Auburn Marsh · strategy profile

Auburn Marsh · 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	0.0%	0	0	0
This month	0.0%	0	0	0
This year	−42.1%	−580	46	15

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−4.6	−5.4	−5.6	−2.7	−1.4	+1.9	0.0	−6.6	−8.2	−6.5	+0.6	−2.7	−41.2
2024	−1.7	−5.9	−3.2	+2.9	−7.0	−6.7	+7.0	−1.1	−8.9	−3.4	−6.2	−2.9	−37.2
2025	−6.3	−0.9	−15.0	−15.9	−23.5	+0.9	−15.8	−23.3	−2.1	−17.5	−10.9	−14.9	−145.2
2026	−35.8	0.0	−9.8	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	·	−45.6

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −11.5%
Max weekly drawdown: −22.5%
Max drawdown · equity: −94.8%
Max drawdown · balance: −94.8%
Absolute drawdown: −$9,480
Longest drawdown: 1388 days · Mar
Recovery factor: −1.0
Max simultaneous risk: 0.0%

Symbol split

90 days

EURJPY

100%+94.8%

Long 56% · Short 44%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 20% · Thu 21% · Fri 18% · 45% in the New York session

Behaviour

from 3,523 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 7% · 4–12h 88% · over 12h 4%. Automated share 100%.

Statistics3,523 closed trades

Trades3,523

Won / lost1,587 / 1,936

Long win rate47% (1,976)

Short win rate43% (1,547)

Avg win+$19.1 · 28.2 pip

Avg loss−$20.6 · −29.9 pip

Best trade+$70 · Jan 13

Worst trade−$272 · Sep 22

Total pips−13,070

Lots352.3

Commission + swap−$484

Expectancy / trade−$2.7

Profit factor0.76

Sharpe−3.53daily returns, annualised

Z-score1.6 (89%)dependence between runs

Standard deviation$28.5

AHPR / GHPR−0.12% / −0.12%

Recovery factor−1.0

Winning streak9 (+$253)

Losing streak13 (−$230)

Avg holding time6h 25m

Trades / week17.6

Risk / trade0.0%

Monthly average−5.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Mar 13 08:10	EURJPY	BUY	0.1	183.238 → 182.336	1h 29m	−90.2	−$57	—
Jan 22 00:14	EURJPY	BUY	0.1	185.147 → 185.018	4h 40m	−12.9	−$10	—
Jan 21 03:42	EURJPY	BUY	0.1	185.401 → 185.166	4h 40m	−23.5	−$15	—
Jan 20 22:48	EURJPY	BUY	0.1	185.348 → 185.373	4h 40m	+2.5	+$1	—
Jan 20 18:06	EURJPY	BUY	0.1	185.120 → 185.310	4h 40m	+19	+$12	—
Jan 20 11:53	EURJPY	SELL	0.1	184.968 → 185.127	4h 40m	−15.9	−$10	—
Jan 20 07:05	EURJPY	SELL	0.1	184.068 → 184.970	3h 23m	−90.2	−$57	—
Jan 20 03:35	EURJPY	SELL	0.1	184.075 → 184.134	4h 40m	−5.9	−$4	—
Jan 19 22:31	EURJPY	SELL	0.1	184.019 → 184.078	4h 40m	−5.9	−$4	—
Jan 19 17:26	EURJPY	SELL	0.1	183.719 → 184.042	4h 40m	−32.3	−$20	—
Jan 19 12:39	EURJPY	SELL	0.1	183.757 → 183.724	4h 40m	+3.3	+$2	—
Jan 19 07:56	EURJPY	SELL	0.1	183.431 → 183.833	4h 40m	−40.2	−$25	—
Jan 19 03:06	EURJPY	SELL	0.1	182.824 → 183.415	4h 40m	−59.1	−$37	—
Jan 18 22:03	EURJPY	SELL	0.1	183.417 → 182.820	2.1 days	+59.7	+$37	—
Jan 16 18:11	EURJPY	SELL	0.1	183.645 → 183.360	4h 40m	+28.5	+$18	—
Jan 16 13:02	EURJPY	SELL	0.1	183.648 → 183.753	4h 40m	−10.5	−$7	—
Jan 16 08:09	EURJPY	SELL	0.1	183.645 → 183.648	4h 40m	−0.3	$0	—
Jan 16 03:16	EURJPY	SELL	0.1	184.054 → 183.672	4h 40m	+38.2	+$24	—
Jan 15 22:31	EURJPY	SELL	0.1	183.977 → 184.080	4h 40m	−10.3	−$7	—
Jan 15 17:45	EURJPY	BUY	0.1	184.346 → 183.974	4h 40m	−37.2	−$23	—
Jan 11 22:03	EURJPY	SELL	0.1	182.697 → 183.767	3.2 days	−107	−$69	—
Jan 8 17:48	EURJPY	SELL	0.1	182.952 → 182.719	4h 40m	+23.3	+$15	—
Jan 8 12:57	EURJPY	SELL	0.1	182.754 → 182.961	4h 40m	−20.7	−$13	—
Jan 8 08:13	EURJPY	SELL	0.1	182.994 → 182.799	4h 40m	+19.5	+$12	—
Jan 8 03:14	EURJPY	SELL	0.1	182.978 → 183.122	4h 40m	−14.4	−$9	—

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