Sunlit Cascade · strategy profile

Sunlit 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	−0.3%	−14	3	1
This month	+0.1%	+7	11	5
This year	−2.5%	−137	113	47

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.9	−0.4	−0.2	−1.6	−1.8	−2.6	−1.1	−3.1	−2.4	+0.8	+0.8	−2.3	−14.9
2023	+0.9	−0.2	−0.6	−0.4	−0.5	+2.0	−1.3	−1.0	−1.1	+0.2	−1.0	−0.6	−3.6
2024	0.0	−1.9	−0.6	−1.0	−0.8	+1.0	+1.6	−0.9	+0.1	−0.4	−1.0	−0.6	−4.3
2025	−1.4	−1.0	−0.6	−2.6	−1.4	+0.6	−0.7	+1.0	−1.9	−1.3	−0.2	−1.0	−10.6
2026	+0.5	−0.7	+0.1	+0.7	−0.9	−1.2	+2.1	−1.3	−2.1	−0.4	+0.5	·	−2.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −31.1%.

Max daily drawdown: −2.7%
Max weekly drawdown: −4.0%
Max drawdown · equity: −31.1%
Max drawdown · balance: −31.1%
Absolute drawdown: −$3,093
Longest drawdown: 1765 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 3.5%

Symbol split

90 days

USDCHF

100%+30.6%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 20% · Thu 23% · Fri 18% · 62% in the London session

Behaviour

from 639 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 98% · over 12h 3%. Automated share 100%.

Statistics639 closed trades

Trades639

Won / lost260 / 379

Long win rate0% (0)

Short win rate41% (639)

Avg win+$19.2 · 16.9 pip

Avg loss−$21.2 · −18.7 pip

Best trade+$98 · Jan 27

Worst trade−$187 · Apr 9

Total pips−2,688

Lots63.9

Commission + swap−$88

Expectancy / trade−$4.8

Profit factor0.62

Sharpe−2.59daily returns, annualised

Z-score1.1 (72%)dependence between runs

Standard deviation$28.5

AHPR / GHPR−0.06% / −0.06%

Recovery factor−1.0

Winning streak5 (+$121)

Losing streak9 (−$168)

Avg holding time6h 15m

Trades / week2.5

Risk / trade3.5%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 13:05	USDCHF	SELL	0.1	0.82247 → 0.81963	5h 5m	+28.4	+$35	—
Oct 30 13:35	USDCHF	SELL	0.1	0.82029 → 0.82305	5h 5m	−27.6	−$34	—
Oct 29 00:35	USDCHF	SELL	0.1	0.82797 → 0.82947	5h 5m	−15	−$20	—
Oct 22 23:05	USDCHF	SELL	0.1	0.82118 → 0.82002	5h 5m	+11.6	+$14	—
Oct 22 08:05	USDCHF	SELL	0.1	0.82307 → 0.82126	5h 5m	+18.1	+$22	—
Oct 20 17:05	USDCHF	SELL	0.1	0.82369 → 0.82630	5h 5m	−26.1	−$32	—
Oct 15 23:05	USDCHF	SELL	0.1	0.82725 → 0.82744	5h 5m	−1.9	−$3	—
Oct 15 13:35	USDCHF	SELL	0.1	0.82831 → 0.82812	5h 5m	+1.9	+$2	—
Oct 14 22:35	USDCHF	SELL	0.1	0.83664 → 0.83416	5h 5m	+24.8	+$28	—
Oct 13 16:05	USDCHF	SELL	0.1	0.83259 → 0.83281	5h 5m	−2.2	−$3	—
Oct 8 22:35	USDCHF	SELL	0.1	0.83090 → 0.83144	5h 5m	−5.4	−$7	—
Oct 1 19:05	USDCHF	SELL	0.1	0.83335 → 0.83154	5h 5m	+18.1	+$22	—
Oct 1 13:05	USDCHF	SELL	0.1	0.83393 → 0.83553	5h 5m	−16	−$19	—
Sep 30 11:35	USDCHF	SELL	0.1	0.83301 → 0.83426	5h 5m	−12.5	−$15	—
Sep 24 12:35	USDCHF	SELL	0.1	0.82286 → 0.82768	5h 5m	−48.2	−$58	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82313 → 0.82202	2.2 days	+11.1	+$13	—
Sep 17 17:35	USDCHF	SELL	0.1	0.82303 → 0.82508	5h 5m	−20.5	−$25	—
Sep 14 14:35	USDCHF	SELL	0.1	0.81697 → 0.81836	5h 5m	−13.9	−$17	—
Sep 9 16:35	USDCHF	SELL	0.1	0.80782 → 0.81056	5h 5m	−27.4	−$34	—
Sep 8 18:35	USDCHF	SELL	0.1	0.80922 → 0.80897	5h 5m	+2.5	+$3	—
Sep 8 06:35	USDCHF	SELL	0.1	0.80860 → 0.80951	5h 5m	−9.1	−$11	—
Sep 2 18:35	USDCHF	SELL	0.1	0.81310 → 0.81334	5h 5m	−2.4	−$3	—
Aug 27 18:35	USDCHF	SELL	0.1	0.80330 → 0.80454	5h 5m	−12.4	−$15	—
Aug 26 01:05	USDCHF	SELL	0.1	0.80121 → 0.80201	5h 5m	−8	−$10	—
Aug 20 14:05	USDCHF	SELL	0.1	0.79768 → 0.79935	5h 5m	−16.7	−$21	—

1–25 of 639

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