Midnight Lake · strategy profile

Midnight Lake · 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	+0.6%	+52	2	1
This month	+0.7%	+65	13	7
This year	+2.9%	+303	137	67

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.2	+0.2	−1.1	+0.7	+1.6	+3.0	+0.6	+2.1	+1.2	+1.2	−1.6	+0.5	+8.2
2023	−3.4	+3.5	−0.7	−0.3	−1.1	+4.4	−1.6	+0.6	+0.9	−1.0	−0.7	+1.0	+1.5
2024	+0.5	+3.4	−2.0	+0.7	+0.7	−3.4	−1.1	−1.8	−3.4	+0.4	+1.2	+5.0	+0.2
2025	−0.8	+0.5	−1.9	−3.0	+1.1	+1.7	+1.0	−1.6	+1.3	+0.1	+2.3	−2.1	−1.4
2026	+3.1	−0.5	+1.8	−0.5	−0.8	−2.3	+1.1	−0.5	+0.5	+1.3	0.0	·	+3.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.6%.

Max daily drawdown: −1.6%
Max weekly drawdown: −2.6%
Max drawdown · equity: −10.6%
Max drawdown · balance: −10.6%
Absolute drawdown: −$1,214
Longest drawdown: 973 days · Oct
Recovery factor: 1.1
Max simultaneous risk: 1.5%

Symbol split

90 days

USDCHF

100%+11.4%

Long 57% · Short 43%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 19% · Thu 23% · Fri 19% · 54% in the New York session

Behaviour

from 861 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 18%. Automated share 100%.

Statistics861 closed trades

Trades861

Won / lost435 / 426

Long win rate50% (492)

Short win rate51% (369)

Avg win+$37.3 · 33.2 pip

Avg loss−$35.4 · −30.5 pip

Best trade+$318 · Apr 10

Worst trade−$173 · Apr 11

Total pips+1,440

Lots86.1

Commission + swap−$450

Expectancy / trade+$1.3

Profit factor1.07

Sharpe0.45daily returns, annualised

Z-score0.3 (27%)dependence between runs

Standard deviation$50.9

AHPR / GHPR0.01% / 0.01%

Recovery factor1.1

Winning streak11 (+$214)

Losing streak10 (−$298)

Avg holding time1.2 days

Trades / week3.4

Risk / trade1.5%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82237 → 0.82241	2.9 days	+0.4	$0	—
Oct 29 22:20	USDCHF	SELL	0.1	0.82843 → 0.82325	22h 15m	+51.8	+$62	—
Oct 23 17:50	USDCHF	BUY	0.1	0.82045 → 0.82515	22h 15m	+47	+$56	—
Oct 22 19:25	USDCHF	BUY	0.1	0.82401 → 0.82052	22h 15m	−34.9	−$43	—
Oct 21 12:25	USDCHF	SELL	0.1	0.82466 → 0.82404	22h 15m	+6.2	+$7	—
Oct 19 19:30	USDCHF	SELL	0.1	0.82534 → 0.82687	22h 15m	−15.3	−$19	—
Oct 18 21:03	USDCHF	BUY	0.1	0.82672 → 0.82353	2.7 days	−31.9	−$39	—
Oct 16 03:15	USDCHF	SELL	0.1	0.82988 → 0.82751	22h 15m	+23.7	+$28	—
Oct 14 15:00	USDCHF	SELL	0.1	0.83298 → 0.83896	22h 15m	−59.8	−$72	—
Oct 12 19:25	USDCHF	BUY	0.1	0.82982 → 0.83467	22h 15m	+48.5	+$58	—
Oct 9 19:25	USDCHF	BUY	0.1	0.83125 → 0.82981	22h 15m	−14.4	−$17	—
Oct 5 19:25	USDCHF	BUY	0.1	0.82772 → 0.83039	22h 15m	+26.7	+$32	—
Oct 4 21:03	USDCHF	SELL	0.1	0.82954 → 0.82784	2.2 days	+17	+$20	—
Oct 2 16:15	USDCHF	SELL	0.1	0.83268 → 0.82919	22h 15m	+34.9	+$42	—
Sep 23 16:25	USDCHF	BUY	0.1	0.82104 → 0.82476	22h 15m	+37.2	+$45	—
Sep 22 17:45	USDCHF	BUY	0.1	0.82101 → 0.82171	22h 15m	+7	+$8	—
Sep 21 19:25	USDCHF	BUY	0.1	0.82140 → 0.82086	22h 15m	−5.4	−$7	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82448 → 0.82202	2.6 days	+24.6	+$29	—
Sep 16 08:00	USDCHF	SELL	0.1	0.81803 → 0.81895	22h 15m	−9.2	−$12	—
Sep 10 03:10	USDCHF	BUY	0.1	0.80894 → 0.80897	22h 15m	+0.3	−$1	—
Sep 8 16:15	USDCHF	SELL	0.1	0.80924 → 0.80979	22h 15m	−5.5	−$7	—
Sep 6 21:03	USDCHF	SELL	0.1	0.80878 → 0.80931	2.5 days	−5.3	−$7	—
Sep 4 08:55	USDCHF	SELL	0.1	0.80971 → 0.80882	22h 15m	+8.9	+$11	—
Aug 31 06:49	USDCHF	SELL	0.1	0.80956 → 0.80901	2.6 days	+5.5	+$6	—
Aug 28 16:15	USDCHF	SELL	0.1	0.80423 → 0.80924	22h 15m	−50.1	−$62	—

1–25 of 861

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