Indigo Wren · strategy profile

Indigo Wren · 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	−1.8%	−73	2	0
This month	−4.3%	−182	8	0
This year	−18.2%	−829	87	29

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.5	−0.5	+1.1	−0.3	−0.4	+0.9	−4.3	+2.4	+1.6	−1.2	−0.5	+2.5	+1.0
2023	−2.5	+1.2	−0.7	−1.6	−3.5	−0.9	−1.4	+0.7	+0.1	−0.6	−1.0	−2.7	−12.9
2024	−1.3	−1.5	−1.2	0.0	−1.6	−1.1	−1.7	+0.2	−1.7	−1.5	−1.0	−2.5	−14.9
2025	+1.2	−2.0	−0.1	−0.6	−2.9	+0.9	−0.7	0.0	−0.5	+0.8	−3.6	−2.3	−9.9
2026	+0.8	−1.4	−3.1	−3.7	−0.2	−0.3	−2.8	−1.9	−1.1	−5.2	−0.4	·	−19.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −45.7%.

Max daily drawdown: −2.4%
Max weekly drawdown: −2.9%
Max drawdown · equity: −45.7%
Max drawdown · balance: −45.7%
Absolute drawdown: −$4,336
Longest drawdown: 1497 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 2.6%

Symbol split

90 days

EURGBP

100%+43.4%

Long 90% · Short 10%

Hour and day

trade opens · UTC

Mon 40% · Tue 1% · Wed 29% · Thu 29% · Fri 1% · 45% in the London session

Behaviour

from 502 trades

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

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

Statistics502 closed trades

Trades502

Won / lost192 / 310

Long win rate37% (450)

Short win rate52% (52)

Avg win+$41.6 · 34.4 pip

Avg loss−$39.8 · −29.9 pip

Best trade+$233 · Mar 9

Worst trade−$190 · Sep 29

Total pips−2,662

Lots50.2

Commission + swap−$801

Expectancy / trade−$8.6

Profit factor0.65

Sharpe−2.80daily returns, annualised

Z-score−0.4 (34%)dependence between runs

Standard deviation$54.0

AHPR / GHPR−0.11% / −0.11%

Recovery factor−1.0

Winning streak5 (+$324)

Losing streak9 (−$233)

Avg holding time3.2 days

Trades / week2.0

Risk / trade2.6%

Monthly average−1.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	BUY	0.1	0.83795 → 0.83244	4.4 days	−55.1	−$76	—
Oct 28 11:50	EURGBP	BUY	0.1	0.83929 → 0.83746	2.6 days	−18.3	−$25	—
Oct 25 21:03	EURGBP	BUY	0.1	0.83914 → 0.83857	4.3 days	−5.7	−$10	—
Oct 21 11:55	EURGBP	BUY	0.1	0.84126 → 0.83811	2.6 days	−31.5	−$43	—
Oct 18 21:03	EURGBP	BUY	0.1	0.84631 → 0.84238	3.9 days	−39.3	−$53	—
Oct 14 21:10	EURGBP	BUY	0.1	0.84615 → 0.84521	2.6 days	−9.4	−$15	—
Oct 11 21:03	EURGBP	BUY	0.1	0.84757 → 0.84526	4 days	−23.1	−$33	—
Oct 7 19:40	EURGBP	BUY	0.1	0.84733 → 0.84735	2.6 days	+0.2	−$1	—
Oct 4 21:03	EURGBP	BUY	0.1	0.85467 → 0.84948	3.6 days	−51.9	−$70	—
Sep 30 21:55	EURGBP	SELL	0.1	0.85805 → 0.85420	2.6 days	+38.5	+$49	—
Sep 27 21:03	EURGBP	BUY	0.1	0.85929 → 0.85929	4.4 days	0	−$3	—
Sep 23 11:24	EURGBP	SELL	0.1	0.85727 → 0.85902	2.6 days	−17.5	−$24	—
Sep 20 21:03	EURGBP	BUY	0.1	0.85720 → 0.85729	3.9 days	+0.9	$0	—
Sep 16 21:55	EURGBP	SELL	0.1	0.85558 → 0.85685	2.6 days	−12.7	−$20	—
Sep 13 21:03	EURGBP	BUY	0.1	0.85900 → 0.85622	3.5 days	−27.8	−$39	—
Sep 9 14:55	EURGBP	BUY	0.1	0.85945 → 0.85873	2.6 days	−7.2	−$11	—
Sep 6 21:03	EURGBP	BUY	0.1	0.85866 → 0.85788	4.4 days	−7.8	−$13	—
Sep 2 11:53	EURGBP	SELL	0.1	0.85524 → 0.85825	2.6 days	−30.1	−$42	—
Aug 30 21:03	EURGBP	BUY	0.1	0.85679 → 0.85490	4.3 days	−18.9	−$28	—
Aug 26 11:25	EURGBP	BUY	0.1	0.85650 → 0.85593	2.6 days	−5.7	−$9	—
Aug 23 21:03	EURGBP	BUY	0.1	0.85825 → 0.85444	4 days	−38.1	−$54	—
Aug 19 18:25	EURGBP	BUY	0.1	0.85491 → 0.85787	2.6 days	+29.6	+$39	—
Aug 16 21:03	EURGBP	BUY	0.1	0.85447 → 0.85288	3.6 days	−15.9	−$23	—
Aug 13 06:25	EURGBP	BUY	0.1	0.85438 → 0.85389	2.6 days	−4.9	−$9	—
Aug 9 21:03	EURGBP	BUY	0.1	0.85748 → 0.85648	4.3 days	−10	−$16	—

1–25 of 502

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