Frosted Frost · strategy profile

Frosted Frost · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.3%	−27	1	0
This week	−0.3%	−27	1	0
This month	+0.3%	+24	5	3
This year	−1.8%	−88	93	39

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−2.6	−1.4	−4.7	+1.3	+1.3	+1.6	+0.5	+1.3	−2.4	−1.0	+0.2	+0.7	−5.2
2021	−0.3	−0.9	+0.1	+1.3	+1.2	−2.2	−0.5	−1.0	−1.5	+0.4	−3.8	+0.4	−6.9
2022	−1.6	+1.4	−0.1	−2.7	+0.5	−1.5	+0.8	+0.1	−4.4	+2.3	+0.1	+0.6	−4.5
2023	+1.8	−0.6	+0.5	−1.4	−1.1	0.0	+0.9	−2.6	+0.7	+1.3	+1.2	−0.2	+0.3
2024	−2.1	+1.3	+1.1	−0.3	+0.3	+0.9	−2.0	+1.1	−0.8	−3.2	+0.7	−2.5	−5.6
2025	−0.5	−1.4	+1.0	+0.2	+2.3	+1.0	−0.3	+0.4	−0.3	−0.4	−0.9	−0.3	+0.9
2026	+0.2	+1.2	−0.2	+1.4	−0.6	−2.4	+1.7	0.0	−3.2	+0.5	−0.3	·	−1.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −24.3%.

Max daily drawdown: −2.9%
Max weekly drawdown: −4.8%
Max drawdown · equity: −24.3%
Max drawdown · balance: −24.3%
Absolute drawdown: −$2,374
Longest drawdown: 2493 days · Apr
Recovery factor: −0.9
Max simultaneous risk: 2.1%

Symbol split

90 days

AUDUSD

100%+21.0%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 19% · Wed 19% · Thu 23% · Fri 21% · 53% in the New York session

Behaviour

from 823 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%.

Statistics823 closed trades

Trades823

Won / lost372 / 451

Long win rate45% (823)

Short win rate0% (0)

Avg win+$28.9 · 29.4 pip

Avg loss−$28.5 · −27.9 pip

Best trade+$167 · Apr 10

Worst trade−$182 · Mar 19

Total pips−1,670

Lots82.3

Commission + swap−$432

Expectancy / trade−$2.6

Profit factor0.84

Sharpe−0.98daily returns, annualised

Z-score−1.4 (85%)dependence between runs

Standard deviation$39.0

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak8 (+$234)

Losing streak12 (−$464)

Avg holding time1.1 days

Trades / week2.3

Risk / trade2.1%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:17	AUDUSD	BUY	0.1	0.70094 → 0.69819	19h 0m	−27.5	−$28	—
Oct 16 07:42	AUDUSD	BUY	0.1	0.69143 → 0.69563	19h 0m	+42	+$42	—
Oct 15 11:45	AUDUSD	BUY	0.1	0.69585 → 0.69182	19h 0m	−40.3	−$42	—
Oct 9 08:08	AUDUSD	BUY	0.1	0.69496 → 0.69772	19h 0m	+27.6	+$27	—
Oct 6 00:14	AUDUSD	BUY	0.1	0.69405 → 0.69631	19h 0m	+22.6	+$22	—
Oct 4 21:03	AUDUSD	BUY	0.1	0.69202 → 0.69430	2.8 days	+22.8	+$22	—
Oct 2 00:26	AUDUSD	BUY	0.1	0.69484 → 0.69201	19h 0m	−28.3	−$29	—
Oct 1 05:18	AUDUSD	BUY	0.1	0.69737 → 0.69455	19h 0m	−28.2	−$30	—
Sep 30 08:42	AUDUSD	BUY	0.1	0.69931 → 0.69760	19h 0m	−17.1	−$18	—
Sep 29 12:12	AUDUSD	BUY	0.1	0.70317 → 0.70038	19h 0m	−27.9	−$28	—
Sep 28 16:33	AUDUSD	BUY	0.1	0.70177 → 0.70283	19h 0m	+10.6	+$11	—
Sep 27 21:03	AUDUSD	BUY	0.1	0.70300 → 0.70056	2.2 days	−24.4	−$25	—
Sep 25 15:56	AUDUSD	BUY	0.1	0.70122 → 0.70242	19h 0m	+12	+$12	—
Sep 24 20:10	AUDUSD	BUY	0.1	0.70366 → 0.70118	19h 0m	−24.8	−$25	—
Sep 23 23:08	AUDUSD	BUY	0.1	0.71042 → 0.70397	19h 0m	−64.5	−$66	—
Sep 23 03:42	AUDUSD	BUY	0.1	0.71074 → 0.71013	19h 0m	−6.1	−$7	—
Sep 20 21:03	AUDUSD	BUY	0.1	0.71181 → 0.71045	2.8 days	−13.6	−$14	—
Sep 18 01:15	AUDUSD	BUY	0.1	0.71140 → 0.71128	19h 0m	−1.2	−$2	—
Sep 17 03:58	AUDUSD	BUY	0.1	0.71314 → 0.71046	19h 0m	−26.8	−$28	—
Sep 16 08:47	AUDUSD	BUY	0.1	0.71318 → 0.71272	19h 0m	−4.6	−$5	—
Sep 15 13:20	AUDUSD	BUY	0.1	0.71461 → 0.71286	19h 0m	−17.5	−$18	—
Sep 14 16:27	AUDUSD	BUY	0.1	0.71642 → 0.71418	19h 0m	−22.4	−$22	—
Sep 13 21:03	AUDUSD	BUY	0.1	0.71772 → 0.71565	2.2 days	−20.7	−$21	—
Sep 11 16:15	AUDUSD	BUY	0.1	0.71563 → 0.71742	19h 0m	+17.9	+$18	—
Sep 3 00:13	AUDUSD	BUY	0.1	0.71379 → 0.71639	19h 0m	+26	+$25	—

1–25 of 823

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