Crimson Lake · strategy profile

Crimson Lake · 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	−0.3%	−19	4	1
This month	+0.2%	+15	19	9
This year	−5.7%	−376	169	73

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.3	+1.4	−1.4	−1.0	−0.7	+1.3	−0.1	−0.1	−0.1	+3.8	−0.5	+0.2	+2.4
2023	−1.0	−1.9	−0.5	+0.3	+0.8	−0.3	−0.2	0.0	+0.4	+0.5	−0.6	+0.1	−2.5
2024	−0.5	+0.3	+0.8	−0.1	0.0	+0.1	+0.2	−1.1	+1.0	−1.2	+0.6	−0.2	−0.1
2025	+0.4	−0.1	+0.4	−2.0	−1.0	−1.0	−1.8	−0.2	−0.1	+0.4	−0.6	+0.7	−5.0
2026	−0.9	−0.4	−0.4	−0.9	−0.8	−0.2	−1.4	+0.1	−0.9	+0.1	−0.2	·	−5.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.7%.

Max daily drawdown: −1.3%
Max weekly drawdown: −1.3%
Max drawdown · equity: −13.7%
Max drawdown · balance: −13.7%
Absolute drawdown: −$1,410
Longest drawdown: 1470 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 4.1%

Symbol split

90 days

EURGBP

100%+10.7%

Long 46% · Short 54%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 20% · Thu 22% · Fri 18% · 63% in the London session

Behaviour

from 968 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 94% · over 12h 6%. Automated share 100%.

Statistics968 closed trades

Trades968

Won / lost459 / 509

Long win rate44% (441)

Short win rate50% (527)

Avg win+$17.1 · 13.7 pip

Avg loss−$17.5 · −13.5 pip

Best trade+$125 · Feb 3

Worst trade−$126 · May 5

Total pips−612

Lots96.8

Commission + swap−$216

Expectancy / trade−$1.1

Profit factor0.88

Sharpe−0.80daily returns, annualised

Z-score2.5 (99%)dependence between runs

Standard deviation$24.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak6 (+$176)

Losing streak10 (−$157)

Avg holding time11h 13m

Trades / week3.8

Risk / trade4.1%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	BUY	0.1	0.83284 → 0.83244	2.2 days	−4	−$6	—
Oct 30 15:30	EURGBP	BUY	0.1	0.83478 → 0.83286	8h 30m	−19.2	−$26	—
Oct 29 21:30	EURGBP	BUY	0.1	0.83561 → 0.83522	8h 30m	−3.9	−$6	—
Oct 28 05:30	EURGBP	BUY	0.1	0.83567 → 0.83645	8h 30m	+7.8	+$10	—
Oct 27 18:30	EURGBP	BUY	0.1	0.83680 → 0.83630	8h 30m	−5	−$7	—
Oct 26 18:30	EURGBP	SELL	0.1	0.83953 → 0.83787	8h 30m	+16.6	+$22	—
Oct 22 18:30	EURGBP	BUY	0.1	0.83784 → 0.83724	8h 30m	−6	−$8	—
Oct 21 14:30	EURGBP	BUY	0.1	0.83914 → 0.83851	8h 30m	−6.3	−$8	—
Oct 20 15:30	EURGBP	BUY	0.1	0.84116 → 0.83975	8h 30m	−14.1	−$19	—
Oct 19 16:30	EURGBP	BUY	0.1	0.84089 → 0.84249	8h 30m	+16	+$21	—
Oct 19 07:30	EURGBP	BUY	0.1	0.84164 → 0.84168	8h 30m	+0.4	+$1	—
Oct 16 13:30	EURGBP	BUY	0.1	0.84419 → 0.84304	8h 30m	−11.5	−$15	—
Oct 15 10:30	EURGBP	SELL	0.1	0.84687 → 0.84587	8h 30m	+10	+$13	—
Oct 14 17:30	EURGBP	BUY	0.1	0.84427 → 0.84566	8h 30m	+13.9	+$18	—
Oct 13 05:30	EURGBP	BUY	0.1	0.84462 → 0.84508	8h 30m	+4.6	+$6	—
Oct 12 15:30	EURGBP	BUY	0.1	0.84563 → 0.84526	8h 30m	−3.7	−$5	—
Oct 11 21:03	EURGBP	BUY	0.1	0.84640 → 0.84526	2.3 days	−11.4	−$16	—
Oct 7 16:30	EURGBP	BUY	0.1	0.84540 → 0.84708	8h 30m	+16.8	+$22	—
Oct 5 15:30	EURGBP	BUY	0.1	0.84667 → 0.84804	8h 30m	+13.7	+$18	—
Oct 2 19:30	EURGBP	BUY	0.1	0.85077 → 0.84983	8h 30m	−9.4	−$12	—
Oct 2 00:30	EURGBP	BUY	0.1	0.85134 → 0.85194	8h 30m	+6	+$7	—
Oct 1 15:30	EURGBP	BUY	0.1	0.85343 → 0.85131	8h 30m	−21.2	−$28	—
Oct 1 03:30	EURGBP	BUY	0.1	0.85450 → 0.85435	8h 30m	−1.5	−$3	—
Sep 30 15:30	EURGBP	BUY	0.1	0.85640 → 0.85561	8h 30m	−7.9	−$10	—
Sep 29 20:30	EURGBP	BUY	0.1	0.85715 → 0.85698	8h 30m	−1.7	−$2	—

1–25 of 968

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