Frosted Zephyr · strategy profile

Frosted Zephyr · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−1.1%	−102	1	0
This week	−1.1%	−106	5	2
This month	−3.8%	−367	20	5
This year	−15.4%	−1,568	182	78

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+0.8	−6.9	−0.4	−1.7	−0.2	−0.5	+4.5	−3.6	−3.8	−1.5	+2.6	−0.1	−10.8
2024	+0.8	−1.8	+1.5	−0.9	−2.8	−2.1	+4.1	−3.0	−5.4	−0.6	−0.5	+1.5	−9.1
2025	−2.3	+2.7	−3.8	+3.3	−3.8	−0.9	−0.6	−4.9	−0.7	+2.2	+0.9	−2.5	−10.3
2026	−1.6	−2.5	−1.6	−2.4	+0.8	−1.2	−6.3	+0.1	+1.3	−1.8	−1.0	·	−16.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −40.2%.

Max daily drawdown: −3.9%
Max weekly drawdown: −4.2%
Max drawdown · equity: −40.2%
Max drawdown · balance: −40.2%
Absolute drawdown: −$3,882
Longest drawdown: 1379 days · Sep
Recovery factor: −1.0
Max simultaneous risk: 3.4%

Symbol split

90 days

EURJPY

100%+38.3%

Long 56% · Short 44%

Hour and day

trade opens · UTC

Mon 23% · Tue 16% · Wed 23% · Thu 20% · Fri 18% · 63% in the Asia session

Behaviour

from 798 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%.

Statistics798 closed trades

Trades798

Won / lost381 / 417

Long win rate52% (448)

Short win rate42% (350)

Avg win+$40.6 · 61.4 pip

Avg loss−$46.3 · −67.6 pip

Best trade+$324 · Mar 15

Worst trade−$315 · Sep 22

Total pips−4,768

Lots79.8

Commission + swap−$585

Expectancy / trade−$4.8

Profit factor0.80

Sharpe−1.24daily returns, annualised

Z-score0.2 (19%)dependence between runs

Standard deviation$60.9

AHPR / GHPR−0.06% / −0.06%

Recovery factor−1.0

Winning streak9 (+$285)

Losing streak10 (−$315)

Avg holding time1.3 days

Trades / week4.0

Risk / trade3.4%

Monthly average−1.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 00:02	EURJPY	SELL	0.1	175.739 → 176.764	1.1 days	−102.5	−$65	—
Nov 1 22:03	EURJPY	BUY	0.1	176.245 → 175.640	2.5 days	−60.5	−$39	—
Oct 30 09:23	EURJPY	BUY	0.1	175.899 → 176.209	1.1 days	+31	+$19	—
Oct 29 07:30	EURJPY	SELL	0.1	175.415 → 175.841	1.1 days	−42.6	−$28	—
Oct 28 05:40	EURJPY	SELL	0.1	176.131 → 175.442	1.1 days	+68.9	+$43	—
Oct 27 03:49	EURJPY	SELL	0.1	175.932 → 176.150	1.1 days	−21.8	−$14	—
Oct 23 04:38	EURJPY	SELL	0.1	177.449 → 175.908	1.1 days	+154.1	+$98	—
Oct 22 02:48	EURJPY	BUY	0.1	177.800 → 177.470	1.1 days	−33	−$22	—
Oct 21 00:58	EURJPY	BUY	0.1	177.779 → 177.803	1.1 days	+2.4	+$1	—
Oct 19 23:10	EURJPY	BUY	0.1	176.817 → 177.750	1.1 days	+93.3	+$58	—
Oct 18 21:03	EURJPY	BUY	0.1	177.246 → 176.769	2.7 days	−47.7	−$31	—
Oct 16 04:32	EURJPY	SELL	0.1	177.086 → 177.283	1.1 days	−19.7	−$13	—
Oct 15 02:45	EURJPY	BUY	0.1	177.526 → 177.075	1.1 days	−45.1	−$30	—
Oct 14 00:57	EURJPY	SELL	0.1	176.924 → 177.494	1.1 days	−57	−$36	—
Oct 12 23:01	EURJPY	BUY	0.1	177.084 → 176.964	1.1 days	−12	−$8	—
Oct 11 21:03	EURJPY	BUY	0.1	177.536 → 176.940	2.5 days	−59.6	−$38	—
Oct 9 09:26	EURJPY	SELL	0.1	177.114 → 177.531	1.1 days	−41.7	−$27	—
Oct 8 07:31	EURJPY	BUY	0.1	177.894 → 177.081	1.1 days	−81.3	−$53	—
Oct 7 05:41	EURJPY	SELL	0.1	177.283 → 177.903	1.1 days	−62	−$40	—
Oct 6 03:46	EURJPY	SELL	0.1	176.965 → 177.264	1.1 days	−29.9	−$19	—
Oct 2 04:47	EURJPY	SELL	0.1	179.032 → 177.588	1.1 days	+144.4	+$91	—
Oct 1 02:49	EURJPY	SELL	0.1	178.093 → 179.149	1.1 days	−105.6	−$68	—
Sep 30 00:54	EURJPY	SELL	0.1	179.011 → 178.338	1.1 days	+67.3	+$42	—
Sep 28 23:05	EURJPY	SELL	0.1	178.933 → 179.024	1.1 days	−9.1	−$6	—
Sep 27 21:03	EURJPY	SELL	0.1	180.108 → 178.887	2.7 days	+122.1	+$77	—

1–25 of 798

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