Baltic Valley · strategy profile

Baltic Valley · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	0.0%	−1	3	2
This month	−1.1%	−85	20	9
This year	−4.1%	−304	213	100

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.9	−1.0	+3.8	+2.9	−0.5	+0.4	−1.1	0.0	−1.1	−1.0	0.0	+0.8	+2.3
2021	+1.9	+1.1	−0.5	−0.3	+0.6	0.0	+0.4	−0.1	−0.6	−0.6	−0.6	−0.3	+1.0
2022	+1.0	−0.4	−0.3	−0.3	−0.6	−0.4	0.0	−1.4	−2.3	+0.9	−0.5	+2.7	−1.6
2023	+1.1	+0.7	−2.1	+0.5	−1.0	+0.9	−0.5	−4.1	+1.2	−1.0	−2.1	+1.4	−5.1
2024	−2.3	−1.5	+0.9	+1.3	+0.3	+0.8	−1.0	−1.5	−1.6	−0.1	−0.7	−0.8	−6.1
2025	+0.2	−2.2	−1.3	+0.8	+0.6	0.0	−1.7	−0.1	+1.1	−0.3	−1.8	−1.3	−6.0
2026	−0.6	−1.2	+1.8	0.0	+0.8	−5.1	+0.8	+0.8	−0.1	−1.2	0.0	·	−4.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −23.7%.

Max daily drawdown: −1.5%
Max weekly drawdown: −2.4%
Max drawdown · equity: −23.7%
Max drawdown · balance: −23.7%
Absolute drawdown: −$1,898
Longest drawdown: 1892 days · Jun
Recovery factor: −0.8
Max simultaneous risk: 1.5%

Symbol split

90 days

AUDUSD

100%+18.5%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 20% · Thu 20% · Fri 19% · 46% in the New York session

Behaviour

from 1,669 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 93% · over 12h 7%. Automated share 100%.

Statistics1,669 closed trades

Trades1,669

Won / lost762 / 907

Long win rate46% (824)

Short win rate45% (845)

Avg win+$20.1 · 20.3 pip

Avg loss−$18.9 · −18.6 pip

Best trade+$250 · Mar 9

Worst trade−$150 · Mar 15

Total pips−1,404

Lots166.9

Commission + swap−$442

Expectancy / trade−$1.1

Profit factor0.89

Sharpe−0.73daily returns, annualised

Z-score−1.0 (67%)dependence between runs

Standard deviation$28.2

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak11 (+$278)

Losing streak15 (−$165)

Avg holding time10h 47m

Trades / week4.7

Risk / trade1.5%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 13:30	AUDUSD	SELL	0.1	0.70310 → 0.70250	7h 30m	+6	+$6	—
Oct 30 01:30	AUDUSD	SELL	0.1	0.70325 → 0.70315	7h 30m	+1	+$1	—
Oct 29 17:00	AUDUSD	SELL	0.1	0.70309 → 0.70394	7h 30m	−8.5	−$9	—
Oct 27 10:00	AUDUSD	BUY	0.1	0.70283 → 0.70255	7h 30m	−2.8	−$3	—
Oct 26 21:30	AUDUSD	SELL	0.1	0.70126 → 0.70164	7h 30m	−3.8	−$4	—
Oct 23 13:30	AUDUSD	SELL	0.1	0.70110 → 0.70275	7h 30m	−16.5	−$17	—
Oct 22 19:30	AUDUSD	SELL	0.1	0.70070 → 0.70207	7h 30m	−13.7	−$14	—
Oct 22 11:30	AUDUSD	SELL	0.1	0.70103 → 0.70000	7h 30m	+10.3	+$10	—
Oct 19 05:30	AUDUSD	BUY	0.1	0.69635 → 0.69730	7h 30m	+9.5	+$10	—
Oct 18 21:03	AUDUSD	SELL	0.1	0.69385 → 0.69630	2.1 days	−24.5	−$25	—
Oct 16 11:30	AUDUSD	BUY	0.1	0.69475 → 0.69590	7h 30m	+11.5	+$12	—
Oct 14 21:30	AUDUSD	SELL	0.1	0.69554 → 0.69714	7h 30m	−16	−$18	—
Oct 13 17:30	AUDUSD	BUY	0.1	0.69737 → 0.69785	7h 30m	+4.8	+$5	—
Oct 12 21:30	AUDUSD	SELL	0.1	0.69666 → 0.69578	7h 30m	+8.8	+$8	—
Oct 12 08:45	AUDUSD	BUY	0.1	0.69935 → 0.69696	7h 30m	−23.9	−$24	—
Oct 9 01:30	AUDUSD	BUY	0.1	0.69594 → 0.69721	7h 30m	+12.7	+$12	—
Oct 8 07:30	AUDUSD	SELL	0.1	0.69607 → 0.69556	7h 30m	+5.1	+$5	—
Oct 7 19:30	AUDUSD	SELL	0.1	0.69527 → 0.69661	7h 30m	−13.4	−$13	—
Oct 5 23:30	AUDUSD	BUY	0.1	0.69693 → 0.69691	7h 30m	−0.2	−$1	—
Oct 5 10:30	AUDUSD	SELL	0.1	0.69323 → 0.69636	7h 30m	−31.3	−$31	—
Oct 4 21:03	AUDUSD	BUY	0.1	0.69604 → 0.69430	2 days	−17.4	−$18	—
Oct 2 13:15	AUDUSD	BUY	0.1	0.69389 → 0.69593	7h 30m	+20.4	+$20	—
Oct 2 05:30	AUDUSD	SELL	0.1	0.69258 → 0.69350	7h 30m	−9.2	−$9	—
Sep 30 09:30	AUDUSD	SELL	0.1	0.69662 → 0.69711	7h 30m	−4.9	−$5	—
Sep 29 21:30	AUDUSD	SELL	0.1	0.69898 → 0.69849	7h 30m	+4.9	+$4	—

1–25 of 1669

Baltic Valley◇Strategy

Rules

Research records

Version timeline