River Wren · strategy profile

River Wren · 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	−0.1%	−6	2	1
This month	+1.6%	+113	9	7
This year	+0.1%	+92	93	42

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	0.0	+1.3	−1.5	−0.6	+2.5	+2.6	−2.0	−2.8	−5.9	+6.5	+1.0	−1.5	−0.2
2023	+3.4	−2.6	−0.9	−1.4	−2.5	+0.7	+0.5	+0.1	−0.8	+0.3	+0.2	−2.2	−5.3
2024	−1.0	+0.4	0.0	−0.7	−1.2	−1.0	+0.8	−0.4	+1.0	+0.5	−0.6	−1.6	−3.8
2025	−1.9	+2.2	−0.4	+0.9	−1.0	−0.4	−1.1	−0.1	+1.1	+0.9	+1.0	+0.9	+2.1
2026	−1.0	+0.2	−0.5	−0.6	+2.4	−0.6	−0.7	−1.7	+0.5	+2.2	+0.2	·	+0.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.6%.

Max daily drawdown: −2.3%
Max weekly drawdown: −2.6%
Max drawdown · equity: −16.6%
Max drawdown · balance: −16.6%
Absolute drawdown: −$1,750
Longest drawdown: 1590 days · Aug
Recovery factor: −0.4
Max simultaneous risk: 5.5%

Symbol split

90 days

EURGBP

100%+7.4%

Long 46% · Short 54%

Hour and day

trade opens · UTC

Mon 30% · Tue 14% · Wed 19% · Thu 19% · Fri 18% · 56% in the New York session

Behaviour

from 502 trades

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

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

Statistics502 closed trades

Trades502

Won / lost239 / 263

Long win rate39% (232)

Short win rate55% (270)

Avg win+$34.2 · 27.9 pip

Avg loss−$33.9 · −26.0 pip

Best trade+$222 · Apr 11

Worst trade−$225 · Sep 25

Total pips−163

Lots50.2

Commission + swap−$619

Expectancy / trade−$1.5

Profit factor0.92

Sharpe−0.45daily returns, annualised

Z-score−0.4 (27%)dependence between runs

Standard deviation$48.5

AHPR / GHPR−0.01% / −0.02%

Recovery factor−0.4

Winning streak9 (+$171)

Losing streak10 (−$229)

Avg holding time2.2 days

Trades / week2.0

Risk / trade5.5%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	SELL	0.1	0.83472 → 0.83417	2.6 days	+5.5	+$7	—
Oct 29 19:30	EURGBP	BUY	0.1	0.83634 → 0.83517	1.8 days	−11.7	−$17	—
Oct 27 23:30	EURGBP	SELL	0.1	0.83857 → 0.83652	1.8 days	+20.5	+$26	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83905 → 0.83876	3.7 days	+2.9	+$3	—
Oct 21 15:30	EURGBP	SELL	0.1	0.84266 → 0.83821	1.8 days	+44.5	+$59	—
Oct 16 19:30	EURGBP	SELL	0.1	0.84610 → 0.84327	1.8 days	+28.3	+$37	—
Oct 13 23:30	EURGBP	BUY	0.1	0.84642 → 0.84479	1.8 days	−16.3	−$23	—
Oct 11 21:03	EURGBP	SELL	0.1	0.84799 → 0.84545	3.7 days	+25.4	+$33	—
Oct 7 15:30	EURGBP	SELL	0.1	0.84843 → 0.84703	1.8 days	+14	+$17	—
Oct 4 21:03	EURGBP	SELL	0.1	0.85412 → 0.84967	3.5 days	+44.5	+$58	—
Oct 1 03:30	EURGBP	SELL	0.1	0.85755 → 0.85454	1.8 days	+30.1	+$38	—
Sep 27 21:03	EURGBP	BUY	0.1	0.86063 → 0.85929	2.2 days	−13.4	−$18	—
Sep 24 03:30	EURGBP	BUY	0.1	0.85726 → 0.85953	1.8 days	+22.7	+$28	—
Sep 20 21:03	EURGBP	BUY	0.1	0.85707 → 0.85729	3.5 days	+2.2	+$2	—
Sep 17 03:30	EURGBP	SELL	0.1	0.85608 → 0.85706	1.8 days	−9.8	−$15	—
Sep 13 21:03	EURGBP	SELL	0.1	0.85872 → 0.85641	3.5 days	+23.1	+$30	—
Sep 9 15:30	EURGBP	BUY	0.1	0.85847 → 0.85821	1.8 days	−2.6	−$5	—
Sep 4 15:30	EURGBP	SELL	0.1	0.85900 → 0.85950	1.8 days	−5	−$9	—
Sep 2 15:30	EURGBP	SELL	0.1	0.85723 → 0.85865	1.8 days	−14.2	−$20	—
Aug 30 21:03	EURGBP	BUY	0.1	0.85721 → 0.85490	2.9 days	−23.1	−$32	—
Aug 27 19:30	EURGBP	SELL	0.1	0.85544 → 0.85747	1.8 days	−20.3	−$29	—
Aug 25 23:30	EURGBP	BUY	0.1	0.85606 → 0.85536	1.8 days	−7	−$11	—
Aug 21 11:30	EURGBP	SELL	0.1	0.85715 → 0.85705	1.8 days	+1	−$1	—
Aug 19 07:30	EURGBP	SELL	0.1	0.85504 → 0.85587	1.8 days	−8.3	−$12	—
Aug 14 19:30	EURGBP	SELL	0.1	0.85401 → 0.85474	1.8 days	−7.3	−$10	—

1–25 of 502

River Wren◇Strategy

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