Sienna · strategy profile

Sienna · 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	−0.1%	−19	3	2
This month	+1.5%	+229	15	10
This year	−0.9%	−113	157	71

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+1.7	+2.6	−1.4	−0.8	+1.2	+0.2	−0.9	+1.7	−0.3	0.0	+1.1	+2.2	+7.3
2024	−0.7	0.0	+0.4	+1.0	−0.1	−2.5	−3.6	−2.0	−0.4	−0.6	+1.0	+0.1	−7.3
2025	−0.4	−2.3	+2.3	−0.4	+1.6	−1.0	−0.4	−0.4	−0.9	+0.4	−0.1	+0.4	−1.1
2026	+0.5	0.0	−2.2	−2.3	+0.5	−2.3	+2.0	+0.8	+0.8	+1.4	−0.1	·	−0.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.4%.

Max daily drawdown: −2.5%
Max weekly drawdown: −4.0%
Max drawdown · equity: −15.4%
Max drawdown · balance: −15.4%
Absolute drawdown: −$1,674
Longest drawdown: 899 days · Jul
Recovery factor: −0.2
Max simultaneous risk: 2.5%

Symbol split

90 days

EURJPY

100%+2.4%

Long 38% · Short 62%

Hour and day

trade opens · UTC

Mon 20% · Tue 19% · Wed 23% · Thu 21% · Fri 18% · 47% in the London session

Behaviour

from 698 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 94% · over 12h 5%. Automated share 100%.

Statistics698 closed trades

Trades698

Won / lost333 / 365

Long win rate49% (262)

Short win rate47% (436)

Avg win+$27.5 · 40.9 pip

Avg loss−$25.7 · −38.0 pip

Best trade+$145 · Jan 18

Worst trade−$253 · Jul 31

Total pips−253

Lots69.8

Commission + swap−$139

Expectancy / trade−$0.3

Profit factor0.97

Sharpe−0.11daily returns, annualised

Z-score−1.0 (67%)dependence between runs

Standard deviation$39.8

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.2

Winning streak9 (+$225)

Losing streak10 (−$288)

Avg holding time9h 44m

Trades / week3.5

Risk / trade2.5%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 19:05	EURJPY	SELL	0.1	175.839 → 175.793	7h 35m	+4.6	+$3	—
Oct 28 12:35	EURJPY	SELL	0.1	175.539 → 175.839	7h 35m	−30	−$19	—
Oct 28 04:10	EURJPY	SELL	0.1	175.748 → 175.687	7h 35m	+6.1	+$3	—
Oct 23 15:10	EURJPY	SELL	0.1	175.692 → 175.552	7h 35m	+14	+$9	—
Oct 22 09:30	EURJPY	SELL	0.1	177.453 → 176.207	7h 35m	+124.6	+$79	—
Oct 21 19:35	EURJPY	SELL	0.1	177.283 → 177.710	7h 35m	−42.7	−$27	—
Oct 21 04:40	EURJPY	SELL	0.1	177.566 → 177.458	7h 35m	+10.8	+$7	—
Oct 19 12:50	EURJPY	BUY	0.1	177.616 → 177.705	7h 35m	+8.9	+$6	—
Oct 14 18:10	EURJPY	SELL	0.1	177.247 → 176.583	7h 35m	+66.4	+$42	—
Oct 13 16:20	EURJPY	SELL	0.1	176.722 → 177.309	7h 35m	−58.7	−$37	—
Oct 13 08:05	EURJPY	SELL	0.1	176.765 → 177.002	7h 35m	−23.7	−$15	—
Oct 12 23:15	EURJPY	SELL	0.1	177.192 → 176.932	7h 35m	+26	+$16	—
Oct 9 07:50	EURJPY	BUY	0.1	177.318 → 177.824	7h 35m	+50.6	+$32	—
Oct 8 07:35	EURJPY	BUY	0.1	177.085 → 177.071	7h 35m	−1.4	−$1	—
Oct 7 13:35	EURJPY	SELL	0.1	177.825 → 177.094	7h 35m	+73.1	+$46	—
Oct 2 16:35	EURJPY	SELL	0.1	177.254 → 177.683	7h 35m	−42.9	−$27	—
Oct 2 03:40	EURJPY	BUY	0.1	177.807 → 177.681	7h 35m	−12.6	−$8	—
Oct 1 14:20	EURJPY	SELL	0.1	178.859 → 178.381	7h 35m	+47.8	+$30	—
Sep 30 08:35	EURJPY	SELL	0.1	178.145 → 178.168	7h 35m	−2.3	−$1	—
Sep 29 19:40	EURJPY	SELL	0.1	178.307 → 178.359	7h 35m	−5.2	−$3	—
Sep 28 22:35	EURJPY	BUY	0.1	179.063 → 178.976	7h 35m	−8.7	−$6	—
Sep 28 08:35	EURJPY	BUY	0.1	179.674 → 178.297	7h 35m	−137.7	−$88	—
Sep 24 08:30	EURJPY	SELL	0.1	179.673 → 180.401	7h 35m	−72.8	−$46	—
Sep 23 17:35	EURJPY	SELL	0.1	180.060 → 180.151	7h 35m	−9.1	−$6	—
Sep 23 08:35	EURJPY	BUY	0.1	180.389 → 180.204	7h 35m	−18.5	−$12	—

1–25 of 698

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