Lago Sereno · strategy profile

Lago Sereno · 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	−0.2%	−17	6	2
This month	+0.6%	+72	25	15
This year	+0.2%	+38	156	70

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.9	+0.4	+0.6	+0.5	−0.9	−0.8	−0.4	−0.4	+0.4	−0.4	−0.8	−1.5	−4.3
2023	−1.1	−1.1	+0.9	−0.2	−0.1	−0.6	−1.1	−0.9	−0.7	−0.9	+0.7	−0.8	−6.1
2024	−2.0	−0.5	+0.5	−0.8	+0.2	−0.2	0.0	−0.5	−1.3	−0.5	+0.1	−1.2	−6.2
2025	−2.7	0.0	−1.3	−1.7	+0.1	−0.6	0.0	+0.2	−0.1	−0.3	0.0	+1.3	−5.0
2026	+1.0	+0.4	−0.9	+0.3	−0.2	−0.6	+0.2	−0.3	−0.2	+0.9	−0.7	·	−0.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.9%.

Max daily drawdown: −1.3%
Max weekly drawdown: −2.7%
Max drawdown · equity: −21.9%
Max drawdown · balance: −21.9%
Absolute drawdown: −$2,087
Longest drawdown: 1638 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 2.1%

Symbol split

90 days

USDCAD

100%+19.3%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 22% · Thu 20% · Fri 19% · 54% in the New York session

Behaviour

from 951 trades

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

Holding time: under 1h 0% · 1–4h 99% · 4–12h 0% · over 12h 2%. Automated share 100%.

Statistics951 closed trades

Trades951

Won / lost411 / 540

Long win rate0% (0)

Short win rate43% (951)

Avg win+$11.8 · 16.1 pip

Avg loss−$12.6 · −16.9 pip

Best trade+$60 · Jan 27

Worst trade−$104 · Jan 31

Total pips−2,521

Lots95.1

Commission + swap−$93

Expectancy / trade−$2.0

Profit factor0.72

Sharpe−2.19daily returns, annualised

Z-score1.6 (89%)dependence between runs

Standard deviation$17.5

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak8 (+$90)

Losing streak12 (−$104)

Avg holding time4h 27m

Trades / week3.8

Risk / trade2.1%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 18:45	USDCAD	SELL	0.1	1.39603 → 1.39815	3h 45m	−21.2	−$15	—
Nov 2 12:45	USDCAD	SELL	0.1	1.39527 → 1.39717	3h 45m	−19	−$14	—
Oct 30 18:45	USDCAD	SELL	0.1	1.39520 → 1.39572	3h 45m	−5.2	−$4	—
Oct 30 02:45	USDCAD	SELL	0.1	1.39808 → 1.39691	3h 45m	+11.7	+$8	—
Oct 29 15:45	USDCAD	SELL	0.1	1.39738 → 1.39838	3h 45m	−10	−$7	—
Oct 28 22:45	USDCAD	SELL	0.1	1.40197 → 1.39930	3h 45m	+26.7	+$18	—
Oct 23 13:45	USDCAD	SELL	0.1	1.40001 → 1.39803	3h 45m	+19.8	+$14	—
Oct 23 07:45	USDCAD	SELL	0.1	1.40051 → 1.40157	3h 45m	−10.6	−$8	—
Oct 22 19:45	USDCAD	SELL	0.1	1.40205 → 1.40083	3h 45m	+12.2	+$9	—
Oct 22 06:45	USDCAD	SELL	0.1	1.40340 → 1.40265	3h 45m	+7.5	+$5	—
Oct 21 21:45	USDCAD	SELL	0.1	1.40467 → 1.40443	3h 45m	+2.4	$0	—
Oct 21 14:45	USDCAD	SELL	0.1	1.40389 → 1.40661	3h 45m	−27.2	−$19	—
Oct 20 07:45	USDCAD	SELL	0.1	1.40814 → 1.40653	3h 45m	+16.1	+$11	—
Oct 19 18:45	USDCAD	SELL	0.1	1.40881 → 1.41088	3h 45m	−20.7	−$15	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41518 → 1.41114	2.1 days	+40.4	+$28	—
Oct 16 17:45	USDCAD	SELL	0.1	1.41421 → 1.41591	3h 45m	−17	−$12	—
Oct 16 07:45	USDCAD	SELL	0.1	1.41732 → 1.41671	3h 45m	+6.1	+$4	—
Oct 15 21:45	USDCAD	SELL	0.1	1.41841 → 1.41900	3h 45m	−5.9	−$5	—
Oct 15 11:45	USDCAD	SELL	0.1	1.42091 → 1.41965	3h 45m	+12.6	+$9	—
Oct 15 03:45	USDCAD	SELL	0.1	1.42124 → 1.41979	3h 45m	+14.5	+$10	—
Oct 14 04:45	USDCAD	SELL	0.1	1.42066 → 1.41984	3h 45m	+8.2	+$6	—
Oct 13 17:45	USDCAD	SELL	0.1	1.42308 → 1.42201	3h 45m	+10.7	+$8	—
Oct 9 03:45	USDCAD	SELL	0.1	1.42229 → 1.42155	3h 45m	+7.4	+$5	—
Oct 8 21:45	USDCAD	SELL	0.1	1.42232 → 1.42253	3h 45m	−2.1	−$2	—
Oct 6 18:45	USDCAD	SELL	0.1	1.42256 → 1.42114	3h 45m	+14.2	+$10	—

1–25 of 951

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