Monte Sereno · strategy profile

Monte Sereno · 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	0.0%	+2	4	2
This month	−0.6%	−85	22	9
This year	−0.5%	+123	253	113

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.4	+4.9	+5.1	+0.6	−2.5	+1.6	−1.4	+1.6	−1.3	+0.5	−1.1	−1.6	+6.1
2021	−1.2	+0.9	+1.5	−0.4	−2.2	+0.7	+0.8	−1.7	+0.3	+1.7	−0.5	−1.7	−2.1
2022	+2.1	−0.4	+3.3	+0.8	−1.6	+3.3	+1.0	−0.5	−3.5	+3.3	+4.9	+3.4	+16.0
2023	−0.6	+0.8	+1.8	−1.6	+1.5	−2.5	−4.7	−0.3	−1.4	−0.4	+1.6	−1.0	−6.9
2024	−0.2	−1.8	+0.6	+0.8	+5.2	−0.3	+1.3	−1.0	−2.0	−0.4	+0.4	−1.1	+1.5
2025	−4.0	−0.6	−2.3	−0.2	+0.9	−0.6	−0.5	−2.1	−2.4	+5.5	+0.1	+0.9	−5.2
2026	+1.5	+3.0	+0.1	−0.1	−2.0	−0.1	+1.3	−1.6	−1.4	−1.3	+0.1	·	−0.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.9%.

Max daily drawdown: −1.6%
Max weekly drawdown: −2.4%
Max drawdown · equity: −19.9%
Max drawdown · balance: −19.9%
Absolute drawdown: −$2,494
Longest drawdown: 1265 days · Sep
Recovery factor: 0.4
Max simultaneous risk: 0.4%

Symbol split

90 days

USDJPY

100%+7.6%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 20% · Thu 21% · Fri 20% · 55% in the Asia session

Behaviour

from 2,181 trades

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

Holding time: under 1h 1% · 1–4h 7% · 4–12h 77% · over 12h 16%. Automated share 100%.

Statistics2,181 closed trades

Trades2,181

Won / lost951 / 1,230

Long win rate46% (1,160)

Short win rate42% (1,021)

Avg win+$41.0 · 56.9 pip

Avg loss−$31.1 · −42.1 pip

Best trade+$255 · Mar 9

Worst trade−$123 · Sep 1

Total pips+2,283

Lots218.1

Commission + swap−$1,110

Expectancy / trade+$0.4

Profit factor1.02

Sharpe0.02daily returns, annualised

Z-score0.2 (19%)dependence between runs

Standard deviation$45.8

AHPR / GHPR0.00% / −0.00%

Recovery factor0.4

Winning streak8 (+$413)

Losing streak11 (−$225)

Avg holding time1 days

Trades / week6.1

Risk / trade0.4%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 22:05	USDJPY	BUY	0.1	157.633 → 157.860	22h 50m	+22.7	+$14	—
Nov 1 22:03	USDJPY	SELL	0.1	157.504 → 157.588	2.9 days	−8.4	−$6	—
Oct 29 20:50	USDJPY	SELL	0.1	157.754 → 157.688	22h 50m	+6.6	+$4	—
Oct 28 21:05	USDJPY	BUY	0.1	157.962 → 157.776	22h 50m	−18.6	−$13	—
Oct 27 21:05	USDJPY	BUY	0.1	157.547 → 157.883	22h 50m	+33.6	+$21	—
Oct 26 20:20	USDJPY	BUY	0.1	156.977 → 157.502	22h 50m	+52.5	+$33	—
Oct 23 17:35	USDJPY	SELL	0.1	156.817 → 156.841	22h 50m	−2.4	−$2	—
Oct 22 15:35	USDJPY	SELL	0.1	158.031 → 157.204	22h 50m	+82.7	+$51	—
Oct 21 16:20	USDJPY	SELL	0.1	158.158 → 158.160	22h 50m	−0.2	−$1	—
Oct 20 12:24	USDJPY	BUY	0.1	158.550 → 157.948	14h 9m	−60.2	−$38	—
Oct 19 20:20	USDJPY	BUY	0.1	158.062 → 158.536	22h 50m	+47.4	+$30	—
Oct 18 21:03	USDJPY	BUY	0.1	158.038 → 157.915	3 days	−12.3	−$8	—
Oct 15 21:20	USDJPY	SELL	0.1	158.209 → 157.965	22h 50m	+24.4	+$15	—
Oct 14 21:05	USDJPY	BUY	0.1	158.359 → 158.247	22h 50m	−11.2	−$9	—
Oct 13 22:05	USDJPY	SELL	0.1	158.573 → 158.358	22h 50m	+21.5	+$13	—
Oct 12 22:20	USDJPY	SELL	0.1	158.213 → 158.596	22h 50m	−38.3	−$25	—
Oct 11 21:03	USDJPY	BUY	0.1	158.339 → 158.236	2.5 days	−10.3	−$7	—
Oct 9 08:04	USDJPY	SELL	0.1	157.798 → 158.400	12h 49m	−60.2	−$39	—
Oct 8 17:27	USDJPY	BUY	0.1	158.199 → 157.597	12h 42m	−60.2	−$38	—
Oct 8 00:15	USDJPY	BUY	0.1	158.437 → 157.835	21h 30m	−60.2	−$40	—
Oct 6 23:35	USDJPY	SELL	0.1	157.863 → 158.253	22h 50m	−39	−$25	—
Oct 5 22:35	USDJPY	BUY	0.1	157.821 → 157.873	22h 50m	+5.2	+$3	—
Oct 2 18:05	USDJPY	SELL	0.1	158.047 → 157.820	22h 50m	+22.7	+$14	—
Oct 1 18:04	USDJPY	SELL	0.1	157.592 → 158.194	3h 19m	−60.2	−$38	—
Oct 1 14:32	USDJPY	BUY	0.1	158.344 → 157.742	7h 17m	−60.2	−$38	—

1–25 of 2181

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