Twilight Sand · strategy profile

Twilight Sand · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	0.0%	0	0	0
This month	0.0%	0	0	0
This year	+1.9%	+274	61	28

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.1	−1.3	−1.0	+0.2	−0.2	+0.3	0.0	0.0	0.0	0.0	0.0	0.0	−1.9
2021	0.0	−0.2	−1.7	0.0	−0.2	+0.3	0.0	+0.4	−0.1	−0.8	−0.3	−0.1	−2.7
2022	−0.2	+0.1	−1.7	−2.2	−0.1	−2.1	−0.6	0.0	+1.2	+1.6	−0.2	−0.2	−4.6
2023	+1.6	0.0	0.0	0.0	−0.6	0.0	+0.1	0.0	−0.5	−0.1	+0.1	0.0	+0.4
2024	−0.7	0.0	−0.8	+0.7	−0.2	−0.7	+0.1	0.0	+0.2	−0.8	0.0	−0.7	−3.0
2025	0.0	−0.2	0.0	−0.2	−0.5	+0.4	0.0	0.0	+0.2	−1.2	−0.5	+0.1	−1.7
2026	−0.3	+0.5	+0.8	+0.8	−0.2	−0.2	−0.3	+0.3	+0.6	0.0	0.0	·	+1.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.5%.

Max daily drawdown: −1.4%
Max weekly drawdown: −1.3%
Max drawdown · equity: −13.5%
Max drawdown · balance: −13.5%
Absolute drawdown: −$1,322
Longest drawdown: 2465 days · Jan
Recovery factor: −0.8
Max simultaneous risk: 0.9%

Symbol split

90 days

USDJPY

100%+11.2%

Long 1% · Short 99%

Hour and day

trade opens · UTC

Mon 17% · Tue 21% · Wed 25% · Thu 22% · Fri 14% · 51% in the New York session

Behaviour

from 468 trades

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

Holding time: under 1h 0% · 1–4h 97% · 4–12h 0% · over 12h 3%. Automated share 100%.

Statistics468 closed trades

Trades468

Won / lost185 / 283

Long win rate0% (3)

Short win rate40% (465)

Avg win+$17.0 · 23.9 pip

Avg loss−$15.1 · −20.2 pip

Best trade+$158 · Jan 6

Worst trade−$88 · Mar 28

Total pips−1,302

Lots46.8

Commission + swap−$55

Expectancy / trade−$2.4

Profit factor0.74

Sharpe−2.03daily returns, annualised

Z-score1.0 (70%)dependence between runs

Standard deviation$26.5

AHPR / GHPR−0.02% / −0.03%

Recovery factor−0.8

Winning streak7 (+$180)

Losing streak9 (−$122)

Avg holding time4h 29m

Trades / week1.3

Risk / trade0.9%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Sep 24 01:07	USDJPY	SELL	0.1	158.229 → 157.973	3h 20m	+25.6	+$16	—
Sep 23 21:43	USDJPY	SELL	0.1	158.256 → 158.268	3h 20m	−1.2	−$2	—
Sep 23 18:21	USDJPY	SELL	0.1	158.170 → 158.282	3h 20m	−11.2	−$7	—
Sep 18 15:42	USDJPY	SELL	0.1	157.857 → 157.004	3h 20m	+85.3	+$54	—
Sep 18 12:20	USDJPY	SELL	0.1	157.781 → 157.889	3h 20m	−10.8	−$7	—
Aug 31 04:05	USDJPY	SELL	0.1	160.030 → 159.773	3h 20m	+25.7	+$16	—
Aug 31 00:39	USDJPY	SELL	0.1	160.048 → 160.028	3h 20m	+2	+$1	—
Aug 30 21:03	USDJPY	SELL	0.1	160.083 → 160.016	2 days	+6.7	+$4	—
Aug 28 20:20	USDJPY	SELL	0.1	160.186 → 160.105	3h 20m	+8.1	+$5	—
Aug 7 03:07	USDJPY	SELL	0.1	158.390 → 158.392	3h 20m	−0.2	$0	—
Aug 6 23:44	USDJPY	SELL	0.1	158.476 → 158.422	3h 20m	+5.4	+$3	—
Aug 6 20:20	USDJPY	SELL	0.1	158.498 → 158.487	3h 20m	+1.1	+$1	—
Jul 22 06:52	USDJPY	SELL	0.1	163.113 → 163.141	3h 20m	−2.8	−$2	—
Jul 22 03:30	USDJPY	SELL	0.1	163.154 → 163.147	3h 20m	+0.7	$0	—
Jul 22 00:08	USDJPY	SELL	0.1	163.196 → 163.200	3h 20m	−0.4	−$1	—
Jul 21 20:42	USDJPY	SELL	0.1	162.990 → 163.218	3h 20m	−22.8	−$14	—
Jul 21 17:20	USDJPY	SELL	0.1	162.860 → 163.015	3h 20m	−15.5	−$10	—
Jul 1 09:43	USDJPY	SELL	0.1	162.695 → 162.700	3h 20m	−0.5	$0	—
Jul 1 06:19	USDJPY	SELL	0.1	162.761 → 162.714	3h 20m	+4.7	+$3	—
Jul 1 02:53	USDJPY	SELL	0.1	162.562 → 162.763	3h 20m	−20.1	−$12	—
Jun 30 23:31	USDJPY	SELL	0.1	162.571 → 162.590	3h 20m	−1.9	−$2	—
Jun 30 20:03	USDJPY	SELL	0.1	162.595 → 162.593	3h 20m	+0.2	$0	—
Jun 30 16:36	USDJPY	SELL	0.1	162.352 → 162.624	3h 20m	−27.2	−$17	—
Jun 30 13:13	USDJPY	SELL	0.1	162.287 → 162.393	3h 20m	−10.6	−$7	—
Jun 30 09:49	USDJPY	SELL	0.1	162.232 → 162.311	3h 20m	−7.9	−$5	—

1–25 of 468

Twilight Sand◇Strategy

Rules

Research records

Version timeline