Ellen Triangulum · strategy profile

Ellen Triangulum · 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	−0.2%	−13	1	0
This week	−1.1%	−98	5	0
This month	+0.5%	+54	24	11
This year	−3.3%	−239	219	101

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.7	−0.6	+5.3	+0.3	−1.0	+0.4	+2.3	−0.6	+0.1	0.0	−1.1	+0.3	+4.9
2021	+0.7	−1.8	0.0	+1.2	−1.3	+1.1	+1.4	−1.1	−0.3	−0.9	−2.2	−0.5	−3.7
2022	−2.2	+2.8	−3.6	−1.6	−3.3	+2.5	+1.6	−0.1	−0.6	−1.5	+2.9	+2.3	−0.8
2023	+3.4	−1.4	−2.1	+0.3	+1.3	−2.7	+2.1	0.0	+0.3	−0.1	−2.6	−1.5	−2.9
2024	+0.6	+0.7	+0.5	−1.8	+0.9	−0.8	−0.2	−1.2	0.0	−2.0	+1.2	+1.1	−1.1
2025	+0.4	−1.2	−0.3	−1.5	−0.9	−0.9	+2.3	−1.9	−1.9	+0.7	+0.1	−0.2	−5.3
2026	−3.0	+0.9	−0.3	−0.7	−0.3	+1.1	+1.2	−1.5	−1.1	+0.8	−0.4	·	−3.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.2%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.0%
Max drawdown · equity: −19.2%
Max drawdown · balance: −19.2%
Absolute drawdown: −$2,060
Longest drawdown: 2239 days · Jun
Recovery factor: −0.6
Max simultaneous risk: 1.2%

Symbol split

90 days

EURUSD

100%+12.4%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 20% · Thu 21% · Fri 18% · 49% in the New York session

Behaviour

from 1,676 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 90% · over 12h 9%. Automated share 100%.

Statistics1,676 closed trades

Trades1,676

Won / lost811 / 865

Long win rate47% (783)

Short win rate50% (893)

Avg win+$22.7 · 23.0 pip

Avg loss−$22.7 · −22.4 pip

Best trade+$110 · Jun 5

Worst trade−$122 · Aug 2

Total pips−679

Lots167.6

Commission + swap−$566

Expectancy / trade−$0.7

Profit factor0.94

Sharpe−0.38daily returns, annualised

Z-score−0.1 (10%)dependence between runs

Standard deviation$32.0

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak9 (+$198)

Losing streak10 (−$307)

Avg holding time14h 18m

Trades / week4.7

Risk / trade1.2%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 11:25	EURUSD	BUY	0.1	1.11892 → 1.11757	10h 25m	−13.5	−$14	—
Nov 2 17:25	EURUSD	SELL	0.1	1.11845 → 1.12088	10h 25m	−24.3	−$24	—
Oct 30 06:25	EURUSD	SELL	0.1	1.11613 → 1.11861	10h 25m	−24.8	−$25	—
Oct 29 01:25	EURUSD	SELL	0.1	1.11344 → 1.11535	10h 25m	−19.1	−$21	—
Oct 28 05:25	EURUSD	BUY	0.1	1.11352 → 1.11192	10h 25m	−16	−$17	—
Oct 26 15:25	EURUSD	SELL	0.1	1.12193 → 1.11803	10h 25m	+39	+$39	—
Oct 23 19:25	EURUSD	BUY	0.1	1.11907 → 1.11931	10h 25m	+2.4	+$2	—
Oct 23 00:25	EURUSD	BUY	0.1	1.11946 → 1.12235	10h 25m	+28.9	+$28	—
Oct 21 15:25	EURUSD	BUY	0.1	1.12250 → 1.12229	10h 25m	−2.1	−$2	—
Oct 20 17:25	EURUSD	SELL	0.1	1.12273 → 1.12341	10h 25m	−6.8	−$7	—
Oct 16 14:25	EURUSD	SELL	0.1	1.12364 → 1.12563	10h 25m	−19.9	−$20	—
Oct 15 13:25	EURUSD	SELL	0.1	1.12344 → 1.12106	10h 25m	+23.8	+$24	—
Oct 15 00:25	EURUSD	BUY	0.1	1.11155 → 1.11915	10h 25m	+76	+$75	—
Oct 14 11:25	EURUSD	SELL	0.1	1.12026 → 1.11939	10h 25m	+8.7	+$9	—
Oct 13 18:25	EURUSD	SELL	0.1	1.11875 → 1.11995	10h 25m	−12	−$12	—
Oct 13 00:25	EURUSD	BUY	0.1	1.11776 → 1.11573	10h 25m	−20.3	−$21	—
Oct 11 21:03	EURUSD	BUY	0.1	1.11943 → 1.11828	2.3 days	−11.5	−$12	—
Oct 9 12:25	EURUSD	SELL	0.1	1.12254 → 1.12042	10h 25m	+21.2	+$21	—
Oct 8 23:25	EURUSD	BUY	0.1	1.11833 → 1.12120	10h 25m	+28.7	+$28	—
Oct 8 10:25	EURUSD	SELL	0.1	1.11993 → 1.11804	10h 25m	+18.9	+$19	—
Oct 7 15:25	EURUSD	BUY	0.1	1.12332 → 1.11891	10h 25m	−44.1	−$44	—
Oct 7 00:25	EURUSD	SELL	0.1	1.12497 → 1.12510	10h 25m	−1.3	−$2	—
Oct 6 06:25	EURUSD	SELL	0.1	1.12192 → 1.12079	10h 25m	+11.3	+$11	—
Oct 5 17:25	EURUSD	BUY	0.1	1.11918 → 1.12024	10h 25m	+10.6	+$11	—
Oct 2 19:25	EURUSD	SELL	0.1	1.12505 → 1.12597	10h 25m	−9.2	−$9	—

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Ellen Triangulum◇Strategy

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