Pale Cascade · strategy profile

Pale 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	0.0%	0	0	0
This month	−0.2%	−23	7	2
This year	−3.8%	−539	97	35

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.8	−0.2	−1.4	+0.4	−0.2	−0.4	−0.1	+0.4	−0.4	−0.4	+0.4	+0.1	−1.0
2021	−0.3	+0.2	−0.1	−0.5	−0.1	0.0	−0.7	−0.4	−0.5	−0.3	+0.5	−0.1	−2.1
2022	−0.6	−0.1	−0.4	−0.1	−0.5	+0.4	−0.8	−0.5	+0.8	−1.2	+0.7	+0.3	−2.0
2023	−0.8	0.0	+1.7	−0.2	+0.1	+0.4	−0.1	−0.1	+0.3	0.0	−1.0	+0.9	+1.2
2024	0.0	−1.0	−0.1	−0.2	−0.1	−1.0	+0.4	−0.5	+0.1	+0.6	+0.1	+0.1	−1.7
2025	−0.5	+0.3	−0.1	−1.1	−0.6	−0.2	+0.4	+0.3	+0.7	−0.3	−0.2	−0.4	−1.7
2026	−0.9	−0.3	−0.7	−0.3	−0.3	−0.4	+0.3	−0.5	−0.5	−0.2	0.0	·	−3.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.3%.

Max daily drawdown: −0.9%
Max weekly drawdown: −1.1%
Max drawdown · equity: −12.3%
Max drawdown · balance: −12.3%
Absolute drawdown: −$1,072
Longest drawdown: 2430 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 1.2%

Symbol split

90 days

USDJPY

100%+10.6%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 21% · Tue 22% · Wed 18% · Thu 21% · Fri 18% · 45% in the Asia session

Behaviour

from 676 trades

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

Holding time: under 1h 0% · 1–4h 97% · 4–12h 0% · over 12h 3%. Automated share 100%.

Statistics676 closed trades

Trades676

Won / lost275 / 401

Long win rate0% (0)

Short win rate41% (676)

Avg win+$12.3 · 16.9 pip

Avg loss−$11.1 · −15.1 pip

Best trade+$89 · Dec 1

Worst trade−$86 · Mar 19

Total pips−1,403

Lots67.6

Commission + swap−$52

Expectancy / trade−$1.6

Profit factor0.76

Sharpe−1.56daily returns, annualised

Z-score0.2 (14%)dependence between runs

Standard deviation$17.5

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak6 (+$89)

Losing streak14 (−$118)

Avg holding time4h 4m

Trades / week1.9

Risk / trade1.2%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 26 02:15	USDJPY	SELL	0.1	156.891 → 156.733	2h 45m	+15.8	+$10	—
Oct 20 18:30	USDJPY	SELL	0.1	158.176 → 158.183	2h 45m	−0.7	$0	—
Oct 16 01:15	USDJPY	SELL	0.1	158.068 → 158.146	2h 45m	−7.8	−$5	—
Oct 7 10:15	USDJPY	SELL	0.1	158.317 → 158.325	2h 45m	−0.8	−$1	—
Oct 6 22:30	USDJPY	SELL	0.1	158.146 → 158.165	2h 45m	−1.9	−$2	—
Oct 6 15:30	USDJPY	SELL	0.1	158.118 → 158.113	2h 45m	+0.5	$0	—
Oct 5 10:30	USDJPY	SELL	0.1	157.690 → 157.971	2h 45m	−28.1	−$18	—
Sep 29 02:00	USDJPY	SELL	0.1	157.413 → 157.468	2h 45m	−5.5	−$3	—
Sep 28 10:15	USDJPY	SELL	0.1	157.448 → 157.108	2h 45m	+34	+$22	—
Sep 17 18:30	USDJPY	SELL	0.1	155.848 → 156.071	2h 45m	−22.3	−$14	—
Sep 16 18:45	USDJPY	SELL	0.1	155.076 → 155.687	2h 45m	−61.1	−$39	—
Sep 7 19:00	USDJPY	SELL	0.1	154.377 → 154.367	2h 45m	+1	+$1	—
Sep 3 00:30	USDJPY	SELL	0.1	158.695 → 158.818	2h 45m	−12.3	−$8	—
Sep 1 01:30	USDJPY	SELL	0.1	159.767 → 159.833	2h 45m	−6.6	−$4	—
Aug 28 04:15	USDJPY	SELL	0.1	159.361 → 159.482	2h 45m	−12.1	−$8	—
Aug 25 23:45	USDJPY	SELL	0.1	159.168 → 159.256	2h 45m	−8.8	−$6	—
Aug 25 13:00	USDJPY	SELL	0.1	159.286 → 159.295	2h 45m	−0.9	−$1	—
Aug 24 21:00	USDJPY	SELL	0.1	159.170 → 159.037	2h 45m	+13.3	+$8	—
Aug 24 08:45	USDJPY	SELL	0.1	158.895 → 159.225	2h 45m	−33	−$21	—
Aug 24 01:15	USDJPY	SELL	0.1	158.925 → 158.872	2h 45m	+5.3	+$3	—
Aug 20 03:15	USDJPY	SELL	0.1	158.330 → 158.431	2h 45m	−10.1	−$6	—
Aug 3 18:00	USDJPY	SELL	0.1	156.753 → 157.053	2h 45m	−30	−$19	—
Jul 31 19:30	USDJPY	SELL	0.1	159.272 → 159.076	2h 45m	+19.6	+$12	—
Jul 28 11:00	USDJPY	SELL	0.1	163.783 → 163.943	2h 45m	−16	−$10	—
Jul 24 07:35	USDJPY	SELL	0.1	163.830 → 163.741	2h 45m	+8.9	+$5	—

1–25 of 676

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