Saffron Path · strategy profile

Saffron Path · 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	−0.3%	−30	2	0
This month	−0.1%	−3	6	2
This year	+3.0%	+364	60	30

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.3	+1.2	+0.7	−1.2	−0.8	−0.9	−0.7	+0.3	+0.9	0.0	−1.9	−1.7	−2.8
2021	−0.5	+0.3	+2.8	−0.2	−0.1	+1.6	+0.7	+0.3	+1.6	−2.1	+2.0	+0.3	+6.8
2022	+1.0	−1.2	−0.1	+1.6	−0.5	+0.8	−0.7	−0.3	+2.1	−0.1	−1.7	−1.1	−0.1
2023	−0.6	+2.6	+0.4	0.0	+0.1	−0.4	+0.6	−0.8	+0.2	+2.1	+0.5	−2.0	+2.8
2024	−0.2	−0.4	−0.2	+0.2	+0.5	+0.5	−0.1	−1.7	−1.1	+0.5	−0.8	+1.0	−1.8
2025	+0.7	−1.3	−1.1	+1.3	+0.1	−0.2	−0.7	−0.6	+0.1	+0.8	0.0	−0.2	−1.0
2026	+0.2	+0.9	+1.6	−0.1	+0.9	+0.7	−0.9	−1.1	+0.9	−0.1	0.0	·	+3.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.7%.

Max daily drawdown: −1.0%
Max weekly drawdown: −1.4%
Max drawdown · equity: −9.7%
Max drawdown · balance: −9.7%
Absolute drawdown: −$1,015
Longest drawdown: 1062 days · Feb
Recovery factor: 0.7
Max simultaneous risk: 0.9%

Symbol split

90 days

AUDUSD

100%+6.4%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 20% · Thu 23% · Fri 18% · 62% in the New York session

Behaviour

from 492 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 5% · over 12h 95%. Automated share 100%.

Statistics492 closed trades

Trades492

Won / lost251 / 241

Long win rate0% (0)

Short win rate51% (492)

Avg win+$35.8 · 36.8 pip

Avg loss−$34.6 · −33.6 pip

Best trade+$220 · Apr 4

Worst trade−$92 · May 7

Total pips+1,140

Lots49.2

Commission + swap−$496

Expectancy / trade+$1.3

Profit factor1.08

Sharpe0.47daily returns, annualised

Z-score0.5 (39%)dependence between runs

Standard deviation$47.4

AHPR / GHPR0.01% / 0.01%

Recovery factor0.7

Winning streak7 (+$220)

Losing streak7 (−$185)

Avg holding time1.8 days

Trades / week1.4

Risk / trade0.9%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	AUDUSD	SELL	0.1	0.70291 → 0.70342	3.4 days	−5.1	−$6	—
Oct 28 01:30	AUDUSD	SELL	0.1	0.70170 → 0.70421	1.4 days	−25.1	−$26	—
Oct 23 13:30	AUDUSD	SELL	0.1	0.70103 → 0.70275	1.4 days	−17.2	−$18	—
Oct 16 01:30	AUDUSD	SELL	0.1	0.69547 → 0.69246	1.4 days	+30.1	+$28	—
Oct 13 21:30	AUDUSD	SELL	0.1	0.69708 → 0.69798	1.4 days	−9	−$10	—
Oct 8 13:30	AUDUSD	SELL	0.1	0.69723 → 0.69485	1.4 days	+23.8	+$22	—
Sep 30 13:30	AUDUSD	SELL	0.1	0.70099 → 0.69643	1.4 days	+45.6	+$45	—
Sep 23 05:30	AUDUSD	SELL	0.1	0.71182 → 0.71050	1.4 days	+13.2	+$12	—
Sep 20 21:03	AUDUSD	SELL	0.1	0.71094 → 0.71064	2.2 days	+3	+$3	—
Sep 13 21:03	AUDUSD	SELL	0.1	0.71902 → 0.71584	3.4 days	+31.8	+$31	—
Aug 30 21:03	AUDUSD	SELL	0.1	0.71632 → 0.71523	2.2 days	+10.9	+$10	—
Aug 26 01:30	AUDUSD	SELL	0.1	0.71495 → 0.71756	1.4 days	−26.1	−$27	—
Aug 19 14:45	AUDUSD	SELL	0.1	0.70951 → 0.71286	1.4 days	−33.5	−$34	—
Aug 14 13:30	AUDUSD	SELL	0.1	0.70471 → 0.70839	1.4 days	−36.8	−$37	—
Aug 12 05:30	AUDUSD	SELL	0.1	0.70536 → 0.70563	1.4 days	−2.7	−$4	—
Aug 7 17:30	AUDUSD	SELL	0.1	0.70369 → 0.70683	1.4 days	−31.4	−$32	—
Aug 2 21:03	AUDUSD	SELL	0.1	0.70180 → 0.70386	2.4 days	−20.6	−$21	—
Jul 29 13:30	AUDUSD	SELL	0.1	0.69802 → 0.69463	1.4 days	+33.9	+$33	—
Jul 26 21:03	AUDUSD	SELL	0.1	0.69734 → 0.69937	3.2 days	−20.3	−$21	—
Jul 23 05:30	AUDUSD	SELL	0.1	0.70023 → 0.70148	1.4 days	−12.5	−$15	—
Jul 19 21:03	AUDUSD	SELL	0.1	0.69817 → 0.69641	2.7 days	+17.6	+$17	—
Jul 14 13:30	AUDUSD	SELL	0.1	0.69291 → 0.69798	1.4 days	−50.7	−$51	—
Jul 9 01:30	AUDUSD	SELL	0.1	0.69339 → 0.69272	1.4 days	+6.7	+$5	—
Jul 7 13:30	AUDUSD	SELL	0.1	0.69255 → 0.69487	1.4 days	−23.2	−$24	—
Jul 2 13:30	AUDUSD	SELL	0.1	0.68905 → 0.69273	1.4 days	−36.8	−$38	—

1–25 of 492

Saffron Path◇Strategy

Rules