Sirocco · strategy profile

Sirocco · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.2%	+40	1	1
This week	+0.1%	+35	6	3
This month	+1.2%	+346	32	23
This year	+5.6%	+1,824	310	208

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+6.3	+0.7	+0.6	+5.0	+2.4	+5.0	+2.4	+3.9	−0.2	+1.8	+3.5	+1.4	+32.9
2023	+3.4	+0.3	+2.1	−2.3	+0.1	+2.6	+1.3	+3.0	+3.1	−0.1	+0.3	+0.5	+14.2
2024	+2.3	−1.2	−0.4	−1.3	+0.6	0.0	0.0	+2.2	+0.6	+1.8	−0.7	+2.2	+6.3
2025	+3.0	−1.5	+0.9	+0.1	−1.9	−0.8	+1.2	−1.6	−1.1	+1.8	+0.2	−0.5	−0.4
2026	+2.7	−0.3	+1.0	−1.2	+0.6	+1.5	+0.3	−0.2	+0.5	+1.0	·	·	+5.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −6.3%.

Max daily drawdown: −3.1%
Max weekly drawdown: −4.2%
Max drawdown · equity: −6.3%
Max drawdown · balance: −6.3%
Absolute drawdown: −$960
Longest drawdown: 504 days · Sep
Recovery factor: 12.3
Max simultaneous risk: 5.5%

Symbol split

90 days

USDCAD

100%+77.9%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 26% · Tue 23% · Wed 15% · Thu 15% · Fri 20% · 45% in the New York session

Behaviour

from 1,916 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%.

Statistics1,916 closed trades

Trades1,916

Won / lost1,327 / 589

Long win rate72% (937)

Short win rate67% (979)

Avg win+$27.5 · 38.1 pip

Avg loss−$48.6 · −63.3 pip

Best trade+$32 · Apr 5

Worst trade−$281 · Feb 5

Total pips+13,318

Lots191.6

Commission + swap−$2,072

Expectancy / trade+$4.1

Profit factor1.27

Sharpe2.00daily returns, annualised

Z-score−7.4 (100%)dependence between runs

Standard deviation$41.8

AHPR / GHPR0.03% / 0.03%

Recovery factor12.3

Winning streak24 (+$368)

Losing streak8 (−$283)

Avg holding time2.2 days

Trades / week7.6

Risk / trade1.8%

Monthly average+1.0%

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 01:19	USDCAD	SELL	0.1	1.40174 → 1.39776	2.6 days	+39.8	+$26	—
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 25 21:03	USDCAD	BUY	0.1	1.40584 → 1.40390	5.2 days	−19.4	−$17	—
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 07:25	USDCAD	SELL	0.1	1.41095 → 1.40697	10h 50m	+39.8	+$28	—
Oct 19 11:01	USDCAD	SELL	0.1	1.41237 → 1.40839	5h 1m	+39.8	+$28	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41709 → 1.41311	2.3 days	+39.8	+$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42304 → 1.41095	3.9 days	−120.9	−$87	—
Oct 16 14:31	USDCAD	SELL	0.1	1.41763 → 1.41365	9h 46m	+39.8	+$28	—
Oct 16 10:10	USDCAD	SELL	0.1	1.41922 → 1.41524	10h 20m	+39.8	+$28	—
Oct 16 02:10	USDCAD	BUY	0.1	1.42633 → 1.41916	3.7 days	−71.7	−$54	—
Oct 15 14:32	USDCAD	SELL	0.1	1.42182 → 1.41784	1.7 days	+39.8	+$27	—
Oct 14 14:00	USDCAD	BUY	0.1	1.42583 → 1.42981	2.3 days	+39.8	+$27	—
Oct 13 14:40	USDCAD	SELL	0.1	1.42594 → 1.42196	1.7 days	+39.8	+$27	—
Oct 12 03:30	USDCAD	BUY	0.1	1.42589 → 1.42562	3.9 days	−2.7	−$3	—
Oct 11 21:03	USDCAD	SELL	0.1	1.42129 → 1.42677	4.9 days	−54.8	−$41	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42612 → 1.42658	4.2 days	+4.6	+$1	—
Oct 7 12:46	USDCAD	BUY	0.1	1.42357 → 1.42755	21h 56m	+39.8	+$27	—

1–25 of 1916

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