4	—
Oct 7 14:40	EURUSD	SELL	0.1	1.11786 → 1.11924	1h 10m	−13.8	−$14	—
Oct 6 18:40	EURUSD	BUY	0.1	1.12583 → 1.12557	1h 10m	−2.6	−$3	—
Sep 28 10:40	EURUSD	SELL	0.1	1.13774 → 1.13744	1h 10m	+3	+$3	—
Sep 28 03:40	EURUSD	BUY	0.1	1.13895 → 1.13860	1h 10m	−3.5	−$4	—
Sep 10 20:10	EURUSD	SELL	0.1	1.16129 → 1.16103	1h 10m	+2.6	+$3	—
Sep 3 13:10	EURUSD	BUY	0.1	1.16133 → 1.16213	1h 10m	+8	+$8	—
Aug 24 16:40	EURUSD	SELL	0.1	1.16702 → 1.16668	1h 10m	+3.4	+$3	—
Aug 14 10:10	EURUSD	BUY	0.1	1.15560 → 1.15535	1h 10m	−2.5	−$3	—
Aug 11 10:40	EURUSD	SELL	0.1	1.15330 → 1.15384	1h 10m	−5.4	−$5	—
Aug 9 21:03	EURUSD	BUY	0.1	1.15623 → 1.15604	2 days	−1.9	−$2	—
Aug 7 00:10	EURUSD	SELL	0.1	1.15211 → 1.15229	1h 10m	−1.8	−$2	—
Aug 4 20:40	EURUSD	BUY	0.1	1.15331 → 1.15301	1h 10m	−3	−$3	—
Aug 4 11:40	EURUSD	SELL	0.1	1.15087 → 1.15209	1h 10m	−12.2	−$12	—
Jul 29 05:10	EURUSD	BUY	0.1	1.13977 → 1.14018	1h 10m	+4.1	+$4	—
Jul 27 19:40	EURUSD	SELL	0.1	1.13706 → 1.13735	1h 10m	−2.9	−$3	—
Jul 27 12:10	EURUSD	BUY	0.1	1.13962 → 1.13868	1h 10m	−9.4	−$9	—

1–25 of 651

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