Roman 92 · strategy profile

Roman 92 · 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%	+50	1	1
This month	−1.0%	−132	10	4
This year	−2.4%	−262	94	43

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.1	+1.1	−2.3	+0.3	−0.8	+0.4	−2.1	−0.6	+0.2	+0.2	+1.5	−0.5	−2.8
2021	−0.2	+0.7	−0.2	+0.8	−0.8	−0.2	+0.9	−0.4	+1.1	−0.5	+0.2	−0.5	+0.9
2022	−1.1	−0.4	−0.2	−0.6	−0.2	−0.5	+0.7	−1.2	+0.7	−1.1	+1.3	+3.4	+0.8
2023	+0.3	−1.4	−2.0	0.0	+1.7	−1.6	+0.2	+0.9	−0.9	+0.5	+0.2	+0.7	−1.4
2024	+0.3	−0.5	+1.0	−1.5	−0.1	−3.1	+0.8	−0.1	−1.9	−2.6	+0.1	+0.2	−7.3
2025	−2.8	−0.4	0.0	+0.4	+1.0	−0.1	−0.4	+1.2	+0.3	+1.4	+1.4	+1.3	+3.2
2026	+0.1	−0.5	−0.3	−1.3	+0.4	−0.2	−0.8	−0.6	+1.3	−0.7	+0.1	·	−2.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −14.4%.

Max daily drawdown: −1.3%
Max weekly drawdown: −2.0%
Max drawdown · equity: −14.4%
Max drawdown · balance: −14.4%
Absolute drawdown: −$1,314
Longest drawdown: 2429 days · Mar
Recovery factor: −0.6
Max simultaneous risk: 1.0%

Symbol split

90 days

USDJPY

100%+9.0%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 21% · Thu 21% · Fri 19% · 63% in the New York session

Behaviour

from 684 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 8% · 4–12h 77% · over 12h 16%. Automated share 100%.

Statistics684 closed trades

Trades684

Won / lost358 / 326

Long win rate53% (342)

Short win rate52% (342)

Avg win+$25.7 · 36.0 pip

Avg loss−$31.0 · −41.8 pip

Best trade+$48 · Oct 21

Worst trade−$125 · Mar 11

Total pips−738

Lots68.4

Commission + swap−$388

Expectancy / trade−$1.3

Profit factor0.91

Sharpe−0.56daily returns, annualised

Z-score1.0 (69%)dependence between runs

Standard deviation$35.8

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak15 (+$180)

Losing streak8 (−$166)

Avg holding time22h 23m

Trades / week1.9

Risk / trade1.0%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 00:43	USDJPY	SELL	0.1	158.007 → 157.509	12h 43m	+49.8	+$31	—
Oct 27 09:05	USDJPY	BUY	0.1	157.451 → 157.694	21h 5m	+24.3	+$15	—
Oct 22 07:12	USDJPY	BUY	0.1	158.160 → 156.858	7h 12m	−130.2	−$83	—
Oct 21 21:05	USDJPY	SELL	0.1	158.280 → 158.088	21h 5m	+19.2	+$11	—
Oct 18 21:03	USDJPY	BUY	0.1	158.008 → 157.915	2 days	−9.3	−$6	—
Oct 15 13:05	USDJPY	BUY	0.1	158.850 → 157.914	21h 5m	−93.6	−$61	—
Oct 14 09:05	USDJPY	SELL	0.1	158.144 → 158.487	21h 5m	−34.3	−$22	—
Oct 11 21:03	USDJPY	BUY	0.1	158.275 → 158.236	2.4 days	−3.9	−$3	—
Oct 8 00:46	USDJPY	SELL	0.1	158.090 → 157.592	0h 46m	+49.8	+$32	—
Oct 6 09:05	USDJPY	BUY	0.1	158.220 → 158.181	21h 5m	−3.9	−$3	—
Oct 2 12:30	USDJPY	SELL	0.1	157.677 → 157.179	0h 30m	+49.8	+$32	—
Oct 2 01:05	USDJPY	BUY	0.1	158.120 → 158.084	21h 5m	−3.6	−$3	—
Sep 25 13:24	USDJPY	SELL	0.1	157.583 → 157.085	1h 24m	+49.8	+$32	—
Sep 23 09:05	USDJPY	SELL	0.1	157.155 → 157.892	21h 5m	−73.7	−$47	—
Sep 15 08:07	USDJPY	BUY	0.1	154.589 → 155.087	20h 7m	+49.8	+$32	—
Sep 13 21:04	USDJPY	SELL	0.1	153.701 → 153.548	2.2 days	+15.3	+$9	—
Sep 10 23:30	USDJPY	BUY	0.1	154.074 → 154.572	7h 30m	+49.8	+$32	—
Sep 10 10:52	USDJPY	BUY	0.1	153.647 → 154.145	14h 52m	+49.8	+$31	—
Sep 2 13:25	USDJPY	SELL	0.1	159.683 → 159.185	5h 25m	+49.8	+$31	—
Aug 28 05:05	USDJPY	BUY	0.1	159.366 → 159.524	21h 5m	+15.8	+$9	—
Aug 27 01:05	USDJPY	SELL	0.1	158.950 → 159.197	21h 5m	−24.7	−$17	—
Aug 23 21:03	USDJPY	BUY	0.1	158.698 → 158.937	2.4 days	+23.9	+$15	—
Aug 20 13:05	USDJPY	SELL	0.1	158.446 → 158.574	21h 5m	−12.8	−$10	—
Aug 18 17:05	USDJPY	BUY	0.1	159.471 → 159.578	21h 5m	+10.7	+$6	—
Aug 16 21:03	USDJPY	SELL	0.1	159.206 → 159.303	2.2 days	−9.7	−$7	—

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