Saffron Tide · strategy profile

Saffron Tide · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−2	1	0
This week	−0.3%	−16	4	1
This month	−1.3%	−61	16	5
This year	−8.2%	−363	161	65

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.1	−2.5	+0.9	+0.9	+0.3	−0.5	+0.1	−0.4	+0.8	−1.9	−0.3	+1.3	−2.3
2023	−0.8	+1.9	−2.3	−0.1	−1.3	−0.2	−1.6	−1.7	−0.2	−1.0	−0.2	−0.9	−8.3
2024	−0.3	+0.6	+0.1	+0.2	−0.3	−2.7	−1.2	−0.3	−2.1	+0.1	+0.4	−0.5	−6.1
2025	−2.8	−1.4	−0.8	+0.7	−1.4	+0.4	−1.0	+1.8	−2.3	−2.1	−2.3	−2.0	−13.1
2026	−1.1	−1.9	−1.4	−2.4	−0.3	−0.8	+0.7	+0.1	−0.4	−1.0	+0.1	·	−8.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −32.8%.

Max daily drawdown: −1.6%
Max weekly drawdown: −2.3%
Max drawdown · equity: −32.8%
Max drawdown · balance: −32.8%
Absolute drawdown: −$3,221
Longest drawdown: 1762 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 4.2%

Symbol split

90 days

EURGBP

100%+32.1%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 23% · Tue 19% · Wed 21% · Thu 20% · Fri 18% · 72% in the New York session

Behaviour

from 877 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 82% · over 12h 18%. Automated share 100%.

Statistics877 closed trades

Trades877

Won / lost384 / 493

Long win rate40% (415)

Short win rate48% (462)

Avg win+$23.0 · 18.7 pip

Avg loss−$24.4 · −18.6 pip

Best trade+$149 · Dec 16

Worst trade−$129 · Apr 10

Total pips−1,976

Lots87.7

Commission + swap−$623

Expectancy / trade−$3.7

Profit factor0.73

Sharpe−1.89daily returns, annualised

Z-score3.6 (100%)dependence between runs

Standard deviation$32.5

AHPR / GHPR−0.04% / −0.04%

Recovery factor−1.0

Winning streak5 (+$149)

Losing streak13 (−$231)

Avg holding time1.2 days

Trades / week3.5

Risk / trade4.2%

Monthly average−0.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 06:05	EURGBP	BUY	0.1	0.83480 → 0.83458	22h 5m	−2.2	−$3	—
Nov 1 22:03	EURGBP	SELL	0.1	0.83362 → 0.83263	2.4 days	+9.9	+$13	—
Oct 29 10:05	EURGBP	BUY	0.1	0.83774 → 0.83632	22h 5m	−14.2	−$20	—
Oct 28 10:05	EURGBP	SELL	0.1	0.83666 → 0.83760	22h 5m	−9.4	−$13	—
Oct 27 02:05	EURGBP	BUY	0.1	0.83876 → 0.83729	22h 5m	−14.7	−$20	—
Oct 23 06:05	EURGBP	SELL	0.1	0.83789 → 0.83748	22h 5m	+4.1	+$5	—
Oct 22 06:05	EURGBP	SELL	0.1	0.83830 → 0.83911	22h 5m	−8.1	−$12	—
Oct 21 06:05	EURGBP	SELL	0.1	0.84112 → 0.83930	22h 5m	+18.2	+$24	—
Oct 20 02:05	EURGBP	SELL	0.1	0.84247 → 0.84249	22h 5m	−0.2	−$1	—
Oct 16 14:05	EURGBP	SELL	0.1	0.84520 → 0.84281	22h 5m	+23.9	+$31	—
Oct 15 10:05	EURGBP	SELL	0.1	0.84365 → 0.84607	22h 5m	−24.2	−$34	—
Oct 14 06:05	EURGBP	BUY	0.1	0.84558 → 0.84431	22h 5m	−12.7	−$17	—
Oct 11 21:03	EURGBP	BUY	0.1	0.84802 → 0.84526	2.7 days	−27.6	−$37	—
Oct 9 02:05	EURGBP	BUY	0.1	0.84818 → 0.84765	22h 5m	−5.3	−$8	—
Oct 7 18:05	EURGBP	SELL	0.1	0.84801 → 0.84748	22h 5m	+5.3	+$7	—
Oct 6 18:05	EURGBP	BUY	0.1	0.84862 → 0.84824	22h 5m	−3.8	−$6	—
Oct 4 21:03	EURGBP	SELL	0.1	0.85049 → 0.84967	2.4 days	+8.2	+$10	—
Oct 2 10:05	EURGBP	SELL	0.1	0.85365 → 0.85153	22h 5m	+21.2	+$28	—
Oct 1 06:05	EURGBP	SELL	0.1	0.85530 → 0.85446	22h 5m	+8.4	+$10	—
Sep 30 02:05	EURGBP	BUY	0.1	0.85819 → 0.85691	22h 5m	−12.8	−$17	—
Sep 27 21:03	EURGBP	SELL	0.1	0.85998 → 0.85948	2 days	+5	+$6	—
Sep 25 06:05	EURGBP	BUY	0.1	0.86019 → 0.86056	22h 5m	+3.7	+$4	—
Sep 24 06:05	EURGBP	BUY	0.1	0.85850 → 0.85953	22h 5m	+10.3	+$12	—
Sep 23 06:05	EURGBP	SELL	0.1	0.85707 → 0.85841	22h 5m	−13.4	−$18	—
Sep 20 21:03	EURGBP	SELL	0.1	0.85858 → 0.85748	2.4 days	+11	+$14	—

1–25 of 877

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