Midnight Estuary · strategy profile

Midnight Estuary · 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	−0.1%	−3	2	1
This month	−1.3%	−59	9	5
This year	−16.1%	−894	101	43

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.5	+0.5	−4.2	−1.5	+1.2	−6.0	−7.3	−0.2	−1.8	−1.0	0.0	+1.9	−18.0
2023	+0.5	−3.8	+0.9	+2.3	−2.6	−1.6	−0.3	−0.4	+4.3	−3.4	0.0	+4.6	+0.6
2024	−5.1	+2.6	+1.7	+1.4	−1.3	−0.4	−1.2	−2.9	0.0	−2.5	+2.0	+2.2	−3.5
2025	0.0	+0.9	+1.8	+6.6	−5.7	−1.3	0.0	+0.1	+0.4	−0.9	−4.2	+0.7	−1.5
2026	−8.3	+0.4	−1.5	+0.2	−0.6	−1.0	−0.5	−3.0	−0.1	−3.0	+0.6	·	−16.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −35.9%.

Max daily drawdown: −2.7%
Max weekly drawdown: −4.4%
Max drawdown · equity: −35.9%
Max drawdown · balance: −35.9%
Absolute drawdown: −$3,489
Longest drawdown: 1702 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 1.1%

Symbol split

90 days

USDCHF

100%+34.3%

Long 42% · Short 58%

Hour and day

trade opens · UTC

Mon 19% · Tue 5% · Wed 43% · Thu 11% · Fri 22% · 43% in the New York session

Behaviour

from 583 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 6% · over 12h 93%. Automated share 100%.

Statistics583 closed trades

Trades583

Won / lost263 / 320

Long win rate44% (246)

Short win rate46% (337)

Avg win+$50.2 · 45.2 pip

Avg loss−$51.9 · −44.6 pip

Best trade+$244 · Apr 11

Worst trade−$132 · Oct 26

Total pips−2,389

Lots58.3

Commission + swap−$733

Expectancy / trade−$5.9

Profit factor0.79

Sharpe−1.37daily returns, annualised

Z-score−0.4 (28%)dependence between runs

Standard deviation$65.8

AHPR / GHPR−0.07% / −0.07%

Recovery factor−1.0

Winning streak9 (+$246)

Losing streak10 (−$339)

Avg holding time2.5 days

Trades / week2.3

Risk / trade1.1%

Monthly average−0.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 20:40	USDCHF	SELL	0.1	0.83008 → 0.82481	2.4 days	+52.7	+$62	—
Oct 28 09:45	USDCHF	SELL	0.1	0.82480 → 0.83037	2.4 days	−55.7	−$68	—
Oct 23 19:35	USDCHF	BUY	0.1	0.82481 → 0.82512	2.4 days	+3.1	+$2	—
Oct 21 09:05	USDCHF	BUY	0.1	0.82441 → 0.82463	2.4 days	+2.2	+$2	—
Oct 18 21:03	USDCHF	BUY	0.1	0.82509 → 0.82353	2.5 days	−15.6	−$19	—
Oct 16 07:23	USDCHF	BUY	0.1	0.83318 → 0.82516	2 days	−80.2	−$99	—
Oct 14 08:20	USDCHF	BUY	0.1	0.83027 → 0.83286	2.4 days	+25.9	+$30	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83310 → 0.82891	4.4 days	−41.9	−$53	—
Oct 7 08:05	USDCHF	BUY	0.1	0.82822 → 0.83327	2.4 days	+50.5	+$60	—
Oct 4 21:03	USDCHF	BUY	0.1	0.82879 → 0.82765	2.6 days	−11.4	−$14	—
Oct 2 06:07	USDCHF	BUY	0.1	0.83526 → 0.82724	1.5 days	−80.2	−$99	—
Sep 30 17:30	USDCHF	BUY	0.1	0.83075 → 0.83502	2.4 days	+42.7	+$50	—
Sep 28 06:25	USDCHF	BUY	0.1	0.82857 → 0.83123	2.4 days	+26.6	+$31	—
Sep 25 19:30	USDCHF	BUY	0.1	0.82280 → 0.82822	2.4 days	+54.2	+$63	—
Sep 23 08:25	USDCHF	BUY	0.1	0.82181 → 0.82241	2.4 days	+6	+$6	—
Sep 20 21:04	USDCHF	BUY	0.1	0.81946 → 0.82183	4.4 days	+23.7	+$26	—
Sep 16 09:55	USDCHF	SELL	0.1	0.81688 → 0.81922	2.4 days	−23.4	−$30	—
Sep 13 23:20	USDCHF	SELL	0.1	0.81430 → 0.81730	2.4 days	−30	−$37	—
Sep 11 12:30	USDCHF	SELL	0.1	0.80816 → 0.81618	2.2 days	−80.2	−$100	—
Sep 9 07:35	USDCHF	SELL	0.1	0.80871 → 0.80884	2.4 days	−1.3	−$3	—
Sep 6 21:03	USDCHF	SELL	0.1	0.81270 → 0.80931	4 days	+33.9	+$39	—
Sep 2 19:30	USDCHF	SELL	0.1	0.80853 → 0.81325	2.4 days	−47.2	−$59	—
Aug 28 20:10	USDCHF	SELL	0.1	0.80382 → 0.80954	2.4 days	−57.2	−$73	—
Aug 26 08:00	USDCHF	SELL	0.1	0.80083 → 0.80324	2.4 days	−24.1	−$31	—
Aug 23 21:03	USDCHF	BUY	0.1	0.80138 → 0.80094	4.3 days	−4.4	−$8	—

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