Aurelio · strategy profile

Aurelio · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.4%	+60	2	1
This week	+0.8%	+121	10	5
This month	+1.8%	+281	41	21
This year	+5.2%	+928	396	209

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.9	+2.0	+0.7	−1.0	+2.9	+4.5	−0.5	+3.5	+6.2	0.0	+5.2	+2.0	+27.3
2023	+3.2	+1.0	−0.8	+4.6	−7.3	+4.9	−0.3	+0.4	−0.6	+0.7	+4.1	+2.5	+12.4
2024	+1.4	−1.0	+1.0	+0.1	−0.6	−1.8	−0.1	+5.9	+1.0	+1.1	−2.8	+1.4	+5.6
2025	−0.5	+0.6	−0.7	+6.5	−3.6	+2.8	−1.9	+2.8	+1.4	+1.6	+2.0	+1.5	+12.4
2026	−1.3	+3.9	−3.7	+0.9	+1.1	+1.6	−0.6	+2.5	−0.5	+1.4	·	·	+5.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −8.7%.

Max daily drawdown: −1.8%
Max weekly drawdown: −3.2%
Max drawdown · equity: −8.7%
Max drawdown · balance: −8.7%
Absolute drawdown: −$1,235
Longest drawdown: 210 days · May
Recovery factor: 9.7
Max simultaneous risk: 2.6%

Symbol split

90 days

USDCHF

100%+84.0%

Long 40% · Short 60%

Hour and day

trade opens · UTC

Mon 16% · Tue 24% · Wed 17% · Thu 23% · Fri 20% · 51% in the Asia session

Behaviour

from 2,310 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 51% · over 12h 48%. Automated share 100%.

Statistics2,310 closed trades

Trades2,310

Won / lost1,220 / 1,090

Long win rate54% (924)

Short win rate52% (1,386)

Avg win+$40.8 · 36.4 pip

Avg loss−$37.9 · −32.7 pip

Best trade+$316 · Apr 10

Worst trade−$301 · Apr 10

Total pips+8,751

Lots231.0

Commission + swap−$1,503

Expectancy / trade+$3.7

Profit factor1.20

Sharpe1.40daily returns, annualised

Z-score−1.9 (95%)dependence between runs

Standard deviation$51.2

AHPR / GHPR0.02% / 0.02%

Recovery factor9.7

Winning streak11 (+$572)

Losing streak13 (−$301)

Avg holding time1.4 days

Trades / week9.2

Risk / trade1.3%

Monthly average+1.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 18:30	USDCHF	BUY	0.1	0.82456 → 0.82359	22h 15m	−9.7	−$12	—
Oct 30 01:03	USDCHF	SELL	0.1	0.82791 → 0.82093	1 days	+69.8	+$85	—
Oct 29 17:05	USDCHF	BUY	0.1	0.82795 → 0.82606	22h 15m	−18.9	−$24	—
Oct 28 21:30	USDCHF	SELL	0.1	0.82892 → 0.82791	1.5 days	+10.1	+$10	—
Oct 28 18:35	USDCHF	SELL	0.1	0.82906 → 0.82931	22h 15m	−2.5	−$4	—
Oct 27 18:20	USDCHF	SELL	0.1	0.82765 → 0.82883	22h 15m	−11.8	−$15	—
Oct 27 09:10	USDCHF	BUY	0.1	0.82369 → 0.82879	1.5 days	+51	+$61	—
Oct 26 19:25	USDCHF	BUY	0.1	0.82369 → 0.82735	22h 15m	+36.6	+$44	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82053 → 0.82277	2.8 days	−22.4	−$28	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82463 → 0.82277	2.3 days	+18.6	+$22	—
Oct 23 13:25	USDCHF	SELL	0.1	0.82445 → 0.82319	1.5 days	+12.6	+$15	—
Oct 22 21:10	USDCHF	SELL	0.1	0.82445 → 0.82022	22h 15m	+42.3	+$51	—
Oct 21 22:50	USDCHF	BUY	0.1	0.82451 → 0.82438	1.5 days	−1.3	−$4	—
Oct 21 19:15	USDCHF	BUY	0.1	0.82378 → 0.82515	22h 15m	+13.7	+$17	—
Oct 20 19:35	USDCHF	BUY	0.1	0.82560 → 0.82498	22h 15m	−6.2	−$8	—
Oct 20 09:15	USDCHF	SELL	0.1	0.82534 → 0.82495	1.5 days	+3.9	+$4	—
Oct 19 19:30	USDCHF	SELL	0.1	0.82534 → 0.82687	22h 15m	−15.3	−$19	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82269 → 0.82372	2.4 days	−10.3	−$13	—
Oct 16 19:25	USDCHF	BUY	0.1	0.82630 → 0.82404	22h 15m	−22.6	−$27	—
Oct 16 10:14	USDCHF	SELL	0.1	0.83005 → 0.82307	23h 54m	+69.8	+$84	—
Oct 15 19:55	USDCHF	BUY	0.1	0.83448 → 0.82710	22h 15m	−73.8	−$89	—
Oct 15 04:00	USDCHF	SELL	0.1	0.83255 → 0.82853	1.5 days	+40.2	+$47	—
Oct 14 20:30	USDCHF	SELL	0.1	0.83266 → 0.83491	22h 15m	−22.5	−$27	—
Oct 13 19:20	USDCHF	BUY	0.1	0.83386 → 0.83254	22h 15m	−13.2	−$16	—
Oct 13 14:50	USDCHF	SELL	0.1	0.82986 → 0.83290	1.5 days	−30.4	−$37	—

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