Valley Cascade · strategy profile

Valley Cascade · 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%	−4	1	0
This month	+1.4%	+221	8	6
This year	−3.4%	−463	68	31

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.4	+1.2	+2.7	−1.5	−0.7	+2.1	−2.5	−0.2	+0.2	−0.2	+1.1	+0.4	+2.1
2021	−1.6	−0.2	+1.1	+0.2	0.0	−0.4	−1.4	+0.6	−0.6	−1.2	−0.8	+0.9	−3.1
2022	−1.1	+0.6	−0.2	+0.5	+0.1	+2.8	−1.7	−0.1	+1.9	+1.6	−0.9	−2.0	+1.5
2023	−0.6	+0.1	0.0	+0.7	+0.4	+0.1	0.0	+1.2	−0.6	−0.7	−0.6	−2.4	−2.2
2024	+2.1	−1.2	+0.2	+0.9	−0.3	−1.2	+2.0	0.0	−0.4	0.0	−1.3	+0.5	+1.3
2025	−1.5	+2.7	−1.1	−1.9	+1.5	+1.1	0.0	−3.9	+0.9	+1.6	+0.6	+1.3	+1.2
2026	+0.4	+1.5	−1.8	−3.3	−0.4	+0.7	−0.6	−1.1	+0.9	+0.6	−0.1	·	−3.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.2%.

Max daily drawdown: −1.2%
Max weekly drawdown: −2.6%
Max drawdown · equity: −9.2%
Max drawdown · balance: −9.2%
Absolute drawdown: −$963
Longest drawdown: 2408 days · Aug
Recovery factor: −0.3
Max simultaneous risk: 0.9%

Symbol split

90 days

USDJPY

100%+3.0%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 18% · Thu 23% · Fri 19% · 45% in the New York session

Behaviour

from 533 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 11% · over 12h 88%. Automated share 100%.

Statistics533 closed trades

Trades533

Won / lost258 / 275

Long win rate50% (280)

Short win rate47% (253)

Avg win+$41.6 · 58.1 pip

Avg loss−$40.2 · −53.9 pip

Best trade+$176 · Mar 13

Worst trade−$118 · Mar 12

Total pips+165

Lots53.3

Commission + swap−$419

Expectancy / trade−$0.6

Profit factor0.97

Sharpe−0.12daily returns, annualised

Z-score−0.8 (60%)dependence between runs

Standard deviation$54.5

AHPR / GHPR−0.00% / −0.01%

Recovery factor−0.3

Winning streak8 (+$284)

Losing streak8 (−$281)

Avg holding time1.5 days

Trades / week1.5

Risk / trade0.9%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	SELL	0.1	157.543 → 157.588	2.6 days	−4.5	−$3	—
Oct 27 18:45	USDJPY	BUY	0.1	157.451 → 157.913	1.3 days	+46.2	+$29	—
Oct 22 14:45	USDJPY	SELL	0.1	158.120 → 157.233	1.3 days	+88.7	+$55	—
Oct 20 08:15	USDJPY	BUY	0.1	158.054 → 158.162	1.3 days	+10.8	+$6	—
Oct 18 21:03	USDJPY	SELL	0.1	158.113 → 157.934	3 days	+17.9	+$10	—
Oct 15 10:45	USDJPY	SELL	0.1	158.217 → 157.832	1.3 days	+38.5	+$23	—
Oct 13 14:45	USDJPY	BUY	0.1	158.470 → 158.351	1.3 days	−11.9	−$8	—
Oct 7 10:45	USDJPY	BUY	0.1	157.976 → 158.325	1.3 days	+34.9	+$22	—
Oct 2 12:30	USDJPY	BUY	0.1	158.408 → 157.206	1.2 days	−120.2	−$77	—
Sep 30 22:45	USDJPY	BUY	0.1	157.513 → 157.404	1.3 days	−10.9	−$9	—
Sep 29 14:45	USDJPY	SELL	0.1	157.215 → 157.413	1.3 days	−19.8	−$13	—
Sep 16 10:45	USDJPY	BUY	0.1	154.659 → 155.119	1.3 days	+46	+$29	—
Sep 13 21:04	USDJPY	SELL	0.1	153.681 → 153.548	2 days	+13.3	+$8	—
Sep 4 14:45	USDJPY	SELL	0.1	157.039 → 155.995	1.3 days	+104.4	+$66	—
Aug 28 14:45	USDJPY	BUY	0.1	159.366 → 159.896	1.3 days	+53	+$33	—
Aug 23 21:03	USDJPY	BUY	0.1	159.010 → 158.937	2.9 days	−7.3	−$5	—
Aug 20 22:45	USDJPY	SELL	0.1	158.446 → 159.007	1.3 days	−56.1	−$37	—
Aug 18 10:45	USDJPY	SELL	0.1	159.085 → 159.690	1.3 days	−60.5	−$38	—
Aug 16 21:03	USDJPY	BUY	0.1	159.529 → 159.284	3 days	−24.5	−$16	—
Aug 12 06:45	USDJPY	BUY	0.1	159.170 → 159.374	1.3 days	+20.4	+$12	—
Aug 6 22:45	USDJPY	SELL	0.1	157.653 → 158.453	1.3 days	−80	−$52	—
Jul 29 18:45	USDJPY	BUY	0.1	163.942 → 163.420	1.3 days	−52.2	−$32	—
Jul 28 07:15	USDJPY	SELL	0.1	163.530 → 163.742	1.3 days	−21.2	−$13	—
Jul 21 11:45	USDJPY	SELL	0.1	162.330 → 162.752	1.3 days	−42.2	−$26	—
Jul 17 02:45	USDJPY	BUY	0.1	162.237 → 162.403	1.3 days	+16.6	+$8	—

1–25 of 533

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