Ivory Cascade · strategy profile

Ivory Cascade · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.3%	+22	1	1
This week	+1.9%	+127	6	5
This month	+2.1%	+145	23	13
This year	−5.8%	−341	211	92

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.5	0.0	−2.4	−3.5	−2.8	−5.5	−0.2	−1.6	−3.1	+2.6	+7.2	+0.1	−9.7
2023	+2.7	−2.2	+3.0	+2.7	−1.7	+1.9	+1.3	−1.7	−2.8	−2.1	+2.7	+0.1	+4.0
2024	−1.6	−3.2	−1.2	−3.2	+1.8	−1.4	−0.5	+2.8	+0.5	+0.4	−3.1	+1.1	−7.5
2025	−1.6	+0.2	+0.1	+2.7	+0.8	+1.9	−1.5	−2.2	+1.5	−0.8	+0.3	+0.1	+1.7
2026	+1.5	−1.1	−2.0	+0.8	−0.7	−3.5	+1.8	−2.6	−2.0	+1.1	+0.7	·	−6.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.5%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.6%
Max drawdown · equity: −20.5%
Max drawdown · balance: −20.5%
Absolute drawdown: −$2,058
Longest drawdown: 1742 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 2.2%

Symbol split

90 days

USDCHF

100%+17.3%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 15% · Tue 22% · Wed 21% · Thu 22% · Fri 20% · 47% in the New York session

Behaviour

from 1,164 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 87% · over 12h 13%. Automated share 100%.

Statistics1,164 closed trades

Trades1,164

Won / lost546 / 618

Long win rate60% (5)

Short win rate47% (1,159)

Avg win+$31.8 · 28.2 pip

Avg loss−$30.8 · −26.8 pip

Best trade+$284 · Apr 11

Worst trade−$199 · Apr 9

Total pips−1,165

Lots116.4

Commission + swap−$522

Expectancy / trade−$1.5

Profit factor0.91

Sharpe−0.53daily returns, annualised

Z-score0.7 (51%)dependence between runs

Standard deviation$43.4

AHPR / GHPR−0.01% / −0.02%

Recovery factor−0.8

Winning streak9 (+$284)

Losing streak9 (−$221)

Avg holding time21h 6m

Trades / week4.6

Risk / trade2.2%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 09:19	USDCHF	SELL	0.1	0.81958 → 0.81741	17h 36m	+21.7	+$26	—
Nov 2 15:25	USDCHF	SELL	0.1	0.82447 → 0.81983	16h 0m	+46.4	+$57	—
Nov 1 22:03	USDCHF	SELL	0.1	0.82234 → 0.82455	2.7 days	−22.1	−$27	—
Oct 30 05:22	USDCHF	SELL	0.1	0.82903 → 0.82259	16h 0m	+64.4	+$78	—
Oct 29 12:38	USDCHF	SELL	0.1	0.82791 → 0.82760	16h 0m	+3.1	+$2	—
Oct 28 20:27	USDCHF	SELL	0.1	0.82974 → 0.82839	16h 0m	+13.5	+$16	—
Oct 23 18:51	USDCHF	SELL	0.1	0.82093 → 0.82533	16h 0m	−44	−$53	—
Oct 23 02:42	USDCHF	SELL	0.1	0.82102 → 0.82133	16h 0m	−3.1	−$4	—
Oct 22 10:19	USDCHF	SELL	0.1	0.82392 → 0.82082	16h 0m	+31	+$36	—
Oct 19 13:13	USDCHF	SELL	0.1	0.82362 → 0.82458	16h 0m	−9.6	−$12	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82271 → 0.82372	2.4 days	−10.1	−$13	—
Oct 16 11:35	USDCHF	SELL	0.1	0.82745 → 0.82301	16h 0m	+44.4	+$53	—
Oct 15 18:06	USDCHF	SELL	0.1	0.82937 → 0.82710	16h 0m	+22.7	+$27	—
Oct 15 01:20	USDCHF	SELL	0.1	0.83347 → 0.82937	16h 0m	+41	+$48	—
Oct 14 08:49	USDCHF	SELL	0.1	0.83294 → 0.83360	16h 0m	−6.6	−$8	—
Oct 13 16:18	USDCHF	SELL	0.1	0.83425 → 0.83292	16h 0m	+13.3	+$16	—
Oct 12 13:09	USDCHF	SELL	0.1	0.82953 → 0.83295	16h 0m	−34.2	−$41	—
Oct 11 21:03	USDCHF	SELL	0.1	0.83003 → 0.82910	2.1 days	+9.3	+$11	—
Oct 9 16:08	USDCHF	SELL	0.1	0.83132 → 0.83065	16h 0m	+6.7	+$8	—
Oct 7 18:54	USDCHF	SELL	0.1	0.83327 → 0.83296	16h 0m	+3.1	+$4	—
Oct 7 02:36	USDCHF	SELL	0.1	0.83119 → 0.83330	16h 0m	−21.1	−$26	—
Oct 6 10:29	USDCHF	SELL	0.1	0.83110 → 0.83161	16h 0m	−5.1	−$7	—
Oct 5 18:27	USDCHF	SELL	0.1	0.82965 → 0.83164	16h 0m	−19.9	−$24	—
Oct 1 12:23	USDCHF	SELL	0.1	0.83577 → 0.83566	16h 0m	+1.1	$0	—
Sep 30 02:06	USDCHF	SELL	0.1	0.83442 → 0.83410	16h 0m	+3.2	+$3	—

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Ivory Cascade◇Strategy

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