Saffron Marsh · strategy profile

Saffron Marsh · strategy profile · SocialCharts

Performance

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

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.3%	−41	4	2
This month	−2.1%	−285	24	8
This year	−4.7%	−652	210	75

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+0.5	−0.5	+1.7	−2.8	−0.4	−1.5	−0.4	−0.4	−0.8	−0.6	+0.2	−0.8	−5.6
2024	+0.6	−0.1	−0.4	−0.8	−0.8	+0.9	+1.7	−1.4	+0.7	−0.3	0.0	+0.5	+0.8
2025	+0.1	−0.2	−0.8	−1.1	−0.8	−0.6	−1.1	+0.2	−0.4	−1.5	−0.9	−0.1	−7.2
2026	−0.5	0.0	−0.8	0.0	−1.0	−0.3	−0.6	−1.2	+1.4	−1.5	−0.2	·	−4.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.6%.

Max daily drawdown: −1.1%
Max weekly drawdown: −1.4%
Max drawdown · equity: −17.6%
Max drawdown · balance: −17.6%
Absolute drawdown: −$1,805
Longest drawdown: 1329 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 1.3%

Symbol split

90 days

EURJPY

100%+15.6%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 22% · Thu 20% · Fri 19% · 46% in the London session

Behaviour

from 901 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%.

Statistics901 closed trades

Trades901

Won / lost363 / 538

Long win rate0% (0)

Short win rate40% (901)

Avg win+$13.2 · 19.5 pip

Avg loss−$11.8 · −17.4 pip

Best trade+$149 · Mar 15

Worst trade−$99 · Apr 28

Total pips−2,293

Lots90.1

Commission + swap−$26

Expectancy / trade−$1.7

Profit factor0.75

Sharpe−1.69daily returns, annualised

Z-score0.1 (11%)dependence between runs

Standard deviation$18.3

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak9 (+$82)

Losing streak12 (−$115)

Avg holding time2h 7m

Trades / week4.5

Risk / trade1.3%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 17:10	EURJPY	SELL	0.1	176.727 → 176.948	1h 40m	−22.1	−$14	—
Oct 30 04:10	EURJPY	SELL	0.1	176.325 → 176.065	1h 40m	+26	+$17	—
Oct 29 15:40	EURJPY	SELL	0.1	175.738 → 176.217	1h 40m	−47.9	−$30	—
Oct 28 22:10	EURJPY	SELL	0.1	176.052 → 176.025	1h 40m	+2.7	$0	—
Oct 27 23:10	EURJPY	SELL	0.1	175.713 → 175.827	1h 40m	−11.4	−$7	—
Oct 27 07:10	EURJPY	SELL	0.1	175.942 → 176.108	1h 40m	−16.6	−$11	—
Oct 26 16:10	EURJPY	SELL	0.1	176.072 → 176.196	1h 40m	−12.4	−$8	—
Oct 23 11:10	EURJPY	SELL	0.1	175.322 → 175.661	1h 40m	−33.9	−$22	—
Oct 23 02:10	EURJPY	SELL	0.1	175.285 → 175.901	1h 40m	−61.6	−$39	—
Oct 22 04:10	EURJPY	SELL	0.1	177.490 → 177.314	1h 40m	+17.6	+$11	—
Oct 21 05:40	EURJPY	SELL	0.1	177.512 → 177.525	1h 40m	−1.3	−$1	—
Oct 20 06:40	EURJPY	SELL	0.1	177.683 → 177.569	1h 40m	+11.4	+$7	—
Oct 19 09:40	EURJPY	SELL	0.1	176.952 → 177.419	1h 40m	−46.7	−$30	—
Oct 16 15:40	EURJPY	SELL	0.1	177.611 → 177.595	1h 40m	+1.6	+$1	—
Oct 16 07:40	EURJPY	SELL	0.1	177.160 → 177.616	1h 40m	−45.6	−$29	—
Oct 15 12:40	EURJPY	SELL	0.1	176.896 → 177.001	1h 40m	−10.5	−$7	—
Oct 14 06:10	EURJPY	SELL	0.1	177.345 → 177.363	1h 40m	−1.8	−$1	—
Oct 13 11:10	EURJPY	SELL	0.1	176.694 → 176.863	1h 40m	−16.9	−$11	—
Oct 12 11:40	EURJPY	SELL	0.1	177.294 → 177.274	1h 40m	+2	+$1	—
Oct 9 11:10	EURJPY	SELL	0.1	177.512 → 177.459	1h 40m	+5.3	+$3	—
Oct 8 19:10	EURJPY	SELL	0.1	176.714 → 176.959	1h 40m	−24.5	−$16	—
Oct 8 12:10	EURJPY	SELL	0.1	176.884 → 177.075	1h 40m	−19.1	−$12	—
Oct 6 16:10	EURJPY	SELL	0.1	177.881 → 178.081	1h 40m	−20	−$13	—
Oct 5 03:10	EURJPY	SELL	0.1	176.925 → 176.519	1h 40m	+40.6	+$26	—
Oct 2 12:10	EURJPY	SELL	0.1	177.131 → 177.010	1h 40m	+12.1	+$8	—

1–25 of 901

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