Lilac Laurel · strategy profile

Lilac Laurel · 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	+0.2%	+29	2	1
This month	−0.3%	−22	8	3
This year	−9.4%	−1,039	86	36

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+2.7	−2.4	−2.4	+4.6	+0.3	+2.1	+1.7	−2.0	−0.9	−3.2	−1.1	+2.4	+1.8
2021	+0.1	−2.8	−3.3	−3.8	+1.3	+2.7	−1.9	+3.3	+6.8	−1.3	−0.8	+2.1	+2.5
2022	−1.1	−2.9	+0.3	−2.8	+2.2	+7.5	−2.2	+4.2	+1.6	+2.7	+1.9	−0.8	+10.6
2023	+1.7	+1.8	+3.5	+1.7	+1.7	−1.3	−0.2	+1.6	−1.3	−0.2	+1.2	+1.0	+11.3
2024	+1.2	+0.5	−2.6	−0.3	−2.4	+1.2	−0.1	−3.1	−1.9	−1.3	−0.8	+1.6	−8.0
2025	−0.3	+1.0	−1.8	+1.4	+3.2	+1.2	−1.6	+1.5	+1.6	−1.5	+0.6	+0.4	+5.8
2026	−4.9	0.0	+4.0	−3.8	−0.1	+1.8	−3.4	−1.7	−1.3	+0.4	·	·	−8.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.3%.

Max daily drawdown: −4.4%
Max weekly drawdown: −4.3%
Max drawdown · equity: −16.3%
Max drawdown · balance: −16.3%
Absolute drawdown: −$1,920
Longest drawdown: 979 days · Jun
Recovery factor: 0.8
Max simultaneous risk: 3.6%

Symbol split

90 days

GBPUSD

100%+13.8%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 15% · Tue 1% · Wed 65% · Thu 18% · Fri 2% · 59% in the New York session

Behaviour

from 725 trades

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

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

Statistics725 closed trades

Trades725

Won / lost356 / 369

Long win rate49% (389)

Short win rate50% (336)

Avg win+$79.8 · 81.4 pip

Avg loss−$73.5 · −71.9 pip

Best trade+$280 · Nov 10

Worst trade−$421 · Mar 18

Total pips+2,427

Lots72.5

Commission + swap−$1,130

Expectancy / trade+$1.8

Profit factor1.05

Sharpe0.36daily returns, annualised

Z-score0.7 (50%)dependence between runs

Standard deviation$102.0

AHPR / GHPR0.02% / 0.02%

Recovery factor0.8

Winning streak9 (+$558)

Losing streak9 (−$537)

Avg holding time3.4 days

Trades / week2.0

Risk / trade3.6%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 17:11	GBPUSD	SELL	0.1	1.33656 → 1.33155	2.8 days	+50.1	+$49	—
Oct 25 21:03	GBPUSD	BUY	0.1	1.33859 → 1.33652	4.1 days	−20.7	−$23	—
Oct 21 17:45	GBPUSD	SELL	0.1	1.33053 → 1.34015	2.8 days	−96.2	−$97	—
Oct 18 21:03	GBPUSD	BUY	0.1	1.31838 → 1.32958	4.1 days	+112	+$110	—
Oct 14 17:21	GBPUSD	BUY	0.1	1.32245 → 1.31668	2.8 days	−57.7	−$59	—
Oct 11 21:03	GBPUSD	BUY	0.1	1.32203 → 1.32162	4.1 days	−4.1	−$7	—
Oct 7 18:03	GBPUSD	BUY	0.1	1.32422 → 1.32122	2.8 days	−30	−$31	—
Oct 4 21:03	GBPUSD	SELL	0.1	1.32659 → 1.32412	4.2 days	+24.7	+$22	—
Sep 30 17:16	GBPUSD	BUY	0.1	1.32305 → 1.32672	2.8 days	+36.7	+$36	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32334 → 1.32317	4 days	+1.7	+$1	—
Sep 23 18:01	GBPUSD	BUY	0.1	1.33909 → 1.32516	2.8 days	−139.3	−$140	—
Sep 20 21:03	GBPUSD	BUY	0.1	1.33746 → 1.33722	3.8 days	−2.4	−$3	—
Sep 16 17:22	GBPUSD	SELL	0.1	1.35118 → 1.34424	2.8 days	+69.4	+$68	—
Sep 13 21:03	GBPUSD	SELL	0.1	1.35587 → 1.35192	4.2 days	+39.5	+$37	—
Sep 9 17:19	GBPUSD	SELL	0.1	1.35074 → 1.35592	2.8 days	−51.8	−$53	—
Sep 6 21:03	GBPUSD	SELL	0.1	1.34881 → 1.35109	4 days	−22.8	−$25	—
Sep 2 18:47	GBPUSD	BUY	0.1	1.35372 → 1.34854	2.8 days	−51.8	−$53	—
Aug 30 21:03	GBPUSD	BUY	0.1	1.35941 → 1.35241	4.1 days	−70	−$73	—
Aug 26 17:22	GBPUSD	BUY	0.1	1.36338 → 1.35933	2.8 days	−40.5	−$42	—
Aug 23 21:03	GBPUSD	SELL	0.1	1.35903 → 1.36251	4.1 days	−34.8	−$37	—
Aug 19 17:23	GBPUSD	SELL	0.1	1.35293 → 1.36021	2.8 days	−72.8	−$74	—
Aug 16 21:03	GBPUSD	BUY	0.1	1.34951 → 1.35337	3.9 days	+38.6	+$38	—
Aug 12 17:16	GBPUSD	BUY	0.1	1.34918 → 1.34951	2.8 days	+3.3	+$2	—
Aug 9 21:03	GBPUSD	SELL	0.1	1.34568 → 1.34910	4 days	−34.2	−$35	—
Aug 5 21:15	GBPUSD	SELL	0.1	1.34749 → 1.34612	2.8 days	+13.7	+$11	—

1–25 of 725

Lilac Laurel◇Strategy

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