Ellen Monoceros · strategy profile

Ellen Monoceros · 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%	+5	2	1
This month	+0.5%	+46	8	4
This year	−16.4%	−1,156	89	37

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+3.6	−0.6	+1.6	−0.4	+6.4	−0.1	−1.2	+2.0	−3.2	−5.9	−2.5	−1.5	−1.8
2021	+1.8	−2.5	−3.5	−2.2	−3.7	+6.3	+0.8	−1.2	−0.7	−4.1	−0.1	0.0	−9.1
2022	+2.1	−2.2	+3.3	+5.2	+0.7	−3.5	+2.0	−3.4	−1.9	+4.3	+4.2	+2.3	+13.1
2023	+5.3	−4.4	+3.5	+2.2	−0.7	−0.9	−0.1	−0.3	+2.5	−2.2	−6.2	+4.5	+3.1
2024	−1.2	+1.7	−2.4	+1.7	+0.1	−4.4	−1.0	+0.3	+0.9	+2.1	+1.1	−1.6	−2.8
2025	−2.2	−3.2	−6.0	−4.7	−6.1	−2.4	+4.6	+0.5	−0.8	+1.7	−0.5	−2.9	−22.0
2026	+0.1	−3.4	−1.4	−8.7	−0.3	−0.6	−0.3	−3.7	+1.1	+0.3	−0.8	·	−17.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −43.0%.

Max daily drawdown: −4.1%
Max weekly drawdown: −4.9%
Max drawdown · equity: −43.0%
Max drawdown · balance: −43.0%
Absolute drawdown: −$3,426
Longest drawdown: 2245 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 4.1%

Symbol split

90 days

GBPUSD

100%+33.2%

Long 44% · Short 56%

Hour and day

trade opens · UTC

Mon 7% · Tue 5% · Wed 73% · Thu 8% · Fri 7% · 49% in the New York session

Behaviour

from 780 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 3% · over 12h 97%. Automated share 100%.

Statistics780 closed trades

Trades780

Won / lost374 / 406

Long win rate47% (339)

Short win rate49% (441)

Avg win+$77.7 · 79.1 pip

Avg loss−$79.7 · −78.0 pip

Best trade+$170 · Apr 10

Worst trade−$402 · Mar 12

Total pips−2,072

Lots78.0

Commission + swap−$1,245

Expectancy / trade−$4.3

Profit factor0.90

Sharpe−0.69daily returns, annualised

Z-score−1.6 (88%)dependence between runs

Standard deviation$102.2

AHPR / GHPR−0.05% / −0.05%

Recovery factor−0.8

Winning streak11 (+$592)

Losing streak12 (−$520)

Avg holding time3.2 days

Trades / week2.2

Risk / trade4.1%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	GBPUSD	BUY	0.1	1.32901 → 1.33797	4.4 days	+89.6	+$87	—
Oct 28 12:25	GBPUSD	BUY	0.1	1.33748 → 1.32897	2.6 days	−85.1	−$86	—
Oct 25 21:03	GBPUSD	SELL	0.1	1.33935 → 1.33676	4.4 days	+25.9	+$23	—
Oct 21 10:39	GBPUSD	BUY	0.1	1.33043 → 1.33906	2.6 days	+86.3	+$85	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.32629 → 1.32982	4.4 days	−35.3	−$38	—
Oct 14 11:25	GBPUSD	SELL	0.1	1.32221 → 1.32644	2.6 days	−42.3	−$43	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32051 → 1.32186	4.3 days	−13.5	−$16	—
Oct 7 11:01	GBPUSD	SELL	0.1	1.32375 → 1.32175	2.6 days	+20	+$19	—
Oct 4 21:03	GBPUSD	BUY	0.1	1.32962 → 1.32388	4.4 days	−57.4	−$60	—
Sep 30 11:40	GBPUSD	SELL	0.1	1.32314 → 1.32939	2.6 days	−62.5	−$64	—
Sep 27 21:03	GBPUSD	BUY	0.1	1.32884 → 1.32293	4.4 days	−59.1	−$62	—
Sep 23 11:25	GBPUSD	SELL	0.1	1.33779 → 1.32892	2.6 days	+88.7	+$88	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.34642 → 1.33746	4.4 days	+89.6	+$87	—
Sep 16 11:14	GBPUSD	SELL	0.1	1.35210 → 1.34634	2.6 days	+57.6	+$57	—
Sep 13 21:03	GBPUSD	BUY	0.1	1.35652 → 1.35168	4.4 days	−48.4	−$51	—
Sep 9 11:00	GBPUSD	SELL	0.1	1.35124 → 1.35381	2.6 days	−25.7	−$27	—
Sep 6 21:03	GBPUSD	BUY	0.1	1.34839 → 1.35085	4.4 days	+24.6	+$22	—
Sep 2 11:14	GBPUSD	SELL	0.1	1.35282 → 1.34903	2.6 days	+37.9	+$37	—
Aug 30 21:03	GBPUSD	BUY	0.1	1.36103 → 1.35241	4.3 days	−86.2	−$89	—
Aug 26 12:13	GBPUSD	BUY	0.1	1.36450 → 1.36305	2.6 days	−14.5	−$16	—
Aug 23 21:03	GBPUSD	SELL	0.1	1.35538 → 1.36251	4.4 days	−71.3	−$74	—
Aug 19 11:25	GBPUSD	SELL	0.1	1.35313 → 1.35567	2.6 days	−25.4	−$26	—
Aug 16 21:03	GBPUSD	BUY	0.1	1.35281 → 1.35337	4.4 days	+5.6	+$3	—
Aug 12 11:10	GBPUSD	SELL	0.1	1.34910 → 1.35186	2.6 days	−27.6	−$29	—
Aug 9 21:03	GBPUSD	BUY	0.1	1.34768 → 1.34886	4.4 days	+11.8	+$9	—

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