Naomi Orcus · strategy profile

Naomi Orcus · 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	+0.3%	+26	2	1
This month	+1.9%	+158	10	6
This year	−0.7%	−11	101	49

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.5	−0.6	−2.3	+0.1	+1.1	−1.2	−1.0	+0.9	−0.9	−0.6	+1.6	−0.5	−3.9
2021	+0.3	−1.7	−0.4	−0.7	+0.2	−0.2	+0.3	−0.6	0.0	+0.8	−2.1	+0.7	−3.3
2022	−0.9	0.0	0.0	+0.8	−1.8	+2.0	+0.6	+0.3	+3.6	−1.7	+2.0	−0.2	+4.8
2023	+0.3	−1.4	−0.1	+0.8	−0.2	+0.8	+0.3	+0.9	+0.4	−0.1	−3.0	−0.4	−1.7
2024	+1.1	−0.3	+0.6	−0.3	−0.2	−1.0	−0.8	−0.9	+0.3	−0.7	−0.9	+1.0	−2.2
2025	−0.5	0.0	−1.5	−1.6	−2.9	−0.8	−2.5	+0.4	+0.7	0.0	−1.5	−0.2	−10.4
2026	−2.6	−1.8	+3.1	−1.4	+1.7	−0.2	+0.7	−1.5	−0.3	+1.9	−0.1	·	−0.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.8%.

Max daily drawdown: −1.6%
Max weekly drawdown: −1.9%
Max drawdown · equity: −19.8%
Max drawdown · balance: −19.8%
Absolute drawdown: −$1,939
Longest drawdown: 2492 days · Feb
Recovery factor: −0.8
Max simultaneous risk: 2.7%

Symbol split

90 days

EURUSD

100%+16.2%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 18% · Tue 22% · Wed 22% · Thu 20% · Fri 17% · 69% in the New York session

Behaviour

from 774 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 89% · over 12h 11%. Automated share 100%.

Statistics774 closed trades

Trades774

Won / lost364 / 410

Long win rate46% (386)

Short win rate49% (388)

Avg win+$22.3 · 22.7 pip

Avg loss−$23.7 · −23.2 pip

Best trade+$208 · Sep 13

Worst trade−$161 · Nov 14

Total pips−1,222

Lots77.4

Commission + swap−$402

Expectancy / trade−$2.1

Profit factor0.83

Sharpe−1.01daily returns, annualised

Z-score−0.7 (52%)dependence between runs

Standard deviation$34.1

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak7 (+$282)

Losing streak17 (−$281)

Avg holding time14h 39m

Trades / week2.2

Risk / trade2.7%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 17:45	EURUSD	SELL	0.1	1.11961 → 1.12054	9h 45m	−9.3	−$9	—
Oct 30 13:45	EURUSD	SELL	0.1	1.11902 → 1.11545	9h 45m	+35.7	+$36	—
Oct 27 01:45	EURUSD	BUY	0.1	1.11787 → 1.11677	9h 45m	−11	−$12	—
Oct 23 17:45	EURUSD	BUY	0.1	1.11986 → 1.11898	9h 45m	−8.8	−$9	—
Oct 22 13:45	EURUSD	SELL	0.1	1.12409 → 1.12010	9h 45m	+39.9	+$40	—
Oct 16 13:45	EURUSD	SELL	0.1	1.12364 → 1.12495	9h 45m	−13.1	−$13	—
Oct 15 01:45	EURUSD	BUY	0.1	1.11236 → 1.12099	9h 45m	+86.3	+$85	—
Oct 13 01:45	EURUSD	BUY	0.1	1.11577 → 1.11657	9h 45m	+8	+$8	—
Oct 7 21:45	EURUSD	BUY	0.1	1.11835 → 1.11919	9h 45m	+8.4	+$7	—
Oct 5 13:45	EURUSD	BUY	0.1	1.11669 → 1.11888	9h 45m	+21.9	+$22	—
Oct 1 05:45	EURUSD	BUY	0.1	1.13271 → 1.13201	9h 45m	−7	−$9	—
Sep 29 13:45	EURUSD	BUY	0.1	1.13616 → 1.13411	9h 45m	−20.5	−$21	—
Sep 22 17:45	EURUSD	BUY	0.1	1.14483 → 1.14335	9h 45m	−14.8	−$15	—
Sep 17 13:45	EURUSD	BUY	0.1	1.14609 → 1.14866	9h 45m	+25.7	+$26	—
Sep 11 01:45	EURUSD	BUY	0.1	1.16288 → 1.16128	9h 45m	−16	−$17	—
Sep 10 13:45	EURUSD	SELL	0.1	1.16379 → 1.16176	9h 45m	+20.3	+$20	—
Sep 9 13:45	EURUSD	SELL	0.1	1.16293 → 1.16495	9h 45m	−20.2	−$20	—
Sep 4 01:45	EURUSD	SELL	0.1	1.16214 → 1.16298	9h 45m	−8.4	−$9	—
Sep 2 13:45	EURUSD	BUY	0.1	1.15806 → 1.15925	9h 45m	+11.9	+$12	—
Aug 28 17:45	EURUSD	BUY	0.1	1.16472 → 1.15780	9h 45m	−69.2	−$69	—
Aug 27 21:45	EURUSD	BUY	0.1	1.16419 → 1.16512	9h 45m	+9.3	+$9	—
Aug 27 01:45	EURUSD	BUY	0.1	1.16512 → 1.16563	9h 45m	+5.1	+$4	—
Aug 19 22:10	EURUSD	SELL	0.1	1.16020 → 1.16795	10h 10m	−77.5	−$79	—
Aug 16 21:03	EURUSD	SELL	0.1	1.15648 → 1.15612	2.4 days	+3.6	+$3	—
Aug 13 13:45	EURUSD	BUY	0.1	1.15232 → 1.15331	9h 45m	+9.9	+$10	—

1–25 of 774

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