Dune Sparrow · strategy profile

Dune Sparrow · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.4%	+43	2	2
This month	+0.8%	+106	10	7
This year	+0.5%	+125	78	35

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.6	−1.6	−0.4	−3.3	−0.1	−0.2	+0.8	−1.3	−0.5	−1.4	+0.4	−2.5	−11.8
2023	+1.2	−1.5	+0.2	−1.1	−1.1	+0.5	+0.3	−0.8	−0.8	−0.1	+0.5	+0.9	−1.7
2024	−2.1	−1.4	−1.2	−1.2	+1.3	−0.7	−0.3	+0.9	−0.2	−0.2	+0.5	−2.5	−7.1
2025	−4.1	−0.4	−0.2	+2.8	0.0	+0.5	−0.3	+0.4	−0.8	+0.2	+0.9	+0.4	−0.6
2026	+0.1	0.0	−0.6	+1.7	−0.4	−1.0	+0.1	+0.2	−0.1	+0.8	0.0	·	+0.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −23.7%.

Max daily drawdown: −1.2%
Max weekly drawdown: −1.9%
Max drawdown · equity: −23.7%
Max drawdown · balance: −23.7%
Absolute drawdown: −$2,271
Longest drawdown: 1759 days · Mar
Recovery factor: −0.8
Max simultaneous risk: 2.8%

Symbol split

90 days

USDCAD

100%+18.9%

Long 1% · Short 99%

Hour and day

trade opens · UTC

Mon 15% · Tue 19% · Wed 22% · Thu 21% · Fri 23% · 64% in the New York session

Behaviour

from 553 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 80% · over 12h 20%. Automated share 100%.

Statistics553 closed trades

Trades553

Won / lost246 / 307

Long win rate50% (4)

Short win rate44% (549)

Avg win+$25.0 · 34.7 pip

Avg loss−$26.2 · −34.7 pip

Best trade+$141 · Nov 11

Worst trade−$116 · Jan 27

Total pips−2,110

Lots55.3

Commission + swap−$331

Expectancy / trade−$3.4

Profit factor0.77

Sharpe−1.51daily returns, annualised

Z-score1.2 (78%)dependence between runs

Standard deviation$34.1

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.8

Winning streak7 (+$134)

Losing streak9 (−$295)

Avg holding time1.1 days

Trades / week2.2

Risk / trade2.8%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 08:42	USDCAD	SELL	0.1	1.40313 → 1.39968	20h 10m	+34.5	+$23	—
Oct 28 12:21	USDCAD	SELL	0.1	1.40406 → 1.40319	20h 10m	+8.7	+$6	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41814 → 1.41114	2.6 days	+70	+$49	—
Oct 16 05:26	USDCAD	SELL	0.1	1.41993 → 1.41823	20h 10m	+17	+$11	—
Oct 15 09:13	USDCAD	SELL	0.1	1.42765 → 1.42007	20h 10m	+75.8	+$52	—
Oct 14 12:43	USDCAD	SELL	0.1	1.42133 → 1.42632	20h 10m	−49.9	−$35	—
Oct 11 21:03	USDCAD	SELL	0.1	1.42135 → 1.42677	2.7 days	−54.2	−$38	—
Oct 9 04:42	USDCAD	SELL	0.1	1.42473 → 1.42147	20h 10m	+32.6	+$22	—
Oct 8 08:25	USDCAD	SELL	0.1	1.42547 → 1.42463	20h 10m	+8.4	+$4	—
Oct 7 12:10	USDCAD	SELL	0.1	1.42188 → 1.42559	20h 10m	−37.1	−$27	—
Sep 14 17:54	USDCAD	SELL	0.1	1.38656 → 1.39027	20h 10m	−37.1	−$27	—
Sep 13 21:03	USDCAD	SELL	0.1	1.38632 → 1.38595	2.2 days	+3.7	+$2	—
Sep 11 16:31	USDCAD	SELL	0.1	1.38381 → 1.38633	20h 10m	−25.2	−$19	—
Sep 3 12:14	USDCAD	SELL	0.1	1.38531 → 1.37974	20h 10m	+55.7	+$39	—
Aug 26 12:21	USDCAD	SELL	0.1	1.38344 → 1.38611	20h 10m	−26.7	−$20	—
Aug 25 08:16	USDCAD	SELL	0.1	1.38495 → 1.38605	20h 10m	−11	−$8	—
Aug 6 08:41	USDCAD	SELL	0.1	1.40456 → 1.40129	20h 10m	+32.7	+$22	—
Aug 5 12:17	USDCAD	SELL	0.1	1.40748 → 1.40482	20h 10m	+26.6	+$18	—
Jul 30 16:10	USDCAD	SELL	0.1	1.40567 → 1.40044	20h 10m	+52.3	+$36	—
Jul 27 17:18	USDCAD	SELL	0.1	1.40844 → 1.41188	20h 10m	−34.4	−$24	—
Jul 26 21:03	USDCAD	SELL	0.1	1.40944 → 1.40791	2.3 days	+15.3	+$10	—
Jul 24 14:12	USDCAD	SELL	0.1	1.40799 → 1.40955	20h 10m	−15.6	−$12	—
Jul 23 17:43	USDCAD	SELL	0.1	1.40840 → 1.40803	20h 10m	+3.7	+$3	—
Jul 22 21:28	USDCAD	SELL	0.1	1.41013 → 1.40804	20h 10m	+20.9	+$13	—
Jul 22 00:36	USDCAD	SELL	0.1	1.40764 → 1.41031	20h 10m	−26.7	−$19	—

1–25 of 553

Dune Sparrow◇Strategy

Rules

Research records

Version timeline