Luna Baja · strategy profile

Luna Baja · 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%	−36	6	1
This month	0.0%	0	17	6
This year	−0.9%	−98	112	52

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.8	−0.1	−0.5	0.0	−0.5	−0.3	+0.4	−0.3	−0.4	+1.4	−0.6	−1.3	−2.8
2023	+0.4	−0.5	−0.6	+0.4	−0.4	0.0	+0.9	−1.2	−0.6	−1.4	+0.7	−1.1	−3.1
2024	0.0	−1.1	+0.6	−0.2	−0.5	−0.1	−0.9	+0.7	−0.4	−0.5	−0.4	−0.6	−3.5
2025	−4.5	+0.6	+1.6	+0.5	−0.1	+0.3	−0.2	0.0	−0.4	−0.7	+1.1	+1.2	−0.6
2026	+0.6	−0.5	−0.9	+0.2	0.0	−0.7	−0.2	+0.4	+0.5	+0.1	−0.4	·	−0.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.6%.

Max daily drawdown: −1.2%
Max weekly drawdown: −2.4%
Max drawdown · equity: −13.6%
Max drawdown · balance: −13.6%
Absolute drawdown: −$1,369
Longest drawdown: 1758 days · Jan
Recovery factor: −0.8
Max simultaneous risk: 2.1%

Symbol split

90 days

USDCAD

100%+10.6%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 21% · Thu 22% · Fri 17% · 64% in the New York session

Behaviour

from 669 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

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

Statistics669 closed trades

Trades669

Won / lost306 / 363

Long win rate0% (0)

Short win rate46% (669)

Avg win+$13.6 · 18.6 pip

Avg loss−$14.3 · −19.3 pip

Best trade+$84 · Mar 5

Worst trade−$115 · Nov 2

Total pips−1,328

Lots66.9

Commission + swap−$90

Expectancy / trade−$1.6

Profit factor0.80

Sharpe−1.29daily returns, annualised

Z-score−1.0 (66%)dependence between runs

Standard deviation$19.7

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak8 (+$154)

Losing streak11 (−$216)

Avg holding time5h 12m

Trades / week2.6

Risk / trade2.0%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 19:20	USDCAD	SELL	0.1	1.39603 → 1.39852	4h 20m	−24.9	−$18	—
Nov 2 13:20	USDCAD	SELL	0.1	1.39527 → 1.39777	4h 20m	−25	−$18	—
Oct 29 20:20	USDCAD	SELL	0.1	1.39763 → 1.39873	4h 20m	−11	−$8	—
Oct 29 15:50	USDCAD	SELL	0.1	1.39745 → 1.39840	4h 20m	−9.5	−$7	—
Oct 28 20:50	USDCAD	SELL	0.1	1.40344 → 1.39962	4h 20m	+38.2	+$27	—
Oct 28 16:20	USDCAD	SELL	0.1	1.40332 → 1.40375	4h 20m	−4.3	−$3	—
Oct 26 21:50	USDCAD	SELL	0.1	1.40101 → 1.40129	4h 20m	−2.8	−$3	—
Oct 22 20:20	USDCAD	SELL	0.1	1.40205 → 1.40168	4h 20m	+3.7	+$3	—
Oct 22 01:50	USDCAD	SELL	0.1	1.40420 → 1.40467	4h 20m	−4.7	−$3	—
Oct 21 15:20	USDCAD	SELL	0.1	1.40389 → 1.40720	4h 20m	−33.1	−$24	—
Oct 20 08:20	USDCAD	SELL	0.1	1.40814 → 1.40611	4h 20m	+20.3	+$14	—
Oct 14 21:20	USDCAD	SELL	0.1	1.42629 → 1.42315	4h 20m	+31.4	+$21	—
Oct 13 16:20	USDCAD	SELL	0.1	1.42417 → 1.42157	4h 20m	+26	+$18	—
Oct 12 10:50	USDCAD	SELL	0.1	1.42434 → 1.42643	4h 20m	−20.9	−$15	—
Oct 8 18:50	USDCAD	SELL	0.1	1.42250 → 1.42283	4h 20m	−3.3	−$2	—
Oct 6 17:20	USDCAD	SELL	0.1	1.42406 → 1.42182	4h 20m	+22.4	+$16	—
Oct 5 12:50	USDCAD	SELL	0.1	1.42513 → 1.42534	4h 20m	−2.1	−$1	—
Oct 2 17:20	USDCAD	SELL	0.1	1.42177 → 1.42566	4h 20m	−38.9	−$27	—
Oct 2 00:20	USDCAD	SELL	0.1	1.42247 → 1.42241	4h 20m	+0.6	$0	—
Sep 15 03:20	USDCAD	SELL	0.1	1.38966 → 1.39118	4h 20m	−15.2	−$11	—
Sep 8 17:20	USDCAD	SELL	0.1	1.37884 → 1.37863	4h 20m	+2.1	+$2	—
Sep 7 12:50	USDCAD	SELL	0.1	1.38221 → 1.38116	4h 20m	+10.5	+$8	—
Sep 2 17:50	USDCAD	SELL	0.1	1.39058 → 1.38433	4h 20m	+62.5	+$45	—
Aug 31 17:50	USDCAD	SELL	0.1	1.38751 → 1.38557	4h 20m	+19.4	+$14	—
Aug 27 17:50	USDCAD	SELL	0.1	1.38542 → 1.38618	4h 20m	−7.6	−$5	—

1–25 of 669

Luna Baja◇Strategy

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