Ivory Willow · strategy profile

Ivory Willow · 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%	−66	2	0
This month	−2.7%	−160	8	1
This year	−0.3%	+89	107	55

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.7	+1.8	−2.1	−0.6	−2.2	−0.8	−2.3	−1.7	−2.0	−1.7	+3.7	−0.7	−10.5
2023	+0.1	−1.7	−0.1	−0.9	−1.5	+3.2	−1.6	+1.6	+0.1	+1.2	−1.1	−0.6	−1.4
2024	+1.2	−0.4	−0.1	−0.8	−0.5	+0.3	−3.2	−4.3	−0.5	−0.5	+0.4	−0.7	−9.2
2025	+2.2	+0.2	+0.8	+2.2	−0.4	−1.2	−3.6	−0.6	−0.5	+0.2	+2.0	−0.4	+1.1
2026	+1.3	+2.4	−1.4	−0.1	+0.2	+1.5	−1.4	+0.7	+0.3	−3.3	−0.4	·	−0.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.2%.

Max daily drawdown: −2.2%
Max weekly drawdown: −3.5%
Max drawdown · equity: −21.2%
Max drawdown · balance: −21.2%
Absolute drawdown: −$2,035
Longest drawdown: 1706 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 2.0%

Symbol split

90 days

EURGBP

100%+18.7%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 26% · Tue 14% · Wed 18% · Thu 28% · Fri 14% · 47% in the New York session

Behaviour

from 720 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 4% · 4–12h 19% · over 12h 77%. Automated share 100%.

Statistics720 closed trades

Trades720

Won / lost390 / 330

Long win rate49% (370)

Short win rate59% (350)

Avg win+$31.7 · 25.7 pip

Avg loss−$43.2 · −32.9 pip

Best trade+$41 · Jan 27

Worst trade−$187 · Mar 10

Total pips−848

Lots72.0

Commission + swap−$859

Expectancy / trade−$2.6

Profit factor0.87

Sharpe−0.85daily returns, annualised

Z-score−0.8 (59%)dependence between runs

Standard deviation$46.8

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak8 (+$166)

Losing streak7 (−$360)

Avg holding time2.3 days

Trades / week2.9

Risk / trade2.0%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	BUY	0.1	0.83677 → 0.83244	3.6 days	−43.3	−$59	—
Oct 28 21:53	EURGBP	BUY	0.1	0.83908 → 0.83682	3 days	−22.6	−$33	—
Oct 25 21:03	EURGBP	BUY	0.1	0.83858 → 0.83857	4 days	−0.1	−$1	—
Oct 21 21:33	EURGBP	BUY	0.1	0.84113 → 0.83843	3 days	−27	−$39	—
Oct 18 21:03	EURGBP	BUY	0.1	0.84620 → 0.84238	3.9 days	−38.2	−$52	—
Oct 14 22:35	EURGBP	BUY	0.1	0.84646 → 0.84589	3 days	−5.7	−$10	—
Oct 11 21:03	EURGBP	BUY	0.1	0.84861 → 0.84526	3.6 days	−33.5	−$45	—
Oct 8 05:50	EURGBP	BUY	0.1	0.84701 → 0.84809	3 days	+10.8	+$12	—
Oct 4 21:03	EURGBP	BUY	0.1	0.85459 → 0.84948	3.7 days	−51.1	−$69	—
Sep 30 21:36	EURGBP	BUY	0.1	0.86008 → 0.85387	3 days	−62.1	−$85	—
Sep 27 21:03	EURGBP	SELL	0.1	0.85936 → 0.85948	3.6 days	−1.2	−$3	—
Sep 23 21:28	EURGBP	BUY	0.1	0.85752 → 0.85932	3 days	+18	+$21	—
Sep 20 21:03	EURGBP	SELL	0.1	0.86015 → 0.85748	3.3 days	+26.7	+$35	—
Sep 17 14:36	EURGBP	BUY	0.1	0.85712 → 0.86010	16h 21m	+29.8	+$40	—
Sep 16 21:41	EURGBP	SELL	0.1	0.85715 → 0.85675	3 days	+4	+$3	—
Sep 13 21:03	EURGBP	SELL	0.1	0.85862 → 0.85641	4 days	+22.1	+$29	—
Sep 9 21:41	EURGBP	SELL	0.1	0.85871 → 0.85884	3 days	−1.3	−$4	—
Sep 6 21:03	EURGBP	SELL	0.1	0.85943 → 0.85807	3.6 days	+13.6	+$17	—
Sep 2 21:35	EURGBP	SELL	0.1	0.85530 → 0.85937	3 days	−40.7	−$57	—
Aug 30 21:03	EURGBP	SELL	0.1	0.85750 → 0.85509	3.6 days	+24.1	+$32	—
Aug 26 22:35	EURGBP	SELL	0.1	0.85583 → 0.85738	3 days	−15.5	−$24	—
Aug 23 21:03	EURGBP	SELL	0.1	0.85712 → 0.85463	4.2 days	+24.9	+$31	—
Aug 19 15:45	EURGBP	BUY	0.1	0.85427 → 0.85725	2.8 days	+29.8	+$40	—
Aug 16 21:03	EURGBP	BUY	0.1	0.85383 → 0.85288	4.4 days	−9.5	−$15	—
Aug 12 10:15	EURGBP	SELL	0.1	0.85634 → 0.85336	2.3 days	+29.8	+$39	—

1–25 of 720

Ivory Willow◇Strategy

Rules

Research records

Version timeline