Walnut · strategy profile

Walnut · 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	−0.7%	−253	10	4
This month	−1.5%	−468	54	25
This year	+10.4%	+4,419	530	289

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−5.1	+0.1	+6.3	−7.5	+4.2	+8.1	−1.0	+3.4	+4.6	+7.4	+0.5	+5.3	+26.5
2021	+7.7	+1.2	−3.8	+2.4	+5.3	+7.2	+3.2	+6.4	+1.8	−1.9	+6.8	0.0	+36.4
2022	−0.4	−0.5	+6.6	+3.8	+0.2	+2.2	−1.2	+3.6	+2.7	+1.1	+9.6	+0.6	+28.2
2023	+3.6	+7.6	+2.1	−0.3	0.0	+0.2	−2.1	+1.3	+6.6	+1.6	−0.4	+1.3	+21.5
2024	−0.2	+0.3	+2.3	+3.6	+0.5	+2.1	+1.1	−0.1	−0.5	0.0	−0.2	0.0	+9.0
2025	+2.8	−0.7	−0.3	+0.3	−0.3	+0.5	+0.5	−0.4	+0.4	+1.7	−0.6	+1.0	+4.9
2026	+0.2	+2.2	+3.7	0.0	+1.9	+1.8	+0.4	+0.3	+0.4	−1.3	·	·	+9.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.0%.

Max daily drawdown: −6.6%
Max weekly drawdown: −9.3%
Max drawdown · equity: −19.0%
Max drawdown · balance: −19.0%
Absolute drawdown: −$2,211
Longest drawdown: 295 days · Mar
Recovery factor: 14.3
Max simultaneous risk: 10.2%

Symbol split

90 days

GBPUSD

100%+272.0%

Long 42% · Short 58%

Hour and day

trade opens · UTC

Mon 26% · Tue 14% · Wed 27% · Thu 16% · Fri 17% · 51% in the New York session

Behaviour

from 4,398 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%.

Statistics4,398 closed trades

Trades4,398

Won / lost2,353 / 2,045

Long win rate53% (1,847)

Short win rate54% (2,551)

Avg win+$75.9 · 77.5 pip

Avg loss−$74.0 · −72.3 pip

Best trade+$469 · Mar 18

Worst trade−$433 · Jun 13

Total pips+34,531

Lots439.8

Commission + swap−$7,224

Expectancy / trade+$6.2

Profit factor1.18

Sharpe1.46daily returns, annualised

Z-score−1.6 (90%)dependence between runs

Standard deviation$81.9

AHPR / GHPR0.02% / 0.02%

Recovery factor14.3

Winning streak13 (+$549)

Losing streak8 (−$634)

Avg holding time3.2 days

Trades / week12.3

Risk / trade1.3%

Monthly average+1.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 09:30	GBPUSD	SELL	0.1	1.33442 → 1.33001	3 days	+44.1	+$42	—
Oct 29 04:15	GBPUSD	SELL	0.1	1.33314 → 1.33273	1.9 days	+4.1	+$2	—
Oct 29 04:01	GBPUSD	BUY	0.1	1.33616 → 1.33243	2.8 days	−37.3	−$40	—
Oct 28 17:02	GBPUSD	BUY	0.1	1.33684 → 1.33136	2.8 days	−54.8	−$56	—
Oct 28 15:30	GBPUSD	SELL	0.1	1.33442 → 1.33035	2.2 days	+40.7	+$40	—
Oct 28 13:30	GBPUSD	BUY	0.1	1.33486 → 1.32899	2.1 days	−58.7	−$60	—
Oct 28 04:05	GBPUSD	BUY	0.1	1.33871 → 1.32966	5.7 days	−90.5	−$93	—
Oct 28 03:55	GBPUSD	BUY	0.1	1.33806 → 1.32996	4.6 days	−81	−$83	—
Oct 25 21:03	GBPUSD	BUY	0.1	1.34024 → 1.33652	4.1 days	−37.2	−$40	—
Oct 25 21:03	GBPUSD	SELL	0.1	1.33847 → 1.33676	3.4 days	+17.1	+$16	—
Oct 23 12:15	GBPUSD	SELL	0.1	1.33020 → 1.33684	4.6 days	−66.4	−$69	—
Oct 23 09:30	GBPUSD	SELL	0.1	1.33738 → 1.33807	2.2 days	−6.9	−$9	—
Oct 22 06:35	GBPUSD	SELL	0.1	1.33310 → 1.34035	5.7 days	−72.5	−$76	—
Oct 22 05:00	GBPUSD	SELL	0.1	1.33293 → 1.33986	3 days	−69.3	−$72	—
Oct 22 04:12	GBPUSD	BUY	0.1	1.33169 → 1.33981	2.8 days	+81.2	+$79	—
Oct 21 21:30	GBPUSD	BUY	0.1	1.33052 → 1.33869	2.1 days	+81.7	+$79	—
Oct 21 17:46	GBPUSD	BUY	0.1	1.33075 → 1.33984	2.8 days	+90.9	+$90	—
Oct 21 14:15	GBPUSD	SELL	0.1	1.33045 → 1.33875	1.9 days	−83	−$84	—
Oct 18 21:30	GBPUSD	SELL	0.1	1.33288 → 1.33071	2.2 days	+21.7	+$21	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.32368 → 1.32982	6.5 days	−61.4	−$65	—
Oct 18 21:03	GBPUSD	BUY	0.1	1.32418 → 1.32958	3.6 days	+54	+$53	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.33288 → 1.32982	2.2 days	+30.6	+$30	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.31654 → 1.32982	4.1 days	−132.8	−$135	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.32032 → 1.32982	4.3 days	−95	−$98	—
Oct 16 14:30	GBPUSD	SELL	0.1	1.32032 → 1.33728	2.1 days	−169.6	−$172	—

1–25 of 4398

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