Distant Frost · strategy profile

Distant Frost · 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	+0.2%	+13	2	1
This month	−0.5%	−46	10	3
This year	−3.3%	−271	127	52

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.1	+0.5	+1.6	−0.8	−0.6	−0.1	0.0	−0.1	0.0	−0.5	+0.2	−0.3	0.0
2021	−1.1	−0.6	+0.7	+1.0	−0.3	+0.4	+0.3	−0.3	+1.3	−1.1	−0.7	−1.5	−2.0
2022	−0.5	−1.2	−0.7	+1.9	−0.5	+0.7	−0.6	+0.8	+1.7	−0.4	−1.9	+0.3	−0.5
2023	−2.3	+0.6	−0.4	+1.3	−0.2	−1.2	−0.8	−1.8	−0.4	+0.8	−0.7	−1.2	−6.5
2024	+1.0	−0.3	−0.7	+0.1	−1.2	+0.9	+0.4	+1.1	−1.8	−0.4	−0.5	+2.4	+0.8
2025	−1.3	−0.6	+0.9	−0.5	+0.9	−0.9	−0.7	−0.2	+0.6	−0.9	−1.1	−1.0	−4.7
2026	−0.1	−0.6	+0.8	−1.3	+0.2	−1.0	−0.3	+0.6	−0.9	−0.6	0.0	·	−3.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.5%.

Max daily drawdown: −1.1%
Max weekly drawdown: −1.3%
Max drawdown · equity: −18.5%
Max drawdown · balance: −18.5%
Absolute drawdown: −$1,547
Longest drawdown: 2413 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 3.4%

Symbol split

90 days

AUDUSD

100%+15.3%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 20% · Thu 20% · Fri 19% · 45% in the New York session

Behaviour

from 1,136 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 95% · over 12h 4%. Automated share 100%.

Statistics1,136 closed trades

Trades1,136

Won / lost509 / 627

Long win rate0% (0)

Short win rate45% (1,136)

Avg win+$18.3 · 18.5 pip

Avg loss−$17.3 · −17.2 pip

Best trade+$70 · Mar 3

Worst trade−$116 · Mar 27

Total pips−1,340

Lots113.6

Commission + swap−$195

Expectancy / trade−$1.4

Profit factor0.86

Sharpe−0.93daily returns, annualised

Z-score0.7 (51%)dependence between runs

Standard deviation$24.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak9 (+$197)

Losing streak10 (−$132)

Avg holding time8h 33m

Trades / week3.2

Risk / trade3.4%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 14:35	AUDUSD	SELL	0.1	0.70219 → 0.70254	6h 35m	−3.5	−$4	—
Oct 29 14:35	AUDUSD	SELL	0.1	0.70425 → 0.70263	6h 35m	+16.2	+$16	—
Oct 26 20:35	AUDUSD	SELL	0.1	0.70126 → 0.70171	6h 35m	−4.5	−$5	—
Oct 26 12:35	AUDUSD	SELL	0.1	0.70257 → 0.70286	6h 35m	−2.9	−$3	—
Oct 22 08:35	AUDUSD	SELL	0.1	0.70150 → 0.70197	6h 35m	−4.7	−$5	—
Oct 18 21:03	AUDUSD	SELL	0.1	0.69482 → 0.69630	2.2 days	−14.8	−$15	—
Oct 14 20:35	AUDUSD	SELL	0.1	0.69554 → 0.69723	6h 35m	−16.9	−$17	—
Oct 12 12:35	AUDUSD	SELL	0.1	0.69756 → 0.69690	6h 35m	+6.6	+$7	—
Oct 7 08:35	AUDUSD	SELL	0.1	0.69768 → 0.69716	6h 35m	+5.2	+$5	—
Oct 5 10:35	AUDUSD	SELL	0.1	0.69353 → 0.69619	6h 35m	−26.6	−$27	—
Oct 1 14:35	AUDUSD	SELL	0.1	0.69387 → 0.69431	6h 35m	−4.4	−$4	—
Sep 30 08:35	AUDUSD	SELL	0.1	0.69662 → 0.69762	6h 35m	−10	−$10	—
Sep 29 10:35	AUDUSD	SELL	0.1	0.70099 → 0.69910	6h 35m	+18.9	+$19	—
Sep 28 06:35	AUDUSD	SELL	0.1	0.70080 → 0.70195	6h 35m	−11.5	−$12	—
Sep 21 22:35	AUDUSD	SELL	0.1	0.71212 → 0.71209	6h 35m	+0.3	$0	—
Sep 18 20:35	AUDUSD	SELL	0.1	0.71090 → 0.71266	6h 35m	−17.6	−$18	—
Sep 18 04:35	AUDUSD	SELL	0.1	0.71074 → 0.71308	6h 35m	−23.4	−$23	—
Sep 17 04:35	AUDUSD	SELL	0.1	0.70848 → 0.71092	6h 35m	−24.4	−$24	—
Sep 16 08:35	AUDUSD	SELL	0.1	0.71195 → 0.71269	6h 35m	−7.4	−$7	—
Sep 15 08:35	AUDUSD	SELL	0.1	0.71319 → 0.71283	6h 35m	+3.6	+$4	—
Sep 14 06:35	AUDUSD	SELL	0.1	0.71506 → 0.71428	6h 35m	+7.8	+$8	—
Sep 9 16:35	AUDUSD	SELL	0.1	0.72148 → 0.72183	6h 35m	−3.5	−$4	—
Sep 4 14:35	AUDUSD	SELL	0.1	0.71997 → 0.72051	6h 35m	−5.4	−$5	—
Sep 1 14:35	AUDUSD	SELL	0.1	0.71537 → 0.71589	6h 35m	−5.2	−$5	—
Aug 28 18:35	AUDUSD	SELL	0.1	0.71923 → 0.71593	6h 35m	+33	+$33	—

1–25 of 1136

Distant Frost◇Strategy

Rules

Research records

Version timeline