Twilight Path · strategy profile

Twilight Path · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.6%	−40	1	0
This week	+0.7%	+52	4	3
This month	+0.1%	+15	21	9
This year	−5.6%	−292	199	93

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−2.8	−1.5	+1.7	−2.4	+1.3	−1.3	−0.1	−0.6	−0.6	+0.3	−1.7	+1.6	−6.2
2023	−1.8	−4.7	−0.9	−3.7	−1.8	−1.7	−0.7	+2.5	+0.1	0.0	+1.1	−1.3	−13.0
2024	−1.6	+2.1	−0.3	+2.0	−2.0	−0.7	+0.5	−4.9	+0.1	+1.3	+0.7	+1.7	−0.9
2025	+1.7	−2.1	+0.9	+4.4	+1.8	−1.2	+1.0	+1.8	−0.2	+0.9	+2.6	−2.7	+9.0
2026	−4.2	+2.6	−1.7	+3.1	−0.4	+1.5	−3.3	−0.6	−1.8	+0.1	−0.9	·	−5.5

Risk

1/10

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

Max daily drawdown: −2.1%
Max weekly drawdown: −3.1%
Max drawdown · equity: −22.8%
Max drawdown · balance: −22.8%
Absolute drawdown: −$2,281
Longest drawdown: 1766 days · Sep
Recovery factor: −0.7
Max simultaneous risk: 1.9%

Symbol split

90 days

USDCHF

100%+16.3%

Long 43% · Short 57%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 21% · Thu 21% · Fri 19% · 50% in the London session

Behaviour

from 1,133 trades

✓ Losers not held longer than winners! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 82% · over 12h 19%. Automated share 100%.

Statistics1,133 closed trades

Trades1,133

Won / lost547 / 586

Long win rate47% (492)

Short win rate50% (641)

Avg win+$34.7 · 31.0 pip

Avg loss−$35.2 · −30.4 pip

Best trade+$284 · Apr 10

Worst trade−$184 · Jan 27

Total pips−869

Lots113.3

Commission + swap−$767

Expectancy / trade−$1.4

Profit factor0.92

Sharpe−0.42daily returns, annualised

Z-score0.2 (13%)dependence between runs

Standard deviation$47.9

AHPR / GHPR−0.01% / −0.02%

Recovery factor−0.7

Winning streak8 (+$276)

Losing streak8 (−$199)

Avg holding time1.2 days

Trades / week4.5

Risk / trade1.9%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 03:30	USDCHF	BUY	0.1	0.82341 → 0.81942	22h 15m	−39.9	−$49	—
Nov 1 22:03	USDCHF	BUY	0.1	0.82139 → 0.82241	2.9 days	+10.2	+$12	—
Oct 29 22:45	USDCHF	SELL	0.1	0.82964 → 0.82307	22h 15m	+65.7	+$79	—
Oct 29 00:00	USDCHF	SELL	0.1	0.82986 → 0.82823	22h 15m	+16.3	+$18	—
Oct 27 18:45	USDCHF	SELL	0.1	0.82778 → 0.82885	22h 15m	−10.7	−$13	—
Oct 26 19:45	USDCHF	BUY	0.1	0.82427 → 0.82742	22h 15m	+31.5	+$38	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82215 → 0.82277	2.6 days	−6.2	−$8	—
Oct 23 05:30	USDCHF	BUY	0.1	0.81977 → 0.82169	22h 15m	+19.2	+$23	—
Oct 22 06:15	USDCHF	BUY	0.1	0.82479 → 0.82131	22h 15m	−34.8	−$44	—
Oct 21 03:00	USDCHF	BUY	0.1	0.82490 → 0.82583	22h 15m	+9.3	+$11	—
Oct 19 19:45	USDCHF	SELL	0.1	0.82530 → 0.82691	22h 15m	−16.1	−$19	—
Oct 18 21:03	USDCHF	BUY	0.1	0.82505 → 0.82353	2.6 days	−15.2	−$19	—
Oct 16 00:30	USDCHF	BUY	0.1	0.82860 → 0.82784	22h 15m	−7.6	−$10	—
Oct 15 01:15	USDCHF	BUY	0.1	0.83206 → 0.82952	22h 15m	−25.4	−$32	—
Oct 13 19:45	USDCHF	BUY	0.1	0.83427 → 0.83252	22h 15m	−17.5	−$21	—
Oct 12 20:00	USDCHF	BUY	0.1	0.82931 → 0.83467	22h 15m	+53.6	+$64	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83004 → 0.82891	2.2 days	−11.3	−$14	—
Oct 9 07:00	USDCHF	SELL	0.1	0.83391 → 0.83108	22h 15m	+28.3	+$34	—
Oct 8 03:30	USDCHF	SELL	0.1	0.83348 → 0.83335	22h 15m	+1.3	$0	—
Oct 7 04:30	USDCHF	SELL	0.1	0.83215 → 0.83352	22h 15m	−13.7	−$17	—
Oct 6 00:30	USDCHF	SELL	0.1	0.82953 → 0.83171	22h 15m	−21.8	−$27	—
Oct 2 12:15	USDCHF	BUY	0.1	0.83354 → 0.82664	22h 15m	−69	−$84	—
Oct 1 04:45	USDCHF	BUY	0.1	0.83320 → 0.83634	22h 15m	+31.4	+$36	—
Sep 29 22:30	USDCHF	SELL	0.1	0.83231 → 0.83436	22h 15m	−20.5	−$25	—
Sep 28 21:00	USDCHF	SELL	0.1	0.82955 → 0.83039	22h 15m	−8.4	−$11	—

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