Scarlet Wren · strategy profile

Scarlet Wren · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−5	1	0
This week	+0.9%	+39	4	3
This month	+0.7%	+36	14	8
This year	−4.5%	−109	146	70

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.2	−2.9	−3.0	−0.7	−1.0	−2.3	+0.3	−1.6	−3.0	+0.9	−2.3	−0.4	−16.2
2023	−2.6	−1.7	−1.6	−1.6	−0.1	−0.6	−0.3	−2.8	0.0	−0.4	+0.8	+0.1	−10.9
2024	−0.1	−0.8	−1.2	−2.0	−0.4	−1.1	+0.2	−1.6	+0.1	+0.8	−3.2	−2.2	−11.6
2025	+0.6	+1.3	−1.8	−3.8	−2.2	+0.5	+1.3	−3.0	−0.4	−2.9	+1.0	−0.7	−10.2
2026	+0.6	−3.3	+1.1	−1.3	+0.2	−2.1	+2.1	−0.8	−2.5	+1.3	+0.1	·	−4.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −43.8%.

Max daily drawdown: −2.6%
Max weekly drawdown: −3.1%
Max drawdown · equity: −43.8%
Max drawdown · balance: −43.8%
Absolute drawdown: −$4,314
Longest drawdown: 1763 days · Sep
Recovery factor: −1.0
Max simultaneous risk: 4.7%

Symbol split

90 days

EURGBP

100%+41.9%

Long 46% · Short 54%

Hour and day

trade opens · UTC

Mon 24% · Tue 22% · Wed 13% · Thu 25% · Fri 16% · 49% in the Asia session

Behaviour

from 799 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%.

Statistics799 closed trades

Trades799

Won / lost358 / 441

Long win rate38% (366)

Short win rate51% (433)

Avg win+$25.8 · 21.0 pip

Avg loss−$30.5 · −23.3 pip

Best trade+$192 · Sep 23

Worst trade−$187 · Nov 4

Total pips−2,774

Lots79.9

Commission + swap−$686

Expectancy / trade−$5.2

Profit factor0.69

Sharpe−2.01daily returns, annualised

Z-score1.5 (85%)dependence between runs

Standard deviation$39.4

AHPR / GHPR−0.07% / −0.07%

Recovery factor−1.0

Winning streak7 (+$131)

Losing streak8 (−$202)

Avg holding time1.7 days

Trades / week3.2

Risk / trade4.7%

Monthly average−0.9%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 10:10	EURGBP	SELL	0.1	0.83392 → 0.83442	1.4 days	−5	−$7	—
Nov 1 22:03	EURGBP	SELL	0.1	0.83363 → 0.83263	2.1 days	+10	+$13	—
Oct 30 16:10	EURGBP	SELL	0.1	0.83677 → 0.83352	1.4 days	+32.5	+$43	—
Oct 28 16:40	EURGBP	SELL	0.1	0.83745 → 0.83728	1.4 days	+1.7	+$2	—
Oct 27 07:10	EURGBP	SELL	0.1	0.83885 → 0.83767	1.4 days	+11.8	+$15	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83727 → 0.83876	2.9 days	−14.9	−$20	—
Oct 22 07:10	EURGBP	SELL	0.1	0.83989 → 0.83891	1.4 days	+9.8	+$12	—
Oct 20 13:40	EURGBP	SELL	0.1	0.84256 → 0.83922	1.4 days	+33.4	+$44	—
Oct 16 16:10	EURGBP	BUY	0.1	0.84652 → 0.84258	1.4 days	−39.4	−$53	—
Oct 15 05:10	EURGBP	SELL	0.1	0.84489 → 0.84693	1.4 days	−20.4	−$29	—
Oct 13 08:10	EURGBP	SELL	0.1	0.84614 → 0.84537	1.4 days	+7.7	+$10	—
Oct 11 21:03	EURGBP	SELL	0.1	0.84749 → 0.84545	3.1 days	+20.4	+$26	—
Oct 8 07:40	EURGBP	SELL	0.1	0.84821 → 0.84815	1.4 days	+0.6	−$1	—
Oct 6 18:10	EURGBP	SELL	0.1	0.84722 → 0.84840	1.4 days	−11.8	−$16	—
Oct 2 11:40	EURGBP	SELL	0.1	0.85424 → 0.85087	1.4 days	+33.7	+$44	—
Sep 30 22:10	EURGBP	SELL	0.1	0.85774 → 0.85437	1.4 days	+33.7	+$43	—
Sep 29 07:10	EURGBP	BUY	0.1	0.85990 → 0.85799	1.4 days	−19.1	−$26	—
Sep 27 21:03	EURGBP	BUY	0.1	0.86044 → 0.85929	2.5 days	−11.5	−$16	—
Sep 25 06:40	EURGBP	BUY	0.1	0.85951 → 0.86068	1.4 days	+11.7	+$15	—
Sep 23 18:10	EURGBP	SELL	0.1	0.85768 → 0.85983	1.4 days	−21.5	−$29	—
Sep 22 08:40	EURGBP	BUY	0.1	0.85743 → 0.85761	1.4 days	+1.8	+$2	—
Sep 20 21:03	EURGBP	BUY	0.1	0.85869 → 0.85729	3 days	−14	−$19	—
Sep 17 15:40	EURGBP	SELL	0.1	0.85665 → 0.86032	1.4 days	−36.7	−$50	—
Sep 16 00:10	EURGBP	SELL	0.1	0.85607 → 0.85677	1.4 days	−7	−$10	—
Sep 11 16:40	EURGBP	SELL	0.1	0.85867 → 0.85813	1.4 days	+5.4	+$7	—

1–25 of 799

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