Autumn Valley · strategy profile

Autumn Valley · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.3%	−31	3	1
This month	−2.3%	−240	15	3
This year	−12.2%	−1,423	122	49

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−3.5	+1.3	−1.6	−0.4	0.0	−0.5	+1.3	−1.1	−0.4	−0.5	+0.6	+1.3	−3.6
2024	−0.4	−1.1	+0.6	−1.7	+0.4	−1.9	−3.1	−1.7	−0.1	+0.2	+1.0	−0.4	−8.0
2025	−1.0	−0.3	−1.7	−3.0	−0.6	−1.8	−1.0	−2.6	−1.4	+0.3	−1.2	+0.4	−14.0
2026	−0.2	−0.2	+0.1	−3.2	−1.8	−1.7	−2.6	0.0	−0.3	−3.3	+0.4	·	−12.8

Risk

1/10

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

Max daily drawdown: −2.5%
Max weekly drawdown: −2.8%
Max drawdown · equity: −32.8%
Max drawdown · balance: −32.8%
Absolute drawdown: −$3,252
Longest drawdown: 1400 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 3.8%

Symbol split

90 days

EURJPY

100%+32.2%

Long 55% · Short 45%

Hour and day

trade opens · UTC

Mon 17% · Tue 21% · Wed 23% · Thu 18% · Fri 21% · 42% in the Asia session

Behaviour

from 537 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 91% · over 12h 10%. Automated share 100%.

Statistics537 closed trades

Trades537

Won / lost221 / 316

Long win rate46% (293)

Short win rate36% (244)

Avg win+$28.9 · 43.2 pip

Avg loss−$30.4 · −44.7 pip

Best trade+$264 · Sep 22

Worst trade−$188 · Sep 27

Total pips−4,569

Lots53.7

Commission + swap−$162

Expectancy / trade−$6.0

Profit factor0.66

Sharpe−2.45daily returns, annualised

Z-score−0.4 (32%)dependence between runs

Standard deviation$42.2

AHPR / GHPR−0.07% / −0.07%

Recovery factor−1.0

Winning streak6 (+$278)

Losing streak11 (−$392)

Avg holding time14h 45m

Trades / week2.7

Risk / trade3.8%

Monthly average−0.8%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 15:55	EURJPY	BUY	0.1	176.372 → 176.814	10h 25m	+44.2	+$28	—
Oct 30 10:25	EURJPY	BUY	0.1	176.492 → 176.122	10h 25m	−37	−$24	—
Oct 29 02:25	EURJPY	BUY	0.1	176.274 → 175.894	10h 25m	−38	−$26	—
Oct 22 00:55	EURJPY	SELL	0.1	177.423 → 177.706	10h 25m	−28.3	−$19	—
Oct 19 08:25	EURJPY	BUY	0.1	176.905 → 177.166	10h 25m	+26.1	+$17	—
Oct 15 22:55	EURJPY	SELL	0.1	177.083 → 177.297	10h 25m	−21.4	−$14	—
Oct 14 23:55	EURJPY	BUY	0.1	176.827 → 176.774	10h 25m	−5.3	−$5	—
Oct 14 05:55	EURJPY	BUY	0.1	177.330 → 177.402	10h 25m	+7.2	+$4	—
Oct 13 16:55	EURJPY	SELL	0.1	176.884 → 177.258	10h 25m	−37.4	−$24	—
Oct 9 14:25	EURJPY	BUY	0.1	177.463 → 177.278	10h 25m	−18.5	−$12	—
Oct 9 00:55	EURJPY	SELL	0.1	177.291 → 177.362	10h 25m	−7.1	−$5	—
Oct 8 09:55	EURJPY	SELL	0.1	176.984 → 177.018	10h 25m	−3.4	−$2	—
Oct 7 18:25	EURJPY	BUY	0.1	176.932 → 176.877	10h 25m	−5.5	−$3	—
Oct 6 22:55	EURJPY	BUY	0.1	178.206 → 178.046	10h 25m	−16	−$11	—
Oct 6 11:25	EURJPY	SELL	0.1	177.099 → 178.093	10h 25m	−99.4	−$63	—
Oct 2 14:55	EURJPY	SELL	0.1	177.643 → 177.819	10h 25m	−17.6	−$11	—
Oct 1 11:25	EURJPY	BUY	0.1	178.981 → 178.461	10h 25m	−52	−$33	—
Sep 29 11:55	EURJPY	SELL	0.1	178.900 → 178.420	10h 25m	+48	+$31	—
Sep 25 13:55	EURJPY	BUY	0.1	180.129 → 179.078	10h 25m	−105.1	−$67	—
Sep 24 22:25	EURJPY	BUY	0.1	180.566 → 180.665	10h 25m	+9.9	+$6	—
Sep 23 22:25	EURJPY	SELL	0.1	180.201 → 180.213	10h 25m	−1.2	−$2	—
Sep 23 07:55	EURJPY	SELL	0.1	180.184 → 180.219	10h 25m	−3.5	−$2	—
Sep 22 19:25	EURJPY	BUY	0.1	180.102 → 180.190	10h 25m	+8.8	+$6	—
Sep 21 22:25	EURJPY	BUY	0.1	180.662 → 180.417	10h 25m	−24.5	−$16	—
Sep 20 21:03	EURJPY	BUY	0.1	179.959 → 180.039	2.1 days	+8	+$5	—

1–25 of 537

Autumn Valley◇Strategy

Rules

Research records

Version timeline