Cerulean Wren · strategy profile

Cerulean Wren · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−3	1	0
This week	+0.1%	+5	3	2
This month	−0.3%	−19	13	6
This year	−5.8%	−355	130	34

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	0.0	−0.8	−0.7	−0.5	−0.3	+1.4	+0.8	0.0	−0.6	−2.1	−0.1	−0.5	−3.5
2023	+0.2	+0.4	+0.5	+0.8	−0.5	0.0	−0.3	+0.1	−0.2	−0.5	−0.3	−0.8	−0.7
2024	−0.5	−0.2	−0.4	−0.5	−1.1	−0.4	−0.2	−0.3	−1.1	−1.0	−0.8	−0.4	−6.8
2025	−0.7	−0.5	−0.7	−1.0	−0.4	−0.8	−0.3	−0.9	−0.5	−0.2	−0.9	−0.8	−7.7
2026	−1.1	−0.8	−0.7	−0.3	−1.2	−0.7	+0.1	−0.5	−0.6	0.0	−0.1	·	−6.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.3%.

Max daily drawdown: −0.9%
Max weekly drawdown: −1.1%
Max drawdown · equity: −22.3%
Max drawdown · balance: −22.3%
Absolute drawdown: −$2,207
Longest drawdown: 1743 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 1.6%

Symbol split

90 days

EURGBP

100%+22.0%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 21% · Tue 21% · Wed 19% · Thu 21% · Fri 18% · 68% in the London session

Behaviour

from 715 trades

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

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

Statistics715 closed trades

Trades715

Won / lost253 / 462

Long win rate0% (0)

Short win rate35% (715)

Avg win+$10.8 · 8.6 pip

Avg loss−$10.7 · −8.3 pip

Best trade+$51 · Apr 9

Worst trade−$68 · Oct 11

Total pips−1,676

Lots71.5

Commission + swap−$28

Expectancy / trade−$3.1

Profit factor0.55

Sharpe−3.56daily returns, annualised

Z-score−1.9 (95%)dependence between runs

Standard deviation$14.8

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak8 (+$75)

Losing streak18 (−$149)

Avg holding time3h 7m

Trades / week2.8

Risk / trade1.6%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 00:50	EURGBP	SELL	0.1	0.83425 → 0.83456	2h 50m	−3.1	−$4	—
Oct 30 08:50	EURGBP	SELL	0.1	0.83517 → 0.83475	2h 50m	+4.2	+$6	—
Oct 29 15:20	EURGBP	SELL	0.1	0.83584 → 0.83545	2h 50m	+3.9	+$5	—
Oct 26 15:50	EURGBP	SELL	0.1	0.83783 → 0.83771	2h 50m	+1.2	+$2	—
Oct 22 10:50	EURGBP	SELL	0.1	0.83789 → 0.83830	2h 50m	−4.1	−$5	—
Oct 20 09:20	EURGBP	SELL	0.1	0.84068 → 0.84040	2h 50m	+2.8	+$4	—
Oct 19 10:50	EURGBP	SELL	0.1	0.84070 → 0.84124	2h 50m	−5.4	−$7	—
Oct 19 00:50	EURGBP	SELL	0.1	0.84107 → 0.84239	2h 50m	−13.2	−$18	—
Oct 15 11:50	EURGBP	SELL	0.1	0.84588 → 0.84610	2h 50m	−2.2	−$3	—
Oct 13 11:50	EURGBP	SELL	0.1	0.84467 → 0.84497	2h 50m	−3	−$4	—
Oct 12 23:50	EURGBP	SELL	0.1	0.84443 → 0.84492	2h 50m	−4.9	−$6	—
Oct 9 16:50	EURGBP	SELL	0.1	0.84621 → 0.84601	2h 50m	+2	+$3	—
Oct 7 10:20	EURGBP	SELL	0.1	0.84644 → 0.84617	2h 50m	+2.7	+$4	—
Oct 2 20:20	EURGBP	SELL	0.1	0.85028 → 0.84980	2h 50m	+4.8	+$6	—
Oct 2 13:20	EURGBP	SELL	0.1	0.85068 → 0.85086	2h 50m	−1.8	−$2	—
Oct 1 15:20	EURGBP	SELL	0.1	0.85327 → 0.85216	2h 50m	+11.1	+$15	—
Sep 30 20:20	EURGBP	SELL	0.1	0.85459 → 0.85403	2h 50m	+5.6	+$7	—
Sep 29 19:50	EURGBP	SELL	0.1	0.85672 → 0.85715	2h 50m	−4.3	−$6	—
Sep 28 09:50	EURGBP	SELL	0.1	0.85909 → 0.85812	2h 50m	+9.7	+$13	—
Sep 22 16:50	EURGBP	SELL	0.1	0.85731 → 0.85817	2h 50m	−8.6	−$11	—
Sep 18 14:20	EURGBP	SELL	0.1	0.85852 → 0.85894	2h 50m	−4.2	−$6	—
Sep 16 23:50	EURGBP	SELL	0.1	0.85627 → 0.85707	2h 50m	−8	−$11	—
Sep 11 15:20	EURGBP	SELL	0.1	0.85780 → 0.85825	2h 50m	−4.5	−$6	—
Sep 8 00:20	EURGBP	SELL	0.1	0.85814 → 0.85858	2h 50m	−4.4	−$6	—
Sep 4 09:20	EURGBP	SELL	0.1	0.85855 → 0.85921	2h 50m	−6.6	−$9	—

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