Crimson Elm · strategy profile

Crimson Elm · 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	0.0%	0	0	0
This week	−0.2%	−16	2	0
This month	−0.4%	−47	6	1
This year	+0.9%	+174	50	29

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.2	−0.5	+2.8	−0.1	−0.5	−0.2	−0.8	+0.1	+0.2	+0.4	−1.6	+0.2	+1.0
2021	−0.5	−0.6	+1.0	−0.4	+1.5	+2.2	+0.2	+1.4	+0.8	−1.6	+2.2	+0.9	+7.0
2022	+0.4	−0.2	−0.8	+0.8	−1.1	+0.8	−1.0	+0.8	+3.8	−1.4	−2.4	−1.9	−2.4
2023	−1.3	+0.8	+0.3	+1.7	+1.8	+0.3	+0.2	+1.3	+0.4	+0.7	−0.1	−1.3	+4.8
2024	+1.1	−0.2	−0.1	+1.3	−0.3	+0.9	+1.1	+0.5	−0.3	+0.9	−0.2	+2.6	+7.2
2025	−0.7	−0.2	+0.8	+0.3	−0.8	−0.7	+0.4	−0.4	+1.1	−0.7	+0.2	+0.3	−0.3
2026	−1.2	+0.5	+1.3	+0.7	−0.4	+1.9	−1.4	−0.9	+0.6	−0.4	0.0	·	+0.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.2%.

Max daily drawdown: −1.8%
Max weekly drawdown: −1.8%
Max drawdown · equity: −9.2%
Max drawdown · balance: −9.2%
Absolute drawdown: −$1,049
Longest drawdown: 577 days · Feb
Recovery factor: 2.1
Max simultaneous risk: 3.4%

Symbol split

90 days

AUDUSD

100%+19.2%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 26% · Tue 21% · Wed 15% · Thu 18% · Fri 20% · 45% in the London session

Behaviour

from 415 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 6% · over 12h 94%. Automated share 100%.

Statistics415 closed trades

Trades415

Won / lost226 / 189

Long win rate0% (0)

Short win rate55% (415)

Avg win+$46.6 · 47.9 pip

Avg loss−$45.6 · −44.0 pip

Best trade+$90 · Jun 5

Worst trade−$217 · May 5

Total pips+2,504

Lots41.5

Commission + swap−$581

Expectancy / trade+$4.6

Profit factor1.22

Sharpe1.32daily returns, annualised

Z-score−0.8 (59%)dependence between runs

Standard deviation$58.1

AHPR / GHPR0.04% / 0.04%

Recovery factor2.1

Winning streak10 (+$239)

Losing streak9 (−$202)

Avg holding time2.6 days

Trades / week1.2

Risk / trade3.4%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	AUDUSD	SELL	0.1	0.70351 → 0.70342	3.6 days	+0.9	$0	—
Oct 28 17:35	AUDUSD	SELL	0.1	0.70216 → 0.70388	2.5 days	−17.2	−$18	—
Oct 14 19:35	AUDUSD	SELL	0.1	0.69718 → 0.69680	2.5 days	+3.8	+$3	—
Oct 11 21:03	AUDUSD	SELL	0.1	0.69461 → 0.69659	3.6 days	−19.8	−$21	—
Oct 7 13:35	AUDUSD	SELL	0.1	0.69448 → 0.69530	2.5 days	−8.2	−$9	—
Oct 4 21:03	AUDUSD	SELL	0.1	0.69387 → 0.69449	3.6 days	−6.2	−$7	—
Sep 24 15:34	AUDUSD	SELL	0.1	0.70991 → 0.70093	1.5 days	+89.8	+$88	—
Sep 21 02:20	AUDUSD	SELL	0.1	0.71074 → 0.71238	2.5 days	−16.4	−$17	—
Sep 16 11:20	AUDUSD	SELL	0.1	0.71506 → 0.71341	2.5 days	+16.5	+$16	—
Sep 13 21:03	AUDUSD	SELL	0.1	0.72059 → 0.71584	3.5 days	+47.5	+$47	—
Sep 3 19:50	AUDUSD	SELL	0.1	0.71498 → 0.72043	2.5 days	−54.5	−$57	—
Aug 30 21:03	AUDUSD	SELL	0.1	0.71677 → 0.71523	4.3 days	+15.4	+$13	—
Aug 21 05:35	AUDUSD	SELL	0.1	0.70848 → 0.71423	2.5 days	−57.5	−$60	—
Aug 16 21:03	AUDUSD	SELL	0.1	0.70558 → 0.70776	4 days	−21.8	−$23	—
Aug 5 19:20	AUDUSD	SELL	0.1	0.70165 → 0.70591	2.5 days	−42.6	−$44	—
Aug 2 21:03	AUDUSD	SELL	0.1	0.69459 → 0.70386	3.6 days	−92.7	−$94	—
Jul 30 01:50	AUDUSD	SELL	0.1	0.69872 → 0.69630	2.5 days	+24.2	+$22	—
Jul 24 07:05	AUDUSD	SELL	0.1	0.69999 → 0.69863	2.5 days	+13.6	+$11	—
Jul 15 12:35	AUDUSD	SELL	0.1	0.69303 → 0.69899	2.5 days	−59.6	−$61	—
Jul 3 13:20	AUDUSD	SELL	0.1	0.68911 → 0.69375	2.5 days	−46.4	−$48	—
Jun 28 21:03	AUDUSD	SELL	0.1	0.68845 → 0.68845	2.8 days	0	−$1	—
Jun 23 17:56	AUDUSD	SELL	0.1	0.70040 → 0.69142	1.8 days	+89.8	+$89	—
Jun 18 13:35	AUDUSD	SELL	0.1	0.70573 → 0.70279	2.5 days	+29.4	+$27	—
Jun 14 21:03	AUDUSD	SELL	0.1	0.69962 → 0.70407	3.4 days	−44.5	−$46	—
Jun 11 11:35	AUDUSD	SELL	0.1	0.70343 → 0.69983	2.5 days	+36	+$34	—

1–25 of 415

Crimson Elm◇Strategy

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