Arroyo Lejano · strategy profile

Arroyo Lejano · 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	−0.3%	−42	1	0
This month	−0.6%	−75	6	3
This year	−1.4%	−166	92	40

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	0.0	+0.7	−1.4	0.0	+0.1	−0.2	+0.1	+0.2	−0.6	−0.3	+0.2	−0.8	−1.9
2021	−0.6	+0.1	−0.1	+0.1	−0.3	+0.1	−0.2	−0.8	−0.1	+0.4	+0.5	−0.6	−1.4
2022	−0.9	0.0	+2.0	+0.8	+0.4	+1.3	+0.3	+0.8	0.0	+0.6	0.0	−0.6	+4.7
2023	−2.8	+2.6	+0.5	−0.4	+0.3	+0.1	−0.2	0.0	+0.2	−0.4	−0.3	+0.4	0.0
2024	+0.3	−0.2	−0.4	−0.1	−0.3	−0.4	−1.0	−0.9	−1.4	+0.2	−0.8	−0.5	−5.5
2025	−0.9	−0.2	−0.9	−1.5	+0.4	+0.4	+1.4	−1.6	−1.2	+0.4	+0.9	0.0	−2.6
2026	+1.0	−0.4	−0.3	−1.2	−0.5	−0.3	+0.8	−0.1	+0.4	−0.8	−0.1	·	−1.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.8%.

Max daily drawdown: −1.5%
Max weekly drawdown: −2.4%
Max drawdown · equity: −10.8%
Max drawdown · balance: −10.8%
Absolute drawdown: −$857
Longest drawdown: 1028 days · Jun
Recovery factor: −0.8
Max simultaneous risk: 2.9%

Symbol split

90 days

USDJPY

100%+8.1%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 21% · Tue 21% · Wed 24% · Thu 18% · Fri 16% · 58% in the New York session

Behaviour

from 590 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 94% · over 12h 6%. Automated share 100%.

Statistics590 closed trades

Trades590

Won / lost255 / 335

Long win rate43% (590)

Short win rate0% (0)

Avg win+$19.6 · 26.9 pip

Avg loss−$17.3 · −23.1 pip

Best trade+$120 · Nov 9

Worst trade−$148 · Sep 27

Total pips−877

Lots59.0

Commission + swap−$181

Expectancy / trade−$1.4

Profit factor0.86

Sharpe−0.84daily returns, annualised

Z-score−0.3 (27%)dependence between runs

Standard deviation$27.1

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak7 (+$98)

Losing streak11 (−$148)

Avg holding time8h 40m

Trades / week1.7

Risk / trade2.9%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 22:00	USDJPY	BUY	0.1	158.241 → 157.821	6h 0m	−42	−$28	—
Oct 27 22:00	USDJPY	BUY	0.1	157.873 → 157.934	6h 0m	+6.1	+$3	—
Oct 27 10:00	USDJPY	BUY	0.1	157.653 → 157.743	6h 0m	+9	+$6	—
Oct 14 22:00	USDJPY	BUY	0.1	158.850 → 158.312	6h 0m	−53.8	−$35	—
Oct 12 14:00	USDJPY	BUY	0.1	158.470 → 158.636	6h 0m	+16.6	+$10	—
Oct 7 10:00	USDJPY	BUY	0.1	158.428 → 158.323	6h 0m	−10.5	−$7	—
Oct 1 14:00	USDJPY	BUY	0.1	158.408 → 158.023	6h 0m	−38.5	−$24	—
Sep 24 18:00	USDJPY	BUY	0.1	158.834 → 158.922	6h 0m	+8.8	+$6	—
Sep 23 18:00	USDJPY	BUY	0.1	157.930 → 158.154	6h 0m	+22.4	+$14	—
Sep 18 10:00	USDJPY	BUY	0.1	157.061 → 157.936	6h 0m	+87.5	+$55	—
Sep 17 06:00	USDJPY	BUY	0.1	156.052 → 155.724	6h 0m	−32.8	−$21	—
Sep 15 10:00	USDJPY	BUY	0.1	154.659 → 154.871	6h 0m	+21.2	+$14	—
Sep 14 18:00	USDJPY	BUY	0.1	154.589 → 154.389	6h 0m	−20	−$13	—
Sep 11 06:00	USDJPY	BUY	0.1	154.473 → 154.021	6h 0m	−45.2	−$29	—
Sep 2 02:00	USDJPY	BUY	0.1	160.235 → 160.376	6h 0m	+14.1	+$8	—
Sep 1 18:00	USDJPY	BUY	0.1	160.123 → 160.236	6h 0m	+11.3	+$7	—
Aug 28 10:00	USDJPY	BUY	0.1	159.459 → 159.682	6h 0m	+22.3	+$14	—
Aug 27 18:00	USDJPY	BUY	0.1	159.450 → 159.401	6h 0m	−4.9	−$3	—
Aug 25 14:00	USDJPY	BUY	0.1	159.452 → 159.216	6h 0m	−23.6	−$15	—
Aug 18 10:00	USDJPY	BUY	0.1	159.563 → 159.602	6h 0m	+3.9	+$2	—
Aug 14 02:00	USDJPY	BUY	0.1	159.529 → 159.424	6h 0m	−10.5	−$7	—
Aug 13 02:00	USDJPY	BUY	0.1	159.502 → 159.337	6h 0m	−16.5	−$12	—
Aug 12 10:00	USDJPY	BUY	0.1	159.438 → 159.161	6h 0m	−27.7	−$17	—
Aug 11 14:00	USDJPY	BUY	0.1	159.372 → 159.233	6h 0m	−13.9	−$9	—
Aug 10 14:00	USDJPY	BUY	0.1	158.497 → 158.992	6h 0m	+49.5	+$31	—

1–25 of 590

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