Twilight Quartz · strategy profile

Twilight Quartz · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.1%	+13	1	1
This week	+0.1%	+13	1	1
This month	−0.4%	−41	8	4
This year	−1.3%	−85	84	43

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.3	+0.6	−0.7	−0.7	−1.5	+0.6	−2.0	+0.3	−1.3	−0.8	+0.5	+0.5	−5.6
2023	+2.0	−0.6	+0.9	−1.1	−1.8	−1.7	−0.1	−0.1	+0.3	0.0	+1.7	−0.9	−1.4
2024	−0.7	−0.1	−0.5	+1.4	+1.2	−0.2	+0.2	−1.0	−0.5	+0.2	−0.1	−0.7	−0.7
2025	+1.0	+2.2	−0.4	+1.0	−0.2	+0.4	−0.2	+0.3	−0.1	−0.6	−0.3	−1.7	+1.5
2026	−1.6	+0.4	−0.4	−0.1	+0.2	+0.9	−1.1	−0.2	+1.2	−0.6	+0.1	·	−1.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.3%.

Max daily drawdown: −1.3%
Max weekly drawdown: −1.4%
Max drawdown · equity: −9.3%
Max drawdown · balance: −9.3%
Absolute drawdown: −$937
Longest drawdown: 1762 days · Aug
Recovery factor: −0.8
Max simultaneous risk: 3.6%

Symbol split

90 days

USDCAD

100%+7.5%

Long 78% · Short 22%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 18% · Thu 21% · Fri 23% · 60% in the New York session

Behaviour

from 427 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 78% · over 12h 22%. Automated share 100%.

Statistics427 closed trades

Trades427

Won / lost205 / 222

Long win rate46% (332)

Short win rate55% (95)

Avg win+$22.9 · 32.1 pip

Avg loss−$24.5 · −32.2 pip

Best trade+$191 · Feb 2

Worst trade−$120 · Oct 23

Total pips−551

Lots42.7

Commission + swap−$282

Expectancy / trade−$1.8

Profit factor0.86

Sharpe−0.80daily returns, annualised

Z-score−1.0 (70%)dependence between runs

Standard deviation$33.2

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak7 (+$103)

Losing streak8 (−$104)

Avg holding time1.1 days

Trades / week1.7

Risk / trade3.6%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 03:20	USDCAD	BUY	0.1	1.39770 → 1.39900	19h 20m	+13	+$9	—
Oct 26 18:20	USDCAD	BUY	0.1	1.40168 → 1.40137	19h 20m	−3.1	−$2	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40135 → 1.40390	2.5 days	+25.5	+$18	—
Oct 21 19:20	USDCAD	BUY	0.1	1.40680 → 1.40479	19h 20m	−20.1	−$14	—
Oct 15 08:20	USDCAD	BUY	0.1	1.42675 → 1.41992	19h 20m	−68.3	−$50	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42715 → 1.42658	2.2 days	−5.7	−$5	—
Oct 8 11:20	USDCAD	BUY	0.1	1.42567 → 1.42719	19h 20m	+15.2	+$9	—
Oct 6 03:20	USDCAD	BUY	0.1	1.42611 → 1.42631	19h 20m	+2	+$1	—
Oct 4 21:03	USDCAD	SELL	0.1	1.42207 → 1.42493	2.5 days	−28.6	−$21	—
Oct 1 11:20	USDCAD	BUY	0.1	1.42126 → 1.42468	19h 20m	+34.2	+$23	—
Sep 29 03:20	USDCAD	BUY	0.1	1.41555 → 1.41762	19h 20m	+20.7	+$14	—
Sep 24 03:20	USDCAD	BUY	0.1	1.40909 → 1.41012	19h 20m	+10.3	+$6	—
Sep 16 11:20	USDCAD	BUY	0.1	1.39191 → 1.39287	19h 20m	+9.6	+$6	—
Sep 10 15:20	USDCAD	BUY	0.1	1.38099 → 1.38117	19h 20m	+1.8	$0	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38052 → 1.38264	2.5 days	+21.2	+$15	—
Sep 3 09:20	USDCAD	SELL	0.1	1.38665 → 1.38118	19h 20m	+54.7	+$38	—
Sep 2 11:20	USDCAD	BUY	0.1	1.39046 → 1.39282	19h 20m	+23.6	+$16	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38980 → 1.39000	2.2 days	+2	+$1	—
Aug 27 03:20	USDCAD	BUY	0.1	1.38642 → 1.38806	19h 20m	+16.4	+$10	—
Aug 23 21:03	USDCAD	BUY	0.1	1.37669 → 1.38052	2.2 days	+38.3	+$27	—
Aug 19 10:20	USDCAD	BUY	0.1	1.38872 → 1.38659	19h 20m	−21.3	−$16	—
Aug 18 11:20	USDCAD	BUY	0.1	1.38695 → 1.38748	19h 20m	+5.3	+$3	—
Aug 14 03:20	USDCAD	BUY	0.1	1.39537 → 1.39220	19h 20m	−31.7	−$23	—
Aug 13 03:20	USDCAD	BUY	0.1	1.39307 → 1.39500	19h 20m	+19.3	+$12	—
Aug 12 03:20	USDCAD	BUY	0.1	1.39454 → 1.39266	19h 20m	−18.8	−$14	—

1–25 of 427

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