Saffron Island · strategy profile

Saffron Island · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−7	1	0
This week	0.0%	+2	3	1
This month	−1.1%	−75	10	4
This year	−5.7%	−407	136	65

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.2	−0.7	+4.1	+0.6	+0.2	+3.7	−0.7	−2.0	+1.0	−2.8	−4.2	−3.0	−4.2
2021	+0.2	−0.3	+3.3	−0.8	−3.5	+1.1	+1.5	−1.0	−1.3	−1.0	+0.8	+0.8	0.0
2022	+1.9	−0.2	−1.0	−0.2	+0.5	+2.9	−0.9	+0.9	+0.5	−3.0	−3.1	−0.9	−2.7
2023	+0.3	+0.4	−2.1	−2.8	−0.2	−0.5	+1.4	0.0	+1.1	−0.6	+1.9	−0.9	−2.1
2024	+0.7	−1.0	−0.9	+2.9	−0.8	+0.4	−0.9	−1.1	−1.4	+1.6	+0.7	+0.2	+0.3
2025	+1.9	−2.6	−1.1	−0.5	−4.4	−5.0	+1.6	−1.5	−1.3	+4.0	−0.6	−2.6	−12.1
2026	−0.2	+0.9	−1.5	−2.5	−2.7	+1.8	−0.2	−1.8	+1.9	−1.4	−0.1	·	−5.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −31.5%.

Max daily drawdown: −3.2%
Max weekly drawdown: −3.3%
Max drawdown · equity: −31.5%
Max drawdown · balance: −31.5%
Absolute drawdown: −$2,534
Longest drawdown: 2317 days · Sep
Recovery factor: −0.8
Max simultaneous risk: 4.6%

Symbol split

90 days

GBPUSD

100%+24.4%

Long 5% · Short 95%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 19% · Thu 22% · Fri 18% · 44% in the Asia session

Behaviour

from 1,017 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 88% · over 12h 12%. Automated share 100%.

Statistics1,017 closed trades

Trades1,017

Won / lost500 / 517

Long win rate41% (54)

Short win rate50% (963)

Avg win+$36.8 · 37.2 pip

Avg loss−$40.4 · −39.9 pip

Best trade+$190 · Nov 14

Worst trade−$314 · Nov 10

Total pips−2,027

Lots101.7

Commission + swap−$417

Expectancy / trade−$2.4

Profit factor0.88

Sharpe−0.73daily returns, annualised

Z-score0.1 (6%)dependence between runs

Standard deviation$52.9

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.8

Winning streak8 (+$238)

Losing streak10 (−$352)

Avg holding time20h 50m

Trades / week2.9

Risk / trade4.6%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 00:00	GBPUSD	BUY	0.1	1.34159 → 1.34090	16h 0m	−6.9	−$7	—
Oct 29 01:00	GBPUSD	SELL	0.1	1.32902 → 1.33163	16h 0m	−26.1	−$28	—
Oct 28 04:30	GBPUSD	SELL	0.1	1.33321 → 1.32967	16h 0m	+35.4	+$35	—
Oct 27 07:30	GBPUSD	SELL	0.1	1.33424 → 1.33310	16h 0m	+11.4	+$11	—
Oct 21 00:00	GBPUSD	BUY	0.1	1.33498 → 1.33709	16h 0m	+21.1	+$21	—
Oct 15 13:00	GBPUSD	SELL	0.1	1.31854 → 1.32528	16h 0m	−67.4	−$67	—
Oct 13 15:00	GBPUSD	SELL	0.1	1.32049 → 1.32497	16h 0m	−44.8	−$45	—
Oct 9 06:30	GBPUSD	SELL	0.1	1.32357 → 1.32392	16h 0m	−3.5	−$4	—
Oct 8 07:30	GBPUSD	SELL	0.1	1.32063 → 1.32049	16h 0m	+1.4	$0	—
Oct 6 00:00	GBPUSD	SELL	0.1	1.32246 → 1.32199	16h 0m	+4.7	+$4	—
Oct 2 15:30	GBPUSD	SELL	0.1	1.31957 → 1.32332	16h 0m	−37.5	−$38	—
Sep 30 03:30	GBPUSD	SELL	0.1	1.32406 → 1.32333	16h 0m	+7.3	+$7	—
Sep 28 18:30	GBPUSD	SELL	0.1	1.32428 → 1.32636	16h 0m	−20.8	−$21	—
Sep 25 18:30	GBPUSD	SELL	0.1	1.32166 → 1.32509	16h 0m	−34.3	−$34	—
Sep 24 15:00	GBPUSD	SELL	0.1	1.32412 → 1.32205	16h 0m	+20.7	+$21	—
Sep 23 12:30	GBPUSD	SELL	0.1	1.33428 → 1.32708	16h 0m	+72	+$72	—
Sep 22 19:30	GBPUSD	SELL	0.1	1.33788 → 1.33436	16h 0m	+35.2	+$35	—
Sep 22 01:30	GBPUSD	SELL	0.1	1.33827 → 1.33706	16h 0m	+12.1	+$12	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.33698 → 1.33746	2.2 days	−4.8	−$5	—
Sep 18 15:00	GBPUSD	SELL	0.1	1.33581 → 1.33602	16h 0m	−2.1	−$2	—
Sep 17 19:30	GBPUSD	SELL	0.1	1.33697 → 1.33584	16h 0m	+11.3	+$11	—
Sep 16 19:30	GBPUSD	SELL	0.1	1.34796 → 1.33824	16h 0m	+97.2	+$97	—
Sep 16 02:30	GBPUSD	SELL	0.1	1.34751 → 1.34771	16h 0m	−2	−$3	—
Sep 15 03:30	GBPUSD	SELL	0.1	1.34907 → 1.34898	16h 0m	+0.9	$0	—
Sep 11 09:30	GBPUSD	SELL	0.1	1.35284 → 1.35095	16h 0m	+18.9	+$18	—

1–25 of 1017

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