Baltic Delta · strategy profile

Baltic Delta · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.6%	−17	1	0
This week	+0.5%	+18	4	2
This month	+1.7%	+65	17	11
This year	−14.9%	−477	171	74

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−2.2	−0.7	−1.1	−3.4	+0.4	−0.6	+1.5	−0.7	−3.6	−4.7	−4.2	+1.0	−18.4
2023	−1.8	−4.2	+1.0	−2.0	+1.2	−2.0	−2.0	−0.3	−1.4	−1.6	−1.7	−1.2	−15.9
2024	−0.1	−1.6	−4.0	−2.9	−1.5	+0.7	+1.0	−4.3	−0.4	−3.3	−3.9	−0.2	−20.3
2025	−2.0	+2.1	−6.1	−1.9	+1.4	+2.6	+0.1	−0.6	−1.7	−3.7	−3.8	+2.3	−11.3
2026	−1.0	−1.5	+0.2	−0.3	−7.2	−3.3	0.0	−1.7	−2.5	+1.8	−0.3	·	−15.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −58.1%.

Max daily drawdown: −2.7%
Max weekly drawdown: −5.6%
Max drawdown · equity: −58.1%
Max drawdown · balance: −58.1%
Absolute drawdown: −$5,762
Longest drawdown: 1763 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 2.0%

Symbol split

90 days

EURGBP

100%+56.6%

Long 46% · Short 54%

Hour and day

trade opens · UTC

Mon 18% · Tue 25% · Wed 18% · Thu 16% · Fri 23% · 50% in the London session

Behaviour

from 900 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 1% · over 12h 99%. Automated share 100%.

Statistics900 closed trades

Trades900

Won / lost382 / 518

Long win rate38% (414)

Short win rate46% (486)

Avg win+$25.2 · 20.4 pip

Avg loss−$29.5 · −22.8 pip

Best trade+$192 · Sep 25

Worst trade−$138 · Feb 5

Total pips−3,996

Lots90.0

Commission + swap−$654

Expectancy / trade−$6.3

Profit factor0.63

Sharpe−2.59daily returns, annualised

Z-score0.9 (65%)dependence between runs

Standard deviation$37.5

AHPR / GHPR−0.09% / −0.09%

Recovery factor−1.0

Winning streak8 (+$155)

Losing streak9 (−$255)

Avg holding time1.5 days

Trades / week3.6

Risk / trade2.0%

Monthly average−1.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 04:05	EURGBP	SELL	0.1	0.83294 → 0.83469	1.2 days	−17.5	−$24	—
Nov 1 22:03	EURGBP	SELL	0.1	0.83570 → 0.83263	2.8 days	+30.7	+$41	—
Oct 30 02:05	EURGBP	SELL	0.1	0.83692 → 0.83600	1.2 days	+9.2	+$10	—
Oct 28 14:05	EURGBP	SELL	0.1	0.83716 → 0.83763	1.2 days	−4.7	−$7	—
Oct 27 03:50	EURGBP	SELL	0.1	0.83837 → 0.83739	1.2 days	+9.8	+$13	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83691 → 0.83876	2.6 days	−18.5	−$25	—
Oct 22 21:05	EURGBP	SELL	0.1	0.83801 → 0.83701	1.2 days	+10	+$11	—
Oct 21 11:35	EURGBP	SELL	0.1	0.84225 → 0.83862	1.2 days	+36.3	+$48	—
Oct 20 03:05	EURGBP	SELL	0.1	0.84018 → 0.84256	1.2 days	−23.8	−$32	—
Oct 18 21:03	EURGBP	SELL	0.1	0.84365 → 0.84257	2.5 days	+10.8	+$14	—
Oct 16 02:35	EURGBP	SELL	0.1	0.84503 → 0.84495	1.2 days	+0.8	+$1	—
Oct 14 17:50	EURGBP	SELL	0.1	0.84443 → 0.84584	1.2 days	−14.1	−$19	—
Oct 13 11:35	EURGBP	SELL	0.1	0.84590 → 0.84505	1.2 days	+8.5	+$11	—
Oct 11 21:03	EURGBP	SELL	0.1	0.84703 → 0.84545	3 days	+15.8	+$20	—
Oct 8 20:05	EURGBP	SELL	0.1	0.84655 → 0.84766	1.2 days	−11.1	−$16	—
Oct 7 12:35	EURGBP	SELL	0.1	0.84812 → 0.84664	1.2 days	+14.8	+$19	—
Oct 6 04:05	EURGBP	SELL	0.1	0.84967 → 0.84887	1.2 days	+8	+$10	—
Oct 4 21:03	EURGBP	SELL	0.1	0.85149 → 0.84967	2.6 days	+18.2	+$24	—
Oct 1 20:05	EURGBP	BUY	0.1	0.85536 → 0.85178	1.2 days	−35.8	−$49	—
Sep 30 13:05	EURGBP	SELL	0.1	0.85768 → 0.85518	1.2 days	+25	+$33	—
Sep 29 04:20	EURGBP	BUY	0.1	0.86032 → 0.85808	1.2 days	−22.4	−$30	—
Sep 27 21:03	EURGBP	BUY	0.1	0.86080 → 0.85929	2.3 days	−15.1	−$20	—
Sep 25 12:50	EURGBP	BUY	0.1	0.86016 → 0.86008	1.2 days	−0.8	−$2	—
Sep 24 02:35	EURGBP	SELL	0.1	0.85754 → 0.85980	1.2 days	−22.6	−$31	—
Sep 22 13:50	EURGBP	SELL	0.1	0.85743 → 0.85744	1.2 days	−0.1	−$1	—

1–25 of 900

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