Twilight Reef · strategy profile

Twilight Reef · 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	0.0%	0	0	0
This month	−1.4%	−115	9	3
This year	−5.5%	−411	102	49

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.1	+0.1	+12.3	+0.2	−1.0	+1.9	−3.1	0.0	+2.1	−2.4	−0.3	−3.2	+5.5
2021	−2.1	+0.8	+1.4	−2.0	−0.2	+1.3	−0.5	−1.2	+1.8	−1.7	+1.1	−2.9	−4.2
2022	+1.0	−1.5	+1.3	+4.5	−1.2	+4.6	+0.3	+4.3	+4.4	0.0	−4.8	+1.7	+14.6
2023	−1.7	−0.2	−4.0	−2.6	−0.2	−2.3	−0.8	−0.2	+2.5	−1.2	−4.6	−3.4	−18.6
2024	0.0	+0.8	+0.8	+0.2	+0.4	+0.1	−1.6	−1.8	−1.1	+3.6	−0.3	+0.5	+1.6
2025	−0.3	−1.2	−0.4	−1.5	−1.0	0.0	+2.2	−4.6	+1.1	+1.2	+0.7	−0.6	−4.3
2026	−0.5	+0.8	−1.3	−1.5	−1.9	+1.3	−2.1	−1.8	+2.7	−1.2	0.0	·	−5.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −30.8%.

Max daily drawdown: −2.6%
Max weekly drawdown: −3.2%
Max drawdown · equity: −30.8%
Max drawdown · balance: −30.8%
Absolute drawdown: −$3,815
Longest drawdown: 1485 days · Sep
Recovery factor: −0.4
Max simultaneous risk: 1.9%

Symbol split

90 days

GBPUSD

100%+12.4%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 13% · Tue 28% · Wed 11% · Thu 27% · Fri 21% · 48% in the New York session

Behaviour

from 710 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 1% · over 12h 98%. Automated share 100%.

Statistics710 closed trades

Trades710

Won / lost344 / 366

Long win rate0% (0)

Short win rate49% (710)

Avg win+$57.2 · 58.2 pip

Avg loss−$57.1 · −56.2 pip

Best trade+$340 · Sep 26

Worst trade−$192 · Dec 14

Total pips−552

Lots71.0

Commission + swap−$690

Expectancy / trade−$1.8

Profit factor0.94

Sharpe−0.33daily returns, annualised

Z-score−0.9 (64%)dependence between runs

Standard deviation$80.2

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.4

Winning streak11 (+$452)

Losing streak8 (−$385)

Avg holding time1.8 days

Trades / week2.0

Risk / trade1.9%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 25 21:03	GBPUSD	SELL	0.1	1.33999 → 1.33676	3.1 days	+32.3	+$31	—
Oct 21 14:25	GBPUSD	SELL	0.1	1.33115 → 1.33849	1.6 days	−73.4	−$74	—
Oct 16 16:40	GBPUSD	SELL	0.1	1.32475 → 1.33160	1.6 days	−68.5	−$69	—
Oct 15 02:30	GBPUSD	SELL	0.1	1.32415 → 1.32439	1.6 days	−2.4	−$4	—
Oct 13 12:06	GBPUSD	SELL	0.1	1.32298 → 1.32473	1.6 days	−17.5	−$18	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32377 → 1.32186	2.1 days	+19.1	+$19	—
Oct 9 17:46	GBPUSD	SELL	0.1	1.32077 → 1.32326	1.6 days	−24.9	−$25	—
Oct 8 01:54	GBPUSD	SELL	0.1	1.32710 → 1.32174	1.6 days	+53.6	+$52	—
Oct 6 12:05	GBPUSD	SELL	0.1	1.32469 → 1.32800	1.6 days	−33.1	−$34	—
Oct 4 21:03	GBPUSD	SELL	0.1	1.32423 → 1.32412	2 days	+1.1	+$1	—
Oct 2 17:39	GBPUSD	SELL	0.1	1.32541 → 1.32374	1.6 days	+16.7	+$16	—
Oct 1 01:49	GBPUSD	SELL	0.1	1.32404 → 1.32658	1.6 days	−25.4	−$27	—
Sep 29 11:27	GBPUSD	SELL	0.1	1.32311 → 1.32420	1.6 days	−10.9	−$11	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32479 → 1.32317	2 days	+16.2	+$16	—
Sep 25 16:43	GBPUSD	SELL	0.1	1.32389 → 1.32467	1.6 days	−7.8	−$8	—
Sep 24 02:04	GBPUSD	SELL	0.1	1.33618 → 1.32302	1.6 days	+131.6	+$130	—
Sep 22 11:59	GBPUSD	SELL	0.1	1.33892 → 1.33622	1.6 days	+27	+$27	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.33938 → 1.33746	2 days	+19.2	+$19	—
Sep 18 18:37	GBPUSD	SELL	0.1	1.33781 → 1.33924	1.6 days	−14.3	−$15	—
Sep 17 03:44	GBPUSD	SELL	0.1	1.34865 → 1.33734	1.6 days	+113.1	+$111	—
Sep 15 13:52	GBPUSD	SELL	0.1	1.35172 → 1.34964	1.6 days	+20.8	+$20	—
Sep 13 21:03	GBPUSD	SELL	0.1	1.35183 → 1.35192	2.2 days	−0.9	−$1	—
Sep 11 16:32	GBPUSD	SELL	0.1	1.35546 → 1.35238	1.6 days	+30.8	+$30	—
Sep 10 03:01	GBPUSD	SELL	0.1	1.35506 → 1.35611	1.6 days	−10.5	−$13	—
Sep 8 13:14	GBPUSD	SELL	0.1	1.35168 → 1.35578	1.6 days	−41	−$42	—

1–25 of 710

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