Twilight Cascade · strategy profile

Twilight 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	−1.4%	−75	2	0
This month	−3.3%	−180	11	5
This year	−12.5%	−691	106	47

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.5	−2.1	−1.3	−1.0	+2.7	−3.1	+0.1	−2.8	−1.2	−1.1	+2.3	+1.1	−7.9
2023	−1.6	−0.5	−1.1	+2.5	−0.4	+0.6	+2.0	+0.5	+0.7	−0.7	−2.3	+1.0	+0.8
2024	−2.4	+0.6	−0.9	+0.9	−3.0	+1.0	−0.6	+1.7	−1.2	−1.4	+1.8	−0.1	−3.4
2025	−1.0	−1.3	+1.1	0.0	−1.3	−2.7	−2.0	+0.1	−0.5	−2.2	−4.4	−0.6	−14.9
2026	+2.2	−1.3	−3.3	−0.9	−2.5	−4.1	−3.5	+2.6	+1.0	−3.6	+1.1	·	−12.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −33.3%.

Max daily drawdown: −4.1%
Max weekly drawdown: −3.5%
Max drawdown · equity: −33.3%
Max drawdown · balance: −33.3%
Absolute drawdown: −$3,303
Longest drawdown: 1756 days · Aug
Recovery factor: −1.0
Max simultaneous risk: 4.8%

Symbol split

90 days

USDCHF

100%+32.6%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 29% · Tue 13% · Wed 23% · Thu 13% · Fri 22% · 48% in the London session

Behaviour

from 586 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 1% · over 12h 99%. Automated share 100%.

Statistics586 closed trades

Trades586

Won / lost257 / 329

Long win rate43% (289)

Short win rate44% (297)

Avg win+$41.5 · 37.6 pip

Avg loss−$42.3 · −36.1 pip

Best trade+$171 · Jan 27

Worst trade−$396 · Jun 16

Total pips−2,222

Lots58.6

Commission + swap−$610

Expectancy / trade−$5.6

Profit factor0.77

Sharpe−1.55daily returns, annualised

Z-score1.3 (82%)dependence between runs

Standard deviation$57.9

AHPR / GHPR−0.07% / −0.07%

Recovery factor−1.0

Winning streak7 (+$332)

Losing streak8 (−$406)

Avg holding time2 days

Trades / week2.3

Risk / trade4.8%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	SELL	0.1	0.82116 → 0.82260	2.5 days	−14.4	−$18	—
Oct 29 21:55	USDCHF	BUY	0.1	0.83008 → 0.82398	1.6 days	−61	−$76	—
Oct 27 14:55	USDCHF	SELL	0.1	0.82385 → 0.82850	1.6 days	−46.5	−$57	—
Oct 23 06:55	USDCHF	SELL	0.1	0.82430 → 0.82286	1.6 days	+14.4	+$16	—
Oct 21 16:55	USDCHF	SELL	0.1	0.82527 → 0.82454	1.6 days	+7.3	+$8	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82465 → 0.82372	2.5 days	+9.3	+$11	—
Oct 15 21:55	USDCHF	BUY	0.1	0.83306 → 0.82620	1.6 days	−68.6	−$85	—
Oct 13 18:55	USDCHF	BUY	0.1	0.83053 → 0.83245	1.6 days	+19.2	+$23	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83115 → 0.82891	2.5 days	−22.4	−$28	—
Oct 9 05:55	USDCHF	BUY	0.1	0.83395 → 0.83034	1.6 days	−36.1	−$45	—
Oct 7 13:55	USDCHF	BUY	0.1	0.83148 → 0.83331	1.6 days	+18.3	+$21	—
Oct 4 21:03	USDCHF	SELL	0.1	0.82717 → 0.82784	2.5 days	−6.7	−$9	—
Oct 1 05:55	USDCHF	BUY	0.1	0.83477 → 0.83644	1.6 days	+16.7	+$18	—
Sep 29 13:55	USDCHF	BUY	0.1	0.82982 → 0.83383	1.6 days	+40.1	+$48	—
Sep 27 21:03	USDCHF	BUY	0.1	0.82755 → 0.82740	3.5 days	−1.5	−$3	—
Sep 22 18:55	USDCHF	BUY	0.1	0.82324 → 0.82118	1.6 days	−20.6	−$26	—
Sep 20 21:04	USDCHF	BUY	0.1	0.82561 → 0.82183	2.4 days	−37.8	−$46	—
Sep 18 08:55	USDCHF	BUY	0.1	0.82507 → 0.82450	1.6 days	−5.7	−$9	—
Sep 16 17:55	USDCHF	BUY	0.1	0.81828 → 0.81874	1.6 days	+4.6	+$5	—
Sep 13 21:03	USDCHF	BUY	0.1	0.81438 → 0.81518	2.5 days	+8	+$9	—
Sep 11 05:55	USDCHF	BUY	0.1	0.81048 → 0.81266	1.6 days	+21.8	+$25	—
Sep 9 09:55	USDCHF	BUY	0.1	0.80968 → 0.81021	1.6 days	+5.3	+$6	—
Sep 6 21:03	USDCHF	BUY	0.1	0.80802 → 0.80912	2.9 days	+11	+$13	—
Sep 2 16:55	USDCHF	BUY	0.1	0.80952 → 0.81289	1.6 days	+33.7	+$41	—
Aug 31 06:49	USDCHF	BUY	0.1	0.80471 → 0.80882	3 days	+41.1	+$50	—

1–25 of 586

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