Lilac Dew · strategy profile

Lilac Dew · 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%	−40	2	0
This month	−0.2%	−17	5	2
This year	−3.6%	−281	69	20

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.1	−0.5	+1.0	−0.2	−1.2	−1.3	+0.7	0.0	−0.2	−1.5	−0.4	+0.2	−3.6
2021	−0.4	+0.9	−0.4	+0.4	−0.4	−0.3	+0.2	−0.2	+1.2	−0.2	−2.5	−1.1	−2.9
2022	+0.2	+0.6	−0.7	+0.7	+0.2	−0.5	−0.5	−1.1	−0.5	+0.4	−0.5	−0.5	−2.1
2023	−0.2	−0.2	+0.6	−0.2	−1.4	+1.4	−1.3	−1.3	+0.5	−0.4	+1.3	+0.2	−1.2
2024	+0.4	−0.4	+0.6	−0.7	0.0	−0.6	−1.4	+0.2	−0.6	−1.0	+2.0	−0.5	−2.1
2025	−0.2	−0.6	−1.2	−0.5	−0.6	−0.8	−0.1	−1.2	−0.8	−0.5	−0.1	−0.3	−6.9
2026	−0.5	−1.6	+0.5	−0.5	−0.1	−0.9	−1.1	+0.3	+0.5	−0.2	0.0	·	−3.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.0%.

Max daily drawdown: −0.5%
Max weekly drawdown: −1.0%
Max drawdown · equity: −22.0%
Max drawdown · balance: −22.0%
Absolute drawdown: −$2,219
Longest drawdown: 2372 days · Aug
Recovery factor: −0.9
Max simultaneous risk: 0.2%

Symbol split

90 days

GBPUSD

100%+20.3%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 20% · Thu 22% · Fri 20% · 67% in the New York session

Behaviour

from 580 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 6% · 1–4h 49% · 4–12h 40% · over 12h 5%. Automated share 100%.

Statistics580 closed trades

Trades580

Won / lost174 / 406

Long win rate30% (291)

Short win rate30% (289)

Avg win+$35.2 · 35.5 pip

Avg loss−$20.1 · −19.9 pip

Best trade+$40 · Oct 16

Worst trade−$38 · Oct 26

Total pips−1,888

Lots58.0

Commission + swap−$139

Expectancy / trade−$3.5

Profit factor0.75

Sharpe−2.27daily returns, annualised

Z-score1.9 (94%)dependence between runs

Standard deviation$26.1

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak4 (+$126)

Losing streak19 (−$108)

Avg holding time8h 2m

Trades / week1.6

Risk / trade0.2%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 12:42	GBPUSD	BUY	0.1	1.34300 → 1.34098	0h 42m	−20.2	−$20	—
Oct 28 16:09	GBPUSD	SELL	0.1	1.32882 → 1.33084	8h 9m	−20.2	−$20	—
Oct 21 15:15	GBPUSD	BUY	0.1	1.33772 → 1.33815	23h 15m	+4.3	+$4	—
Oct 16 10:26	GBPUSD	BUY	0.1	1.33038 → 1.33436	6h 26m	+39.8	+$40	—
Oct 14 17:22	GBPUSD	SELL	0.1	1.31491 → 1.31693	1h 22m	−20.2	−$20	—
Sep 25 08:15	GBPUSD	SELL	0.1	1.32216 → 1.32418	20h 15m	−20.2	−$21	—
Sep 23 12:13	GBPUSD	SELL	0.1	1.33148 → 1.32750	8h 13m	+39.8	+$40	—
Sep 22 19:25	GBPUSD	SELL	0.1	1.33235 → 1.33437	3h 25m	−20.2	−$20	—
Sep 18 01:01	GBPUSD	SELL	0.1	1.33444 → 1.33646	9h 1m	−20.2	−$21	—
Sep 16 18:13	GBPUSD	SELL	0.1	1.34549 → 1.34151	6h 13m	+39.8	+$40	—
Sep 2 19:15	GBPUSD	SELL	0.1	1.35109 → 1.34864	23h 15m	+24.5	+$24	—
Aug 30 21:03	GBPUSD	SELL	0.1	1.35523 → 1.35265	2.2 days	+25.8	+$25	—
Aug 27 13:22	GBPUSD	SELL	0.1	1.35772 → 1.35974	1h 22m	−20.2	−$20	—
Aug 21 09:08	GBPUSD	BUY	0.1	1.36332 → 1.36730	21h 8m	+39.8	+$39	—
Aug 20 10:09	GBPUSD	BUY	0.1	1.36081 → 1.36479	18h 9m	+39.8	+$38	—
Aug 17 17:39	GBPUSD	BUY	0.1	1.35646 → 1.35444	9h 39m	−20.2	−$20	—
Aug 14 17:03	GBPUSD	BUY	0.1	1.35555 → 1.35353	1h 3m	−20.2	−$20	—
Aug 10 17:21	GBPUSD	BUY	0.1	1.35272 → 1.35070	1h 21m	−20.2	−$20	—
Jul 30 12:55	GBPUSD	BUY	0.1	1.33896 → 1.33694	0h 55m	−20.2	−$20	—
Jul 28 15:44	GBPUSD	SELL	0.1	1.32909 → 1.33111	19h 44m	−20.2	−$21	—
Jul 24 07:06	GBPUSD	SELL	0.1	1.33098 → 1.33300	15h 6m	−20.2	−$21	—
Jul 15 17:01	GBPUSD	BUY	0.1	1.34971 → 1.35369	1h 1m	+39.8	+$40	—
Jul 10 07:58	GBPUSD	BUY	0.1	1.34407 → 1.34205	3h 58m	−20.2	−$20	—
Jul 9 10:55	GBPUSD	BUY	0.1	1.34163 → 1.33961	2h 55m	−20.2	−$20	—
Jul 8 21:00	GBPUSD	BUY	0.1	1.34039 → 1.33837	1h 0m	−20.2	−$22	—

1–25 of 580

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