Twilight Spruce · strategy profile

Twilight Spruce · 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	−0.2%	−18	1	0
This month	+0.7%	+72	6	4
This year	−3.2%	−273	61	32

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−2.1	−0.1	−0.2	+1.6	+0.5	−0.8	−1.8	+0.4	−1.4	+2.3	+0.7	+2.4	+1.5
2021	+1.0	+1.5	−2.1	−0.8	−2.2	+0.6	+1.1	+0.9	+0.9	+0.1	−1.0	+0.4	+0.5
2022	−0.3	−1.2	−1.4	−1.0	−1.7	−3.0	+1.9	−1.0	+1.3	+1.3	+0.8	−0.3	−4.7
2023	+1.8	+0.5	−0.7	+0.5	+0.6	+1.4	−1.6	+0.8	−0.2	−1.7	−1.6	+2.9	+2.8
2024	+0.4	+0.4	+1.4	+3.0	+0.4	−1.4	−0.1	−1.4	−0.8	−0.3	−0.6	0.0	+1.0
2025	+0.9	+0.1	−0.8	−4.0	+1.4	+0.5	−0.6	+0.8	+0.6	−1.1	−0.2	+0.1	−2.1
2026	−3.2	+1.7	−1.7	+0.8	−0.2	+0.2	−0.5	+0.4	−1.4	+0.7	0.0	·	−3.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.1%.

Max daily drawdown: −2.0%
Max weekly drawdown: −2.8%
Max drawdown · equity: −11.1%
Max drawdown · balance: −11.1%
Absolute drawdown: −$1,177
Longest drawdown: 1139 days · Sep
Recovery factor: −0.4
Max simultaneous risk: 3.9%

Symbol split

90 days

GBPUSD

100%+4.8%

Long 45% · Short 55%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 22% · Thu 20% · Fri 19% · 55% in the New York session

Behaviour

from 469 trades

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

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

Statistics469 closed trades

Trades469

Won / lost237 / 232

Long win rate51% (210)

Short win rate50% (259)

Avg win+$44.2 · 44.9 pip

Avg loss−$47.2 · −46.5 pip

Best trade+$265 · Nov 11

Worst trade−$198 · May 17

Total pips−148

Lots46.9

Commission + swap−$336

Expectancy / trade−$1.0

Profit factor0.96

Sharpe−0.22daily returns, annualised

Z-score0.6 (42%)dependence between runs

Standard deviation$61.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.4

Winning streak7 (+$320)

Losing streak7 (−$199)

Avg holding time1.3 days

Trades / week1.3

Risk / trade3.9%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	GBPUSD	SELL	0.1	1.33772 → 1.33955	2.9 days	−18.3	−$19	—
Oct 27 16:00	GBPUSD	BUY	0.1	1.33480 → 1.33118	1 days	−36.2	−$37	—
Oct 22 12:00	GBPUSD	SELL	0.1	1.33949 → 1.33743	1 days	+20.6	+$19	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.33014 → 1.32982	2.7 days	+3.2	+$3	—
Oct 9 08:00	GBPUSD	BUY	0.1	1.32028 → 1.32448	1 days	+42	+$42	—
Oct 7 20:00	GBPUSD	SELL	0.1	1.32747 → 1.32145	1 days	+60.2	+$60	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32483 → 1.32317	2 days	+16.6	+$16	—
Sep 24 08:00	GBPUSD	BUY	0.1	1.33035 → 1.32470	1 days	−56.5	−$58	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.33698 → 1.33746	2.2 days	−4.8	−$5	—
Sep 16 20:00	GBPUSD	BUY	0.1	1.34756 → 1.33859	1 days	−89.7	−$90	—
Sep 13 21:03	GBPUSD	BUY	0.1	1.35012 → 1.35168	2.7 days	+15.6	+$15	—
Sep 10 04:00	GBPUSD	SELL	0.1	1.35441 → 1.35571	1 days	−13	−$15	—
Sep 4 20:00	GBPUSD	SELL	0.1	1.35250 → 1.35191	1 days	+5.9	+$5	—
Aug 28 04:00	GBPUSD	BUY	0.1	1.35892 → 1.35883	1 days	−0.9	−$1	—
Aug 25 12:00	GBPUSD	BUY	0.1	1.36403 → 1.36331	1 days	−7.2	−$8	—
Aug 21 08:00	GBPUSD	SELL	0.1	1.36241 → 1.36422	1 days	−18.1	−$19	—
Aug 18 16:00	GBPUSD	SELL	0.1	1.35610 → 1.35454	1 days	+15.6	+$15	—
Aug 16 21:03	GBPUSD	SELL	0.1	1.35340 → 1.35361	2 days	−2.1	−$3	—
Aug 9 21:03	GBPUSD	BUY	0.1	1.34562 → 1.34886	2.9 days	+32.4	+$32	—
Aug 4 20:00	GBPUSD	BUY	0.1	1.34325 → 1.34503	1 days	+17.8	+$17	—
Jul 31 08:00	GBPUSD	SELL	0.1	1.33374 → 1.34502	1 days	−112.8	−$113	—
Jul 16 16:00	GBPUSD	SELL	0.1	1.34947 → 1.34835	1 days	+11.2	+$10	—
Jul 14 20:00	GBPUSD	BUY	0.1	1.33549 → 1.33862	1 days	+31.3	+$31	—
Jul 7 08:00	GBPUSD	BUY	0.1	1.33503 → 1.33785	1 days	+28.2	+$28	—
Jun 30 20:00	GBPUSD	SELL	0.1	1.32599 → 1.32655	1 days	−5.6	−$6	—

1–25 of 469

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