Cobalt Frost · strategy profile

Cobalt Frost · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.5%	+38	1	1
This week	+0.5%	+38	2	1
This month	+0.9%	+77	9	5
This year	−5.9%	−409	99	42

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.3	+0.7	−3.1	+0.4	−0.7	−1.9	−1.2	+0.5	+0.4	+1.0	−0.1	+0.9	−2.7
2021	−2.4	−0.2	+1.3	−2.5	+0.8	+0.1	+0.3	+0.1	−0.4	−0.2	+1.3	+0.6	−1.3
2022	+0.6	+2.8	+1.2	+0.6	+1.1	+0.3	−3.0	−2.8	−0.3	−1.6	−0.7	−1.5	−3.4
2023	−1.2	+0.1	−1.3	−0.3	+1.6	+1.7	−1.9	+0.6	+0.5	+0.4	−0.3	−0.9	−1.1
2024	+0.1	−3.2	−1.6	−0.3	+0.9	−1.1	+0.6	−0.9	+1.1	−0.7	−0.9	−1.5	−7.5
2025	+0.9	−0.2	+1.3	+0.1	−3.1	0.0	−0.4	−0.3	−0.5	−1.8	−1.1	+0.4	−4.6
2026	−0.3	−0.6	−1.8	−0.5	+0.2	−0.8	−1.8	−1.2	−0.2	+0.3	+0.6	·	−6.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −27.5%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.7%
Max drawdown · equity: −27.5%
Max drawdown · balance: −27.5%
Absolute drawdown: −$2,518
Longest drawdown: 1594 days · Sep
Recovery factor: −0.9
Max simultaneous risk: 2.5%

Symbol split

90 days

AUDUSD

100%+24.0%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 18% · Thu 22% · Fri 20% · 49% in the London session

Behaviour

from 742 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 80% · over 12h 19%. Automated share 100%.

Statistics742 closed trades

Trades742

Won / lost349 / 393

Long win rate45% (379)

Short win rate49% (363)

Avg win+$26.9 · 27.5 pip

Avg loss−$30.0 · −29.3 pip

Best trade+$60 · May 6

Worst trade−$160 · Jul 28

Total pips−1,919

Lots74.2

Commission + swap−$484

Expectancy / trade−$3.2

Profit factor0.80

Sharpe−1.43daily returns, annualised

Z-score0.5 (38%)dependence between runs

Standard deviation$37.6

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak9 (+$192)

Losing streak18 (−$169)

Avg holding time1.1 days

Trades / week2.1

Risk / trade2.5%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 05:15	AUDUSD	SELL	0.1	0.70186 → 0.69808	21h 15m	+37.8	+$37	—
Nov 1 22:03	AUDUSD	SELL	0.1	0.70219 → 0.70221	2.6 days	−0.2	−$1	—
Oct 25 21:03	AUDUSD	BUY	0.1	0.70356 → 0.70238	2.2 days	−11.8	−$12	—
Oct 20 05:15	AUDUSD	BUY	0.1	0.69704 → 0.69802	21h 15m	+9.8	+$9	—
Oct 15 13:15	AUDUSD	SELL	0.1	0.69547 → 0.69034	21h 15m	+51.3	+$50	—
Oct 14 13:15	AUDUSD	BUY	0.1	0.69845 → 0.69686	21h 15m	−15.9	−$16	—
Oct 11 21:03	AUDUSD	BUY	0.1	0.69821 → 0.69640	2.5 days	−18.1	−$19	—
Oct 8 13:15	AUDUSD	SELL	0.1	0.69601 → 0.69494	21h 15m	+10.7	+$9	—
Oct 6 05:15	AUDUSD	BUY	0.1	0.69552 → 0.69682	21h 15m	+13	+$13	—
Oct 1 05:15	AUDUSD	SELL	0.1	0.69755 → 0.69464	21h 15m	+29.1	+$28	—
Sep 30 05:15	AUDUSD	SELL	0.1	0.69881 → 0.69706	21h 15m	+17.5	+$17	—
Sep 23 05:15	AUDUSD	SELL	0.1	0.71017 → 0.71041	21h 15m	−2.4	−$3	—
Sep 16 05:15	AUDUSD	SELL	0.1	0.71255 → 0.71310	21h 15m	−5.5	−$6	—
Sep 11 13:15	AUDUSD	SELL	0.1	0.71689 → 0.71771	21h 15m	−8.2	−$9	—
Sep 10 05:15	AUDUSD	BUY	0.1	0.72331 → 0.72174	21h 15m	−15.7	−$17	—
Sep 3 05:15	AUDUSD	SELL	0.1	0.71432 → 0.71671	21h 15m	−23.9	−$25	—
Aug 30 21:03	AUDUSD	SELL	0.1	0.71632 → 0.71523	2.2 days	+10.9	+$10	—
Aug 27 21:15	AUDUSD	BUY	0.1	0.71823 → 0.71904	21h 15m	+8.1	+$8	—
Aug 26 05:15	AUDUSD	SELL	0.1	0.71427 → 0.71803	21h 15m	−37.6	−$38	—
Aug 23 21:03	AUDUSD	BUY	0.1	0.71516 → 0.71545	2.5 days	+2.9	+$2	—
Aug 20 13:15	AUDUSD	BUY	0.1	0.71228 → 0.71174	21h 15m	−5.4	−$7	—
Aug 19 13:15	AUDUSD	SELL	0.1	0.70950 → 0.71197	21h 15m	−24.7	−$25	—
Aug 16 21:03	AUDUSD	BUY	0.1	0.70909 → 0.70757	2.2 days	−15.2	−$16	—
Aug 9 21:04	AUDUSD	BUY	0.1	0.70639 → 0.70584	2.2 days	−5.5	−$6	—
Aug 7 05:15	AUDUSD	SELL	0.1	0.70369 → 0.70283	21h 15m	+8.6	+$8	—

1–25 of 742

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