Saffron Creek · strategy profile

Saffron Creek · 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	−0.5%	−50	2	1
This month	−2.3%	−228	9	4
This year	−0.2%	+125	87	44

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.2	+2.5	+6.9	+0.7	−0.8	−5.2	−5.1	+2.0	+2.4	−2.6	−3.8	−0.8	−5.0
2021	−2.6	−2.8	−1.8	−3.5	−0.6	+4.1	+1.0	−2.1	+0.9	+1.2	+1.7	+3.4	−1.1
2022	+0.5	+2.1	−1.3	−0.2	+3.7	+4.8	+1.0	−3.9	+3.9	+2.8	+0.7	−0.6	+13.6
2023	+0.6	+1.4	+1.6	−3.5	+2.9	−1.9	+1.2	−1.8	+1.7	+0.4	+0.7	−2.1	+1.2
2024	−0.3	−2.1	−1.1	−0.6	−0.8	+1.5	−3.4	−0.5	+1.7	+3.0	+2.6	−1.8	−1.8
2025	−3.4	+0.2	+1.7	+1.9	−0.6	−1.8	+5.0	−2.4	−2.7	+0.5	−0.6	+1.9	−0.4
2026	−2.0	+1.6	+0.8	+1.0	−0.1	+1.6	−0.5	0.0	−0.3	−2.2	−0.3	·	−0.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −26.5%.

Max daily drawdown: −3.9%
Max weekly drawdown: −4.5%
Max drawdown · equity: −26.5%
Max drawdown · balance: −26.5%
Absolute drawdown: −$2,991
Longest drawdown: 2412 days · May
Recovery factor: 0.1
Max simultaneous risk: 4.1%

Symbol split

90 days

GBPUSD

100%+3.7%

Long 41% · Short 59%

Hour and day

trade opens · UTC

Mon 6% · Tue 1% · Wed 87% · Thu 4% · Fri 2% · 75% in the New York session

Behaviour

from 728 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%.

Statistics728 closed trades

Trades728

Won / lost368 / 360

Long win rate51% (296)

Short win rate50% (432)

Avg win+$77.4 · 79.1 pip

Avg loss−$78.1 · −76.4 pip

Best trade+$280 · Mar 25

Worst trade−$422 · Nov 11

Total pips+1,627

Lots72.8

Commission + swap−$1,228

Expectancy / trade+$0.6

Profit factor1.01

Sharpe0.16daily returns, annualised

Z-score−0.5 (37%)dependence between runs

Standard deviation$104.6

AHPR / GHPR0.01% / 0.01%

Recovery factor0.1

Winning streak8 (+$517)

Losing streak8 (−$713)

Avg holding time3.4 days

Trades / week2.0

Risk / trade4.1%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	GBPUSD	SELL	0.1	1.32981 → 1.33955	4.2 days	−97.4	−$100	—
Oct 28 17:10	GBPUSD	SELL	0.1	1.33630 → 1.33156	2.8 days	+47.4	+$46	—
Oct 25 21:03	GBPUSD	BUY	0.1	1.34024 → 1.33652	4.1 days	−37.2	−$40	—
Oct 21 17:10	GBPUSD	SELL	0.1	1.33020 → 1.33987	2.8 days	−96.7	−$98	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.31783 → 1.32982	4.1 days	−119.9	−$122	—
Oct 14 18:38	GBPUSD	SELL	0.1	1.32308 → 1.31848	2.8 days	+46	+$45	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32108 → 1.32186	4.1 days	−7.8	−$10	—
Oct 7 17:21	GBPUSD	SELL	0.1	1.32341 → 1.32169	2.8 days	+17.2	+$16	—
Oct 4 21:03	GBPUSD	SELL	0.1	1.32613 → 1.32412	4.1 days	+20.1	+$18	—
Sep 30 19:35	GBPUSD	SELL	0.1	1.32259 → 1.32664	2.8 days	−40.5	−$42	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32403 → 1.32317	4.1 days	+8.6	+$6	—
Sep 23 18:20	GBPUSD	BUY	0.1	1.33947 → 1.32453	2.8 days	−149.4	−$150	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.33771 → 1.33746	4 days	+2.5	+$2	—
Sep 16 19:26	GBPUSD	SELL	0.1	1.35200 → 1.33756	2.8 days	+144.4	+$143	—
Sep 13 21:03	GBPUSD	SELL	0.1	1.35440 → 1.35192	4 days	+24.8	+$22	—
Sep 9 18:36	GBPUSD	SELL	0.1	1.35139 → 1.35547	2.8 days	−40.8	−$42	—
Sep 6 21:03	GBPUSD	SELL	0.1	1.34869 → 1.35109	4.1 days	−24	−$27	—
Sep 2 17:13	GBPUSD	SELL	0.1	1.35280 → 1.34927	2.8 days	+35.3	+$34	—
Aug 30 21:03	GBPUSD	BUY	0.1	1.35931 → 1.35241	4.2 days	−69	−$72	—
Aug 26 17:10	GBPUSD	SELL	0.1	1.36246 → 1.35910	2.8 days	+33.6	+$33	—
Aug 23 21:03	GBPUSD	SELL	0.1	1.35963 → 1.36251	4.1 days	−28.8	−$31	—
Aug 19 17:10	GBPUSD	BUY	0.1	1.35354 → 1.36051	2.8 days	+69.7	+$69	—
Aug 16 21:03	GBPUSD	BUY	0.1	1.34943 → 1.35337	4.1 days	+39.4	+$37	—
Aug 12 17:16	GBPUSD	BUY	0.1	1.34918 → 1.34951	2.8 days	+3.3	+$2	—
Aug 9 21:03	GBPUSD	BUY	0.1	1.34723 → 1.34886	4.1 days	+16.3	+$14	—

1–25 of 728

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