Western Wren · strategy profile

Western Wren · 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	−1.1%	−53	3	1
This month	−2.2%	−110	14	8
This year	−4.6%	−145	124	59

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.8	−0.6	−0.7	−1.1	−2.4	−0.3	+3.0	−3.0	−3.2	−1.6	+0.1	−0.7	−9.8
2023	+2.1	−0.2	−2.7	−2.1	+2.0	−3.6	−2.0	+0.9	−1.4	−1.6	+0.5	−0.1	−8.3
2024	+1.0	−1.9	−0.6	+0.5	+0.2	−0.5	−0.4	−1.1	+1.2	−2.1	+1.9	+0.5	−1.1
2025	+0.2	−1.0	+0.5	−3.4	+1.1	−3.8	+0.2	−0.1	−1.2	−3.9	−0.1	−0.5	−12.1
2026	+1.2	−1.4	+0.2	−1.0	−0.5	+0.7	−1.0	−0.4	−0.2	−2.2	0.0	·	−4.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −33.0%.

Max daily drawdown: −1.8%
Max weekly drawdown: −3.6%
Max drawdown · equity: −33.0%
Max drawdown · balance: −33.0%
Absolute drawdown: −$3,059
Longest drawdown: 1696 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 0.6%

Symbol split

90 days

EURGBP

100%+30.5%

Long 27% · Short 73%

Hour and day

trade opens · UTC

Mon 21% · Tue 8% · Wed 34% · Thu 11% · Fri 27% · 47% in the New York session

Behaviour

from 799 trades

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

Holding time: under 1h 0% · 1–4h 2% · 4–12h 13% · over 12h 85%. Automated share 100%.

Statistics799 closed trades

Trades799

Won / lost342 / 457

Long win rate39% (215)

Short win rate44% (584)

Avg win+$33.8 · 27.7 pip

Avg loss−$32.0 · −24.6 pip

Best trade+$192 · Sep 25

Worst trade−$66 · Feb 2

Total pips−1,783

Lots79.9

Commission + swap−$857

Expectancy / trade−$3.8

Profit factor0.79

Sharpe−1.47daily returns, annualised

Z-score−0.1 (4%)dependence between runs

Standard deviation$41.2

AHPR / GHPR−0.04% / −0.05%

Recovery factor−0.9

Winning streak6 (+$198)

Losing streak10 (−$195)

Avg holding time2.1 days

Trades / week3.2

Risk / trade0.6%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	SELL	0.1	0.83316 → 0.83263	2.3 days	+5.3	+$7	—
Oct 30 13:20	EURGBP	BUY	0.1	0.83722 → 0.83320	2.2 days	−40.2	−$56	—
Oct 28 06:00	EURGBP	BUY	0.1	0.83837 → 0.83657	2.3 days	−18	−$25	—
Oct 25 21:03	EURGBP	BUY	0.1	0.83727 → 0.83857	2.4 days	+13	+$17	—
Oct 23 10:54	EURGBP	SELL	0.1	0.83926 → 0.83725	2.3 days	+20.1	+$25	—
Oct 21 03:55	EURGBP	SELL	0.1	0.84037 → 0.83955	2.3 days	+8.2	+$10	—
Oct 18 21:03	EURGBP	SELL	0.1	0.84309 → 0.84257	2.3 days	+5.2	+$6	—
Oct 16 12:16	EURGBP	BUY	0.1	0.84742 → 0.84340	1.4 days	−40.2	−$54	—
Oct 15 02:46	EURGBP	SELL	0.1	0.84361 → 0.84763	16h 42m	−40.2	−$55	—
Oct 14 09:21	EURGBP	SELL	0.1	0.84621 → 0.84409	2.3 days	+21.2	+$27	—
Oct 12 01:35	EURGBP	BUY	0.1	0.84616 → 0.84627	2.3 days	+1.1	+$1	—
Oct 9 18:25	EURGBP	BUY	0.1	0.84670 → 0.84590	2.3 days	−8	−$13	—
Oct 7 09:42	EURGBP	SELL	0.1	0.84631 → 0.84601	2.3 days	+3	+$3	—
Oct 5 02:57	EURGBP	BUY	0.1	0.85024 → 0.84622	5h 47m	−40.2	−$53	—
Oct 4 21:03	EURGBP	BUY	0.1	0.85101 → 0.84948	2.4 days	−15.3	−$21	—
Oct 2 11:12	EURGBP	SELL	0.1	0.85666 → 0.85081	2.3 days	+58.5	+$75	—
Sep 30 04:10	EURGBP	BUY	0.1	0.86033 → 0.85670	2.3 days	−36.3	−$49	—
Sep 27 21:03	EURGBP	SELL	0.1	0.85960 → 0.85948	4 days	+1.2	−$1	—
Sep 23 08:35	EURGBP	BUY	0.1	0.85775 → 0.85819	2.3 days	+4.4	+$5	—
Sep 21 01:15	EURGBP	BUY	0.1	0.85768 → 0.85749	2.3 days	−1.9	−$3	—
Sep 18 17:45	EURGBP	BUY	0.1	0.85671 → 0.85726	2.3 days	+5.5	+$5	—
Sep 16 10:22	EURGBP	SELL	0.1	0.85666 → 0.85682	2.3 days	−1.6	−$3	—
Sep 13 23:10	EURGBP	SELL	0.1	0.85796 → 0.85726	2.3 days	+7	+$9	—
Sep 11 16:17	EURGBP	SELL	0.1	0.85868 → 0.85828	2.3 days	+4	+$3	—
Sep 9 06:14	EURGBP	SELL	0.1	0.85908 → 0.85876	2.3 days	+3.2	+$3	—

1–25 of 799

Western Wren◇Strategy

Rules

Research records

Version timeline