Glacial Bay · strategy profile

Glacial Bay · 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	0.0%	+3	1	1
This month	+0.1%	+8	13	6
This year	+1.4%	+122	111	59

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.4	−0.2	+0.1	+0.2	+0.6	−0.2	0.0	−0.2	−0.9	−1.0	+0.3	+1.2	−1.4
2021	+0.3	−0.7	−0.8	+0.4	+0.1	−0.1	−0.6	+0.5	−0.6	+0.5	−2.7	0.0	−3.8
2022	+0.8	−0.3	+0.3	−0.7	+0.4	+0.3	+1.4	−1.0	−0.4	−0.1	+0.5	+0.2	+1.3
2023	+1.5	+0.1	−0.8	+0.6	−1.2	−0.2	−0.1	−0.7	−0.9	−0.1	−1.0	−0.8	−3.7
2024	−0.3	−0.5	+0.1	−0.4	0.0	+0.2	−0.4	−0.4	+0.4	−1.7	−1.7	−1.0	−5.6
2025	−1.8	+0.8	−0.2	+0.7	−0.3	+0.5	−1.0	−0.2	−1.0	−0.4	−0.7	−0.4	−4.1
2026	+0.2	+0.5	+0.4	+0.2	+0.9	−1.2	+0.5	+0.5	−0.6	+0.1	0.0	·	+1.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.2%.

Max daily drawdown: −1.0%
Max weekly drawdown: −1.4%
Max drawdown · equity: −16.2%
Max drawdown · balance: −16.2%
Absolute drawdown: −$1,596
Longest drawdown: 2330 days · Dec
Recovery factor: −0.9
Max simultaneous risk: 3.5%

Symbol split

90 days

AUDUSD

100%+14.8%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 20% · Thu 21% · Fri 20% · 48% in the London session

Behaviour

from 962 trades

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

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

Statistics962 closed trades

Trades962

Won / lost436 / 526

Long win rate45% (962)

Short win rate0% (0)

Avg win+$14.9 · 15.0 pip

Avg loss−$15.2 · −15.1 pip

Best trade+$121 · Apr 9

Worst trade−$95 · Mar 12

Total pips−1,390

Lots96.2

Commission + swap−$92

Expectancy / trade−$1.5

Profit factor0.81

Sharpe−1.29daily returns, annualised

Z-score−1.0 (68%)dependence between runs

Standard deviation$21.6

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak13 (+$198)

Losing streak9 (−$118)

Avg holding time5h 44m

Trades / week2.7

Risk / trade3.5%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 17:20	AUDUSD	BUY	0.1	0.70366 → 0.70397	4h 50m	+3.1	+$3	—
Oct 27 14:50	AUDUSD	BUY	0.1	0.70283 → 0.70375	4h 50m	+9.2	+$9	—
Oct 27 06:50	AUDUSD	BUY	0.1	0.70266 → 0.70173	4h 50m	−9.3	−$9	—
Oct 23 11:50	AUDUSD	BUY	0.1	0.70217 → 0.70196	4h 50m	−2.1	−$2	—
Oct 22 18:50	AUDUSD	BUY	0.1	0.70146 → 0.70145	4h 50m	−0.1	$0	—
Oct 16 06:50	AUDUSD	BUY	0.1	0.69237 → 0.69475	4h 50m	+23.8	+$24	—
Oct 15 04:50	AUDUSD	BUY	0.1	0.69787 → 0.69535	4h 50m	−25.2	−$25	—
Oct 13 12:50	AUDUSD	BUY	0.1	0.69670 → 0.69779	4h 50m	+10.9	+$11	—
Oct 13 07:50	AUDUSD	BUY	0.1	0.69599 → 0.69645	4h 50m	+4.6	+$5	—
Oct 9 05:50	AUDUSD	BUY	0.1	0.69662 → 0.69844	4h 50m	+18.2	+$18	—
Oct 8 19:50	AUDUSD	BUY	0.1	0.69633 → 0.69586	4h 50m	−4.7	−$5	—
Oct 8 06:50	AUDUSD	BUY	0.1	0.69667 → 0.69491	4h 50m	−17.6	−$18	—
Oct 7 19:50	AUDUSD	BUY	0.1	0.69641 → 0.69618	4h 50m	−2.3	−$2	—
Oct 2 11:50	AUDUSD	BUY	0.1	0.69379 → 0.69396	4h 50m	+1.7	+$2	—
Sep 28 22:50	AUDUSD	BUY	0.1	0.70285 → 0.70163	4h 50m	−12.2	−$13	—
Sep 25 16:50	AUDUSD	BUY	0.1	0.70316 → 0.70287	4h 50m	−2.9	−$3	—
Sep 22 05:50	AUDUSD	BUY	0.1	0.71219 → 0.71227	4h 50m	+0.8	+$1	—
Sep 17 09:50	AUDUSD	BUY	0.1	0.71098 → 0.71123	4h 50m	+2.5	+$3	—
Sep 16 09:50	AUDUSD	BUY	0.1	0.71304 → 0.71273	4h 50m	−3.1	−$3	—
Sep 15 23:50	AUDUSD	BUY	0.1	0.71326 → 0.71251	4h 50m	−7.5	−$8	—
Sep 15 18:50	AUDUSD	BUY	0.1	0.71344 → 0.71313	4h 50m	−3.1	−$3	—
Sep 14 20:50	AUDUSD	BUY	0.1	0.71406 → 0.71388	4h 50m	−1.8	−$2	—
Sep 11 16:50	AUDUSD	BUY	0.1	0.71744 → 0.71742	4h 50m	−0.2	$0	—
Sep 2 18:50	AUDUSD	BUY	0.1	0.71734 → 0.71674	4h 50m	−6	−$6	—
Sep 1 07:50	AUDUSD	BUY	0.1	0.71744 → 0.71546	4h 50m	−19.8	−$20	—

1–25 of 962

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