Lune Sauvage · strategy profile

Lune Sauvage · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−4	1	0
This week	−0.3%	−26	8	3
This month	−0.8%	−65	34	15
This year	−12.9%	−1,283	376	148

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−0.8	−1.1	−1.3	−0.5	−1.0	−2.7	+0.1	−0.4	+0.1	−0.8	+0.2	−0.2	−8.4
2024	−1.2	−0.6	−1.1	−0.4	−0.5	−1.0	−1.1	−0.5	−0.1	−0.1	−1.1	−0.8	−8.5
2025	−2.0	−1.3	−0.3	−1.8	−0.8	−1.4	−0.5	−1.2	−0.5	−0.8	−1.2	−0.4	−12.1
2026	−0.9	−1.7	−2.4	−2.6	−1.0	−1.2	−1.9	−0.8	−1.0	−0.2	+0.1	·	−13.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −35.1%.

Max daily drawdown: −0.7%
Max weekly drawdown: −1.4%
Max drawdown · equity: −35.1%
Max drawdown · balance: −35.1%
Absolute drawdown: −$3,495
Longest drawdown: 1398 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 1.0%

Symbol split

90 days

AUDCAD

100%+34.9%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 21% · Thu 20% · Fri 18% · 43% in the New York session

Behaviour

from 1,588 trades

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

Holding time: under 1h 0% · 1–4h 98% · 4–12h 0% · over 12h 2%. Automated share 100%.

Statistics1,588 closed trades

Trades1,588

Won / lost632 / 956

Long win rate43% (773)

Short win rate37% (815)

Avg win+$7.7 · 10.7 pip

Avg loss−$8.7 · −11.9 pip

Best trade+$52 · Jul 27

Worst trade−$70 · Jan 6

Total pips−4,622

Lots158.8

Commission + swap−$142

Expectancy / trade−$2.2

Profit factor0.58

Sharpe−4.08daily returns, annualised

Z-score−0.1 (10%)dependence between runs

Standard deviation$11.1

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak7 (+$42)

Losing streak12 (−$65)

Avg holding time4h 19m

Trades / week7.9

Risk / trade1.0%

Monthly average−0.9%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 01:35	AUDCAD	SELL	0.1	0.97842 → 0.97887	3h 35m	−4.5	−$3	—
Nov 2 20:05	AUDCAD	BUY	0.1	0.98053 → 0.97917	3h 35m	−13.6	−$10	—
Nov 2 12:35	AUDCAD	SELL	0.1	0.98045 → 0.97912	3h 35m	+13.3	+$10	—
Oct 30 09:35	AUDCAD	BUY	0.1	0.98262 → 0.98146	3h 35m	−11.6	−$8	—
Oct 30 03:35	AUDCAD	BUY	0.1	0.98290 → 0.98370	3h 35m	+8	+$6	—
Oct 29 23:05	AUDCAD	BUY	0.1	0.98346 → 0.98141	3h 35m	−20.5	−$15	—
Oct 29 05:35	AUDCAD	SELL	0.1	0.98641 → 0.98665	3h 35m	−2.4	−$2	—
Oct 28 10:35	AUDCAD	SELL	0.1	0.98842 → 0.98787	3h 35m	+5.5	+$4	—
Oct 27 15:35	AUDCAD	SELL	0.1	0.98556 → 0.98746	3h 35m	−19	−$14	—
Oct 27 01:35	AUDCAD	SELL	0.1	0.98286 → 0.98464	3h 35m	−17.8	−$13	—
Oct 26 13:35	AUDCAD	BUY	0.1	0.98640 → 0.98518	3h 35m	−12.2	−$9	—
Oct 25 21:03	AUDCAD	BUY	0.1	0.98495 → 0.98722	2.1 days	+22.7	+$16	—
Oct 22 05:35	AUDCAD	SELL	0.1	0.98520 → 0.98426	3h 35m	+9.4	+$7	—
Oct 21 22:35	AUDCAD	SELL	0.1	0.98675 → 0.98649	3h 35m	+2.6	$0	—
Oct 21 03:35	AUDCAD	BUY	0.1	0.98562 → 0.98653	3h 35m	+9.1	+$6	—
Oct 20 15:35	AUDCAD	SELL	0.1	0.98154 → 0.98338	3h 35m	−18.4	−$13	—
Oct 19 18:05	AUDCAD	BUY	0.1	0.98580 → 0.98395	3h 35m	−18.5	−$13	—
Oct 19 07:35	AUDCAD	BUY	0.1	0.98529 → 0.98338	3h 35m	−19.1	−$14	—
Oct 18 21:03	AUDCAD	SELL	0.1	0.98248 → 0.98278	2.1 days	−3	−$3	—
Oct 15 20:05	AUDCAD	BUY	0.1	0.98117 → 0.98144	3h 35m	+2.7	+$2	—
Oct 14 17:05	AUDCAD	SELL	0.1	0.99390 → 0.99253	3h 35m	+13.7	+$10	—
Oct 14 11:35	AUDCAD	BUY	0.1	0.99603 → 0.99600	3h 35m	−0.3	$0	—
Oct 13 17:35	AUDCAD	SELL	0.1	0.99263 → 0.99237	3h 35m	+2.6	+$2	—
Oct 12 17:35	AUDCAD	SELL	0.1	0.99352 → 0.99404	3h 35m	−5.2	−$4	—
Oct 12 03:35	AUDCAD	SELL	0.1	0.99568 → 0.99553	3h 35m	+1.5	+$1	—

1–25 of 1588

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