Mountain Sparrow · strategy profile

Mountain Sparrow · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	+1	1	1
This week	+1.0%	+108	4	3
This month	−0.1%	+7	20	8
This year	−3.6%	−262	194	89

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.2	−0.5	−1.0	+1.2	−1.1	+1.2	+0.1	+2.0	+0.1	−1.8	−0.7	−0.5	+0.3
2023	+2.0	−0.9	+0.6	−1.4	−1.2	−1.2	−1.2	−4.2	+0.7	−0.2	−0.8	−1.0	−8.8
2024	−1.5	+1.3	−0.1	−0.2	+0.6	−1.1	−0.8	+0.2	+0.1	+0.1	−1.5	−0.5	−3.3
2025	−1.4	−2.4	+0.1	−1.3	−3.0	−0.3	−0.6	−2.7	−2.1	+0.4	+0.3	−1.2	−14.1
2026	−1.0	−0.2	−1.2	+2.7	−0.3	+1.3	−0.2	−1.9	−2.0	−0.4	0.0	·	−3.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −29.9%.

Max daily drawdown: −1.1%
Max weekly drawdown: −2.0%
Max drawdown · equity: −29.9%
Max drawdown · balance: −29.9%
Absolute drawdown: −$2,650
Longest drawdown: 1506 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 0.5%

Symbol split

90 days

USDCAD

100%+25.7%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 24% · Tue 19% · Wed 19% · Thu 18% · Fri 19% · 46% in the New York session

Behaviour

from 1,132 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 84% · over 12h 13%. Automated share 100%.

Statistics1,132 closed trades

Trades1,132

Won / lost501 / 631

Long win rate46% (537)

Short win rate43% (595)

Avg win+$22.4 · 31.0 pip

Avg loss−$21.9 · −29.2 pip

Best trade+$72 · Apr 20

Worst trade−$52 · Jun 25

Total pips−2,927

Lots113.2

Commission + swap−$475

Expectancy / trade−$2.3

Profit factor0.81

Sharpe−1.42daily returns, annualised

Z-score−1.7 (91%)dependence between runs

Standard deviation$28.0

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak7 (+$146)

Losing streak11 (−$170)

Avg holding time19h 19m

Trades / week4.5

Risk / trade0.5%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 13:30	USDCAD	SELL	0.1	1.39786 → 1.39772	15h 30m	+1.4	+$1	—
Nov 2 19:30	USDCAD	BUY	0.1	1.39858 → 1.39855	15h 30m	−0.3	$0	—
Oct 28 23:30	USDCAD	SELL	0.1	1.40570 → 1.39892	15h 30m	+67.8	+$47	—
Oct 28 03:30	USDCAD	BUY	0.1	1.40225 → 1.40617	15h 30m	+39.2	+$27	—
Oct 27 11:30	USDCAD	BUY	0.1	1.40209 → 1.40163	15h 30m	−4.6	−$4	—
Oct 26 17:30	USDCAD	SELL	0.1	1.40030 → 1.40113	15h 30m	−8.3	−$6	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40135 → 1.40390	2.5 days	+25.5	+$18	—
Oct 23 03:30	USDCAD	BUY	0.1	1.40364 → 1.40050	15h 30m	−31.4	−$23	—
Oct 22 05:30	USDCAD	BUY	0.1	1.40762 → 1.40301	15h 30m	−46.1	−$34	—
Oct 21 13:30	USDCAD	BUY	0.1	1.40638 → 1.40546	15h 30m	−9.2	−$7	—
Oct 20 10:08	USDCAD	BUY	0.1	1.41122 → 1.40520	14h 8m	−60.2	−$43	—
Oct 15 15:30	USDCAD	SELL	0.1	1.42124 → 1.42010	15h 30m	+11.4	+$8	—
Oct 14 13:56	USDCAD	BUY	0.1	1.42031 → 1.42929	9h 56m	+89.8	+$63	—
Oct 14 01:30	USDCAD	SELL	0.1	1.42573 → 1.42088	15h 30m	+48.5	+$34	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42753 → 1.42658	2.3 days	−9.5	−$7	—
Oct 9 12:30	USDCAD	SELL	0.1	1.42288 → 1.42890	0h 30m	−60.2	−$42	—
Oct 9 09:30	USDCAD	SELL	0.1	1.42232 → 1.42273	15h 30m	−4.1	−$3	—
Oct 7 12:51	USDCAD	SELL	0.1	1.42205 → 1.42807	2h 51m	−60.2	−$42	—
Oct 7 03:30	USDCAD	SELL	0.1	1.42499 → 1.42227	15h 30m	+27.2	+$19	—
Oct 6 05:30	USDCAD	SELL	0.1	1.42587 → 1.42688	15h 30m	−10.1	−$8	—
Oct 4 21:03	USDCAD	SELL	0.1	1.42364 → 1.42493	2.4 days	−12.9	−$10	—
Oct 2 11:30	USDCAD	SELL	0.1	1.42247 → 1.42469	15h 30m	−22.2	−$16	—
Sep 30 19:30	USDCAD	SELL	0.1	1.41969 → 1.42327	15h 30m	−35.8	−$25	—
Sep 30 03:30	USDCAD	SELL	0.1	1.41812 → 1.41952	15h 30m	−14	−$10	—
Sep 29 07:30	USDCAD	BUY	0.1	1.41717 → 1.41855	15h 30m	+13.8	+$9	—

1–25 of 1132

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