Windy Brook · strategy profile

Windy Brook · 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	−0.5%	−43	1	0
This month	−2.1%	−207	8	2
This year	−4.2%	−387	69	28

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.7	−0.4	+3.8	−0.2	+0.7	−0.6	+0.4	+0.7	+0.5	−0.2	−1.0	−1.4	+3.0
2021	−0.5	+1.4	+0.5	−0.2	+1.0	−0.1	−0.3	+0.1	+0.3	+0.4	−0.8	−1.0	+0.8
2022	−0.7	−0.4	−0.2	−0.2	−0.5	−1.1	−0.6	0.0	+2.0	+0.1	−0.8	−0.5	−2.9
2023	−0.5	+0.5	+1.5	−0.1	−0.5	−0.1	+0.5	+0.7	0.0	−2.2	+1.0	+0.9	+1.7
2024	−0.6	−1.2	+0.6	−0.6	+0.2	+0.7	−0.3	0.0	−0.6	−0.4	+0.1	−0.9	−3.0
2025	0.0	+0.7	+0.7	+1.2	−1.7	−0.4	+0.6	+0.1	+1.5	−0.5	+0.1	−0.4	+1.8
2026	+1.2	−0.3	−1.8	+0.2	−1.3	+0.4	−0.5	−0.2	−0.4	−1.5	−0.1	·	−4.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −8.8%.

Max daily drawdown: −2.0%
Max weekly drawdown: −2.5%
Max drawdown · equity: −8.8%
Max drawdown · balance: −8.8%
Absolute drawdown: −$936
Longest drawdown: 1801 days · Nov
Recovery factor: −0.3
Max simultaneous risk: 2.4%

Symbol split

90 days

EURUSD

100%+3.0%

Long 24% · Short 76%

Hour and day

trade opens · UTC

Mon 21% · Tue 21% · Wed 20% · Thu 22% · Fri 16% · 54% in the New York session

Behaviour

from 485 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 85% · over 12h 14%. Automated share 100%.

Statistics485 closed trades

Trades485

Won / lost215 / 270

Long win rate51% (118)

Short win rate42% (367)

Avg win+$32.4 · 32.9 pip

Avg loss−$26.9 · −26.3 pip

Best trade+$90 · Jan 20

Worst trade−$200 · Nov 10

Total pips−28

Lots48.5

Commission + swap−$271

Expectancy / trade−$0.6

Profit factor0.96

Sharpe−0.22daily returns, annualised

Z-score−1.1 (73%)dependence between runs

Standard deviation$40.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.3

Winning streak6 (+$180)

Losing streak13 (−$189)

Avg holding time20h 26m

Trades / week1.4

Risk / trade2.4%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURUSD	BUY	0.1	1.11991 → 1.11561	2.5 days	−43	−$44	—
Oct 23 03:10	EURUSD	SELL	0.1	1.11967 → 1.12152	15h 10m	−18.5	−$19	—
Oct 19 23:10	EURUSD	SELL	0.1	1.11878 → 1.12126	15h 10m	−24.8	−$25	—
Oct 18 21:03	EURUSD	BUY	0.1	1.12394 → 1.11938	2.5 days	−45.6	−$46	—
Oct 15 05:10	EURUSD	SELL	0.1	1.11139 → 1.12165	15h 10m	−102.6	−$104	—
Oct 11 21:03	EURUSD	SELL	0.1	1.11927 → 1.11844	2.3 days	+8.3	+$8	—
Oct 7 23:10	EURUSD	SELL	0.1	1.11894 → 1.12016	15h 10m	−12.2	−$14	—
Oct 5 17:10	EURUSD	SELL	0.1	1.12304 → 1.11992	15h 10m	+31.2	+$31	—
Oct 1 23:10	EURUSD	SELL	0.1	1.13031 → 1.12443	15h 10m	+58.8	+$58	—
Sep 29 05:10	EURUSD	SELL	0.1	1.13628 → 1.13603	15h 10m	+2.5	+$2	—
Sep 22 23:10	EURUSD	SELL	0.1	1.14467 → 1.14467	15h 10m	0	−$1	—
Sep 20 21:03	EURUSD	SELL	0.1	1.14600 → 1.14796	2.4 days	−19.6	−$20	—
Sep 17 15:10	EURUSD	SELL	0.1	1.14677 → 1.14846	15h 10m	−16.9	−$17	—
Sep 11 05:10	EURUSD	SELL	0.1	1.16105 → 1.16088	15h 10m	+1.7	+$1	—
Sep 7 21:10	EURUSD	BUY	0.1	1.16153 → 1.16209	15h 10m	+5.6	+$5	—
Sep 2 17:10	EURUSD	SELL	0.1	1.15782 → 1.15871	15h 10m	−8.9	−$9	—
Aug 25 01:10	EURUSD	SELL	0.1	1.16636 → 1.16677	15h 10m	−4.1	−$5	—
Aug 18 19:10	EURUSD	SELL	0.1	1.15725 → 1.15766	15h 10m	−4.1	−$4	—
Aug 17 15:10	EURUSD	BUY	0.1	1.15745 → 1.15837	15h 10m	+9.2	+$9	—
Aug 13 09:10	EURUSD	SELL	0.1	1.15207 → 1.15270	15h 10m	−6.3	−$8	—
Aug 2 21:03	EURUSD	SELL	0.1	1.14660 → 1.15477	2.3 days	−81.7	−$82	—
Jul 31 01:10	EURUSD	BUY	0.1	1.14655 → 1.15166	15h 10m	+51.1	+$51	—
Jul 28 05:10	EURUSD	SELL	0.1	1.13734 → 1.13641	15h 10m	+9.3	+$9	—
Jul 21 05:10	EURUSD	SELL	0.1	1.14143 → 1.14196	15h 10m	−5.3	−$6	—
Jul 13 15:10	EURUSD	SELL	0.1	1.14035 → 1.14011	15h 10m	+2.4	+$2	—

1–25 of 485

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