Simon Proteus · strategy profile

Simon Proteus · 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	+0.3%	+25	4	2
This month	−0.8%	−74	14	6
This year	−11.9%	−1,220	158	65

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+2.2	−3.5	+3.6	+0.6	−3.0	−1.2	+0.4	−2.1	+1.1	0.0	+0.6	−6.1	−7.5
2021	0.0	−0.9	+0.2	+2.3	+0.2	−2.5	−1.4	−2.2	+0.6	+1.5	+1.3	−0.3	−1.2
2022	+2.0	+0.9	−0.1	+0.9	+2.8	+0.9	0.0	+2.7	+2.6	−2.7	+1.6	+3.9	+15.6
2023	−0.4	+1.0	−0.1	−0.1	−1.8	+2.4	+2.1	+0.6	0.0	−1.5	−0.2	−2.9	−1.0
2024	+2.7	+1.1	+4.2	−0.3	−1.2	−0.9	−1.5	+4.2	−0.6	+0.6	−0.1	−1.7	+6.5
2025	−1.5	−1.0	0.0	−1.1	+0.6	+0.9	−0.8	−0.8	+2.9	−0.7	−0.2	−1.6	−3.2
2026	−1.5	−4.6	−0.4	+1.2	−4.2	+0.5	−0.9	0.0	−1.8	−1.0	−0.1	·	−12.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.0%.

Max daily drawdown: −2.1%
Max weekly drawdown: −4.1%
Max drawdown · equity: −18.0%
Max drawdown · balance: −18.0%
Absolute drawdown: −$2,089
Longest drawdown: 991 days · Oct
Recovery factor: −0.3
Max simultaneous risk: 0.7%

Symbol split

90 days

GBPUSD

100%+4.9%

Long 52% · Short 48%

Hour and day

trade opens · UTC

Mon 16% · Tue 20% · Wed 23% · Thu 20% · Fri 21% · 50% in the London session

Behaviour

from 1,422 trades

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

Holding time: under 1h 0% · 1–4h 8% · 4–12h 80% · over 12h 11%. Automated share 100%.

Statistics1,422 closed trades

Trades1,422

Won / lost691 / 731

Long win rate47% (744)

Short win rate51% (678)

Avg win+$41.9 · 42.3 pip

Avg loss−$40.2 · −39.8 pip

Best trade+$80 · Jul 29

Worst trade−$100 · Dec 13

Total pips+99

Lots142.2

Commission + swap−$561

Expectancy / trade−$0.3

Profit factor0.98

Sharpe−0.09daily returns, annualised

Z-score1.1 (74%)dependence between runs

Standard deviation$49.4

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.3

Winning streak6 (+$318)

Losing streak9 (−$282)

Avg holding time18h 45m

Trades / week4.0

Risk / trade0.7%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 15:13	GBPUSD	BUY	0.1	1.33949 → 1.34233	17h 5m	+28.4	+$28	—
Nov 1 22:03	GBPUSD	BUY	0.1	1.33933 → 1.33790	2.8 days	−14.3	−$15	—
Oct 28 17:46	GBPUSD	BUY	0.1	1.33104 → 1.33060	17h 5m	−4.4	−$4	—
Oct 28 00:38	GBPUSD	SELL	0.1	1.33239 → 1.33091	17h 5m	+14.8	+$14	—
Oct 27 07:26	GBPUSD	SELL	0.1	1.33369 → 1.33302	17h 5m	+6.7	+$6	—
Oct 26 14:15	GBPUSD	BUY	0.1	1.33654 → 1.33387	17h 5m	−26.7	−$27	—
Oct 25 21:03	GBPUSD	BUY	0.1	1.33954 → 1.33652	2.7 days	−30.2	−$31	—
Oct 23 04:02	GBPUSD	BUY	0.1	1.33855 → 1.33927	17h 5m	+7.2	+$7	—
Oct 22 10:55	GBPUSD	BUY	0.1	1.34028 → 1.33816	17h 5m	−21.2	−$23	—
Oct 21 17:47	GBPUSD	SELL	0.1	1.33731 → 1.34009	17h 5m	−27.8	−$28	—
Oct 21 00:38	GBPUSD	BUY	0.1	1.33487 → 1.33733	17h 5m	+24.6	+$24	—
Oct 20 07:27	GBPUSD	SELL	0.1	1.33177 → 1.33510	17h 5m	−33.3	−$34	—
Oct 19 14:20	GBPUSD	BUY	0.1	1.33088 → 1.33180	17h 5m	+9.2	+$9	—
Oct 18 21:03	GBPUSD	BUY	0.1	1.33025 → 1.32958	2.7 days	−6.7	−$7	—
Sep 23 00:41	GBPUSD	BUY	0.1	1.33641 → 1.33376	17h 5m	−26.5	−$27	—
Sep 22 07:32	GBPUSD	BUY	0.1	1.33760 → 1.33576	17h 5m	−18.4	−$19	—
Sep 21 14:25	GBPUSD	SELL	0.1	1.33799 → 1.33742	17h 5m	+5.7	+$6	—
Sep 20 21:03	GBPUSD	BUY	0.1	1.33637 → 1.33722	2.6 days	+8.5	+$8	—
Sep 18 05:54	GBPUSD	SELL	0.1	1.33826 → 1.33634	17h 5m	+19.2	+$19	—
Sep 17 12:46	GBPUSD	SELL	0.1	1.33877 → 1.33860	17h 5m	+1.7	$0	—
Sep 16 19:26	GBPUSD	BUY	0.1	1.34480 → 1.33738	1h 29m	−74.2	−$74	—
Sep 16 17:55	GBPUSD	BUY	0.1	1.34688 → 1.34428	17h 5m	−26	−$26	—
Sep 16 00:37	GBPUSD	SELL	0.1	1.34736 → 1.34699	17h 5m	+3.7	+$3	—
Sep 15 07:26	GBPUSD	SELL	0.1	1.34773 → 1.34750	17h 5m	+2.3	+$2	—
Sep 14 14:15	GBPUSD	BUY	0.1	1.35171 → 1.34790	17h 5m	−38.1	−$38	—

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Simon Proteus◇Strategy

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