Saffron Comet · strategy profile

Saffron Comet · 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	−0.1%	−8	1	0
This month	−0.8%	−56	4	1
This year	−1.0%	−46	67	27

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.2	−0.4	−1.0	+0.5	−1.1	+1.1	−0.2	−0.1	−0.5	−0.3	−0.6	−0.2	−3.0
2021	−0.3	−0.1	+0.2	+0.2	+0.2	−0.4	−0.7	−1.2	+0.5	−0.3	0.0	0.0	−1.9
2022	+0.1	−0.7	−1.3	−0.7	−2.3	−0.9	−0.4	−0.6	−1.9	+0.6	+0.7	−1.0	−8.3
2023	−1.9	−0.7	0.0	−0.7	−0.8	−0.2	−0.1	−0.3	−0.9	−0.3	+0.4	−1.7	−7.2
2024	0.0	−0.9	+0.2	−0.2	−0.5	−1.2	−0.1	−0.5	−1.4	0.0	−0.6	0.0	−5.1
2025	−2.3	+0.4	+0.4	+0.4	−1.4	−0.6	−0.2	−1.5	−1.5	−0.5	−0.4	−1.7	−9.0
2026	+3.4	−1.3	−0.2	+0.9	−0.6	−0.1	−0.7	−1.1	−0.3	−0.8	0.0	·	−0.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −30.1%.

Max daily drawdown: −1.9%
Max weekly drawdown: −1.8%
Max drawdown · equity: −30.1%
Max drawdown · balance: −30.1%
Absolute drawdown: −$2,998
Longest drawdown: 2498 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 5.7%

Symbol split

90 days

AUDUSD

100%+30.0%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 18% · Wed 26% · Thu 21% · Fri 17% · 41% in the New York session

Behaviour

from 553 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 92% · over 12h 8%. Automated share 100%.

Statistics553 closed trades

Trades553

Won / lost223 / 330

Long win rate40% (553)

Short win rate0% (0)

Avg win+$18.2 · 18.5 pip

Avg loss−$21.4 · −21.0 pip

Best trade+$98 · Oct 26

Worst trade−$175 · Sep 13

Total pips−2,818

Lots55.3

Commission + swap−$180

Expectancy / trade−$5.4

Profit factor0.57

Sharpe−3.79daily returns, annualised

Z-score−0.3 (25%)dependence between runs

Standard deviation$27.6

AHPR / GHPR−0.06% / −0.06%

Recovery factor−1.0

Winning streak7 (+$131)

Losing streak9 (−$175)

Avg holding time12h 41m

Trades / week1.6

Risk / trade5.7%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 05:25	AUDUSD	BUY	0.1	0.70602 → 0.70523	9h 20m	−7.9	−$9	—
Oct 21 21:40	AUDUSD	BUY	0.1	0.70363 → 0.70250	9h 20m	−11.3	−$13	—
Oct 21 11:25	AUDUSD	BUY	0.1	0.70219 → 0.70321	9h 20m	+10.2	+$10	—
Oct 14 17:30	AUDUSD	BUY	0.1	0.70103 → 0.69633	9h 20m	−47	−$47	—
Sep 7 17:20	AUDUSD	BUY	0.1	0.72234 → 0.72181	9h 20m	−5.3	−$5	—
Sep 4 13:25	AUDUSD	BUY	0.1	0.72121 → 0.72018	9h 20m	−10.3	−$10	—
Sep 3 21:55	AUDUSD	BUY	0.1	0.71986 → 0.71950	9h 20m	−3.6	−$4	—
Aug 26 14:55	AUDUSD	BUY	0.1	0.71831 → 0.71673	9h 20m	−15.8	−$16	—
Aug 24 07:20	AUDUSD	BUY	0.1	0.71670 → 0.71667	9h 20m	−0.3	$0	—
Aug 23 21:03	AUDUSD	BUY	0.1	0.71714 → 0.71545	2.2 days	−16.9	−$17	—
Aug 21 15:00	AUDUSD	BUY	0.1	0.71427 → 0.71628	9h 20m	+20.1	+$20	—
Aug 20 10:50	AUDUSD	BUY	0.1	0.71259 → 0.71238	9h 20m	−2.1	−$2	—
Aug 20 00:00	AUDUSD	BUY	0.1	0.71294 → 0.71219	9h 20m	−7.5	−$9	—
Aug 17 23:35	AUDUSD	BUY	0.1	0.71216 → 0.71065	9h 20m	−15.1	−$16	—
Aug 17 12:55	AUDUSD	BUY	0.1	0.70967 → 0.71183	9h 20m	+21.6	+$22	—
Aug 16 21:03	AUDUSD	BUY	0.1	0.70943 → 0.70757	2.2 days	−18.6	−$19	—
Aug 10 07:10	AUDUSD	BUY	0.1	0.70663 → 0.70652	9h 20m	−1.1	−$1	—
Aug 3 09:55	AUDUSD	BUY	0.1	0.70477 → 0.70073	9h 20m	−40.4	−$40	—
Aug 2 21:03	AUDUSD	BUY	0.1	0.70381 → 0.70367	2.1 days	−1.4	−$2	—
Jul 31 09:45	AUDUSD	BUY	0.1	0.70313 → 0.70289	9h 20m	−2.4	−$2	—
Jul 30 23:20	AUDUSD	BUY	0.1	0.70196 → 0.70256	9h 20m	+6	+$6	—
Jul 16 00:10	AUDUSD	BUY	0.1	0.70006 → 0.70079	9h 20m	+7.3	+$6	—
Jul 15 11:25	AUDUSD	BUY	0.1	0.69887 → 0.69833	9h 20m	−5.4	−$5	—
Jul 14 23:25	AUDUSD	BUY	0.1	0.69855 → 0.69742	9h 20m	−11.3	−$12	—
Jul 7 06:35	AUDUSD	BUY	0.1	0.69579 → 0.69409	9h 20m	−17	−$17	—

1–25 of 553

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