Rayo Bajo · strategy profile

Rayo Bajo · 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	−0.3%	−35	3	1
This month	+1.3%	+191	18	11
This year	−4.1%	−347	161	82

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.9	+3.4	+0.8	+1.1	−0.5	−0.7	−0.4	−0.9	−1.0	+5.2	−1.2	−1.5	+6.1
2023	+1.6	−1.9	+3.7	−0.3	−1.4	+0.7	−2.1	−0.7	+1.0	−0.2	+1.1	−0.7	+0.8
2024	+1.4	0.0	+1.3	+1.2	−2.1	+0.6	+0.1	−1.2	−0.1	−1.4	−0.1	+0.4	0.0
2025	−0.1	−2.5	+1.5	−1.4	−0.5	+1.6	−1.0	−0.2	−1.8	−2.0	−0.9	−2.2	−9.4
2026	−0.7	+0.5	−0.4	−1.3	+0.8	+0.8	−0.7	−2.0	−2.4	+1.7	−0.2	·	−3.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.9%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.0%
Max drawdown · equity: −17.9%
Max drawdown · balance: −17.9%
Absolute drawdown: −$1,998
Longest drawdown: 916 days · Oct
Recovery factor: −0.4
Max simultaneous risk: 2.3%

Symbol split

90 days

USDCAD

100%+6.8%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 21% · Tue 18% · Wed 24% · Thu 17% · Fri 21% · 52% in the New York session

Behaviour

from 1,023 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 9% · 4–12h 28% · over 12h 63%. Automated share 100%.

Statistics1,023 closed trades

Trades1,023

Won / lost592 / 431

Long win rate59% (508)

Short win rate57% (515)

Avg win+$25.9 · 35.7 pip

Avg loss−$37.1 · −48.8 pip

Best trade+$32 · Jan 19

Worst trade−$240 · Apr 11

Total pips+93

Lots102.3

Commission + swap−$799

Expectancy / trade−$0.7

Profit factor0.96

Sharpe−0.28daily returns, annualised

Z-score−1.8 (92%)dependence between runs

Standard deviation$37.7

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.4

Winning streak18 (+$168)

Losing streak7 (−$229)

Avg holding time1.5 days

Trades / week4.1

Risk / trade2.3%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.39690 → 1.39572	2.1 days	−11.8	−$9	—
Oct 30 18:57	USDCAD	BUY	0.1	1.40184 → 1.39551	2 days	−63.3	−$47	—
Oct 28 18:42	USDCAD	SELL	0.1	1.40554 → 1.40156	9h 57m	+39.8	+$28	—
Oct 27 21:25	USDCAD	SELL	0.1	1.40334 → 1.40474	2 days	−14	−$11	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40138 → 1.40390	2.7 days	+25.2	+$17	—
Oct 22 17:12	USDCAD	SELL	0.1	1.40519 → 1.40121	1.2 days	+39.8	+$27	—
Oct 21 13:00	USDCAD	BUY	0.1	1.40994 → 1.40516	2 days	−47.8	−$35	—
Oct 19 10:38	USDCAD	SELL	0.1	1.41278 → 1.40880	11h 24m	+39.8	+$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.41620 → 1.41095	2.4 days	−52.5	−$38	—
Oct 16 08:59	USDCAD	SELL	0.1	1.42034 → 1.41636	19h 16m	+39.8	+$28	—
Oct 15 13:41	USDCAD	SELL	0.1	1.42261 → 1.42058	2 days	+20.3	+$12	—
Oct 13 13:17	USDCAD	SELL	0.1	1.42723 → 1.42325	1.7 days	+39.8	+$27	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42852 → 1.42658	2.3 days	−19.4	−$14	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42267 → 1.42665	21h 22m	+39.8	+$27	—
Oct 8 15:00	USDCAD	SELL	0.1	1.42256 → 1.42296	2 days	−4	−$5	—
Oct 6 14:54	USDCAD	SELL	0.1	1.42669 → 1.42271	6h 54m	+39.8	+$28	—
Oct 6 07:10	USDCAD	BUY	0.1	1.42446 → 1.42844	15h 59m	+39.8	+$27	—
Oct 5 15:08	USDCAD	SELL	0.1	1.42784 → 1.42386	9h 8m	+39.8	+$28	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42286 → 1.42474	2.6 days	+18.8	+$13	—
Oct 2 06:00	USDCAD	SELL	0.1	1.41873 → 1.42171	2 days	−29.8	−$23	—
Sep 29 21:30	USDCAD	SELL	0.1	1.41358 → 1.41901	2 days	−54.3	−$39	—
Sep 27 21:03	USDCAD	SELL	0.1	1.41401 → 1.41351	2.5 days	+5	+$3	—
Sep 24 21:50	USDCAD	SELL	0.1	1.40584 → 1.41379	2 days	−79.5	−$58	—
Sep 22 21:38	USDCAD	SELL	0.1	1.39737 → 1.40603	2 days	−86.6	−$63	—
Sep 20 21:03	USDCAD	SELL	0.1	1.39847 → 1.39802	3.6 days	+4.5	+$2	—

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Rayo Bajo◇Strategy

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