Morning Cascade · strategy profile

Morning Cascade · 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	+0.8%	+99	5	5
This month	+1.8%	+218	19	17
This year	+1.6%	+319	154	121

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.8	−0.6	−1.8	+1.3	0.0	+0.6	−4.0	+0.2	+1.0	−3.2	−4.2	−1.0	−10.8
2023	−2.9	+0.1	+3.6	+2.0	−1.0	+0.1	−4.5	+0.6	+0.8	−0.7	−0.3	+0.4	−1.9
2024	+1.0	−1.6	−0.6	+3.6	−4.3	+0.5	−0.6	+0.8	−0.8	+0.3	−3.9	−1.4	−6.9
2025	−1.5	−1.6	+1.6	+2.3	−0.5	−1.8	+3.1	+0.8	−0.8	+0.3	+0.1	−0.5	+1.5
2026	+0.5	−1.5	−0.9	−0.9	+1.5	−0.1	+0.7	−0.2	+0.4	+2.1	0.0	·	+1.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.8%.

Max daily drawdown: −1.5%
Max weekly drawdown: −2.5%
Max drawdown · equity: −22.8%
Max drawdown · balance: −22.8%
Absolute drawdown: −$2,154
Longest drawdown: 1738 days · Feb
Recovery factor: −0.7
Max simultaneous risk: 0.8%

Symbol split

90 days

USDCAD

100%+15.9%

Long 65% · Short 35%

Hour and day

trade opens · UTC

Mon 22% · Tue 23% · Wed 17% · Thu 19% · Fri 20% · 53% in the New York session

Behaviour

from 1,022 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 2% · 1–4h 26% · 4–12h 37% · over 12h 35%. Automated share 100%.

Statistics1,022 closed trades

Trades1,022

Won / lost787 / 235

Long win rate79% (662)

Short win rate74% (360)

Avg win+$14.2 · 19.7 pip

Avg loss−$54.2 · −71.9 pip

Best trade+$16 · Mar 30

Worst trade−$81 · Apr 5

Total pips−1,393

Lots102.2

Commission + swap−$538

Expectancy / trade−$1.6

Profit factor0.88

Sharpe−0.84daily returns, annualised

Z-score−1.4 (83%)dependence between runs

Standard deviation$31.3

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.7

Winning streak25 (+$271)

Losing streak5 (−$155)

Avg holding time1.1 days

Trades / week4.1

Risk / trade0.8%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 11:04	USDCAD	SELL	0.1	1.39724 → 1.39526	4h 54m	+19.8	+$14	—
Oct 29 17:45	USDCAD	SELL	0.1	1.39867 → 1.39669	17h 45m	+19.8	+$14	—
Oct 28 18:38	USDCAD	SELL	0.1	1.40377 → 1.40179	0h 28m	+19.8	+$14	—
Oct 28 13:45	USDCAD	BUY	0.1	1.40414 → 1.40612	2h 10m	+19.8	+$14	—
Oct 28 03:39	USDCAD	BUY	0.1	1.40444 → 1.40642	1.6 days	+19.8	+$13	—
Oct 26 13:35	USDCAD	BUY	0.1	1.40168 → 1.40366	14h 35m	+19.8	+$14	—
Oct 23 12:39	USDCAD	SELL	0.1	1.40048 → 1.39850	16h 44m	+19.8	+$14	—
Oct 22 17:13	USDCAD	SELL	0.1	1.40310 → 1.40112	3h 43m	+19.8	+$14	—
Oct 22 03:04	USDCAD	SELL	0.1	1.40532 → 1.40334	1.4 days	+19.8	+$12	—
Oct 19 06:41	USDCAD	SELL	0.1	1.41228 → 1.41030	1h 16m	+19.8	+$14	—
Oct 16 10:02	USDCAD	BUY	0.1	1.42546 → 1.41544	1.7 days	−100.2	−$73	—
Oct 14 13:53	USDCAD	BUY	0.1	1.42675 → 1.42873	0h 53m	+19.8	+$14	—
Oct 14 12:43	USDCAD	BUY	0.1	1.42406 → 1.42604	1 days	+19.8	+$13	—
Oct 13 12:11	USDCAD	SELL	0.1	1.42600 → 1.42402	2h 16m	+19.8	+$14	—
Oct 13 00:20	USDCAD	BUY	0.1	1.42987 → 1.42798	3.5 days	−18.9	−$14	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42318 → 1.42516	22h 5m	+19.8	+$13	—
Oct 7 12:36	USDCAD	BUY	0.1	1.42498 → 1.42696	0h 41m	+19.8	+$14	—
Oct 7 11:32	USDCAD	BUY	0.1	1.42153 → 1.42351	19h 47m	+19.8	+$13	—
Oct 6 13:05	USDCAD	SELL	0.1	1.42543 → 1.42345	23h 45m	+19.8	+$13	—
Oct 2 19:03	USDCAD	BUY	0.1	1.42404 → 1.42602	8h 3m	+19.8	+$14	—
Oct 2 10:13	USDCAD	BUY	0.1	1.42187 → 1.42385	13h 8m	+19.8	+$14	—
Sep 30 19:09	USDCAD	BUY	0.1	1.42127 → 1.42325	3h 14m	+19.8	+$14	—
Sep 30 13:43	USDCAD	BUY	0.1	1.41614 → 1.41812	1h 8m	+19.8	+$14	—
Sep 18 11:37	USDCAD	BUY	0.1	1.39902 → 1.40100	1.5 days	+19.8	+$14	—
Sep 16 18:58	USDCAD	BUY	0.1	1.39710 → 1.39908	0h 33m	+19.8	+$14	—

1–25 of 1022

Morning Cascade◇Strategy

Rules

Research records

Version timeline