Arlo Lumen · strategy profile

Arlo Lumen · 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	0.0%	+2	3	2
This month	+0.1%	+14	10	7
This year	+1.0%	+122	99	50

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.6	−0.5	−1.0	−1.0	−0.4	+0.1	−0.3	−1.0	−0.9	+0.9	−0.8	+0.3	−5.3
2021	−0.3	+0.1	+0.6	0.0	+0.7	−2.5	+0.1	−0.3	−1.3	+0.4	−0.9	−1.0	−4.5
2022	−0.3	−1.3	+0.2	−0.4	+1.9	−1.6	−2.8	+0.6	−4.6	+1.8	−0.1	−1.0	−7.6
2023	−1.8	+0.7	+2.4	+1.7	−0.7	+0.9	+0.9	−1.5	−1.3	0.0	+2.6	−1.2	+2.7
2024	−1.2	−0.4	+1.2	−1.3	−0.2	0.0	−0.8	+1.5	−0.8	−0.1	−0.6	−2.2	−4.9
2025	+0.1	+1.0	+0.8	+1.8	+0.2	−0.1	−5.1	−0.2	+1.1	−1.5	−0.4	+0.3	−2.0
2026	+1.0	−0.2	+1.2	−1.7	+0.8	−1.6	+0.2	+1.3	−0.2	+0.4	−0.4	·	+1.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.3%.

Max daily drawdown: −2.0%
Max weekly drawdown: −3.3%
Max drawdown · equity: −22.3%
Max drawdown · balance: −22.3%
Absolute drawdown: −$2,144
Longest drawdown: 2424 days · Jul
Recovery factor: −0.9
Max simultaneous risk: 4.1%

Symbol split

90 days

EURUSD

100%+19.1%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 21% · Thu 19% · Fri 20% · 52% in the New York session

Behaviour

from 872 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 87% · over 12h 13%. Automated share 100%.

Statistics872 closed trades

Trades872

Won / lost399 / 473

Long win rate46% (872)

Short win rate0% (0)

Avg win+$26.4 · 26.8 pip

Avg loss−$26.3 · −25.8 pip

Best trade+$169 · Nov 14

Worst trade−$195 · Mar 19

Total pips−1,510

Lots87.2

Commission + swap−$405

Expectancy / trade−$2.2

Profit factor0.85

Sharpe−0.91daily returns, annualised

Z-score1.4 (82%)dependence between runs

Standard deviation$36.6

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak7 (+$185)

Losing streak8 (−$170)

Avg holding time17h 34m

Trades / week2.4

Risk / trade4.1%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 21:50	EURUSD	BUY	0.1	1.12188 → 1.11883	11h 50m	−30.5	−$31	—
Oct 30 03:50	EURUSD	BUY	0.1	1.11646 → 1.11878	11h 50m	+23.2	+$23	—
Oct 29 01:50	EURUSD	BUY	0.1	1.11350 → 1.11445	11h 50m	+9.5	+$8	—
Oct 26 13:50	EURUSD	BUY	0.1	1.12229 → 1.11813	11h 50m	−41.6	−$42	—
Oct 22 05:50	EURUSD	BUY	0.1	1.12396 → 1.12428	11h 50m	+3.2	+$2	—
Oct 21 07:50	EURUSD	BUY	0.1	1.12355 → 1.12252	11h 50m	−10.3	−$11	—
Oct 15 11:50	EURUSD	BUY	0.1	1.11947 → 1.12141	11h 50m	+19.4	+$19	—
Oct 13 19:50	EURUSD	BUY	0.1	1.11891 → 1.11969	11h 50m	+7.8	+$8	—
Oct 9 05:50	EURUSD	BUY	0.1	1.12126 → 1.12368	11h 50m	+24.2	+$24	—
Oct 6 07:50	EURUSD	BUY	0.1	1.12208 → 1.12301	11h 50m	+9.3	+$9	—
Oct 2 19:50	EURUSD	BUY	0.1	1.12612 → 1.12558	11h 50m	−5.4	−$5	—
Sep 30 09:50	EURUSD	BUY	0.1	1.13436 → 1.13575	11h 50m	+13.9	+$14	—
Sep 24 21:50	EURUSD	BUY	0.1	1.13749 → 1.13766	11h 50m	+1.7	+$1	—
Sep 21 17:50	EURUSD	BUY	0.1	1.14739 → 1.14662	11h 50m	−7.7	−$8	—
Sep 20 21:03	EURUSD	BUY	0.1	1.14816 → 1.14780	2.1 days	−3.6	−$4	—
Sep 18 03:50	EURUSD	BUY	0.1	1.14790 → 1.14869	11h 50m	+7.9	+$7	—
Sep 15 09:50	EURUSD	BUY	0.1	1.15491 → 1.15357	11h 50m	−13.4	−$13	—
Sep 10 05:50	EURUSD	BUY	0.1	1.16390 → 1.16387	11h 50m	−0.3	−$2	—
Sep 9 13:50	EURUSD	BUY	0.1	1.16320 → 1.16482	11h 50m	+16.2	+$16	—
Sep 8 01:50	EURUSD	BUY	0.1	1.16297 → 1.16303	11h 50m	+0.6	$0	—
Sep 3 01:50	EURUSD	BUY	0.1	1.16050 → 1.15871	11h 50m	−17.9	−$19	—
Sep 1 01:50	EURUSD	BUY	0.1	1.16006 → 1.16097	11h 50m	+9.1	+$9	—
Aug 26 05:50	EURUSD	BUY	0.1	1.16749 → 1.16636	11h 50m	−11.3	−$12	—
Aug 19 19:50	EURUSD	BUY	0.1	1.15974 → 1.16731	11h 50m	+75.7	+$76	—
Aug 14 13:50	EURUSD	BUY	0.1	1.15348 → 1.15833	11h 50m	+48.5	+$49	—

1–25 of 872

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