Levi 36 · strategy profile

Levi 36 · strategy profile · SocialCharts

Performance

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

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.3%	−47	1	0
This month	−1.8%	−278	7	2
This year	−4.9%	−723	67	32

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.3	−0.7	−1.6	−1.2	+0.4	+1.1	+0.6	−1.1	−1.5	+0.8	−3.1	+0.2	−5.9
2021	−0.9	−0.7	+2.2	−0.8	−2.4	−0.6	−1.1	−1.5	−0.4	+0.2	+0.5	+0.7	−4.8
2022	−2.4	+0.5	+0.8	+3.8	−2.2	+1.0	−2.3	+0.3	−0.5	−0.6	+4.5	+4.3	+7.0
2023	−4.1	+2.2	−0.7	−1.8	+2.2	+2.4	−2.9	+0.6	+0.6	+2.1	+0.5	+0.5	+1.5
2024	−1.4	+0.8	+1.0	+1.2	0.0	+0.5	+2.7	−0.3	+2.4	+4.4	+1.5	+2.5	+15.2
2025	−1.1	−0.4	+0.3	+0.8	+0.4	+0.6	+1.0	−1.7	−0.3	−2.5	+0.7	−0.7	−2.8
2026	−0.3	+0.4	+1.5	−0.1	−0.5	+0.3	−1.0	−0.3	−3.2	−1.8	0.0	·	−5.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −14.9%.

Max daily drawdown: −3.3%
Max weekly drawdown: −3.7%
Max drawdown · equity: −14.9%
Max drawdown · balance: −14.9%
Absolute drawdown: −$1,520
Longest drawdown: 1622 days · Feb
Recovery factor: 0.3
Max simultaneous risk: 1.5%

Symbol split

90 days

USDJPY

100%+4.0%

Long 75% · Short 25%

Hour and day

trade opens · UTC

Mon 27% · Tue 17% · Wed 20% · Thu 17% · Fri 19% · 47% in the New York session

Behaviour

from 507 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 2% · over 12h 97%. Automated share 100%.

Statistics507 closed trades

Trades507

Won / lost260 / 247

Long win rate52% (381)

Short win rate49% (126)

Avg win+$46.7 · 66.2 pip

Avg loss−$47.6 · −62.4 pip

Best trade+$346 · Nov 10

Worst trade−$211 · Oct 26

Total pips+1,801

Lots50.7

Commission + swap−$571

Expectancy / trade+$0.8

Profit factor1.03

Sharpe0.23daily returns, annualised

Z-score0.4 (29%)dependence between runs

Standard deviation$66.8

AHPR / GHPR0.01% / 0.01%

Recovery factor0.3

Winning streak7 (+$366)

Losing streak8 (−$303)

Avg holding time2 days

Trades / week1.4

Risk / trade1.5%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 05:35	USDJPY	BUY	0.1	158.110 → 157.637	1.6 days	−47.3	−$32	—
Oct 23 00:16	USDJPY	BUY	0.1	158.152 → 156.150	1.3 days	−200.2	−$130	—
Oct 20 21:35	USDJPY	BUY	0.1	158.115 → 158.136	1.6 days	+2.1	$0	—
Oct 16 01:35	USDJPY	BUY	0.1	158.452 → 158.132	1.6 days	−32	−$22	—
Oct 13 21:35	USDJPY	BUY	0.1	158.346 → 158.306	1.6 days	−4	−$4	—
Oct 11 21:03	USDJPY	BUY	0.1	158.223 → 158.236	3.6 days	+1.3	$0	—
Oct 6 19:35	USDJPY	BUY	0.1	158.123 → 158.148	1.6 days	+2.5	+$1	—
Oct 4 21:04	USDJPY	BUY	0.1	157.815 → 157.617	2.2 days	−19.8	−$13	—
Oct 2 07:35	USDJPY	BUY	0.1	157.264 → 157.752	1.6 days	+48.8	+$29	—
Sep 29 17:35	USDJPY	BUY	0.1	157.748 → 157.419	1.6 days	−32.9	−$21	—
Sep 27 21:03	USDJPY	BUY	0.1	158.764 → 157.214	3.5 days	−155	−$100	—
Sep 22 21:35	USDJPY	BUY	0.1	157.066 → 157.385	1.6 days	+31.9	+$19	—
Sep 18 08:13	USDJPY	SELL	0.1	155.673 → 157.675	1 days	−200.2	−$127	—
Sep 16 03:35	USDJPY	SELL	0.1	154.570 → 155.344	1.6 days	−77.4	−$51	—
Sep 10 11:35	USDJPY	SELL	0.1	153.975 → 154.113	1.6 days	−13.8	−$11	—
Sep 2 21:35	USDJPY	BUY	0.1	159.889 → 158.686	1.6 days	−120.3	−$78	—
Aug 30 21:03	USDJPY	BUY	0.1	159.375 → 159.997	3.6 days	+62.2	+$38	—
Aug 26 07:35	USDJPY	SELL	0.1	159.166 → 159.030	1.6 days	+13.6	+$8	—
Aug 12 07:35	USDJPY	SELL	0.1	158.893 → 159.361	1.6 days	−46.8	−$30	—
Aug 6 23:35	USDJPY	SELL	0.1	157.709 → 158.431	1.6 days	−72.2	−$48	—
Jul 30 13:37	USDJPY	BUY	0.1	163.762 → 161.760	23h 37m	−200.2	−$125	—
Jul 29 03:35	USDJPY	BUY	0.1	163.658 → 163.657	1.6 days	−0.1	−$1	—
Jul 26 21:03	USDJPY	BUY	0.1	163.862 → 163.556	2 days	−30.6	−$19	—
Jul 24 09:35	USDJPY	BUY	0.1	163.165 → 163.741	1.6 days	+57.6	+$33	—
Jul 21 15:35	USDJPY	BUY	0.1	162.529 → 162.962	1.6 days	+43.3	+$26	—

1–25 of 507

Levi 36◇Strategy

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