Alisio · strategy profile

Alisio · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.1%	+40	1	1
This week	−0.6%	−200	15	4
This month	−0.5%	−61	78	49
This year	+6.6%	+3,731	771	514

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+14.5	+5.3	−5.8	+18.3	−2.4	+10.2	+6.1	+3.3	+0.9	+6.9	+7.2	−0.3	+64.2
2023	+6.1	+3.5	+1.6	−3.4	+3.0	+5.9	+5.2	+4.7	+2.7	+2.7	+2.0	−1.1	+32.9
2024	+5.9	−1.6	0.0	−2.6	−0.5	−0.3	−1.0	−1.3	+1.5	+1.9	−2.4	+4.5	+4.2
2025	+3.9	−1.3	+1.0	−0.1	−2.5	−1.3	+4.6	−1.7	−2.0	+1.5	+0.4	−1.7	+0.8
2026	+3.9	−1.1	+0.9	−2.5	+2.0	0.0	+0.8	+0.8	+2.5	−0.6	·	·	+6.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.6%.

Max daily drawdown: −6.4%
Max weekly drawdown: −8.4%
Max drawdown · equity: −12.6%
Max drawdown · balance: −12.6%
Absolute drawdown: −$2,703
Longest drawdown: 534 days · Sep
Recovery factor: 14.3
Max simultaneous risk: 9.2%

Symbol split

90 days

USDCAD

100%+180.3%

Long 57% · Short 43%

Hour and day

trade opens · UTC

Mon 26% · Tue 24% · Wed 15% · Thu 15% · Fri 21% · 45% in the New York session

Behaviour

from 4,832 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 8% · 4–12h 30% · over 12h 62%. Automated share 100%.

Statistics4,832 closed trades

Trades4,832

Won / lost3,321 / 1,511

Long win rate70% (2,759)

Short win rate67% (2,073)

Avg win+$27.4 · 37.9 pip

Avg loss−$48.1 · −62.5 pip

Best trade+$32 · Apr 5

Worst trade−$292 · Apr 11

Total pips+31,536

Lots483.2

Commission + swap−$5,264

Expectancy / trade+$3.8

Profit factor1.25

Sharpe0.78daily returns, annualised

Z-score−26.2 (100%)dependence between runs

Standard deviation$39.6

AHPR / GHPR0.01% / 0.01%

Recovery factor14.3

Winning streak40 (+$581)

Losing streak16 (−$395)

Avg holding time2.2 days

Trades / week19.2

Risk / trade1.2%

Monthly average+1.9%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 11:00	USDCAD	SELL	0.1	1.39953 → 1.39555	1.1 days	+39.8	+$28	—
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 01:19	USDCAD	SELL	0.1	1.40174 → 1.39776	2.6 days	+39.8	+$26	—
Oct 28 02:24	USDCAD	BUY	0.1	1.40239 → 1.40637	17h 54m	+39.8	+$28	—
Oct 28 01:00	USDCAD	BUY	0.1	1.40160 → 1.40558	14h 0m	+39.8	+$28	—
Oct 27 10:20	USDCAD	SELL	0.1	1.40001 → 1.40148	3.7 days	−14.7	−$11	—
Oct 26 04:55	USDCAD	BUY	0.1	1.40334 → 1.40053	3.7 days	−28.1	−$21	—
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	1.40584 → 1.40390	5.2 days	−19.4	−$17	—
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	1.40623 → 1.40390	5.1 days	−23.3	−$20	—
Oct 23 12:20	USDCAD	SELL	0.1	1.40331 → 1.39933	2.9 days	+39.8	+$26	—
Oct 23 12:16	USDCAD	SELL	0.1	1.40358 → 1.39960	21h 41m	+39.8	+$28	—
Oct 22 07:22	USDCAD	SELL	0.1	1.40553 → 1.40155	1.8 days	+39.8	+$26	—
Oct 20 11:25	USDCAD	BUY	0.1	1.41613 → 1.40488	3.7 days	−112.5	−$81	—
Oct 20 07:37	USDCAD	SELL	0.1	1.41043 → 1.40645	19h 2m	+39.8	+$28	—
Oct 20 07:33	USDCAD	SELL	0.1	1.41057 → 1.40659	1 days	+39.8	+$28	—
Oct 20 07:33	USDCAD	SELL	0.1	1.41057 → 1.40659	1 days	+39.8	+$28	—
Oct 20 07:33	USDCAD	SELL	0.1	1.41057 → 1.40659	1 days	+39.8	+$28	—
Oct 20 07:25	USDCAD	BUY	0.1	1.41682 → 1.40670	3.7 days	−101.2	−$73	—
Oct 20 07:25	USDCAD	SELL	0.1	1.41095 → 1.40697	10h 50m	+39.8	+$28	—

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