Twilight Forest · strategy profile

Twilight Forest · 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	+0.1%	+14	2	2
This month	0.0%	+11	19	12
This year	+2.2%	+431	172	102

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	0.0	0.0	−0.2	+1.5	+0.5	+0.4	+0.5	−0.4	−1.2	−1.5	−1.1	−0.2	−1.7
2021	+0.1	−0.4	+1.2	−0.2	−1.4	−0.3	+1.0	−0.9	+1.9	+0.3	−0.6	+0.4	+1.0
2022	−0.8	−0.4	+1.3	+1.4	+0.3	+1.3	−1.8	−0.1	+0.1	+0.1	−2.1	+3.2	+2.8
2023	−0.2	−0.3	−2.3	+1.5	−0.6	+2.1	−1.4	−0.6	0.0	+0.2	+1.5	+0.1	+0.1
2024	+2.1	−0.2	+0.8	+2.3	+0.7	0.0	−2.8	+2.0	−0.2	+1.3	−0.1	+2.3	+8.0
2025	−2.4	0.0	−0.2	−2.4	+1.1	0.0	+1.0	+0.2	−0.9	+2.2	+0.9	0.0	−0.3
2026	−0.8	0.0	+1.1	0.0	0.0	+0.4	−0.2	+0.6	+0.7	+0.4	0.0	·	+2.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −6.1%.

Max daily drawdown: −1.5%
Max weekly drawdown: −1.9%
Max drawdown · equity: −6.1%
Max drawdown · balance: −6.1%
Absolute drawdown: −$634
Longest drawdown: 1236 days · Jun
Recovery factor: 2.0
Max simultaneous risk: 3.0%

Symbol split

90 days

USDJPY

100%+12.2%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 22% · Thu 19% · Fri 19% · 43% in the New York session

Behaviour

from 1,388 trades

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

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

Statistics1,388 closed trades

Trades1,388

Won / lost699 / 689

Long win rate50% (1,388)

Short win rate0% (0)

Avg win+$20.0 · 27.4 pip

Avg loss−$18.5 · −24.6 pip

Best trade+$145 · Mar 10

Worst trade−$152 · Jan 6

Total pips+2,233

Lots138.8

Commission + swap−$235

Expectancy / trade+$0.9

Profit factor1.10

Sharpe0.56daily returns, annualised

Z-score−2.1 (96%)dependence between runs

Standard deviation$29.0

AHPR / GHPR0.01% / 0.01%

Recovery factor2.0

Winning streak10 (+$295)

Losing streak9 (−$154)

Avg holding time8h 10m

Trades / week3.9

Risk / trade3.0%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	BUY	0.1	157.372 → 157.448	2.1 days	+7.6	+$4	—
Oct 27 14:58	USDJPY	BUY	0.1	157.679 → 157.745	5h 50m	+6.6	+$4	—
Oct 26 22:44	USDJPY	BUY	0.1	157.489 → 157.500	5h 50m	+1.1	$0	—
Oct 26 04:35	USDJPY	BUY	0.1	156.863 → 156.916	5h 50m	+5.3	+$3	—
Oct 23 18:10	USDJPY	BUY	0.1	156.718 → 156.854	5h 50m	+13.6	+$9	—
Oct 22 02:22	USDJPY	BUY	0.1	158.152 → 157.979	5h 50m	−17.3	−$12	—
Oct 21 08:05	USDJPY	BUY	0.1	158.231 → 158.135	5h 50m	−9.6	−$6	—
Oct 20 23:23	USDJPY	BUY	0.1	158.134 → 158.292	5h 50m	+15.8	+$9	—
Oct 19 23:46	USDJPY	BUY	0.1	158.459 → 158.553	5h 50m	+9.4	+$5	—
Oct 19 17:19	USDJPY	BUY	0.1	158.122 → 158.513	5h 50m	+39.1	+$25	—
Oct 18 21:03	USDJPY	BUY	0.1	158.059 → 157.915	2.1 days	−14.4	−$10	—
Oct 15 23:54	USDJPY	BUY	0.1	158.056 → 158.102	5h 50m	+4.6	+$2	—
Oct 14 21:37	USDJPY	BUY	0.1	158.692 → 158.268	5h 50m	−42.4	−$28	—
Oct 14 08:43	USDJPY	BUY	0.1	158.316 → 158.405	5h 50m	+8.9	+$6	—
Oct 9 14:47	USDJPY	BUY	0.1	158.154 → 158.354	5h 50m	+20	+$13	—
Oct 8 22:34	USDJPY	BUY	0.1	158.133 → 157.859	5h 50m	−27.4	−$18	—
Oct 8 12:16	USDJPY	BUY	0.1	158.119 → 158.232	5h 50m	+11.3	+$7	—
Oct 5 23:51	USDJPY	BUY	0.1	158.036 → 157.914	5h 50m	−12.2	−$8	—
Oct 5 11:06	USDJPY	BUY	0.1	157.997 → 157.909	5h 50m	−8.8	−$6	—
Oct 1 03:37	USDJPY	BUY	0.1	157.342 → 158.132	5h 50m	+79	+$50	—
Sep 29 11:54	USDJPY	BUY	0.1	157.291 → 157.175	5h 50m	−11.6	−$7	—
Sep 29 05:32	USDJPY	BUY	0.1	157.330 → 157.440	5h 50m	+11	+$7	—
Sep 28 22:13	USDJPY	BUY	0.1	157.231 → 157.370	5h 50m	+13.9	+$8	—
Sep 24 18:53	USDJPY	BUY	0.1	158.625 → 158.826	5h 50m	+20.1	+$13	—
Sep 22 14:32	USDJPY	BUY	0.1	157.210 → 157.231	5h 50m	+2.1	+$1	—

1–25 of 1388

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