Ivan Caph · strategy profile

Ivan Caph · 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%	+5	1	1
This month	−0.1%	−5	11	5
This year	+0.3%	+36	66	25

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.6	−0.5	+0.9	−0.6	−0.7	−1.1	+0.4	−0.3	−0.9	−0.3	+1.0	−0.2	−2.8
2021	−0.1	−0.4	−0.2	0.0	+0.2	−0.4	−0.7	0.0	+0.4	+0.6	−0.4	0.0	−0.9
2022	−0.2	−1.4	+0.8	−1.3	−0.7	+0.1	−0.1	−0.1	+0.4	+0.7	+2.8	+0.7	+1.5
2023	+0.5	−0.2	−0.4	0.0	−0.8	+0.3	−0.4	−0.2	−0.3	−0.2	+0.1	−1.0	−2.6
2024	−0.1	+0.2	−0.3	−0.5	+0.5	+0.1	−0.2	+0.2	+0.2	−1.0	0.0	0.0	−1.0
2025	−1.0	−0.5	+0.7	+0.6	+0.6	+1.0	+0.1	+0.6	+0.1	−0.1	+0.2	+0.1	+2.4
2026	−0.3	−0.9	+0.8	+0.3	+0.2	+0.5	−0.2	0.0	−0.1	0.0	0.0	·	+0.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −7.8%.

Max daily drawdown: −1.2%
Max weekly drawdown: −2.4%
Max drawdown · equity: −7.8%
Max drawdown · balance: −7.8%
Absolute drawdown: −$777
Longest drawdown: 2498 days · Sep
Recovery factor: −0.4
Max simultaneous risk: 2.2%

Symbol split

90 days

EURUSD

100%+3.2%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 24% · Thu 19% · Fri 18% · 60% in the London session

Behaviour

from 598 trades

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

Holding time: under 1h 0% · 1–4h 99% · 4–12h 0% · over 12h 1%. Automated share 100%.

Statistics598 closed trades

Trades598

Won / lost263 / 335

Long win rate44% (598)

Short win rate0% (0)

Avg win+$15.3 · 15.3 pip

Avg loss−$13.0 · −12.9 pip

Best trade+$178 · Nov 10

Worst trade−$112 · Feb 27

Total pips−283

Lots59.8

Commission + swap−$37

Expectancy / trade−$0.5

Profit factor0.93

Sharpe−0.37daily returns, annualised

Z-score−2.6 (99%)dependence between runs

Standard deviation$21.1

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.4

Winning streak7 (+$89)

Losing streak10 (−$149)

Avg holding time3h 11m

Trades / week1.7

Risk / trade2.2%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 18:08	EURUSD	BUY	0.1	1.11517 → 1.11564	2h 45m	+4.7	+$5	—
Oct 26 01:12	EURUSD	BUY	0.1	1.12132 → 1.12199	2h 45m	+6.7	+$7	—
Oct 23 02:54	EURUSD	BUY	0.1	1.12244 → 1.12135	2h 45m	−10.9	−$11	—
Oct 22 17:48	EURUSD	BUY	0.1	1.11995 → 1.12206	2h 45m	+21.1	+$21	—
Oct 21 22:17	EURUSD	BUY	0.1	1.12320 → 1.12315	2h 45m	−0.5	−$2	—
Oct 15 16:07	EURUSD	BUY	0.1	1.12110 → 1.12002	2h 45m	−10.8	−$11	—
Oct 14 17:26	EURUSD	BUY	0.1	1.11264 → 1.11363	2h 45m	+9.9	+$10	—
Oct 13 21:33	EURUSD	BUY	0.1	1.12040 → 1.11975	2h 45m	−6.5	−$7	—
Oct 13 04:42	EURUSD	BUY	0.1	1.11706 → 1.11706	2h 45m	0	$0	—
Oct 11 21:03	EURUSD	BUY	0.1	1.12041 → 1.11828	2.1 days	−21.3	−$22	—
Oct 5 21:21	EURUSD	BUY	0.1	1.12157 → 1.12186	2h 45m	+2.9	+$2	—
Oct 1 20:16	EURUSD	BUY	0.1	1.12398 → 1.12455	2h 45m	+5.7	+$6	—
Sep 23 16:13	EURUSD	BUY	0.1	1.14113 → 1.13926	2h 45m	−18.7	−$19	—
Sep 17 15:15	EURUSD	BUY	0.1	1.14961 → 1.14819	2h 45m	−14.2	−$14	—
Sep 11 00:29	EURUSD	BUY	0.1	1.16087 → 1.16124	2h 45m	+3.7	+$4	—
Sep 10 15:43	EURUSD	BUY	0.1	1.16034 → 1.16275	2h 45m	+24.1	+$24	—
Sep 8 21:15	EURUSD	BUY	0.1	1.16285 → 1.16230	2h 45m	−5.5	−$6	—
Aug 28 00:07	EURUSD	BUY	0.1	1.16522 → 1.16521	2h 45m	−0.1	$0	—
Aug 24 18:15	EURUSD	BUY	0.1	1.16718 → 1.16598	2h 45m	−12	−$12	—
Aug 19 11:31	EURUSD	BUY	0.1	1.16043 → 1.16033	2h 45m	−1	−$1	—
Aug 18 12:13	EURUSD	BUY	0.1	1.15780 → 1.15753	2h 45m	−2.7	−$3	—
Aug 12 11:14	EURUSD	BUY	0.1	1.15386 → 1.15338	2h 45m	−4.8	−$5	—
Aug 7 18:57	EURUSD	BUY	0.1	1.15632 → 1.15643	2h 45m	+1.1	+$1	—
Aug 7 15:45	EURUSD	BUY	0.1	1.15733 → 1.15608	2h 45m	−12.5	−$13	—
Aug 7 12:35	EURUSD	BUY	0.1	1.15302 → 1.15642	2h 45m	+34	+$34	—

1–25 of 598

Ivan Caph◇Strategy

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