Daphne 84 · strategy profile

Daphne 84 · 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	+0.2%	+23	1	1
This month	−0.6%	−80	4	1
This year	−5.3%	−708	59	28

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	0.0	+1.3	+2.0	0.0	−0.5	+1.4	−0.2	−2.3	−0.2	−0.9	−1.7	−2.0	−3.3
2021	+0.8	+0.4	+2.7	0.0	−0.5	−1.1	−0.9	+0.4	+0.7	+0.1	−1.0	−0.2	+1.3
2022	+1.1	−0.2	+3.2	+2.4	−0.1	+1.0	+0.1	+1.9	0.0	+1.2	0.0	−1.9	+8.7
2023	−2.8	+1.6	−0.3	−2.0	+2.2	+0.6	0.0	0.0	+0.5	+0.1	−0.8	+0.2	−0.8
2024	+1.2	−0.3	+1.3	+2.4	−1.1	+0.6	−3.9	−0.4	+1.9	−0.2	−1.5	+1.3	+1.5
2025	−0.4	−0.4	−3.0	−4.1	−0.5	+1.1	+1.1	−3.1	−0.5	+1.6	−0.5	+0.5	−8.1
2026	+1.0	+0.8	+0.3	−3.2	−0.5	+0.5	−1.4	−1.4	−0.3	−1.1	−0.1	·	−5.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.2%.

Max daily drawdown: −2.2%
Max weekly drawdown: −4.0%
Max drawdown · equity: −16.2%
Max drawdown · balance: −16.2%
Absolute drawdown: −$675
Longest drawdown: 917 days · Oct
Recovery factor: −0.4
Max simultaneous risk: 2.0%

Symbol split

90 days

USDJPY

100%+6.6%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 24% · Tue 18% · Wed 24% · Thu 18% · Fri 16% · 49% in the New York session

Behaviour

from 424 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 5% · over 12h 95%. Automated share 100%.

Statistics424 closed trades

Trades424

Won / lost202 / 222

Long win rate48% (424)

Short win rate0% (0)

Avg win+$47.3 · 66.0 pip

Avg loss−$46.0 · −61.8 pip

Best trade+$151 · Mar 10

Worst trade−$234 · Jan 18

Total pips−373

Lots42.4

Commission + swap−$459

Expectancy / trade−$1.6

Profit factor0.94

Sharpe−0.36daily returns, annualised

Z-score−1.7 (90%)dependence between runs

Standard deviation$64.4

AHPR / GHPR−0.01% / −0.02%

Recovery factor−0.4

Winning streak9 (+$186)

Losing streak8 (−$511)

Avg holding time1.8 days

Trades / week1.2

Risk / trade2.0%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 19:10	USDJPY	BUY	0.1	157.669 → 157.895	1.6 days	+22.6	+$14	—
Oct 16 09:10	USDJPY	BUY	0.1	158.322 → 157.933	1.6 days	−38.9	−$27	—
Oct 13 21:25	USDJPY	BUY	0.1	158.470 → 158.339	1.6 days	−13.1	−$9	—
Oct 8 20:40	USDJPY	BUY	0.1	158.392 → 157.884	1.6 days	−50.8	−$34	—
Oct 4 21:04	USDJPY	BUY	0.1	158.408 → 157.617	3.5 days	−79.1	−$51	—
Sep 25 01:25	USDJPY	BUY	0.1	157.930 → 158.649	1.6 days	+71.9	+$43	—
Sep 20 21:04	USDJPY	BUY	0.1	157.061 → 156.741	2.7 days	−32	−$21	—
Sep 17 16:55	USDJPY	BUY	0.1	155.346 → 156.024	1.6 days	+67.8	+$42	—
Sep 16 01:55	USDJPY	BUY	0.1	154.688 → 155.405	1.6 days	+71.7	+$45	—
Sep 13 21:04	USDJPY	BUY	0.1	154.473 → 153.529	2.9 days	−94.4	−$62	—
Sep 3 01:25	USDJPY	BUY	0.1	160.123 → 158.561	1.6 days	−156.2	−$101	—
Sep 1 11:25	USDJPY	BUY	0.1	160.146 → 160.101	1.6 days	−4.5	−$3	—
Aug 30 21:03	USDJPY	BUY	0.1	159.457 → 159.997	3.3 days	+54	+$33	—
Aug 26 21:25	USDJPY	BUY	0.1	159.452 → 159.242	1.6 days	−21	−$15	—
Aug 19 17:25	USDJPY	BUY	0.1	159.563 → 158.478	1.6 days	−108.5	−$69	—
Aug 16 21:03	USDJPY	BUY	0.1	159.529 → 159.284	3 days	−24.5	−$16	—
Aug 13 17:25	USDJPY	BUY	0.1	159.438 → 159.487	1.6 days	+4.9	+$2	—
Aug 11 21:25	USDJPY	BUY	0.1	158.497 → 159.257	1.6 days	+76	+$47	—
Aug 9 21:03	USDJPY	BUY	0.1	158.459 → 157.610	3.2 days	−84.9	−$55	—
Aug 5 13:25	USDJPY	BUY	0.1	157.550 → 157.596	1.6 days	+4.6	+$2	—
Aug 2 21:03	USDJPY	BUY	0.1	160.197 → 157.137	2.9 days	−306	−$195	—
Jul 30 01:25	USDJPY	BUY	0.1	163.942 → 163.504	1.6 days	−43.8	−$29	—
Jul 28 11:55	USDJPY	BUY	0.1	163.706 → 163.926	1.6 days	+22	+$13	—
Jul 26 21:03	USDJPY	BUY	0.1	163.328 → 163.556	3.5 days	+22.8	+$13	—
Jul 22 05:25	USDJPY	BUY	0.1	162.583 → 163.154	1.6 days	+57.1	+$34	—

1–25 of 424

Daphne 84◇Strategy

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