Twilight Fjord · strategy profile

Twilight Fjord · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.5%	−64	3	1
This month	−0.8%	−95	15	8
This year	+0.4%	+253	169	97

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.1	−0.4	+0.4	+1.9	+1.6	−0.8	−1.7	+4.1	0.0	+1.6	+2.2	−2.2	+8.0
2023	+2.2	−0.2	+3.5	−0.9	−1.5	+0.2	−0.4	+1.8	+1.7	−1.7	+0.3	−1.3	+3.7
2024	+0.1	−1.5	+0.4	−0.3	+3.3	−0.9	+0.4	+1.8	+1.0	−0.4	+0.2	−1.9	+2.1
2025	0.0	−0.4	+0.6	−0.7	−1.3	−0.8	+0.8	−0.2	−2.2	−1.8	+0.4	−0.3	−5.9
2026	+0.1	+1.6	+3.2	−2.4	+0.4	−1.2	+0.9	−1.2	−0.3	−0.8	−0.1	·	+0.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −8.8%.

Max daily drawdown: −2.4%
Max weekly drawdown: −1.8%
Max drawdown · equity: −8.8%
Max drawdown · balance: −8.8%
Absolute drawdown: −$1,030
Longest drawdown: 772 days · Nov
Recovery factor: 0.9
Max simultaneous risk: 2.6%

Symbol split

90 days

USDCAD

100%+7.6%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 14% · Tue 25% · Wed 19% · Thu 21% · Fri 22% · 54% in the New York session

Behaviour

from 1,081 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 8% · 4–12h 26% · over 12h 66%. Automated share 100%.

Statistics1,081 closed trades

Trades1,081

Won / lost671 / 410

Long win rate62% (526)

Short win rate62% (555)

Avg win+$24.9 · 34.4 pip

Avg loss−$38.8 · −51.1 pip

Best trade+$32 · Mar 30

Worst trade−$279 · Feb 4

Total pips+2,130

Lots108.1

Commission + swap−$851

Expectancy / trade+$0.7

Profit factor1.05

Sharpe0.35daily returns, annualised

Z-score1.7 (90%)dependence between runs

Standard deviation$38.4

AHPR / GHPR0.01% / 0.01%

Recovery factor0.9

Winning streak16 (+$126)

Losing streak5 (−$156)

Avg holding time1.6 days

Trades / week4.3

Risk / trade2.6%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	SELL	0.1	1.39813 → 1.39747	3 days	+6.6	+$4	—
Oct 29 21:35	USDCAD	BUY	0.1	1.40471 → 1.39900	2 days	−57.1	−$43	—
Oct 27 21:25	USDCAD	SELL	0.1	1.40334 → 1.40474	2 days	−14	−$11	—
Oct 25 21:03	USDCAD	SELL	0.1	1.40052 → 1.40409	3 days	−35.7	−$26	—
Oct 22 21:00	USDCAD	SELL	0.1	1.40441 → 1.40043	1.4 days	+39.8	+$26	—
Oct 21 11:50	USDCAD	SELL	0.1	1.40702 → 1.40467	2 days	+23.5	+$16	—
Oct 19 11:43	USDCAD	SELL	0.1	1.41151 → 1.40753	14h 33m	+39.8	+$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42143 → 1.41095	3.9 days	−104.8	−$75	—
Oct 14 23:44	USDCAD	SELL	0.1	1.42545 → 1.42147	10h 49m	+39.8	+$27	—
Oct 14 12:37	USDCAD	BUY	0.1	1.42166 → 1.42564	15h 17m	+39.8	+$28	—
Oct 13 21:10	USDCAD	BUY	0.1	1.42744 → 1.42112	2 days	−63.2	−$45	—
Oct 11 21:03	USDCAD	SELL	0.1	1.42236 → 1.42677	2.9 days	−44.1	−$31	—
Oct 8 23:25	USDCAD	SELL	0.1	1.42098 → 1.42244	2 days	−14.6	−$12	—
Oct 6 21:00	USDCAD	SELL	0.1	1.42460 → 1.42062	2 days	+39.8	+$27	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42377 → 1.42474	3.8 days	+9.7	+$6	—
Oct 1 00:35	USDCAD	SELL	0.1	1.41830 → 1.42380	2 days	−55	−$41	—
Sep 29 00:00	USDCAD	BUY	0.1	1.41384 → 1.41782	1.1 days	+39.8	+$28	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41435 → 1.41332	3.2 days	−10.3	−$8	—
Sep 24 14:25	USDCAD	SELL	0.1	1.40555 → 1.41405	2 days	−85	−$62	—
Sep 22 14:16	USDCAD	BUY	0.1	1.40215 → 1.40613	1.3 days	+39.8	+$28	—
Sep 21 06:12	USDCAD	BUY	0.1	1.39775 → 1.40173	8h 12m	+39.8	+$28	—
Sep 20 21:03	USDCAD	SELL	0.1	1.39939 → 1.39802	3.8 days	+13.7	+$9	—
Sep 17 01:05	USDCAD	BUY	0.1	1.39568 → 1.39966	7h 0m	+39.8	+$27	—
Sep 16 18:02	USDCAD	BUY	0.1	1.39151 → 1.39549	20h 27m	+39.8	+$29	—
Sep 15 21:10	USDCAD	SELL	0.1	1.38636 → 1.39133	2 days	−49.7	−$37	—

1–25 of 1081

Twilight Fjord◇Strategy

Rules