Auburn River · strategy profile

Auburn River · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.5%	−59	1	0
This week	−0.4%	−47	6	4
This month	−2.9%	−333	26	11
This year	−4.7%	−422	236	108

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	0.0	−1.2	−1.1	+2.2	+1.6	−1.1	+4.5	+0.5	−1.5	−2.7	−1.8	+1.6	+1.1
2024	+1.7	+0.9	−2.2	+0.4	−3.7	−0.9	+3.3	−4.3	+4.4	+3.1	−4.4	−0.1	−1.8
2025	+2.2	−3.3	−1.5	−7.9	+1.3	−4.5	−1.9	−1.4	−0.4	−4.3	−2.6	+1.9	−22.4
2026	+3.8	+1.1	−3.6	−2.7	−1.6	−1.1	+5.0	−1.2	−1.0	−2.4	−1.2	·	−4.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −29.7%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.7%
Max drawdown · equity: −29.7%
Max drawdown · balance: −29.7%
Absolute drawdown: −$2,560
Longest drawdown: 1160 days · Nov
Recovery factor: −0.9
Max simultaneous risk: 0.7%

Symbol split

90 days

EURJPY

100%+25.6%

Long 41% · Short 59%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 20% · Thu 21% · Fri 18% · 43% in the New York session

Behaviour

from 1,078 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 83% · over 12h 13%. Automated share 100%.

Statistics1,078 closed trades

Trades1,078

Won / lost490 / 588

Long win rate49% (446)

Short win rate43% (632)

Avg win+$38.3 · 57.5 pip

Avg loss−$36.3 · −53.4 pip

Best trade+$226 · Aug 6

Worst trade−$136 · Oct 5

Total pips−3,228

Lots107.8

Commission + swap−$473

Expectancy / trade−$2.4

Profit factor0.88

Sharpe−0.86daily returns, annualised

Z-score−0.1 (10%)dependence between runs

Standard deviation$48.9

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak8 (+$300)

Losing streak9 (−$257)

Avg holding time21h 22m

Trades / week5.4

Risk / trade0.7%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 03:35	EURJPY	BUY	0.1	177.204 → 176.610	17h 35m	−59.4	−$38	—
Nov 2 07:20	EURJPY	SELL	0.1	175.666 → 176.668	9h 10m	−100.2	−$63	—
Nov 1 22:03	EURJPY	SELL	0.1	176.050 → 175.664	2.6 days	+38.6	+$24	—
Oct 30 03:50	EURJPY	BUY	0.1	175.955 → 176.150	17h 35m	+19.5	+$12	—
Oct 29 03:20	EURJPY	BUY	0.1	175.648 → 175.865	17h 35m	+21.7	+$12	—
Oct 28 08:30	EURJPY	SELL	0.1	175.804 → 175.476	17h 35m	+32.8	+$20	—
Oct 27 13:00	EURJPY	SELL	0.1	176.014 → 175.997	17h 35m	+1.7	+$1	—
Oct 26 16:10	EURJPY	SELL	0.1	175.821 → 176.196	17h 35m	−37.5	−$24	—
Oct 25 21:03	EURJPY	SELL	0.1	175.536 → 176.184	2 days	−64.8	−$42	—
Oct 23 06:00	EURJPY	BUY	0.1	176.140 → 175.876	17h 35m	−26.4	−$17	—
Oct 22 11:05	EURJPY	BUY	0.1	176.769 → 175.767	3h 10m	−100.2	−$64	—
Oct 22 04:35	EURJPY	BUY	0.1	177.539 → 177.328	17h 35m	−21.1	−$15	—
Oct 21 02:05	EURJPY	BUY	0.1	177.691 → 177.693	17h 35m	+0.2	$0	—
Oct 19 15:40	EURJPY	BUY	0.1	177.196 → 177.683	17h 35m	+48.7	+$31	—
Oct 16 19:35	EURJPY	BUY	0.1	177.252 → 177.503	17h 35m	+25.1	+$16	—
Oct 16 00:00	EURJPY	SELL	0.1	176.929 → 177.302	17h 35m	−37.3	−$24	—
Oct 15 05:35	EURJPY	SELL	0.1	177.336 → 177.148	17h 35m	+18.8	+$10	—
Oct 14 09:35	EURJPY	SELL	0.1	177.288 → 177.363	17h 35m	−7.5	−$5	—
Oct 13 14:50	EURJPY	BUY	0.1	176.961 → 177.226	17h 35m	+26.5	+$17	—
Oct 12 14:45	EURJPY	SELL	0.1	177.030 → 177.347	17h 35m	−31.7	−$20	—
Oct 11 21:03	EURJPY	BUY	0.1	177.318 → 176.940	2 days	−37.8	−$24	—
Oct 9 07:46	EURJPY	SELL	0.1	176.850 → 177.852	10h 41m	−100.2	−$63	—
Oct 8 17:45	EURJPY	SELL	0.1	176.861 → 176.864	17h 35m	−0.3	$0	—
Oct 7 21:35	EURJPY	SELL	0.1	178.030 → 176.945	17h 35m	+108.5	+$67	—
Oct 6 12:12	EURJPY	SELL	0.1	177.236 → 178.238	6h 17m	−100.2	−$63	—

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