Baltic Frost · strategy profile

Baltic Frost · 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	−0.5%	−37	3	0
This month	−0.1%	−4	16	9
This year	+0.7%	+89	189	96

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.2	−0.9	−1.1	+0.2	+0.3	−0.1	+0.8	+1.7	−1.7	−0.8	−0.1	−0.6	−3.4
2021	−0.1	−0.5	−2.1	−0.4	+0.5	+0.6	−1.5	+0.2	−0.4	−1.1	−1.3	+0.3	−5.8
2022	+0.1	−0.2	−1.1	+1.7	−0.1	−1.4	−0.6	+1.1	+1.1	+1.6	0.0	−0.8	+1.3
2023	−0.7	+0.2	−0.4	+1.2	−0.5	−1.3	+0.2	−2.5	−1.2	−0.8	−0.1	+1.4	−4.4
2024	−1.1	−1.2	−1.1	+1.9	−0.7	−0.9	−0.2	+0.3	−2.0	−1.5	−0.4	+0.1	−6.7
2025	−1.4	+1.0	+0.3	+0.6	+1.2	+1.0	−2.7	−1.0	−0.3	−0.4	−1.1	−1.2	−3.9
2026	−0.9	+0.5	+0.8	+1.6	+1.7	−1.7	−0.1	0.0	−1.3	+0.4	−0.2	·	+0.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.0%.

Max daily drawdown: −1.3%
Max weekly drawdown: −1.7%
Max drawdown · equity: −22.0%
Max drawdown · balance: −22.0%
Absolute drawdown: −$2,179
Longest drawdown: 2492 days · Feb
Recovery factor: −0.9
Max simultaneous risk: 5.2%

Symbol split

90 days

AUDUSD

100%+20.3%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 20% · Thu 20% · Fri 18% · 43% in the London session

Behaviour

from 1,636 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 96% · over 12h 4%. Automated share 100%.

Statistics1,636 closed trades

Trades1,636

Won / lost757 / 879

Long win rate46% (818)

Short win rate47% (818)

Avg win+$16.5 · 16.6 pip

Avg loss−$16.5 · −16.3 pip

Best trade+$210 · Mar 9

Worst trade−$120 · Mar 19

Total pips−1,766

Lots163.6

Commission + swap−$266

Expectancy / trade−$1.2

Profit factor0.86

Sharpe−0.93daily returns, annualised

Z-score−0.8 (57%)dependence between runs

Standard deviation$23.5

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.9

Winning streak9 (+$210)

Losing streak12 (−$124)

Avg holding time7h 23m

Trades / week4.6

Risk / trade5.2%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	AUDUSD	BUY	0.1	0.70368 → 0.70202	2.2 days	−16.6	−$17	—
Oct 30 10:15	AUDUSD	BUY	0.1	0.70421 → 0.70297	5h 45m	−12.4	−$12	—
Oct 29 16:15	AUDUSD	SELL	0.1	0.70319 → 0.70396	5h 45m	−7.7	−$8	—
Oct 27 12:45	AUDUSD	BUY	0.1	0.70192 → 0.70316	5h 45m	+12.4	+$12	—
Oct 26 13:30	AUDUSD	SELL	0.1	0.70256 → 0.70220	5h 45m	+3.6	+$4	—
Oct 23 18:45	AUDUSD	BUY	0.1	0.70294 → 0.70345	5h 45m	+5.1	+$5	—
Oct 23 09:45	AUDUSD	SELL	0.1	0.70132 → 0.70166	5h 45m	−3.4	−$3	—
Oct 23 02:30	AUDUSD	BUY	0.1	0.70208 → 0.70139	5h 45m	−6.9	−$7	—
Oct 22 08:15	AUDUSD	SELL	0.1	0.70156 → 0.70153	5h 45m	+0.3	$0	—
Oct 16 09:15	AUDUSD	BUY	0.1	0.69339 → 0.69608	5h 45m	+26.9	+$27	—
Oct 14 21:30	AUDUSD	SELL	0.1	0.69550 → 0.69714	5h 45m	−16.4	−$18	—
Oct 13 14:30	AUDUSD	BUY	0.1	0.69706 → 0.69786	5h 45m	+8	+$8	—
Oct 12 15:30	AUDUSD	SELL	0.1	0.69708 → 0.69620	5h 45m	+8.8	+$9	—
Oct 9 03:45	AUDUSD	BUY	0.1	0.69588 → 0.69734	5h 45m	+14.6	+$15	—
Oct 7 10:30	AUDUSD	SELL	0.1	0.69698 → 0.69625	5h 45m	+7.3	+$7	—
Oct 5 10:15	AUDUSD	SELL	0.1	0.69345 → 0.69619	5h 45m	−27.4	−$27	—
Oct 2 13:45	AUDUSD	BUY	0.1	0.69437 → 0.69704	5h 45m	+26.7	+$27	—
Sep 29 03:45	AUDUSD	SELL	0.1	0.70166 → 0.70139	5h 45m	+2.7	+$3	—
Sep 28 21:00	AUDUSD	BUY	0.1	0.70190 → 0.70160	5h 45m	−3	−$4	—
Sep 28 05:30	AUDUSD	SELL	0.1	0.70080 → 0.70249	5h 45m	−16.9	−$17	—
Sep 25 14:45	AUDUSD	BUY	0.1	0.70301 → 0.70189	5h 45m	−11.2	−$11	—
Sep 23 07:00	AUDUSD	BUY	0.1	0.71138 → 0.70912	5h 45m	−22.6	−$23	—
Sep 22 01:30	AUDUSD	SELL	0.1	0.71210 → 0.71137	5h 45m	+7.3	+$7	—
Sep 20 21:03	AUDUSD	SELL	0.1	0.71233 → 0.71064	2.1 days	+16.9	+$16	—
Sep 18 05:30	AUDUSD	SELL	0.1	0.71127 → 0.71256	5h 45m	−12.9	−$13	—

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