Indigo Sparrow · strategy profile

Indigo Sparrow · 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	−0.6%	−75	3	0
This month	−3.1%	−393	15	2
This year	−4.1%	−339	148	68

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.6	+1.6	+2.9	+0.3	−4.2	+0.1	+3.6	+0.5	−2.4	−2.0	+2.3	+0.4	+4.6
2023	−2.7	+2.9	+1.6	−1.1	−0.8	+1.1	+0.7	+1.1	−0.7	−3.2	+1.0	+0.2	+0.2
2024	−1.6	−1.0	+1.7	−0.9	+1.8	−1.2	−1.6	0.0	+0.7	−2.4	−0.6	+1.3	−3.8
2025	+0.7	−0.8	−0.7	−0.8	−3.2	+0.4	−1.9	+1.7	+1.0	−1.9	−1.1	+0.9	−5.7
2026	+3.9	−1.1	−3.1	+0.9	+0.2	−2.7	+1.4	+1.4	−1.2	−3.1	−0.1	·	−3.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.2%.

Max daily drawdown: −2.1%
Max weekly drawdown: −2.5%
Max drawdown · equity: −16.2%
Max drawdown · balance: −16.2%
Absolute drawdown: −$1,759
Longest drawdown: 1511 days · Nov
Recovery factor: −0.5
Max simultaneous risk: 2.3%

Symbol split

90 days

USDCAD

100%+8.9%

Long 37% · Short 63%

Hour and day

trade opens · UTC

Mon 16% · Tue 31% · Wed 6% · Thu 33% · Fri 15% · 47% in the New York session

Behaviour

from 852 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 2% · over 12h 98%. Automated share 100%.

Statistics852 closed trades

Trades852

Won / lost391 / 461

Long win rate46% (312)

Short win rate46% (540)

Avg win+$34.7 · 48.2 pip

Avg loss−$31.4 · −41.3 pip

Best trade+$110 · Apr 22

Worst trade−$215 · Feb 2

Total pips−206

Lots85.2

Commission + swap−$830

Expectancy / trade−$1.1

Profit factor0.94

Sharpe−0.37daily returns, annualised

Z-score−0.7 (49%)dependence between runs

Standard deviation$43.8

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak7 (+$231)

Losing streak9 (−$195)

Avg holding time1.9 days

Trades / week3.4

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	1.39570 → 1.39572	2.1 days	+0.2	$0	—
Oct 30 17:45	USDCAD	BUY	0.1	1.39859 → 1.39549	1.6 days	−31	−$23	—
Oct 29 01:45	USDCAD	BUY	0.1	1.40225 → 1.39782	1.6 days	−44.3	−$34	—
Oct 27 11:50	USDCAD	SELL	0.1	1.40131 → 1.40261	1.6 days	−13	−$10	—
Oct 25 21:03	USDCAD	BUY	0.1	1.39965 → 1.40390	2.2 days	+42.5	+$30	—
Oct 23 15:20	USDCAD	BUY	0.1	1.40456 → 1.39816	1.6 days	−64	−$46	—
Oct 22 01:30	USDCAD	BUY	0.1	1.40530 → 1.40434	1.6 days	−9.6	−$9	—
Oct 20 11:30	USDCAD	BUY	0.1	1.41191 → 1.40453	1.6 days	−73.8	−$53	—
Oct 18 21:03	USDCAD	BUY	0.1	1.41464 → 1.41095	2.2 days	−36.9	−$27	—
Oct 16 14:45	USDCAD	BUY	0.1	1.42109 → 1.41392	1.6 days	−71.7	−$51	—
Oct 15 00:50	USDCAD	BUY	0.1	1.42586 → 1.42042	1.6 days	−54.4	−$40	—
Oct 13 10:55	USDCAD	BUY	0.1	1.42744 → 1.42568	1.6 days	−17.6	−$13	—
Oct 11 21:03	USDCAD	SELL	0.1	1.42422 → 1.42677	3.3 days	−25.5	−$19	—
Oct 8 10:45	USDCAD	SELL	0.1	1.41980 → 1.42573	1.6 days	−59.3	−$43	—
Oct 6 19:45	USDCAD	SELL	0.1	1.42784 → 1.42127	1.6 days	+65.7	+$46	—
Oct 2 20:45	USDCAD	SELL	0.1	1.42367 → 1.42542	1.6 days	−17.5	−$13	—
Oct 1 01:45	USDCAD	SELL	0.1	1.41812 → 1.42401	1.6 days	−58.9	−$43	—
Sep 29 11:05	USDCAD	BUY	0.1	1.41384 → 1.41932	1.6 days	+54.8	+$38	—
Sep 27 21:03	USDCAD	SELL	0.1	1.41061 → 1.41351	3.5 days	−29	−$22	—
Sep 24 09:45	USDCAD	SELL	0.1	1.40649 → 1.41089	1.6 days	−44	−$33	—
Sep 22 13:45	USDCAD	BUY	0.1	1.39954 → 1.40456	1.6 days	+50.2	+$35	—
Sep 20 21:03	USDCAD	SELL	0.1	1.40063 → 1.39802	2.2 days	+26.1	+$18	—
Sep 18 15:10	USDCAD	SELL	0.1	1.39903 → 1.40123	1.6 days	−22	−$16	—
Sep 17 01:20	USDCAD	SELL	0.1	1.39119 → 1.39938	1.6 days	−81.9	−$61	—
Sep 15 10:55	USDCAD	SELL	0.1	1.38636 → 1.39142	1.6 days	−50.6	−$37	—

1–25 of 852

Indigo Sparrow◇Strategy

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