Russet Moon · strategy profile

Russet Moon · 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	−0.4%	−52	2	0
This month	0.0%	+4	11	6
This year	−2.9%	−356	109	47

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.7	0.0	−0.2	+0.7	−0.5	−1.5	+0.4	+0.8	+0.9	+1.5	+0.6	+0.2	+3.5
2023	−0.5	+0.4	−1.1	−0.8	−1.0	−1.0	+1.0	−0.7	+0.6	+0.5	+0.1	−0.9	−3.6
2024	+0.2	−0.1	−0.3	−0.2	−0.3	+0.6	0.0	−0.3	−0.1	0.0	−0.2	+0.2	−0.7
2025	+0.5	+0.9	−1.3	−1.6	−0.2	−0.3	−0.2	−0.1	−0.5	−0.7	−0.3	−0.5	−4.3
2026	−0.7	0.0	−0.7	−0.9	−0.6	+0.3	−0.9	0.0	+0.6	+0.2	−0.2	·	−2.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.4%.

Max daily drawdown: −0.7%
Max weekly drawdown: −1.0%
Max drawdown · equity: −12.4%
Max drawdown · balance: −12.4%
Absolute drawdown: −$1,294
Longest drawdown: 1416 days · Aug
Recovery factor: −0.6
Max simultaneous risk: 3.6%

Symbol split

90 days

USDCAD

100%+7.8%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 22% · Wed 20% · Thu 19% · Fri 20% · 63% in the New York session

Behaviour

from 618 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 93% · over 12h 7%. Automated share 100%.

Statistics618 closed trades

Trades618

Won / lost261 / 357

Long win rate42% (618)

Short win rate0% (0)

Avg win+$15.1 · 20.7 pip

Avg loss−$13.2 · −17.7 pip

Best trade+$142 · Feb 2

Worst trade−$65 · Jun 15

Total pips−936

Lots61.8

Commission + swap−$96

Expectancy / trade−$1.3

Profit factor0.83

Sharpe−1.08daily returns, annualised

Z-score0.2 (13%)dependence between runs

Standard deviation$19.7

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak7 (+$150)

Losing streak10 (−$105)

Avg holding time8h 16m

Trades / week2.4

Risk / trade3.6%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 08:55	USDCAD	BUY	0.1	1.39858 → 1.39544	4h 55m	−31.4	−$23	—
Oct 29 18:55	USDCAD	BUY	0.1	1.40040 → 1.39832	4h 55m	−20.8	−$15	—
Oct 27 18:55	USDCAD	BUY	0.1	1.40338 → 1.40520	4h 55m	+18.2	+$13	—
Oct 25 21:03	USDCAD	BUY	0.1	1.39965 → 1.40390	2.2 days	+42.5	+$30	—
Oct 21 18:55	USDCAD	BUY	0.1	1.40762 → 1.40486	4h 55m	−27.6	−$20	—
Oct 19 18:55	USDCAD	BUY	0.1	1.41037 → 1.41048	4h 55m	+1.1	+$1	—
Oct 14 16:55	USDCAD	BUY	0.1	1.42202 → 1.42658	4h 55m	+45.6	+$32	—
Oct 9 18:55	USDCAD	BUY	0.1	1.42753 → 1.42659	4h 55m	−9.4	−$7	—
Oct 8 16:55	USDCAD	BUY	0.1	1.42734 → 1.42414	4h 55m	−32	−$22	—
Oct 7 16:55	USDCAD	BUY	0.1	1.42461 → 1.42581	4h 55m	+12	+$8	—
Oct 6 10:55	USDCAD	BUY	0.1	1.42700 → 1.42754	4h 55m	+5.4	+$4	—
Oct 2 14:55	USDCAD	BUY	0.1	1.42366 → 1.42348	4h 55m	−1.8	−$1	—
Sep 29 22:55	USDCAD	BUY	0.1	1.41993 → 1.41898	4h 55m	−9.5	−$7	—
Sep 23 08:55	USDCAD	BUY	0.1	1.40857 → 1.40806	4h 55m	−5.1	−$4	—
Sep 21 20:55	USDCAD	BUY	0.1	1.40241 → 1.40337	4h 55m	+9.6	+$7	—
Sep 21 10:55	USDCAD	BUY	0.1	1.40099 → 1.40178	4h 55m	+7.9	+$6	—
Sep 18 12:55	USDCAD	BUY	0.1	1.40001 → 1.40045	4h 55m	+4.4	+$3	—
Sep 15 16:55	USDCAD	BUY	0.1	1.39247 → 1.39107	4h 55m	−14	−$10	—
Sep 9 18:55	USDCAD	BUY	0.1	1.37906 → 1.38045	4h 55m	+13.9	+$10	—
Sep 4 12:55	USDCAD	BUY	0.1	1.38052 → 1.38633	4h 55m	+58.1	+$42	—
Sep 1 12:55	USDCAD	BUY	0.1	1.38738 → 1.38815	4h 55m	+7.7	+$6	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38980 → 1.39000	2.2 days	+2	+$1	—
Aug 26 08:55	USDCAD	BUY	0.1	1.38603 → 1.38645	4h 55m	+4.2	+$3	—
Aug 23 21:03	USDCAD	BUY	0.1	1.37669 → 1.38052	2.2 days	+38.3	+$27	—
Aug 20 22:55	USDCAD	BUY	0.1	1.37889 → 1.37831	4h 55m	−5.8	−$5	—

1–25 of 618

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