Siena · strategy profile

Siena · 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	−0.1%	+16	24	7
This month	−1.6%	−258	113	49
This year	+24.3%	+5,569	1,053	591

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−3.9	+15.8	+20.6	+1.8	−3.9	−1.3	+5.2	+6.6	+2.9	−7.2	−2.8	+3.7	+37.7
2021	+0.6	−8.7	+7.1	+1.6	−2.7	−3.6	+9.1	+4.7	+2.9	+3.6	−2.8	−5.0	+6.7
2022	−8.0	−16.0	+8.4	−3.4	+0.7	+2.3	+18.9	+1.5	+5.2	+4.2	+15.6	−2.8	+26.5
2023	+3.9	−0.6	−12.9	+7.4	+8.8	+0.3	−9.3	−12.7	+0.7	−2.6	−4.1	+0.6	−20.5
2024	−2.1	+1.0	−2.1	+11.9	−3.7	−4.1	−2.3	−7.5	−2.7	−3.0	+14.4	−6.5	−6.7
2025	−2.4	−5.9	+2.2	+21.1	+8.7	+7.9	+8.4	−1.9	+1.6	+3.5	+1.2	−6.7	+37.7
2026	+4.2	+4.1	+5.7	+7.3	+1.4	−3.8	+3.0	−0.1	−0.8	+1.8	+0.3	·	+23.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −40.7%.

Max daily drawdown: −7.9%
Max weekly drawdown: −10.7%
Max drawdown · equity: −40.7%
Max drawdown · balance: −40.7%
Absolute drawdown: −$8,018
Longest drawdown: 842 days · Nov
Recovery factor: 3.2
Max simultaneous risk: 24.4%

Symbol split

90 days

EURUSD

100%+132.0%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 27% · Tue 13% · Wed 21% · Thu 22% · Fri 16% · 43% in the Asia session

Behaviour

from 8,766 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 14% · over 12h 83%. Automated share 100%.

Statistics8,766 closed trades

Trades8,766

Won / lost4,678 / 4,088

Long win rate51% (4,313)

Short win rate56% (4,453)

Avg win+$43.3 · 44.1 pip

Avg loss−$46.3 · −45.3 pip

Best trade+$230 · Mar 19

Worst trade−$241 · Mar 20

Total pips+21,150

Lots876.6

Commission + swap−$8,007

Expectancy / trade+$1.5

Profit factor1.07

Sharpe1.92daily returns, annualised

Z-score−23.2 (100%)dependence between runs

Standard deviation$50.9

AHPR / GHPR0.03% / 0.02%

Recovery factor3.2

Winning streak30 (+$555)

Losing streak26 (−$1,068)

Avg holding time1.9 days

Trades / week24.6

Risk / trade2.4%

Monthly average+1.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURUSD	SELL	0.1	1.11614 → 1.11646	3.1 days	−3.2	−$4	—
Nov 1 22:03	EURUSD	BUY	0.1	1.11274 → 1.11561	4.4 days	+28.7	+$26	—
Nov 1 22:03	EURUSD	SELL	0.1	1.11614 → 1.11646	3.1 days	−3.2	−$4	—
Nov 1 22:03	EURUSD	SELL	0.1	1.11304 → 1.11646	4.4 days	−34.2	−$37	—
Nov 1 22:03	EURUSD	SELL	0.1	1.11614 → 1.11646	3.1 days	−3.2	−$4	—
Nov 1 22:03	EURUSD	SELL	0.1	1.11319 → 1.11646	4.4 days	−32.7	−$35	—
Nov 1 22:03	EURUSD	SELL	0.1	1.11614 → 1.11646	3.1 days	−3.2	−$4	—
Oct 30 02:50	EURUSD	SELL	0.1	1.11386 → 1.11967	1.5 days	−58.1	−$60	—
Oct 30 02:50	EURUSD	SELL	0.1	1.11386 → 1.11967	1.5 days	−58.1	−$60	—
Oct 30 02:50	EURUSD	SELL	0.1	1.11386 → 1.11967	1.5 days	−58.1	−$60	—
Oct 29 01:45	EURUSD	SELL	0.1	1.11439 → 1.11456	1.5 days	−1.7	−$4	—
Oct 29 01:45	EURUSD	SELL	0.1	1.11439 → 1.11456	1.5 days	−1.7	−$4	—
Oct 29 01:45	EURUSD	SELL	0.1	1.11439 → 1.11456	1.5 days	−1.7	−$4	—
Oct 29 01:45	EURUSD	SELL	0.1	1.11439 → 1.11456	1.5 days	−1.7	−$4	—
Oct 28 11:10	EURUSD	SELL	0.1	1.12190 → 1.11254	2.6 days	+93.6	+$93	—
Oct 28 11:05	EURUSD	SELL	0.1	1.12194 → 1.11232	2.6 days	+96.2	+$95	—
Oct 28 11:05	EURUSD	SELL	0.1	1.12194 → 1.11232	2.6 days	+96.2	+$95	—
Oct 27 17:10	EURUSD	SELL	0.1	1.12168 → 1.11401	1.5 days	+76.7	+$76	—
Oct 27 17:10	EURUSD	SELL	0.1	1.12168 → 1.11401	1.5 days	+76.7	+$76	—
Oct 27 17:10	EURUSD	SELL	0.1	1.12168 → 1.11401	1.5 days	+76.7	+$76	—
Oct 27 08:30	EURUSD	BUY	0.1	1.12204 → 1.11534	1.5 days	−67	−$68	—
Oct 27 08:30	EURUSD	BUY	0.1	1.12204 → 1.11534	1.5 days	−67	−$68	—
Oct 27 08:30	EURUSD	BUY	0.1	1.12204 → 1.11534	1.5 days	−67	−$68	—
Oct 27 08:30	EURUSD	BUY	0.1	1.12204 → 1.11534	1.5 days	−67	−$68	—
Oct 25 21:03	EURUSD	SELL	0.1	1.11926 → 1.12193	2.2 days	−26.7	−$27	—

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