Windy Quartz · strategy profile

Windy Quartz · 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%	+23	3	2
This month	+3.1%	+326	15	12
This year	+5.4%	+725	135	83

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.4	+0.7	−1.8	−2.6	−1.8	+1.1	−2.3	−1.0	+1.0	−2.9	−2.1	+0.5	−9.7
2023	0.0	+0.3	−0.4	−3.0	0.0	−0.6	−0.9	+1.8	−1.6	−0.1	−1.6	−1.0	−7.1
2024	+0.8	−1.0	−2.3	−0.8	−0.8	−1.6	−0.3	+1.2	0.0	+1.1	+0.5	+2.5	−0.7
2025	−2.6	−2.8	−2.5	+2.5	−0.8	+0.4	−3.5	−2.0	−3.0	−1.0	−4.4	−0.6	−20.3
2026	+0.1	−1.8	+0.2	−0.4	0.0	+2.5	−0.1	+0.6	+1.2	+3.3	−0.1	·	+5.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −37.1%.

Max daily drawdown: −2.5%
Max weekly drawdown: −3.9%
Max drawdown · equity: −37.1%
Max drawdown · balance: −37.1%
Absolute drawdown: −$3,435
Longest drawdown: 1711 days · Mar
Recovery factor: −0.8
Max simultaneous risk: 2.9%

Symbol split

90 days

USDCAD

100%+28.0%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 22% · Tue 13% · Wed 26% · Thu 22% · Fri 17% · 57% in the New York session

Behaviour

from 822 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 7% · 4–12h 24% · over 12h 69%. Automated share 100%.

Statistics822 closed trades

Trades822

Won / lost487 / 335

Long win rate61% (438)

Short win rate58% (384)

Avg win+$25.9 · 36.1 pip

Avg loss−$46.1 · −60.3 pip

Best trade+$32 · Apr 4

Worst trade−$229 · Feb 3

Total pips−2,642

Lots82.2

Commission + swap−$821

Expectancy / trade−$3.4

Profit factor0.82

Sharpe−1.30daily returns, annualised

Z-score−0.8 (55%)dependence between runs

Standard deviation$43.5

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.8

Winning streak13 (+$150)

Losing streak7 (−$186)

Avg holding time2 days

Trades / week3.3

Risk / trade2.9%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 02:30	USDCAD	SELL	0.1	1.39524 → 1.39805	2.6 days	−28.1	−$21	—
Oct 30 11:07	USDCAD	SELL	0.1	1.39912 → 1.39514	1.6 days	+39.8	+$28	—
Oct 28 20:50	USDCAD	SELL	0.1	1.40073 → 1.39962	2.6 days	+11.1	+$7	—
Oct 26 05:35	USDCAD	SELL	0.1	1.39785 → 1.40087	2.6 days	−30.2	−$22	—
Oct 23 12:20	USDCAD	SELL	0.1	1.40332 → 1.39934	1.3 days	+39.8	+$28	—
Oct 22 02:40	USDCAD	SELL	0.1	1.40702 → 1.40407	2.6 days	+29.5	+$19	—
Oct 19 11:43	USDCAD	SELL	0.1	1.41151 → 1.40753	14h 33m	+39.8	+$28	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41503 → 1.41105	2.4 days	+39.8	+$28	—
Oct 16 10:23	USDCAD	SELL	0.1	1.41919 → 1.41521	18h 43m	+39.8	+$28	—
Oct 15 14:33	USDCAD	SELL	0.1	1.42117 → 1.41719	1.9 days	+39.8	+$26	—
Oct 13 14:47	USDCAD	SELL	0.1	1.42553 → 1.42155	1.4 days	+39.8	+$28	—
Oct 12 03:45	USDCAD	SELL	0.1	1.42803 → 1.42573	2.6 days	+23	+$16	—
Oct 9 12:32	USDCAD	BUY	0.1	1.42548 → 1.42946	1.6 days	+39.8	+$27	—
Oct 7 21:00	USDCAD	BUY	0.1	1.42830 → 1.42457	2.6 days	−37.3	−$29	—
Oct 5 04:00	USDCAD	BUY	0.1	1.42504 → 1.42902	6h 25m	+39.8	+$28	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42560 → 1.42474	3.2 days	−8.6	−$7	—
Oct 1 15:34	USDCAD	BUY	0.1	1.42223 → 1.42621	21h 49m	+39.8	+$26	—
Sep 30 16:04	USDCAD	BUY	0.1	1.41771 → 1.42169	1.6 days	+39.8	+$27	—
Sep 29 00:00	USDCAD	BUY	0.1	1.41388 → 1.41786	1.1 days	+39.8	+$28	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41339 → 1.41332	3.2 days	−0.7	−$2	—
Sep 24 15:13	USDCAD	BUY	0.1	1.41051 → 1.41449	21h 53m	+39.8	+$27	—
Sep 23 17:04	USDCAD	BUY	0.1	1.40660 → 1.41058	1.1 days	+39.8	+$28	—
Sep 22 14:16	USDCAD	BUY	0.1	1.40215 → 1.40613	1.3 days	+39.8	+$28	—
Sep 21 06:12	USDCAD	BUY	0.1	1.39775 → 1.40173	8h 12m	+39.8	+$28	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39916 → 1.39783	4 days	−13.3	−$11	—

1–25 of 822

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