Dusky Brook · strategy profile

Dusky Brook · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.5%	+62	7	3
This month	+0.5%	+56	37	21
This year	−2.8%	−298	303	130

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.6	0.0	−0.2	−2.2	+0.3	−0.4	−1.3	−1.6	+0.9	−0.6	−1.7	−0.2	−7.6
2023	0.0	+0.4	−0.7	+0.5	+1.1	−0.2	0.0	−0.4	−0.6	−1.0	−0.3	−0.7	−1.8
2024	−0.6	−0.7	+0.9	−0.6	+0.6	−0.7	−0.2	−0.1	−0.4	−0.4	−0.4	−1.3	−3.9
2025	+0.1	−0.5	−2.0	+0.3	−0.2	+0.1	−1.7	+0.1	+0.4	−0.4	−0.7	−0.2	−4.6
2026	−0.1	−0.8	−0.2	−0.6	−0.8	−0.9	+1.5	−0.7	−0.8	+0.3	+0.2	·	−2.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.9%.

Max daily drawdown: −1.0%
Max weekly drawdown: −1.5%
Max drawdown · equity: −19.9%
Max drawdown · balance: −19.9%
Absolute drawdown: −$1,975
Longest drawdown: 1759 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 2.1%

Symbol split

90 days

USDCAD

100%+18.9%

Long 38% · Short 62%

Hour and day

trade opens · UTC

Mon 22% · Tue 21% · Wed 19% · Thu 19% · Fri 19% · 43% in the New York session

Behaviour

from 1,625 trades

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

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

Statistics1,625 closed trades

Trades1,625

Won / lost721 / 904

Long win rate44% (611)

Short win rate45% (1,014)

Avg win+$7.5 · 10.3 pip

Avg loss−$8.1 · −10.9 pip

Best trade+$81 · Sep 13

Worst trade−$90 · Mar 5

Total pips−2,435

Lots162.5

Commission + swap−$95

Expectancy / trade−$1.2

Profit factor0.74

Sharpe−2.05daily returns, annualised

Z-score−0.3 (24%)dependence between runs

Standard deviation$11.5

AHPR / GHPR−0.01% / −0.01%

Recovery factor−1.0

Winning streak8 (+$89)

Losing streak10 (−$192)

Avg holding time2h 41m

Trades / week6.4

Risk / trade2.1%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 21:40	USDCAD	SELL	0.1	1.39886 → 1.39880	1h 55m	+0.6	$0	—
Nov 2 11:10	USDCAD	BUY	0.1	1.39535 → 1.39766	1h 55m	+23.1	+$17	—
Nov 2 04:55	USDCAD	SELL	0.1	1.39835 → 1.39865	1h 55m	−3	−$2	—
Oct 29 17:55	USDCAD	BUY	0.1	1.39782 → 1.39739	1h 55m	−4.3	−$3	—
Oct 29 13:55	USDCAD	BUY	0.1	1.39757 → 1.40040	1h 55m	+28.3	+$20	—
Oct 29 07:55	USDCAD	SELL	0.1	1.39892 → 1.39911	1h 55m	−1.9	−$1	—
Oct 28 14:25	USDCAD	BUY	0.1	1.40289 → 1.40481	1h 55m	+19.2	+$14	—
Oct 26 22:15	USDCAD	SELL	0.1	1.40223 → 1.40199	1h 55m	+2.4	+$1	—
Oct 26 18:25	USDCAD	BUY	0.1	1.40205 → 1.40159	1h 55m	−4.6	−$3	—
Oct 26 16:10	USDCAD	SELL	0.1	1.40539 → 1.40247	1h 55m	+29.2	+$21	—
Oct 25 23:40	USDCAD	SELL	0.1	1.40362 → 1.40191	1h 55m	+17.1	+$12	—
Oct 23 18:25	USDCAD	SELL	0.1	1.39994 → 1.39976	1h 55m	+1.8	+$1	—
Oct 22 19:55	USDCAD	BUY	0.1	1.40051 → 1.40058	1h 55m	+0.7	+$1	—
Oct 22 13:25	USDCAD	SELL	0.1	1.40415 → 1.40361	1h 55m	+5.4	+$4	—
Oct 21 15:25	USDCAD	SELL	0.1	1.40548 → 1.40692	1h 55m	−14.4	−$10	—
Oct 21 00:25	USDCAD	SELL	0.1	1.40627 → 1.40675	1h 55m	−4.8	−$3	—
Oct 20 19:55	USDCAD	SELL	0.1	1.40611 → 1.40623	1h 55m	−1.2	−$1	—
Oct 20 06:10	USDCAD	BUY	0.1	1.40839 → 1.40742	1h 55m	−9.7	−$7	—
Oct 18 23:25	USDCAD	BUY	0.1	1.41128 → 1.41258	1h 55m	+13	+$9	—
Oct 18 21:03	USDCAD	BUY	0.1	1.41404 → 1.41095	2 days	−30.9	−$22	—
Oct 16 18:40	USDCAD	SELL	0.1	1.41599 → 1.41520	1h 55m	+7.9	+$6	—
Oct 15 08:10	USDCAD	SELL	0.1	1.42153 → 1.42031	1h 55m	+12.2	+$9	—
Oct 15 02:25	USDCAD	BUY	0.1	1.42062 → 1.42114	1h 55m	+5.2	+$4	—
Oct 14 19:25	USDCAD	BUY	0.1	1.42546 → 1.42455	1h 55m	−9.1	−$6	—
Oct 14 09:00	USDCAD	SELL	0.1	1.42079 → 1.42168	1h 55m	−8.9	−$6	—

1–25 of 1625

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