Cascada Cristalina · strategy profile

Cascada Cristalina · 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	+0.1%	+21	2	1
This month	−1.0%	−148	10	5
This year	−5.7%	−753	110	62

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−2.6	+1.3	+0.3	−1.0	+2.9	−1.4	+2.1	+2.2	−2.0	+4.1	+1.6	+3.7	+11.2
2023	+2.0	+1.7	+0.6	−0.4	−0.8	+1.5	+2.0	−0.8	+0.9	−0.7	+0.7	−2.7	+4.0
2024	+0.2	+0.4	+2.1	−0.2	+0.5	+0.2	−0.4	−1.1	+1.4	+0.5	+1.5	+0.3	+5.3
2025	+1.9	−2.8	+0.5	−1.1	−1.1	+1.5	−0.2	+2.0	−0.5	−0.4	+1.1	−1.5	−0.5
2026	−1.5	+0.6	+1.8	−1.0	−0.3	+0.3	−1.7	−0.1	−2.1	−1.0	−0.3	·	−5.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.0%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.3%
Max drawdown · equity: −9.0%
Max drawdown · balance: −9.0%
Absolute drawdown: −$1,134
Longest drawdown: 637 days · Oct
Recovery factor: 1.6
Max simultaneous risk: 2.5%

Symbol split

90 days

USDCAD

100%+14.8%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 22% · Tue 25% · Wed 13% · Thu 20% · Fri 20% · 57% in the New York session

Behaviour

from 800 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 10% · 4–12h 27% · over 12h 63%. Automated share 100%.

Statistics800 closed trades

Trades800

Won / lost548 / 252

Long win rate70% (394)

Short win rate67% (406)

Avg win+$27.4 · 38.0 pip

Avg loss−$53.5 · −69.9 pip

Best trade+$32 · Mar 30

Worst trade−$280 · Feb 4

Total pips+3,200

Lots80.0

Commission + swap−$881

Expectancy / trade+$1.9

Profit factor1.11

Sharpe0.80daily returns, annualised

Z-score−1.9 (94%)dependence between runs

Standard deviation$44.4

AHPR / GHPR0.02% / 0.02%

Recovery factor1.6

Winning streak18 (+$214)

Losing streak7 (−$321)

Avg holding time2.2 days

Trades / week3.2

Risk / trade2.5%

Monthly average+0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.39763 → 1.39572	3.8 days	−19.1	−$15	—
Oct 29 01:54	USDCAD	SELL	0.1	1.40116 → 1.39718	2.7 days	+39.8	+$26	—
Oct 26 09:20	USDCAD	BUY	0.1	1.40343 → 1.40119	3.7 days	−22.4	−$17	—
Oct 22 15:04	USDCAD	BUY	0.1	1.41159 → 1.40293	3.7 days	−86.6	−$64	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42696 → 1.41095	5.6 days	−160.1	−$116	—
Oct 13 06:50	USDCAD	SELL	0.1	1.42803 → 1.42653	3.7 days	+15	+$10	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42150 → 1.42548	9h 13m	+39.8	+$28	—
Oct 9 02:56	USDCAD	BUY	0.1	1.42459 → 1.42118	3.7 days	−34.1	−$27	—
Oct 5 08:46	USDCAD	SELL	0.1	1.42859 → 1.42461	5h 35m	+39.8	+$28	—
Oct 5 03:06	USDCAD	BUY	0.1	1.42485 → 1.42883	3.5 days	+39.8	+$27	—
Oct 1 15:05	USDCAD	SELL	0.1	1.41349 → 1.42506	3.7 days	−115.7	−$84	—
Sep 27 21:03	USDCAD	SELL	0.1	1.40555 → 1.41351	5.3 days	−79.6	−$59	—
Sep 22 14:16	USDCAD	BUY	0.1	1.40216 → 1.40614	1.2 days	+39.8	+$28	—
Sep 21 09:55	USDCAD	SELL	0.1	1.39915 → 1.40216	3.7 days	−30.1	−$22	—
Sep 17 15:20	USDCAD	SELL	0.1	1.38659 → 1.39908	3.7 days	−124.9	−$92	—
Sep 13 21:03	USDCAD	SELL	0.1	1.37889 → 1.38595	5.6 days	−70.6	−$54	—
Sep 8 06:30	USDCAD	BUY	0.1	1.38704 → 1.37884	3.7 days	−82	−$60	—
Sep 4 12:30	USDCAD	BUY	0.1	1.37720 → 1.38118	19h 49m	+39.8	+$28	—
Sep 3 16:25	USDCAD	SELL	0.1	1.38108 → 1.37710	7h 55m	+39.8	+$29	—
Sep 3 08:26	USDCAD	SELL	0.1	1.38532 → 1.38134	2.5 days	+39.8	+$26	—
Aug 31 20:39	USDCAD	SELL	0.1	1.38948 → 1.38550	11h 6m	+39.8	+$29	—
Aug 31 09:30	USDCAD	SELL	0.1	1.38573 → 1.38961	3.7 days	−38.8	−$29	—
Aug 27 15:25	USDCAD	SELL	0.1	1.38104 → 1.38669	3.7 days	−56.5	−$43	—
Aug 23 21:03	USDCAD	BUY	0.1	1.38173 → 1.38052	4.3 days	−12.1	−$11	—
Aug 19 13:43	USDCAD	SELL	0.1	1.38687 → 1.38289	1.5 days	+39.8	+$28	—

1–25 of 800

Cascada Cristalina◇Strategy

Rules