Twilight Sparrow · strategy profile

Twilight Sparrow · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.4%	+35	2	2
This month	+0.5%	+47	9	5
This year	−7.9%	−582	86	36

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.9	−0.8	+1.3	−2.1	+1.9	+0.5	+0.6	−0.4	+0.5	−1.9	+4.4	+1.6	+3.7
2023	−3.3	−2.8	+0.6	+1.1	−0.1	−0.8	+0.7	−0.7	−1.6	+0.6	+1.2	+2.1	−2.9
2024	+0.6	+0.3	+0.2	−1.8	+1.6	+0.4	−0.5	−1.1	+1.0	−1.2	−2.5	−1.0	−3.9
2025	+0.4	+0.7	+0.8	+0.9	−1.5	+2.2	+0.4	−0.1	+0.8	−0.1	+0.1	+1.7	+6.1
2026	−1.1	−3.6	+0.1	−1.4	−1.4	+0.6	−0.3	−0.2	−1.8	+1.2	0.0	·	−8.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.1%.

Max daily drawdown: −1.6%
Max weekly drawdown: −3.1%
Max drawdown · equity: −11.1%
Max drawdown · balance: −11.1%
Absolute drawdown: −$1,156
Longest drawdown: 1400 days · Oct
Recovery factor: −0.5
Max simultaneous risk: 5.1%

Symbol split

90 days

USDCHF

100%+5.5%

Long 12% · Short 88%

Hour and day

trade opens · UTC

Mon 23% · Tue 18% · Wed 24% · Thu 18% · Fri 17% · 41% in the New York session

Behaviour

from 490 trades

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

Holding time: under 1h 0% · 1–4h 2% · 4–12h 15% · over 12h 83%. Automated share 100%.

Statistics490 closed trades

Trades490

Won / lost242 / 248

Long win rate44% (59)

Short win rate50% (431)

Avg win+$36.2 · 32.3 pip

Avg loss−$37.6 · −32.2 pip

Best trade+$76 · Jan 23

Worst trade−$163 · Feb 5

Total pips−175

Lots49.0

Commission + swap−$313

Expectancy / trade−$1.1

Profit factor0.94

Sharpe−0.36daily returns, annualised

Z-score0.6 (45%)dependence between runs

Standard deviation$45.8

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak10 (+$140)

Losing streak7 (−$333)

Avg holding time1.2 days

Trades / week1.9

Risk / trade5.1%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 17:20	USDCHF	SELL	0.1	0.82896 → 0.82602	1 days	+29.4	+$34	—
Oct 28 12:05	USDCHF	BUY	0.1	0.82887 → 0.82938	1 days	+5.1	+$6	—
Oct 22 12:10	USDCHF	SELL	0.1	0.82405 → 0.82179	1 days	+22.6	+$26	—
Oct 21 08:20	USDCHF	SELL	0.1	0.82448 → 0.82500	1 days	−5.2	−$7	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82243 → 0.82372	2.3 days	−12.9	−$16	—
Oct 16 14:31	USDCHF	SELL	0.1	0.82791 → 0.82193	21h 16m	+59.8	+$72	—
Oct 15 02:00	USDCHF	SELL	0.1	0.83202 → 0.82982	1 days	+22	+$25	—
Oct 13 01:00	USDCHF	SELL	0.1	0.82938 → 0.83410	1 days	−47.2	−$57	—
Oct 7 16:50	USDCHF	SELL	0.1	0.83120 → 0.83385	1 days	−26.5	−$32	—
Oct 2 04:01	USDCHF	SELL	0.1	0.83511 → 0.82913	19h 11m	+59.8	+$72	—
Oct 1 02:25	USDCHF	SELL	0.1	0.83371 → 0.83638	1 days	−26.7	−$33	—
Sep 25 05:00	USDCHF	SELL	0.1	0.82415 → 0.82935	1 days	−52	−$63	—
Sep 22 10:35	USDCHF	SELL	0.1	0.82222 → 0.81914	1 days	+30.8	+$37	—
Sep 15 16:45	USDCHF	SELL	0.1	0.81638 → 0.81902	1 days	−26.4	−$33	—
Sep 13 21:03	USDCHF	BUY	0.1	0.81398 → 0.81518	2.7 days	+12	+$14	—
Sep 11 02:45	USDCHF	SELL	0.1	0.80904 → 0.81386	1 days	−48.2	−$60	—
Sep 7 21:15	USDCHF	SELL	0.1	0.80871 → 0.80915	1 days	−4.4	−$6	—
Sep 6 21:03	USDCHF	SELL	0.1	0.80637 → 0.80931	3 days	−29.4	−$37	—
Aug 27 16:05	USDCHF	BUY	0.1	0.80556 → 0.80367	1 days	−18.9	−$25	—
Aug 25 00:50	USDCHF	SELL	0.1	0.79999 → 0.80232	1 days	−23.3	−$30	—
Aug 19 13:13	USDCHF	SELL	0.1	0.81128 → 0.80530	10h 33m	+59.8	+$74	—
Aug 13 12:15	USDCHF	SELL	0.1	0.81115 → 0.81312	1 days	−19.7	−$26	—
Aug 9 21:03	USDCHF	SELL	0.1	0.81171 → 0.80658	2.6 days	+51.3	+$63	—
Aug 6 18:30	USDCHF	SELL	0.1	0.80673 → 0.81244	1 days	−57.1	−$72	—
Jul 28 07:20	USDCHF	SELL	0.1	0.81435 → 0.81937	1 days	−50.2	−$62	—

1–25 of 490

Twilight Sparrow◇Strategy

Rules