Lilac Shell · strategy profile

Lilac Shell · 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	0.0%	0	0	0
This month	+0.4%	+42	6	4
This year	−2.1%	−191	56	24

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.0	−0.4	−2.0	−1.9	−0.8	−0.5	+0.6	+1.0	−0.8	−1.2	−0.3	−1.0	−8.3
2021	+2.5	+1.1	+0.2	+0.5	−0.2	+0.7	−0.7	−0.4	+0.5	+0.4	−0.6	−0.9	+3.0
2022	−0.8	+0.9	+0.1	−0.2	+0.9	−0.3	−0.3	+1.3	+2.5	−1.7	+3.4	+0.5	+6.1
2023	+1.4	+1.1	+0.4	−0.4	−0.9	−0.4	+1.3	+0.4	+1.3	−0.9	−0.8	+0.2	+2.7
2024	−0.9	+0.7	+0.3	−0.8	+0.1	+0.7	−0.5	+0.6	+0.4	−0.4	+0.1	−0.4	−0.1
2025	+0.2	−0.4	−1.0	+1.8	+2.6	+0.6	−0.8	−0.4	−0.2	+1.0	−0.6	−0.8	+1.8
2026	−1.6	−0.4	0.0	+0.2	−0.2	−0.1	+0.2	0.0	−0.2	+0.2	−0.2	·	−2.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −8.5%.

Max daily drawdown: −1.1%
Max weekly drawdown: −1.6%
Max drawdown · equity: −8.5%
Max drawdown · balance: −8.5%
Absolute drawdown: −$851
Longest drawdown: 1041 days · Nov
Recovery factor: 0.3
Max simultaneous risk: 0.5%

Symbol split

90 days

AUDUSD

100%+2.8%

Long 39% · Short 61%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 20% · Thu 22% · Fri 18% · 49% in the New York session

Behaviour

from 520 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 81% · over 12h 16%. Automated share 100%.

Statistics520 closed trades

Trades520

Won / lost237 / 283

Long win rate43% (204)

Short win rate47% (316)

Avg win+$33.2 · 33.9 pip

Avg loss−$26.8 · −26.3 pip

Best trade+$257 · Nov 11

Worst trade−$102 · Oct 26

Total pips+604

Lots52.0

Commission + swap−$307

Expectancy / trade+$0.6

Profit factor1.04

Sharpe0.25daily returns, annualised

Z-score−0.6 (43%)dependence between runs

Standard deviation$41.0

AHPR / GHPR0.01% / 0.01%

Recovery factor0.3

Winning streak7 (+$375)

Losing streak9 (−$187)

Avg holding time1 days

Trades / week1.5

Risk / trade0.5%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 25 21:03	AUDUSD	SELL	0.1	0.70365 → 0.70257	2 days	+10.8	+$10	—
Oct 21 16:00	AUDUSD	SELL	0.1	0.70000 → 0.70260	20h 0m	−26	−$27	—
Oct 16 08:00	AUDUSD	BUY	0.1	0.69119 → 0.69595	20h 0m	+47.6	+$47	—
Oct 15 00:00	AUDUSD	SELL	0.1	0.69945 → 0.69790	20h 0m	+15.5	+$14	—
Oct 11 21:03	AUDUSD	SELL	0.1	0.69778 → 0.69659	2.2 days	+11.9	+$11	—
Oct 6 20:00	AUDUSD	SELL	0.1	0.69657 → 0.69834	20h 0m	−17.7	−$18	—
Oct 1 20:00	AUDUSD	BUY	0.1	0.69468 → 0.69314	20h 0m	−15.4	−$15	—
Sep 24 12:00	AUDUSD	BUY	0.1	0.70366 → 0.70262	20h 0m	−10.4	−$12	—
Sep 22 04:00	AUDUSD	SELL	0.1	0.71255 → 0.71233	20h 0m	+2.2	+$2	—
Sep 15 08:00	AUDUSD	BUY	0.1	0.71303 → 0.71223	20h 0m	−8	−$9	—
Sep 11 16:00	AUDUSD	BUY	0.1	0.71601 → 0.71730	20h 0m	+12.9	+$12	—
Sep 4 08:00	AUDUSD	SELL	0.1	0.71913 → 0.72021	20h 0m	−10.8	−$11	—
Aug 28 16:00	AUDUSD	SELL	0.1	0.71949 → 0.71644	20h 0m	+30.5	+$30	—
Aug 27 00:00	AUDUSD	SELL	0.1	0.71812 → 0.71821	20h 0m	−0.9	−$2	—
Aug 23 21:03	AUDUSD	SELL	0.1	0.71627 → 0.71564	2.4 days	+6.3	+$6	—
Aug 21 04:00	AUDUSD	SELL	0.1	0.71226 → 0.71412	20h 0m	−18.6	−$19	—
Aug 18 00:00	AUDUSD	SELL	0.1	0.70994 → 0.71097	20h 0m	−10.3	−$11	—
Aug 5 16:00	AUDUSD	SELL	0.1	0.70451 → 0.70517	20h 0m	−6.6	−$7	—
Jul 31 20:00	AUDUSD	SELL	0.1	0.70241 → 0.70362	20h 0m	−12.1	−$12	—
Jul 24 20:00	AUDUSD	BUY	0.1	0.69679 → 0.69791	20h 0m	+11.2	+$11	—
Jul 16 00:00	AUDUSD	SELL	0.1	0.69862 → 0.70102	20h 0m	−24	−$26	—
Jul 7 22:00	AUDUSD	SELL	0.1	0.69557 → 0.69234	20h 0m	+32.3	+$32	—
Jul 5 21:04	AUDUSD	SELL	0.1	0.69442 → 0.69322	2.5 days	+12	+$12	—
Jun 23 18:43	AUDUSD	BUY	0.1	0.69578 → 0.69076	8h 43m	−50.2	−$50	—
Jun 14 21:03	AUDUSD	SELL	0.1	0.70492 → 0.70407	2 days	+8.5	+$8	—

1–25 of 520

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