Dusky Cascade · strategy profile

Dusky Cascade · 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	−0.4%	−25	2	0
This month	−2.2%	−149	11	4
This year	−1.3%	−59	93	39

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.7	+0.2	−0.2	−1.1	−0.8	−3.4	−2.7	−2.3	+0.8	+1.6	+0.1	−0.3	−7.4
2023	−0.2	+0.7	+2.0	+0.6	−1.1	−0.9	−1.7	−1.7	+0.9	−0.7	+0.4	+0.8	−1.0
2024	−3.3	−0.8	−1.6	−0.3	+0.8	+0.5	+1.5	+0.9	+1.4	−1.7	+0.7	−1.0	−2.9
2025	−0.9	−0.8	+0.2	+0.4	+0.7	+0.5	−1.6	0.0	+1.0	−3.8	−1.4	+0.2	−5.6
2026	0.0	+0.1	+1.1	+0.2	+0.6	−1.1	−1.1	+1.8	−0.6	−1.9	−0.3	·	−1.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.1%.

Max daily drawdown: −2.1%
Max weekly drawdown: −2.1%
Max drawdown · equity: −18.1%
Max drawdown · balance: −18.1%
Absolute drawdown: −$1,840
Longest drawdown: 1694 days · Nov
Recovery factor: −0.9
Max simultaneous risk: 6.3%

Symbol split

90 days

USDCHF

100%+17.0%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 17% · Tue 20% · Wed 19% · Thu 26% · Fri 19% · 56% in the New York session

Behaviour

from 537 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 86% · over 12h 14%. Automated share 100%.

Statistics537 closed trades

Trades537

Won / lost248 / 289

Long win rate43% (270)

Short win rate49% (267)

Avg win+$23.3 · 20.9 pip

Avg loss−$25.8 · −22.4 pip

Best trade+$155 · Sep 22

Worst trade−$195 · Nov 10

Total pips−1,276

Lots53.7

Commission + swap−$253

Expectancy / trade−$3.2

Profit factor0.77

Sharpe−1.39daily returns, annualised

Z-score−1.3 (82%)dependence between runs

Standard deviation$35.9

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak7 (+$156)

Losing streak9 (−$220)

Avg holding time17h 31m

Trades / week2.1

Risk / trade6.3%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82422 → 0.82241	2.1 days	−18.1	−$23	—
Oct 29 07:35	USDCHF	SELL	0.1	0.82808 → 0.82874	11h 35m	−6.6	−$9	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82237 → 0.82258	2.5 days	+2.1	+$2	—
Oct 22 17:35	USDCHF	SELL	0.1	0.82108 → 0.82190	11h 35m	−8.2	−$10	—
Oct 20 03:35	USDCHF	BUY	0.1	0.82685 → 0.82517	11h 35m	−16.8	−$21	—
Oct 15 15:35	USDCHF	SELL	0.1	0.82839 → 0.82953	11h 35m	−11.4	−$14	—
Oct 15 03:35	USDCHF	BUY	0.1	0.83861 → 0.82844	11h 35m	−101.7	−$124	—
Oct 14 03:35	USDCHF	SELL	0.1	0.83255 → 0.83185	11h 35m	+7	+$8	—
Oct 12 21:35	USDCHF	BUY	0.1	0.83334 → 0.83408	11h 35m	+7.4	+$8	—
Oct 9 05:35	USDCHF	SELL	0.1	0.83129 → 0.83010	11h 35m	+11.9	+$14	—
Oct 6 01:35	USDCHF	BUY	0.1	0.83188 → 0.83043	11h 35m	−14.5	−$18	—
Sep 30 11:35	USDCHF	SELL	0.1	0.83417 → 0.83426	11h 35m	−0.9	−$1	—
Sep 29 03:35	USDCHF	BUY	0.1	0.83231 → 0.83245	11h 35m	+1.4	+$1	—
Sep 27 21:03	USDCHF	SELL	0.1	0.82838 → 0.82759	2 days	+7.9	+$9	—
Sep 23 15:35	USDCHF	BUY	0.1	0.82182 → 0.82486	11h 35m	+30.4	+$37	—
Sep 18 13:35	USDCHF	SELL	0.1	0.82438 → 0.82531	11h 35m	−9.3	−$11	—
Sep 17 13:35	USDCHF	BUY	0.1	0.82593 → 0.82361	11h 35m	−23.2	−$28	—
Sep 15 05:35	USDCHF	SELL	0.1	0.81626 → 0.81844	11h 35m	−21.8	−$27	—
Sep 11 01:35	USDCHF	BUY	0.1	0.81262 → 0.81261	11h 35m	−0.1	−$1	—
Sep 10 01:35	USDCHF	SELL	0.1	0.80692 → 0.80955	11h 35m	−26.3	−$34	—
Sep 6 21:03	USDCHF	BUY	0.1	0.80970 → 0.80912	2.2 days	−5.8	−$8	—
Sep 3 03:35	USDCHF	SELL	0.1	0.81297 → 0.81225	11h 35m	+7.2	+$7	—
Aug 31 06:49	USDCHF	BUY	0.1	0.80927 → 0.80882	2.5 days	−4.5	−$6	—
Aug 28 03:35	USDCHF	SELL	0.1	0.80349 → 0.80463	11h 35m	−11.4	−$15	—
Aug 27 01:35	USDCHF	BUY	0.1	0.80560 → 0.80512	11h 35m	−4.8	−$7	—

1–25 of 537

Dusky Cascade◇Strategy

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