Roman Proteus · strategy profile

Roman Proteus · 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	−1.1%	−73	2	0
This month	−1.6%	−98	12	4
This year	−2.1%	−1	131	64

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.2	+3.3	+4.5	−1.5	+1.1	−1.0	−6.9	−3.2	+3.8	−0.9	−3.2	−4.4	−8.5
2021	−1.0	−2.4	+2.0	−1.1	−4.5	+4.6	−1.4	+0.8	+2.1	−2.6	+3.8	−3.1	−2.6
2022	+0.1	0.0	+2.2	+4.7	−1.0	+5.2	+0.3	+5.2	+5.2	−6.3	−7.3	+0.2	+8.7
2023	−1.4	+1.6	−3.8	−3.3	+0.8	−3.4	−2.5	+1.8	+5.2	0.0	−5.7	−1.7	−12.2
2024	+0.7	−0.1	−0.2	+2.0	−3.1	+1.0	−2.5	−3.7	−2.8	+5.9	+0.7	+2.2	0.0
2025	+0.4	−1.9	−4.2	−4.6	−2.0	−3.9	+6.4	−4.3	−0.1	+3.3	−1.6	−3.6	−16.2
2026	−1.9	+3.0	+2.5	−5.8	+1.6	+2.2	−3.9	−1.3	+3.3	−1.5	−0.4	·	−2.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −44.0%.

Max daily drawdown: −3.2%
Max weekly drawdown: −7.0%
Max drawdown · equity: −44.0%
Max drawdown · balance: −44.0%
Absolute drawdown: −$3,302
Longest drawdown: 2420 days · Aug
Recovery factor: −0.7
Max simultaneous risk: 3.4%

Symbol split

90 days

GBPUSD

100%+30.7%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 10% · Tue 40% · Wed 5% · Thu 42% · Fri 4% · 60% in the New York session

Behaviour

from 1,071 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%.

Statistics1,071 closed trades

Trades1,071

Won / lost516 / 555

Long win rate0% (0)

Short win rate48% (1,071)

Avg win+$64.6 · 65.7 pip

Avg loss−$65.6 · −64.5 pip

Best trade+$430 · Sep 26

Worst trade−$302 · Mar 20

Total pips−1,920

Lots107.1

Commission + swap−$1,149

Expectancy / trade−$2.9

Profit factor0.92

Sharpe−0.49daily returns, annualised

Z-score0.4 (33%)dependence between runs

Standard deviation$88.4

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.7

Winning streak7 (+$529)

Losing streak9 (−$454)

Avg holding time2.3 days

Trades / week3.0

Risk / trade3.4%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	GBPUSD	SELL	0.1	1.33634 → 1.33821	3.1 days	−18.7	−$20	—
Oct 29 16:35	GBPUSD	SELL	0.1	1.33126 → 1.33666	1.9 days	−54	−$56	—
Oct 27 19:50	GBPUSD	SELL	0.1	1.33659 → 1.33174	1.9 days	+48.5	+$48	—
Oct 25 21:03	GBPUSD	SELL	0.1	1.33991 → 1.33676	3.1 days	+31.5	+$31	—
Oct 22 17:40	GBPUSD	SELL	0.1	1.33715 → 1.34022	1.9 days	−30.7	−$32	—
Oct 20 19:20	GBPUSD	SELL	0.1	1.33281 → 1.33800	1.9 days	−51.9	−$52	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.32710 → 1.32982	3.1 days	−27.2	−$28	—
Oct 15 16:40	GBPUSD	SELL	0.1	1.32508 → 1.32594	1.9 days	−8.6	−$11	—
Oct 13 19:40	GBPUSD	SELL	0.1	1.32294 → 1.32563	1.9 days	−26.9	−$27	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32232 → 1.32186	3.1 days	+4.6	+$4	—
Oct 8 16:30	GBPUSD	SELL	0.1	1.32728 → 1.32066	1.9 days	+66.2	+$64	—
Oct 6 19:45	GBPUSD	SELL	0.1	1.32448 → 1.32759	1.9 days	−31.1	−$32	—
Oct 4 21:03	GBPUSD	SELL	0.1	1.31856 → 1.32412	3.2 days	−55.6	−$57	—
Oct 1 15:55	GBPUSD	SELL	0.1	1.32249 → 1.31888	1.9 days	+36.1	+$34	—
Sep 29 19:00	GBPUSD	SELL	0.1	1.32303 → 1.32308	1.9 days	−0.5	−$1	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32225 → 1.32317	3.2 days	−9.2	−$10	—
Sep 24 16:35	GBPUSD	SELL	0.1	1.33420 → 1.32334	1.9 days	+108.6	+$107	—
Sep 22 19:45	GBPUSD	SELL	0.1	1.33868 → 1.33484	1.9 days	+38.4	+$38	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.33548 → 1.33746	3 days	−19.8	−$21	—
Sep 17 16:00	GBPUSD	SELL	0.1	1.34759 → 1.33464	1.9 days	+129.5	+$128	—
Sep 15 17:50	GBPUSD	SELL	0.1	1.35147 → 1.34764	1.9 days	+38.3	+$38	—
Sep 13 21:03	GBPUSD	SELL	0.1	1.35025 → 1.35192	3 days	−16.7	−$17	—
Sep 10 17:45	GBPUSD	SELL	0.1	1.35299 → 1.35261	1.9 days	+3.8	+$2	—
Sep 8 20:30	GBPUSD	SELL	0.1	1.35166 → 1.35415	1.9 days	−24.9	−$25	—
Sep 6 21:03	GBPUSD	SELL	0.1	1.35380 → 1.35109	3.1 days	+27.1	+$26	—

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