Ensenada · strategy profile

Ensenada · 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	−0.7%	−242	19	6
This month	−1.1%	−232	108	65
This year	−0.8%	+1,531	1,077	654

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+8.8	+7.9	−8.7	+18.6	−3.3	+7.5	+9.7	+2.2	+0.4	+8.2	+14.0	−1.7	+63.5
2023	+9.6	+9.4	+2.4	−4.0	+1.0	+7.1	+6.0	+1.3	+3.1	+1.7	+5.5	−0.1	+43.0
2024	+6.2	−1.2	+1.5	+0.2	−2.7	−1.2	−0.7	−1.8	+1.5	+1.8	−2.7	+2.8	+3.9
2025	+3.9	−4.9	+0.9	+1.7	−5.0	+0.3	+3.9	−1.0	−1.6	+1.9	+0.9	−0.7	+0.2
2026	+0.9	−0.6	−0.4	+0.1	+0.6	−1.5	+1.1	−0.9	+0.4	−1.3	·	·	−1.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.7%.

Max daily drawdown: −9.0%
Max weekly drawdown: −7.9%
Max drawdown · equity: −15.7%
Max drawdown · balance: −15.7%
Absolute drawdown: −$2,990
Longest drawdown: 635 days · Mar
Recovery factor: 11.3
Max simultaneous risk: 10.3%

Symbol split

90 days

USDCAD

100%+177.8%

Long 52% · Short 48%

Hour and day

trade opens · UTC

Mon 26% · Tue 20% · Wed 18% · Thu 16% · Fri 20% · 49% in the New York session

Behaviour

from 7,139 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 8% · 4–12h 28% · over 12h 64%. Automated share 100%.

Statistics7,139 closed trades

Trades7,139

Won / lost4,674 / 2,465

Long win rate67% (3,719)

Short win rate63% (3,420)

Avg win+$28.1 · 39.0 pip

Avg loss−$45.9 · −59.9 pip

Best trade+$142 · Jan 13

Worst trade−$292 · Apr 11

Total pips+34,396

Lots713.9

Commission + swap−$7,568

Expectancy / trade+$2.5

Profit factor1.16

Sharpe−0.03daily returns, annualised

Z-score−19.9 (100%)dependence between runs

Standard deviation$38.3

AHPR / GHPR−0.00% / −0.00%

Recovery factor11.3

Winning streak51 (+$359)

Losing streak17 (−$245)

Avg holding time2.1 days

Trades / week28.3

Risk / trade1.0%

Monthly average+1.9%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 15:25	USDCAD	BUY	0.1	1.40359 → 1.39861	3.7 days	−49.8	−$38	—
Oct 29 15:25	USDCAD	BUY	0.1	1.40359 → 1.39861	3.7 days	−49.8	−$38	—
Oct 29 15:25	USDCAD	BUY	0.1	1.40359 → 1.39861	3.7 days	−49.8	−$38	—
Oct 29 15:25	USDCAD	BUY	0.1	1.40359 → 1.39861	3.7 days	−49.8	−$38	—
Oct 29 12:05	USDCAD	SELL	0.1	1.40109 → 1.39798	3.6 days	+31.1	+$20	—
Oct 28 13:05	USDCAD	SELL	0.1	1.40109 → 1.40446	2.6 days	−33.7	−$25	—
Oct 28 12:14	USDCAD	SELL	0.1	1.40384 → 1.40291	2.6 days	+9.3	+$6	—
Oct 28 12:00	USDCAD	BUY	0.1	1.40407 → 1.40332	2.6 days	−7.5	−$6	—
Oct 28 01:00	USDCAD	BUY	0.1	1.40181 → 1.40579	1.2 days	+39.8	+$27	—
Oct 26 20:25	USDCAD	SELL	0.1	1.40076 → 1.40248	3.7 days	−17.2	−$13	—
Oct 26 04:55	USDCAD	BUY	0.1	1.40334 → 1.40053	3.7 days	−28.1	−$21	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40623 → 1.40390	5.1 days	−23.3	−$20	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40056 → 1.40390	2.9 days	+33.4	+$23	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40350 → 1.40390	3.7 days	+4	+$2	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40623 → 1.40390	5.1 days	−23.3	−$20	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40551 → 1.40390	5.4 days	−16.1	−$14	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40623 → 1.40390	5.1 days	−23.3	−$20	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40623 → 1.40390	5.1 days	−23.3	−$20	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40038 → 1.40390	2.9 days	+35.2	+$25	—
Oct 22 23:14	USDCAD	BUY	0.1	1.40621 → 1.40017	2.6 days	−60.4	−$46	—
Oct 22 22:38	USDCAD	BUY	0.1	1.40660 → 1.40038	2.6 days	−62.2	−$47	—
Oct 22 17:11	USDCAD	SELL	0.1	1.40535 → 1.40137	2 days	+39.8	+$26	—
Oct 22 03:05	USDCAD	BUY	0.1	1.40755 → 1.40325	2.6 days	−43	−$33	—
Oct 20 09:50	USDCAD	SELL	0.1	1.41388 → 1.40579	3.6 days	+80.9	+$57	—
Oct 20 08:04	USDCAD	SELL	0.1	1.41004 → 1.40606	18h 29m	+39.8	+$28	—

1–25 of 7139

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