Evening Cascade · strategy profile

Evening 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	+0.4%	+61	3	2
This month	−1.9%	−252	14	6
This year	−6.8%	−849	200	123

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.6	−3.6	−7.7	+1.6	0.0	−2.3	−0.2	−2.7	+0.5	+0.3	−2.7	+1.0	−16.3
2021	−0.1	+1.1	+3.2	−3.5	−0.4	+1.3	−1.0	−1.3	−2.6	+2.5	−2.3	+0.4	−2.5
2022	−2.5	+1.3	+3.0	+6.0	−3.5	+2.2	−0.7	+0.8	+1.8	+0.4	+0.1	+0.6	+9.4
2023	+0.2	+4.8	−0.8	+2.4	+2.9	+4.0	−2.1	−1.2	+2.4	+1.9	−2.9	+2.0	+13.8
2024	−2.5	+0.1	−0.2	+3.3	−1.8	−1.5	+3.0	−1.8	+1.6	+3.6	−2.4	−0.3	+1.1
2025	−0.4	+2.5	0.0	−0.2	−2.6	−2.0	−0.7	−1.3	−2.9	+3.0	+0.2	−0.6	−5.1
2026	−1.6	+2.1	+0.8	+0.6	−1.8	+2.0	−0.6	−1.0	−5.2	−2.0	−0.4	·	−7.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.9%.

Max daily drawdown: −3.4%
Max weekly drawdown: −4.5%
Max drawdown · equity: −20.9%
Max drawdown · balance: −20.9%
Absolute drawdown: −$1,993
Longest drawdown: 1193 days · Jan
Recovery factor: −0.4
Max simultaneous risk: 1.2%

Symbol split

90 days

USDJPY

100%+8.0%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 13% · Tue 22% · Wed 20% · Thu 24% · Fri 20% · 49% in the New York session

Behaviour

from 1,874 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 1% · 1–4h 18% · 4–12h 31% · over 12h 51%. Automated share 100%.

Statistics1,874 closed trades

Trades1,874

Won / lost1,201 / 673

Long win rate64% (1,008)

Short win rate65% (866)

Avg win+$31.8 · 44.4 pip

Avg loss−$57.9 · −78.1 pip

Best trade+$49 · Mar 9

Worst trade−$165 · Mar 10

Total pips+772

Lots187.4

Commission + swap−$1,168

Expectancy / trade−$0.4

Profit factor0.98

Sharpe−0.10daily returns, annualised

Z-score−1.3 (81%)dependence between runs

Standard deviation$51.5

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.4

Winning streak16 (+$346)

Losing streak7 (−$227)

Avg holding time1.2 days

Trades / week5.3

Risk / trade1.2%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	SELL	0.1	157.342 → 157.463	2.8 days	−12.1	−$8	—
Oct 30 03:14	USDJPY	SELL	0.1	157.648 → 157.150	4h 49m	+49.8	+$32	—
Oct 29 21:57	USDJPY	SELL	0.1	157.910 → 157.674	2 days	+23.6	+$13	—
Oct 27 21:30	USDJPY	SELL	0.1	156.958 → 157.932	2 days	−97.4	−$63	—
Oct 25 21:03	USDJPY	SELL	0.1	156.532 → 156.978	2.9 days	−44.6	−$29	—
Oct 22 23:54	USDJPY	BUY	0.1	158.113 → 156.411	1.3 days	−170.2	−$111	—
Oct 21 16:38	USDJPY	BUY	0.1	158.536 → 158.085	2 days	−45.1	−$30	—
Oct 19 16:01	USDJPY	BUY	0.1	158.009 → 158.507	18h 49m	+49.8	+$31	—
Oct 18 21:03	USDJPY	BUY	0.1	157.894 → 157.915	3.9 days	+2.1	$0	—
Oct 15 00:31	USDJPY	SELL	0.1	158.303 → 157.805	1.1 days	+49.8	+$30	—
Oct 13 21:46	USDJPY	SELL	0.1	158.255 → 158.324	2 days	−6.9	−$5	—
Oct 11 21:03	USDJPY	SELL	0.1	157.792 → 158.255	3 days	−46.3	−$30	—
Oct 8 21:51	USDJPY	BUY	0.1	158.106 → 157.794	2 days	−31.2	−$22	—
Oct 6 21:39	USDJPY	BUY	0.1	157.820 → 158.082	2 days	+26.2	+$16	—
Oct 4 21:04	USDJPY	BUY	0.1	158.323 → 157.617	3.6 days	−70.6	−$46	—
Oct 1 05:05	USDJPY	BUY	0.1	157.845 → 158.343	3h 57m	+49.8	+$31	—
Oct 1 00:01	USDJPY	BUY	0.1	157.153 → 157.651	18h 54m	+49.8	+$30	—
Sep 30 04:50	USDJPY	BUY	0.1	156.739 → 157.237	2h 43m	+49.8	+$32	—
Sep 30 00:51	USDJPY	BUY	0.1	157.765 → 157.337	2 days	−42.8	−$28	—
Sep 28 00:19	USDJPY	BUY	0.1	157.255 → 157.753	2h 49m	+49.8	+$32	—
Sep 27 21:03	USDJPY	BUY	0.1	157.060 → 157.214	2.3 days	+15.4	+$9	—
Sep 25 13:23	USDJPY	BUY	0.1	158.814 → 157.112	15h 15m	−170.2	−$108	—
Sep 24 22:04	USDJPY	SELL	0.1	157.366 → 158.816	2 days	−145	−$93	—
Sep 22 21:55	USDJPY	SELL	0.1	156.763 → 157.362	2 days	−59.9	−$39	—
Sep 20 21:04	USDJPY	SELL	0.1	156.893 → 156.760	2.2 days	+13.3	+$8	—

1–25 of 1874

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