Glacial Lake · strategy profile

Glacial Lake · 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	−0.2%	−18	1	0
This month	−0.8%	−63	6	1
This year	−3.1%	−234	56	24

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.6	+1.0	−5.0	−0.8	−1.2	0.0	−0.7	+1.0	+1.0	+0.5	−1.6	−1.8	−7.0
2021	+0.7	+1.4	+0.2	−0.6	−0.3	+1.0	−1.0	−1.3	+0.3	−1.8	+0.9	−0.4	−0.9
2022	+2.5	+1.1	+0.5	+1.6	−1.2	+0.1	−0.4	+1.1	+1.7	−2.9	+1.1	−0.6	+4.5
2023	+0.3	+1.9	−0.7	+0.3	−0.3	−1.4	+0.3	0.0	−0.1	−0.2	+0.1	−1.2	−1.1
2024	−0.3	−0.5	+0.7	−0.6	−0.1	−0.7	−0.1	−0.9	−1.2	−0.2	−0.3	+1.0	−3.2
2025	+0.1	−1.4	−0.6	0.0	+0.3	−1.2	−0.7	−0.5	−0.7	+0.1	−0.8	−0.8	−6.3
2026	−0.4	−0.4	+1.1	−1.7	+0.9	−0.9	−0.3	−0.6	+0.1	−0.8	0.0	·	−3.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.2%.

Max daily drawdown: −1.2%
Max weekly drawdown: −3.3%
Max drawdown · equity: −18.2%
Max drawdown · balance: −18.2%
Absolute drawdown: −$1,609
Longest drawdown: 2434 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 1.2%

Symbol split

90 days

AUDUSD

100%+16.1%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 17% · Tue 20% · Wed 23% · Thu 23% · Fri 17% · 59% in the New York session

Behaviour

from 444 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 83% · over 12h 17%. Automated share 100%.

Statistics444 closed trades

Trades444

Won / lost194 / 250

Long win rate0% (0)

Short win rate44% (444)

Avg win+$30.0 · 30.7 pip

Avg loss−$29.7 · −29.0 pip

Best trade+$170 · Apr 4

Worst trade−$112 · May 7

Total pips−1,302

Lots44.4

Commission + swap−$307

Expectancy / trade−$3.6

Profit factor0.78

Sharpe−1.45daily returns, annualised

Z-score−0.5 (37%)dependence between runs

Standard deviation$39.7

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak7 (+$179)

Losing streak8 (−$383)

Avg holding time1.1 days

Trades / week1.2

Risk / trade1.2%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 11:18	AUDUSD	SELL	0.1	0.70185 → 0.70368	21h 15m	−18.3	−$19	—
Oct 27 11:18	AUDUSD	SELL	0.1	0.70142 → 0.70316	21h 15m	−17.4	−$18	—
Oct 15 11:15	AUDUSD	SELL	0.1	0.69554 → 0.69236	21h 15m	+31.8	+$30	—
Oct 13 13:15	AUDUSD	SELL	0.1	0.69570 → 0.69786	21h 15m	−21.6	−$22	—
Oct 8 09:18	AUDUSD	SELL	0.1	0.69532 → 0.69551	21h 15m	−1.9	−$3	—
Oct 6 01:16	AUDUSD	SELL	0.1	0.69349 → 0.69701	21h 15m	−35.2	−$36	—
Sep 22 23:15	AUDUSD	SELL	0.1	0.71036 → 0.71142	21h 15m	−10.6	−$11	—
Sep 17 19:15	AUDUSD	SELL	0.1	0.70848 → 0.71120	21h 15m	−27.2	−$27	—
Sep 14 23:16	AUDUSD	SELL	0.1	0.71484 → 0.71400	21h 15m	+8.4	+$8	—
Sep 11 07:16	AUDUSD	SELL	0.1	0.72087 → 0.71727	21h 15m	+36	+$36	—
Aug 30 21:03	AUDUSD	SELL	0.1	0.71632 → 0.71523	2.2 days	+10.9	+$10	—
Aug 25 15:16	AUDUSD	SELL	0.1	0.71422 → 0.71553	21h 15m	−13.1	−$14	—
Aug 19 03:16	AUDUSD	SELL	0.1	0.70988 → 0.70778	21h 15m	+21	+$21	—
Aug 13 23:15	AUDUSD	SELL	0.1	0.70555 → 0.70638	21h 15m	−8.3	−$9	—
Aug 7 13:15	AUDUSD	SELL	0.1	0.70265 → 0.70676	21h 15m	−41.1	−$42	—
Aug 4 07:15	AUDUSD	SELL	0.1	0.70027 → 0.70214	21h 15m	−18.7	−$19	—
Aug 2 21:03	AUDUSD	SELL	0.1	0.70014 → 0.70386	2.3 days	−37.2	−$38	—
Jul 29 03:16	AUDUSD	SELL	0.1	0.69652 → 0.69494	21h 15m	+15.8	+$15	—
Jul 24 11:15	AUDUSD	SELL	0.1	0.69720 → 0.69942	21h 15m	−22.2	−$23	—
Jul 22 19:16	AUDUSD	SELL	0.1	0.69971 → 0.69947	21h 15m	+2.4	+$2	—
Jul 19 21:03	AUDUSD	SELL	0.1	0.69819 → 0.69641	2.8 days	+17.8	+$17	—
Jul 14 01:16	AUDUSD	SELL	0.1	0.69280 → 0.69211	21h 15m	+6.9	+$6	—
Jul 8 17:16	AUDUSD	SELL	0.1	0.69311 → 0.69341	21h 15m	−3	−$4	—
Jul 1 23:16	AUDUSD	SELL	0.1	0.68898 → 0.68932	21h 15m	−3.4	−$5	—
Jun 30 13:19	AUDUSD	SELL	0.1	0.68853 → 0.68944	21h 15m	−9.1	−$10	—

1–25 of 444

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