Caph 92 · strategy profile

Caph 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%	−26	2	1
This month	−1.0%	−85	7	3
This year	−5.9%	−505	61	24

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.9	+0.2	+0.3	+1.0	−0.4	−0.3	+0.1	−1.1	0.0	+0.2	+0.7	−1.0	+0.6
2021	−0.6	+0.7	+0.5	−0.9	+0.3	−0.3	−0.1	0.0	+0.4	−0.1	+0.2	+0.3	+0.5
2022	+0.9	−2.8	−0.1	+0.3	−0.9	+0.3	+1.8	+0.2	−1.2	−0.7	−0.2	−1.6	−4.1
2023	−4.2	+1.4	+0.5	+0.4	−0.3	−0.3	−0.1	−0.3	−1.0	−1.1	+0.4	+0.9	−3.8
2024	+0.3	−0.2	−0.9	−0.8	+0.5	−0.2	+0.2	−0.5	+2.1	−0.6	−1.1	+0.9	−0.3
2025	0.0	+0.1	−0.3	−2.6	−0.9	−1.1	+0.2	−0.6	−0.7	+0.4	−0.1	+0.3	−5.3
2026	+0.5	−0.3	−4.3	+0.7	−0.7	+0.7	−0.2	−0.3	−1.0	−1.0	+0.1	·	−6.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.6%.

Max daily drawdown: −1.9%
Max weekly drawdown: −2.4%
Max drawdown · equity: −19.6%
Max drawdown · balance: −19.6%
Absolute drawdown: −$1,728
Longest drawdown: 2371 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 1.6%

Symbol split

90 days

AUDUSD

100%+17.2%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 12% · Tue 19% · Wed 25% · Thu 22% · Fri 22% · 53% in the New York session

Behaviour

from 501 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 89% · over 12h 11%. Automated share 100%.

Statistics501 closed trades

Trades501

Won / lost224 / 277

Long win rate42% (250)

Short win rate47% (251)

Avg win+$20.8 · 21.1 pip

Avg loss−$23.0 · −22.7 pip

Best trade+$182 · Mar 18

Worst trade−$150 · Jan 6

Total pips−1,559

Lots50.1

Commission + swap−$164

Expectancy / trade−$3.4

Profit factor0.73

Sharpe−1.88daily returns, annualised

Z-score1.3 (82%)dependence between runs

Standard deviation$30.7

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak7 (+$182)

Losing streak11 (−$156)

Avg holding time13h 28m

Trades / week1.4

Risk / trade1.6%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 20:45	AUDUSD	SELL	0.1	0.70034 → 0.69988	8h 45m	+4.6	+$5	—
Oct 29 10:45	AUDUSD	BUY	0.1	0.70614 → 0.70312	8h 45m	−30.2	−$30	—
Oct 25 21:03	AUDUSD	BUY	0.1	0.70336 → 0.70238	2.3 days	−9.8	−$10	—
Oct 21 16:45	AUDUSD	BUY	0.1	0.70270 → 0.70317	8h 45m	+4.7	+$5	—
Oct 18 21:03	AUDUSD	SELL	0.1	0.69385 → 0.69630	2.1 days	−24.5	−$25	—
Oct 15 16:45	AUDUSD	SELL	0.1	0.69331 → 0.69120	8h 45m	+21.1	+$21	—
Oct 14 16:45	AUDUSD	BUY	0.1	0.70079 → 0.69573	8h 45m	−50.6	−$51	—
Oct 4 21:03	AUDUSD	SELL	0.1	0.69512 → 0.69449	2.2 days	+6.3	+$6	—
Sep 30 22:45	AUDUSD	SELL	0.1	0.69569 → 0.69457	8h 45m	+11.2	+$10	—
Sep 23 18:45	AUDUSD	SELL	0.1	0.70794 → 0.70378	8h 45m	+41.6	+$42	—
Sep 21 08:45	AUDUSD	SELL	0.1	0.71207 → 0.71334	8h 45m	−12.7	−$13	—
Sep 20 21:03	AUDUSD	SELL	0.1	0.71090 → 0.71064	2.3 days	+2.6	+$2	—
Sep 17 06:45	AUDUSD	SELL	0.1	0.70848 → 0.71166	8h 45m	−31.8	−$32	—
Sep 16 10:45	AUDUSD	SELL	0.1	0.71195 → 0.71324	8h 45m	−12.9	−$13	—
Sep 15 14:45	AUDUSD	SELL	0.1	0.71202 → 0.71294	8h 45m	−9.2	−$9	—
Sep 14 22:45	AUDUSD	SELL	0.1	0.71118 → 0.71414	8h 45m	−29.6	−$30	—
Sep 4 02:45	AUDUSD	BUY	0.1	0.72055 → 0.72081	8h 45m	+2.6	+$2	—
Sep 2 18:45	AUDUSD	SELL	0.1	0.71228 → 0.71690	8h 45m	−46.2	−$46	—
Aug 19 22:45	AUDUSD	BUY	0.1	0.71193 → 0.71250	8h 45m	+5.7	+$4	—
Aug 18 18:45	AUDUSD	BUY	0.1	0.71100 → 0.70824	8h 45m	−27.6	−$28	—
Aug 18 08:45	AUDUSD	BUY	0.1	0.71094 → 0.71029	8h 45m	−6.5	−$7	—
Aug 17 14:45	AUDUSD	BUY	0.1	0.71135 → 0.71170	8h 45m	+3.5	+$4	—
Aug 2 21:03	AUDUSD	BUY	0.1	0.70359 → 0.70367	2.1 days	+0.8	$0	—
Jul 31 14:45	AUDUSD	BUY	0.1	0.70306 → 0.70160	8h 45m	−14.6	−$15	—
Jul 31 02:45	AUDUSD	BUY	0.1	0.70310 → 0.70247	8h 45m	−6.3	−$7	—

1–25 of 501

Caph 92◇Strategy

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