Citrine · strategy profile

Citrine · 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	+0.3%	+50	1	1
This week	+0.2%	+38	4	2
This month	+0.5%	+140	18	10
This year	+13.6%	+2,701	201	114

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+2.4	+2.0	−1.1	+0.5	+0.1	+0.9	+1.4	+1.7	+3.1	+1.0	+0.5	−0.1	+12.2
2024	+1.0	+1.0	+0.6	−0.2	−0.8	+2.7	−2.7	−0.8	+1.4	−1.5	+1.7	+0.9	+3.2
2025	+0.4	−0.8	−0.6	+2.7	+1.6	+1.2	+1.4	+1.2	−0.4	+0.5	+0.2	+0.3	+7.7
2026	−0.4	+1.5	+4.2	+0.8	+2.2	−0.2	+2.6	+0.8	+1.0	+0.2	·	·	+12.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −4.8%.

Max daily drawdown: −2.4%
Max weekly drawdown: −1.8%
Max drawdown · equity: −4.8%
Max drawdown · balance: −4.8%
Absolute drawdown: −$562
Longest drawdown: 297 days · Apr
Recovery factor: 8.9
Max simultaneous risk: 4.5%

Symbol split

90 days

AUDCAD

100%+42.4%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 21% · Tue 14% · Wed 33% · Thu 18% · Fri 14% · 49% in the New York session

Behaviour

from 914 trades

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

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

Statistics914 closed trades

Trades914

Won / lost485 / 429

Long win rate52% (467)

Short win rate55% (447)

Avg win+$31.1 · 44.3 pip

Avg loss−$25.1 · −32.8 pip

Best trade+$295 · Apr 6

Worst trade−$277 · Apr 4

Total pips+7,426

Lots91.4

Commission + swap−$1,129

Expectancy / trade+$4.7

Profit factor1.40

Sharpe2.13daily returns, annualised

Z-score−2.8 (100%)dependence between runs

Standard deviation$37.3

AHPR / GHPR0.04% / 0.04%

Recovery factor8.9

Winning streak12 (+$299)

Losing streak15 (−$143)

Avg holding time2.4 days

Trades / week4.6

Risk / trade2.3%

Monthly average+0.8%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 15:50	AUDCAD	SELL	0.1	0.98594 → 0.98096	1.5 days	+49.8	+$35	—
Oct 29 02:50	AUDCAD	SELL	0.1	0.98740 → 0.98660	1.5 days	+8	+$4	—
Oct 28 14:05	AUDCAD	SELL	0.1	0.98700 → 0.98837	2.7 days	−13.7	−$11	—
Oct 25 21:03	AUDCAD	BUY	0.1	0.98786 → 0.98722	4.3 days	−6.4	−$7	—
Oct 23 18:50	AUDCAD	BUY	0.1	0.98304 → 0.98481	1.5 days	+17.7	+$12	—
Oct 21 13:40	AUDCAD	BUY	0.1	0.98331 → 0.98754	2.7 days	+42.3	+$29	—
Oct 20 18:05	AUDCAD	BUY	0.1	0.98339 → 0.98446	1.5 days	+10.7	+$7	—
Oct 18 21:03	AUDCAD	BUY	0.1	0.99445 → 0.98254	4.3 days	−119.1	−$87	—
Oct 18 21:03	AUDCAD	BUY	0.1	0.98426 → 0.98254	2.3 days	−17.2	−$13	—
Oct 15 18:50	AUDCAD	SELL	0.1	0.99579 → 0.98159	1.5 days	+142	+$99	—
Oct 14 14:05	AUDCAD	BUY	0.1	0.99606 → 0.99443	2.7 days	−16.3	−$12	—
Oct 13 12:05	AUDCAD	SELL	0.1	0.99648 → 0.99389	1.5 days	+25.9	+$18	—
Oct 11 21:03	AUDCAD	BUY	0.1	0.99107 → 0.99422	4.3 days	+31.5	+$20	—
Oct 11 21:03	AUDCAD	SELL	0.1	0.99149 → 0.99446	2.8 days	−29.7	−$21	—
Oct 7 18:50	AUDCAD	SELL	0.1	0.99531 → 0.99319	1.5 days	+21.2	+$14	—
Oct 7 14:00	AUDCAD	BUY	0.1	0.99121 → 0.99116	2.7 days	−0.5	−$1	—
Oct 4 21:03	AUDCAD	BUY	0.1	0.98778 → 0.98993	4.2 days	+21.5	+$13	—
Oct 2 13:50	AUDCAD	SELL	0.1	0.98926 → 0.99208	1.5 days	−28.2	−$20	—
Sep 30 18:50	AUDCAD	BUY	0.1	0.99177 → 0.98855	1.5 days	−32.2	−$23	—
Sep 30 14:00	AUDCAD	BUY	0.1	0.99141 → 0.98672	2.7 days	−46.9	−$34	—
Sep 27 21:03	AUDCAD	BUY	0.1	0.99305 → 0.99075	4.3 days	−23	−$19	—
Sep 25 12:35	AUDCAD	BUY	0.1	0.99139 → 0.99388	1.5 days	+24.9	+$17	—
Sep 24 00:35	AUDCAD	SELL	0.1	0.99938 → 0.99230	1.5 days	+70.8	+$48	—
Sep 23 14:00	AUDCAD	BUY	0.1	0.99518 → 0.99313	2.7 days	−20.5	−$16	—
Sep 22 11:35	AUDCAD	SELL	0.1	0.99739 → 0.99839	1.5 days	−10	−$8	—

1–25 of 914

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