Sienna Leo · strategy profile

Sienna Leo · strategy profile · SocialCharts

Performance

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

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.1%	+11	1	1
This month	+1.0%	+100	7	4
This year	+1.6%	+178	49	30

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.1	−0.3	0.0	+1.1	+0.1	0.0	−0.1	+1.0	+0.1	−1.0	−0.1	+0.4	+1.1
2021	+0.3	−0.7	−0.2	−0.4	0.0	+1.5	+0.8	−0.8	0.0	−0.8	+0.7	−0.2	+0.1
2022	+0.4	−0.7	−0.7	+0.7	−0.2	+0.9	+1.3	+0.5	−1.0	−0.1	+0.7	0.0	+1.8
2023	−0.2	+0.4	−1.5	+0.7	+0.7	−0.9	−0.7	+0.3	+1.0	+0.8	−0.7	−0.9	−0.9
2024	+2.7	+0.5	+0.8	−0.1	+0.2	−1.0	−0.3	−1.4	−0.4	−0.4	−0.4	+0.2	+0.4
2025	−0.2	+0.2	0.0	−1.4	+2.0	+0.3	+0.7	−0.8	−0.9	+0.9	−0.4	+0.4	+0.9
2026	−1.2	+0.5	−0.4	−0.4	−0.4	+2.2	+0.3	−0.2	+0.4	+0.9	−0.3	·	+1.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −5.8%.

Max daily drawdown: −1.6%
Max weekly drawdown: −1.6%
Max drawdown · equity: −5.8%
Max drawdown · balance: −5.8%
Absolute drawdown: −$623
Longest drawdown: 877 days · Apr
Recovery factor: 0.8
Max simultaneous risk: 1.0%

Symbol split

90 days

EURUSD

100%+4.5%

Long 28% · Short 72%

Hour and day

trade opens · UTC

Mon 17% · Tue 21% · Wed 20% · Thu 23% · Fri 18% · 70% in the London session

Behaviour

from 415 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 87% · over 12h 10%. Automated share 100%.

Statistics415 closed trades

Trades415

Won / lost210 / 205

Long win rate55% (117)

Short win rate49% (298)

Avg win+$28.4 · 28.7 pip

Avg loss−$26.8 · −26.4 pip

Best trade+$80 · Oct 14

Worst trade−$101 · Apr 8

Total pips+625

Lots41.5

Commission + swap−$142

Expectancy / trade+$1.2

Profit factor1.09

Sharpe0.56daily returns, annualised

Z-score−0.3 (23%)dependence between runs

Standard deviation$36.0

AHPR / GHPR0.01% / 0.01%

Recovery factor0.8

Winning streak10 (+$127)

Losing streak9 (−$182)

Avg holding time14h 33m

Trades / week1.2

Risk / trade1.0%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 11:50	EURUSD	SELL	0.1	1.12062 → 1.11948	10h 20m	+11.4	+$11	—
Oct 21 00:50	EURUSD	SELL	0.1	1.12569 → 1.12295	10h 20m	+27.4	+$27	—
Oct 16 14:20	EURUSD	SELL	0.1	1.12364 → 1.12562	10h 20m	−19.8	−$20	—
Oct 15 11:50	EURUSD	SELL	0.1	1.12127 → 1.12157	10h 20m	−3	−$3	—
Oct 14 12:59	EURUSD	SELL	0.1	1.12090 → 1.11292	9h 59m	+79.8	+$80	—
Oct 13 23:50	EURUSD	SELL	0.1	1.11979 → 1.12006	10h 20m	−2.7	−$3	—
Oct 6 22:20	EURUSD	SELL	0.1	1.12672 → 1.12604	10h 20m	+6.8	+$6	—
Sep 27 21:03	EURUSD	SELL	0.1	1.14052 → 1.13757	2.4 days	+29.5	+$29	—
Sep 7 18:50	EURUSD	SELL	0.1	1.16315 → 1.16242	10h 20m	+7.3	+$7	—
Aug 30 21:03	EURUSD	BUY	0.1	1.16028 → 1.15778	2.3 days	−25	−$26	—
Jul 30 04:50	EURUSD	SELL	0.1	1.14215 → 1.14521	10h 20m	−30.6	−$32	—
Jul 29 01:50	EURUSD	SELL	0.1	1.13950 → 1.13893	10h 20m	+5.7	+$5	—
Jul 27 10:50	EURUSD	SELL	0.1	1.14101 → 1.14000	10h 20m	+10.1	+$10	—
Jul 23 13:20	EURUSD	SELL	0.1	1.14268 → 1.13737	10h 20m	+53.1	+$53	—
Jul 14 23:20	EURUSD	SELL	0.1	1.14455 → 1.14218	10h 20m	+23.7	+$23	—
Jul 2 17:50	EURUSD	SELL	0.1	1.13998 → 1.14300	10h 20m	−30.2	−$30	—
Jun 30 03:20	EURUSD	SELL	0.1	1.14252 → 1.14010	10h 20m	+24.2	+$24	—
Jun 26 18:50	EURUSD	SELL	0.1	1.14007 → 1.13893	10h 20m	+11.4	+$11	—
Jun 15 08:50	EURUSD	SELL	0.1	1.16078 → 1.15987	10h 20m	+9.1	+$9	—
Jun 12 05:50	EURUSD	SELL	0.1	1.15801 → 1.15613	10h 20m	+18.8	+$18	—
Jun 9 20:50	EURUSD	SELL	0.1	1.15644 → 1.15442	10h 20m	+20.2	+$20	—
Jun 5 15:10	EURUSD	SELL	0.1	1.16293 → 1.15495	7h 40m	+79.8	+$80	—
Jun 4 20:50	EURUSD	SELL	0.1	1.16279 → 1.16120	10h 20m	+15.9	+$16	—
Jun 2 17:20	EURUSD	SELL	0.1	1.16496 → 1.16278	10h 20m	+21.8	+$22	—
Jun 2 00:20	EURUSD	BUY	0.1	1.16108 → 1.16324	10h 20m	+21.6	+$21	—

1–25 of 415

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