Auburn Harbor · strategy profile

Auburn Harbor · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.1%	−5	3	2
This month	−0.2%	−8	11	6
This year	−4.0%	−222	130	51

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.4	+0.5	−0.2	+0.9	+0.3	−1.7	−1.2	+0.6	−0.3	−0.8	−1.3	−0.6	−4.1
2023	+0.6	−2.7	−0.3	−0.3	−1.5	−0.4	−0.5	+1.2	0.0	−0.4	−1.4	−1.0	−6.6
2024	−0.4	−0.4	−0.8	−0.3	−0.9	−0.8	−1.4	−0.7	−1.3	+2.0	−1.6	−1.3	−7.8
2025	−0.1	−0.6	+0.2	−0.2	−0.9	−1.6	+0.3	−0.2	−0.1	−1.2	+0.3	−1.4	−5.6
2026	−0.2	+0.4	−0.2	−1.0	−0.6	−0.3	−1.1	−0.2	−0.5	−0.5	0.0	·	−4.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −26.1%.

Max daily drawdown: −1.7%
Max weekly drawdown: −1.5%
Max drawdown · equity: −26.1%
Max drawdown · balance: −26.1%
Absolute drawdown: −$2,481
Longest drawdown: 1608 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 1.0%

Symbol split

90 days

EURGBP

100%+24.8%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 23% · Wed 21% · Thu 19% · Fri 19% · 72% in the London session

Behaviour

from 782 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 1% · 4–12h 98% · over 12h 1%. Automated share 100%.

Statistics782 closed trades

Trades782

Won / lost302 / 480

Long win rate39% (782)

Short win rate0% (0)

Avg win+$14.1 · 11.1 pip

Avg loss−$14.0 · −11.0 pip

Best trade+$93 · Sep 23

Worst trade−$86 · Jun 16

Total pips−1,913

Lots78.2

Commission + swap−$46

Expectancy / trade−$3.2

Profit factor0.63

Sharpe−2.73daily returns, annualised

Z-score−0.7 (51%)dependence between runs

Standard deviation$19.1

AHPR / GHPR−0.04% / −0.04%

Recovery factor−1.0

Winning streak7 (+$72)

Losing streak15 (−$155)

Avg holding time5h 1m

Trades / week3.1

Risk / trade1.0%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 06:20	EURGBP	BUY	0.1	0.83437 → 0.83453	4h 20m	+1.6	+$2	—
Oct 30 05:50	EURGBP	BUY	0.1	0.83639 → 0.83531	4h 20m	−10.8	−$14	—
Oct 28 11:20	EURGBP	BUY	0.1	0.83716 → 0.83759	4h 20m	+4.3	+$6	—
Oct 26 02:20	EURGBP	BUY	0.1	0.83904 → 0.83833	4h 20m	−7.1	−$10	—
Oct 21 15:20	EURGBP	BUY	0.1	0.83878 → 0.83826	4h 20m	−5.2	−$7	—
Oct 19 17:20	EURGBP	BUY	0.1	0.84239 → 0.84266	4h 20m	+2.7	+$4	—
Oct 14 18:20	EURGBP	BUY	0.1	0.84425 → 0.84598	4h 20m	+17.3	+$23	—
Oct 13 07:20	EURGBP	BUY	0.1	0.84549 → 0.84554	4h 20m	+0.5	+$1	—
Oct 9 09:50	EURGBP	BUY	0.1	0.84839 → 0.84731	4h 20m	−10.8	−$14	—
Oct 7 15:20	EURGBP	BUY	0.1	0.84676 → 0.84695	4h 20m	+1.9	+$3	—
Oct 5 17:20	EURGBP	BUY	0.1	0.84826 → 0.84797	4h 20m	−2.9	−$4	—
Oct 1 12:50	EURGBP	BUY	0.1	0.85460 → 0.85302	4h 20m	−15.8	−$21	—
Sep 29 19:20	EURGBP	BUY	0.1	0.85826 → 0.85715	4h 20m	−11.1	−$15	—
Sep 29 00:50	EURGBP	BUY	0.1	0.85826 → 0.85793	4h 20m	−3.3	−$5	—
Sep 22 15:20	EURGBP	BUY	0.1	0.85805 → 0.85739	4h 20m	−6.6	−$9	—
Sep 17 15:50	EURGBP	BUY	0.1	0.85840 → 0.86020	4h 20m	+18	+$24	—
Sep 15 11:20	EURGBP	BUY	0.1	0.85642 → 0.85578	4h 20m	−6.4	−$9	—
Sep 10 16:50	EURGBP	BUY	0.1	0.85948 → 0.85921	4h 20m	−2.7	−$4	—
Sep 8 19:20	EURGBP	BUY	0.1	0.85831 → 0.85837	4h 20m	+0.6	+$1	—
Sep 8 06:50	EURGBP	BUY	0.1	0.85892 → 0.85844	4h 20m	−4.8	−$7	—
Sep 4 13:50	EURGBP	BUY	0.1	0.85928 → 0.85918	4h 20m	−1	−$1	—
Sep 3 15:50	EURGBP	BUY	0.1	0.86059 → 0.85874	4h 20m	−18.5	−$25	—
Sep 2 14:20	EURGBP	BUY	0.1	0.85811 → 0.85855	4h 20m	+4.4	+$6	—
Sep 1 19:50	EURGBP	BUY	0.1	0.85710 → 0.85764	4h 20m	+5.4	+$7	—
Aug 31 12:20	EURGBP	BUY	0.1	0.85663 → 0.85619	4h 20m	−4.4	−$6	—

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