Twilight Rose · strategy profile

Twilight Rose · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.3%	+40	2	2
This week	+0.1%	+18	4	3
This month	−0.2%	+1	20	15
This year	−7.2%	−771	182	123

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.8	+1.8	+0.3	+1.1	+0.7	−2.4	+0.3	−0.7	−1.9	−0.2	+3.4	+0.3	+0.8
2023	+1.6	+0.8	+0.1	−1.3	−3.2	+0.4	+3.1	+1.6	+1.3	+1.1	+0.1	−2.0	+3.8
2024	−0.7	+1.8	−0.8	+0.5	0.0	+0.1	+0.2	−1.8	−0.7	−0.4	+1.6	−0.3	−0.6
2025	−0.8	−0.2	+3.2	−1.3	−2.1	−2.4	−2.0	0.0	+0.2	+0.2	+0.1	−1.4	−6.4
2026	−2.0	+0.3	−1.0	−2.4	−0.2	+0.3	0.0	−0.5	−1.4	−0.3	0.0	·	−7.2

Risk

1/10

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

Max daily drawdown: −2.4%
Max weekly drawdown: −2.0%
Max drawdown · equity: −16.5%
Max drawdown · balance: −16.5%
Absolute drawdown: −$1,768
Longest drawdown: 570 days · Nov
Recovery factor: −0.6
Max simultaneous risk: 3.2%

Symbol split

90 days

USDCAD

100%+9.8%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 28% · Tue 19% · Wed 17% · Thu 17% · Fri 18% · 56% in the New York session

Behaviour

from 1,323 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 2% · 1–4h 26% · 4–12h 34% · over 12h 39%. Automated share 100%.

Statistics1,323 closed trades

Trades1,323

Won / lost1,005 / 318

Long win rate77% (669)

Short win rate75% (654)

Avg win+$14.1 · 19.6 pip

Avg loss−$47.7 · −62.6 pip

Best trade+$16 · Mar 30

Worst trade−$262 · Apr 13

Total pips−204

Lots132.3

Commission + swap−$826

Expectancy / trade−$0.7

Profit factor0.94

Sharpe−0.43daily returns, annualised

Z-score−2.2 (97%)dependence between runs

Standard deviation$32.1

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak28 (+$172)

Losing streak5 (−$146)

Avg holding time1.3 days

Trades / week5.2

Risk / trade3.2%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 06:05	USDCAD	SELL	0.1	1.39896 → 1.39698	3h 5m	+19.8	+$14	—
Nov 3 02:22	USDCAD	BUY	0.1	1.39756 → 1.39956	1.1 days	+20	+$14	—
Nov 1 22:03	USDCAD	BUY	0.1	1.39983 → 1.39572	4.1 days	−41.1	−$32	—
Oct 28 20:00	USDCAD	SELL	0.1	1.40113 → 1.39915	2.9 days	+19.8	+$13	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40466 → 1.40390	4 days	−7.6	−$6	—
Oct 21 21:45	USDCAD	BUY	0.1	1.41301 → 1.40424	2.9 days	−87.7	−$65	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42490 → 1.41095	4.1 days	−139.5	−$101	—
Oct 14 17:20	USDCAD	SELL	0.1	1.42771 → 1.42573	2h 50m	+19.8	+$14	—
Oct 14 13:53	USDCAD	BUY	0.1	1.42675 → 1.42873	0h 53m	+19.8	+$14	—
Oct 14 12:30	USDCAD	BUY	0.1	1.42166 → 1.42364	20h 30m	+19.8	+$13	—
Oct 13 14:34	USDCAD	SELL	0.1	1.42417 → 1.42219	2h 34m	+19.8	+$14	—
Oct 13 11:56	USDCAD	SELL	0.1	1.42642 → 1.42444	23h 56m	+19.8	+$13	—
Oct 12 11:45	USDCAD	BUY	0.1	1.42861 → 1.42654	2.9 days	−20.7	−$15	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42413 → 1.42611	21h 0m	+19.8	+$13	—
Oct 8 14:17	USDCAD	SELL	0.1	1.42594 → 1.42396	1 days	+19.8	+$12	—
Oct 7 12:36	USDCAD	BUY	0.1	1.42503 → 1.42701	22h 36m	+19.8	+$13	—
Oct 6 12:53	USDCAD	SELL	0.1	1.42626 → 1.42428	11h 53m	+19.8	+$14	—
Oct 6 00:06	USDCAD	BUY	0.1	1.42475 → 1.42673	14h 6m	+19.8	+$13	—
Oct 5 07:39	USDCAD	SELL	0.1	1.42807 → 1.42609	4h 9m	+19.8	+$14	—
Oct 5 02:36	USDCAD	BUY	0.1	1.42533 → 1.42731	4h 6m	+19.8	+$14	—
Oct 4 21:03	USDCAD	SELL	0.1	1.42193 → 1.42493	3 days	−30	−$22	—
Oct 1 20:58	USDCAD	SELL	0.1	1.42432 → 1.42234	10h 28m	+19.8	+$14	—
Oct 1 09:57	USDCAD	BUY	0.1	1.42363 → 1.42561	10h 57m	+19.8	+$14	—
Sep 30 20:45	USDCAD	SELL	0.1	1.41402 → 1.42331	2.9 days	−92.9	−$66	—
Sep 27 21:03	USDCAD	SELL	0.1	1.40987 → 1.41351	3.6 days	−36.4	−$27	—

1–25 of 1323

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