Rosalind · strategy profile

Rosalind · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.1%	+29	1	1
This week	−0.6%	−255	19	4
This month	−3.6%	−1,637	109	22
This year	−4.7%	−1,519	1,006	260

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−2.6	+14.2	+21.7	−0.4	−5.1	+2.2	−2.1	−1.0	−5.1	−2.3	+0.6	−0.8	+19.2
2021	+2.4	+1.4	−5.6	−0.3	−1.2	−0.6	+3.6	+3.4	+5.4	−2.0	+8.2	−5.5	+9.3
2022	+3.2	−2.3	+6.5	+6.0	−6.8	+6.7	+10.5	+6.4	−4.0	+7.6	+6.0	+12.3	+52.0
2023	+3.5	+3.6	+1.9	−1.0	+0.5	−5.5	+2.0	+2.4	−5.2	−1.2	+7.6	+3.6	+12.3
2024	+1.5	−1.0	−1.1	+0.4	+0.9	+0.3	+4.8	−1.2	−0.5	+4.0	+0.7	+0.1	+8.8
2025	−3.8	+1.2	−4.3	−2.3	+9.8	+2.6	+5.1	−3.0	+3.7	+4.9	−1.8	+6.1	+18.3
2026	+1.4	+1.1	0.0	+0.7	−3.4	−2.5	+1.7	−0.9	+0.8	−3.3	·	·	−4.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.9%.

Max daily drawdown: −3.1%
Max weekly drawdown: −7.2%
Max drawdown · equity: −22.9%
Max drawdown · balance: −22.9%
Absolute drawdown: −$3,679
Longest drawdown: 702 days · May
Recovery factor: 8.2
Max simultaneous risk: 0.5%

Symbol split

90 days

USDJPY

100%+187.9%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 25% · Tue 17% · Wed 20% · Thu 18% · Fri 20% · 50% in the London session

Behaviour

from 7,958 trades

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

Holding time: under 1h 2% · 1–4h 25% · 4–12h 30% · over 12h 43%. Automated share 100%.

Statistics7,958 closed trades

Trades7,958

Won / lost2,458 / 5,500

Long win rate32% (4,051)

Short win rate30% (3,907)

Avg win+$55.3 · 76.6 pip

Avg loss−$21.3 · −28.7 pip

Best trade+$285 · Mar 9

Worst trade−$140 · Oct 5

Total pips+30,501

Lots795.8

Commission + swap−$4,094

Expectancy / trade+$2.4

Profit factor1.16

Sharpe0.97daily returns, annualised

Z-score−22.7 (100%)dependence between runs

Standard deviation$43.9

AHPR / GHPR0.01% / 0.01%

Recovery factor8.2

Winning streak16 (+$752)

Losing streak72 (−$910)

Avg holding time23h 20m

Trades / week22.3

Risk / trade0.1%

Monthly average+1.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 06:20	USDJPY	SELL	0.1	157.866 → 157.579	1.5 days	+28.7	+$16	—
Oct 29 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 29 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 29 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 29 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 28 20:01	USDJPY	BUY	0.1	158.110 → 157.808	6h 1m	−30.2	−$19	—
Oct 28 20:01	USDJPY	BUY	0.1	158.110 → 157.808	6h 1m	−30.2	−$19	—
Oct 28 13:32	USDJPY	SELL	0.1	157.758 → 158.060	1.1 days	−30.2	−$20	—
Oct 28 13:24	USDJPY	SELL	0.1	157.690 → 157.992	4h 24m	−30.2	−$19	—
Oct 28 13:24	USDJPY	SELL	0.1	157.690 → 157.992	4h 24m	−30.2	−$19	—
Oct 28 13:24	USDJPY	SELL	0.1	157.690 → 157.992	4h 24m	−30.2	−$19	—
Oct 28 13:24	USDJPY	SELL	0.1	157.690 → 157.992	4h 24m	−30.2	−$19	—
Oct 27 22:15	USDJPY	BUY	0.1	157.144 → 157.938	1.6 days	+79.4	+$49	—
Oct 27 20:15	USDJPY	BUY	0.1	157.107 → 157.916	1.6 days	+80.9	+$51	—
Oct 26 01:17	USDJPY	BUY	0.1	157.132 → 156.830	0h 17m	−30.2	−$19	—
Oct 26 01:17	USDJPY	BUY	0.1	157.132 → 156.830	0h 17m	−30.2	−$19	—
Oct 26 01:17	USDJPY	BUY	0.1	157.132 → 156.830	0h 17m	−30.2	−$19	—
Oct 26 01:17	USDJPY	BUY	0.1	157.132 → 156.830	0h 17m	−30.2	−$19	—
Oct 25 21:03	USDJPY	BUY	0.1	156.868 → 156.959	2.3 days	+9.1	+$5	—
Oct 23 18:15	USDJPY	SELL	0.1	157.690 → 156.867	1.6 days	+82.3	+$52	—
Oct 23 17:15	USDJPY	SELL	0.1	157.878 → 156.906	1.6 days	+97.2	+$61	—
Oct 23 17:15	USDJPY	SELL	0.1	157.878 → 156.906	1.6 days	+97.2	+$61	—
Oct 23 17:15	USDJPY	SELL	0.1	157.878 → 156.906	1.6 days	+97.2	+$61	—
Oct 23 13:45	USDJPY	SELL	0.1	156.379 → 156.681	0h 45m	−30.2	−$19	—
Oct 23 09:36	USDJPY	BUY	0.1	156.834 → 156.532	7h 36m	−30.2	−$19	—

1–25 of 7958

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