Arroyo Cristalino · strategy profile

Arroyo Cristalino · 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	−0.8%	−98	1	0
This month	+0.1%	+30	10	6
This year	+0.8%	+297	94	55

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.7	+1.5	−2.8	+0.8	−0.8	−2.4	+1.7	−2.7	+2.5	−0.1	+0.3	+2.5	−0.3
2023	+2.3	−0.6	+0.7	−1.1	−0.5	−1.5	+2.0	+2.1	−0.4	+0.7	+2.1	−0.4	+5.4
2024	+1.5	−1.4	+0.4	−1.6	+0.5	+2.1	−0.9	−1.5	+0.4	+0.2	−1.5	−0.4	−2.1
2025	+0.6	−4.2	−0.7	+0.4	−3.3	+1.2	0.0	+1.0	−1.2	−1.3	−2.6	−1.3	−11.3
2026	+1.8	+0.2	−0.9	−1.7	−0.7	+0.6	+0.1	+1.5	+0.2	+0.1	−0.2	·	+1.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.5%.

Max daily drawdown: −2.1%
Max weekly drawdown: −2.4%
Max drawdown · equity: −16.5%
Max drawdown · balance: −16.5%
Absolute drawdown: −$1,773
Longest drawdown: 999 days · Jun
Recovery factor: −0.5
Max simultaneous risk: 2.8%

Symbol split

90 days

USDCAD

100%+7.7%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 29% · Tue 26% · Wed 11% · Thu 11% · Fri 23% · 44% in the New York session

Behaviour

from 578 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 4% · 4–12h 21% · over 12h 75%. Automated share 100%.

Statistics578 closed trades

Trades578

Won / lost350 / 228

Long win rate62% (292)

Short win rate59% (286)

Avg win+$32.8 · 45.6 pip

Avg loss−$53.6 · −70.1 pip

Best trade+$40 · Apr 12

Worst trade−$258 · Feb 3

Total pips−3

Lots57.8

Commission + swap−$782

Expectancy / trade−$1.3

Profit factor0.94

Sharpe−0.41daily returns, annualised

Z-score−0.6 (44%)dependence between runs

Standard deviation$50.5

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak12 (+$235)

Losing streak7 (−$217)

Avg holding time2.7 days

Trades / week2.3

Risk / trade2.8%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.40555 → 1.39572	4.9 days	−98.3	−$73	—
Oct 27 11:55	USDCAD	SELL	0.1	1.39987 → 1.40238	3.7 days	−25.1	−$19	—
Oct 23 12:39	USDCAD	SELL	0.1	1.40331 → 1.39833	3 days	+49.8	+$33	—
Oct 20 11:40	USDCAD	BUY	0.1	1.41591 → 1.40459	3.7 days	−113.2	−$82	—
Oct 16 14:31	USDCAD	SELL	0.1	1.41859 → 1.41361	1 days	+49.8	+$35	—
Oct 15 14:08	USDCAD	SELL	0.1	1.42418 → 1.41920	17h 53m	+49.8	+$34	—
Oct 14 13:00	USDCAD	BUY	0.1	1.42211 → 1.42709	13h 30m	+49.8	+$35	—
Oct 13 06:40	USDCAD	BUY	0.1	1.42852 → 1.42691	3.7 days	−16.1	−$12	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42251 → 1.42749	4h 45m	+49.8	+$35	—
Oct 9 02:40	USDCAD	SELL	0.1	1.42462 → 1.42124	3.7 days	+33.8	+$21	—
Oct 4 21:03	USDCAD	SELL	0.1	1.41818 → 1.42493	5.3 days	−67.5	−$50	—
Sep 29 10:15	USDCAD	BUY	0.1	1.41501 → 1.41999	1.5 days	+49.8	+$35	—
Sep 27 21:03	USDCAD	SELL	0.1	1.40638 → 1.41351	4.9 days	−71.3	−$53	—
Sep 22 13:27	USDCAD	BUY	0.1	1.40009 → 1.40507	1.4 days	+49.8	+$35	—
Sep 21 00:55	USDCAD	SELL	0.1	1.39822 → 1.39952	3.7 days	−13	−$10	—
Sep 16 18:25	USDCAD	BUY	0.1	1.39207 → 1.39705	1.2 days	+49.8	+$35	—
Sep 15 14:25	USDCAD	SELL	0.1	1.38642 → 1.39171	3.7 days	−52.9	−$39	—
Sep 11 10:52	USDCAD	BUY	0.1	1.38053 → 1.38551	3 days	+49.8	+$33	—
Sep 8 06:40	USDCAD	BUY	0.1	1.38646 → 1.37919	3.7 days	−72.7	−$54	—
Sep 4 12:30	USDCAD	BUY	0.1	1.37900 → 1.38398	15h 0m	+49.8	+$36	—
Sep 3 12:30	USDCAD	SELL	0.1	1.38404 → 1.37906	18h 15m	+49.8	+$35	—
Sep 2 15:30	USDCAD	SELL	0.1	1.38906 → 1.38408	2.6 days	+49.8	+$35	—
Aug 28 16:22	USDCAD	BUY	0.1	1.38575 → 1.39073	7h 37m	+49.8	+$36	—
Aug 28 05:10	USDCAD	BUY	0.1	1.38460 → 1.38527	3.7 days	+6.7	+$2	—
Aug 24 07:06	USDCAD	BUY	0.1	1.37742 → 1.38240	2.7 days	+49.8	+$36	—

1–25 of 578

Arroyo Cristalino◇Strategy

Rules