Rose Valley · strategy profile

Rose Valley · 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	−2.4%	−188	3	0
This month	−10.8%	−940	14	1
This year	−21.9%	−1,988	141	52

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−0.4	−1.9	−0.2	−1.7	+1.0	+0.6	−3.7	−3.1	−2.0	+1.3	−1.5	+5.8	−5.8
2024	−1.2	−1.9	−0.7	+0.9	−4.3	−4.3	−1.8	−3.5	−1.3	−4.6	−5.1	+1.2	−26.6
2025	0.0	+6.7	−0.1	−6.6	−3.9	−2.8	+2.2	−5.7	−0.7	0.0	0.0	+0.8	−10.1
2026	+0.2	−2.8	−7.2	−0.2	−6.0	−1.4	−1.8	+0.2	+7.5	−11.4	+0.8	·	−22.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −50.2%.

Max daily drawdown: −4.0%
Max weekly drawdown: −4.6%
Max drawdown · equity: −50.2%
Max drawdown · balance: −50.2%
Absolute drawdown: −$4,974
Longest drawdown: 1400 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 0.8%

Symbol split

90 days

EURJPY

100%+49.7%

Long 48% · Short 52%

Hour and day

trade opens · UTC

Mon 26% · Tue 14% · Wed 22% · Thu 21% · Fri 18% · 45% in the New York session

Behaviour

from 720 trades

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

Holding time: under 1h 1% · 1–4h 8% · 4–12h 27% · over 12h 65%. Automated share 100%.

Statistics720 closed trades

Trades720

Won / lost273 / 447

Long win rate42% (342)

Short win rate34% (378)

Avg win+$70.8 · 106.6 pip

Avg loss−$54.4 · −79.4 pip

Best trade+$139 · Jan 13

Worst trade−$252 · May 2

Total pips−6,409

Lots72.0

Commission + swap−$695

Expectancy / trade−$6.9

Profit factor0.80

Sharpe−1.83daily returns, annualised

Z-score0.3 (22%)dependence between runs

Standard deviation$69.0

AHPR / GHPR−0.09% / −0.10%

Recovery factor−1.0

Winning streak7 (+$253)

Losing streak11 (−$418)

Avg holding time1.9 days

Trades / week3.6

Risk / trade0.8%

Monthly average−1.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 00:13	EURJPY	SELL	0.1	175.230 → 176.132	2.4 days	−90.2	−$58	—
Oct 30 13:43	EURJPY	BUY	0.1	176.251 → 175.349	1.7 days	−90.2	−$59	—
Oct 28 19:59	EURJPY	SELL	0.1	176.152 → 176.228	2.9 days	−7.6	−$6	—
Oct 25 21:03	EURJPY	SELL	0.1	176.621 → 176.184	3.6 days	+43.7	+$27	—
Oct 22 06:34	EURJPY	BUY	0.1	177.591 → 176.689	2.8 days	−90.2	−$60	—
Oct 19 11:57	EURJPY	SELL	0.1	176.763 → 177.665	14h 47m	−90.2	−$57	—
Oct 18 21:03	EURJPY	BUY	0.1	177.422 → 176.769	3.1 days	−65.3	−$42	—
Oct 15 17:32	EURJPY	SELL	0.1	176.494 → 177.396	21h 59m	−90.2	−$59	—
Oct 14 19:30	EURJPY	BUY	0.1	177.054 → 176.500	2.9 days	−55.4	−$36	—
Oct 11 21:03	EURJPY	BUY	0.1	177.845 → 176.943	2.6 days	−90.2	−$58	—
Oct 9 07:46	EURJPY	SELL	0.1	176.948 → 177.850	21h 37m	−90.2	−$57	—
Oct 8 10:02	EURJPY	BUY	0.1	177.381 → 176.947	2.9 days	−43.4	−$30	—
Oct 5 11:30	EURJPY	SELL	0.1	176.445 → 177.347	8h 23m	−90.2	−$57	—
Oct 5 02:55	EURJPY	BUY	0.1	177.469 → 176.567	5h 46m	−90.2	−$57	—
Oct 4 21:04	EURJPY	SELL	0.1	177.667 → 177.450	3.2 days	+21.7	+$13	—
Oct 1 14:50	EURJPY	BUY	0.1	178.369 → 177.467	18h 30m	−90.2	−$59	—
Sep 30 20:04	EURJPY	SELL	0.1	179.057 → 178.329	2.9 days	+72.8	+$45	—
Sep 27 21:03	EURJPY	SELL	0.1	180.188 → 178.887	3.9 days	+130.1	+$82	—
Sep 23 23:49	EURJPY	BUY	0.1	179.898 → 180.156	2.9 days	+25.8	+$14	—
Sep 21 01:26	EURJPY	BUY	0.1	179.986 → 179.842	2.9 days	−14.4	−$10	—
Sep 18 02:54	EURJPY	SELL	0.1	178.740 → 179.642	18h 40m	−90.2	−$58	—
Sep 17 08:11	EURJPY	BUY	0.1	178.352 → 178.770	2.9 days	+41.8	+$24	—
Sep 14 09:46	EURJPY	SELL	0.1	178.556 → 178.335	2.9 days	+22.1	+$14	—
Sep 11 10:54	EURJPY	BUY	0.1	179.401 → 178.499	22h 27m	−90.2	−$59	—
Sep 10 12:23	EURJPY	SELL	0.1	178.458 → 179.360	1.2 days	−90.2	−$60	—

1–25 of 720

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