Valley Reef · strategy profile

Valley Reef · 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	−0.1%	−7	1	0
This month	−2.5%	−204	8	1
This year	+0.4%	+87	102	49

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−2.3	−0.6	−3.2	−1.4	+3.5	−1.9	−1.2	−1.1	−2.2	+1.0	−0.8	−3.0	−13.2
2021	−0.7	−1.1	+0.5	−1.7	−1.5	+4.3	−2.8	+1.7	+0.2	−0.4	−0.2	−0.1	−1.9
2022	−0.9	+1.9	−1.4	+2.9	−1.7	+1.8	+0.6	0.0	+0.8	−1.1	−1.7	+1.8	+3.1
2023	0.0	−0.1	−1.7	−0.8	+1.0	−0.6	−2.3	+2.3	+0.7	−1.9	−2.9	−1.7	−8.0
2024	+2.3	+1.1	+1.5	+3.0	+0.1	−0.4	−0.8	−2.2	−0.3	+1.5	+2.0	0.0	+7.7
2025	−0.7	−1.6	−0.6	−5.4	−1.5	−1.4	−0.5	+0.4	−0.6	+3.4	−0.1	−0.4	−9.0
2026	−1.1	+2.0	−2.0	−0.3	+2.5	+2.5	+0.9	−0.4	−0.7	−2.7	0.0	·	+0.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −23.3%.

Max daily drawdown: −2.0%
Max weekly drawdown: −3.6%
Max drawdown · equity: −23.3%
Max drawdown · balance: −23.3%
Absolute drawdown: −$2,345
Longest drawdown: 2485 days · Aug
Recovery factor: −0.8
Max simultaneous risk: 1.5%

Symbol split

90 days

GBPUSD

100%+19.8%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 22% · Tue 21% · Wed 20% · Thu 19% · Fri 19% · 64% in the New York session

Behaviour

from 840 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 83% · over 12h 16%. Automated share 100%.

Statistics840 closed trades

Trades840

Won / lost410 / 430

Long win rate0% (0)

Short win rate49% (840)

Avg win+$35.8 · 36.3 pip

Avg loss−$38.7 · −38.2 pip

Best trade+$120 · Jun 5

Worst trade−$132 · Dec 1

Total pips−1,503

Lots84.0

Commission + swap−$479

Expectancy / trade−$2.4

Profit factor0.88

Sharpe−0.68daily returns, annualised

Z-score−0.8 (56%)dependence between runs

Standard deviation$50.1

AHPR / GHPR−0.02% / −0.03%

Recovery factor−0.8

Winning streak8 (+$253)

Losing streak10 (−$212)

Avg holding time22h 6m

Trades / week2.4

Risk / trade1.5%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 12:40	GBPUSD	SELL	0.1	1.33282 → 1.33354	16h 40m	−7.2	−$9	—
Oct 23 00:40	GBPUSD	SELL	0.1	1.34063 → 1.34067	16h 40m	−0.4	−$1	—
Oct 21 00:40	GBPUSD	SELL	0.1	1.33474 → 1.33762	16h 40m	−28.8	−$29	—
Oct 16 08:40	GBPUSD	SELL	0.1	1.32539 → 1.33214	16h 40m	−67.5	−$68	—
Oct 14 04:40	GBPUSD	SELL	0.1	1.32440 → 1.32741	16h 40m	−30.1	−$31	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32399 → 1.32186	2 days	+21.3	+$21	—
Oct 9 08:40	GBPUSD	SELL	0.1	1.32086 → 1.32463	16h 40m	−37.7	−$38	—
Oct 6 20:40	GBPUSD	SELL	0.1	1.32203 → 1.32741	16h 40m	−53.8	−$54	—
Oct 4 21:03	GBPUSD	SELL	0.1	1.32291 → 1.32412	2.2 days	−12.1	−$13	—
Oct 1 00:40	GBPUSD	SELL	0.1	1.32632 → 1.32676	16h 40m	−4.4	−$6	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32305 → 1.32317	2.5 days	−1.2	−$2	—
Sep 22 04:40	GBPUSD	SELL	0.1	1.33939 → 1.33861	16h 40m	+7.8	+$7	—
Sep 18 20:40	GBPUSD	SELL	0.1	1.33710 → 1.33962	16h 40m	−25.2	−$25	—
Sep 13 21:03	GBPUSD	SELL	0.1	1.35195 → 1.35192	2.2 days	+0.3	$0	—
Sep 9 04:40	GBPUSD	SELL	0.1	1.35440 → 1.35482	16h 40m	−4.2	−$5	—
Sep 8 00:40	GBPUSD	SELL	0.1	1.35320 → 1.35463	16h 40m	−14.3	−$15	—
Sep 3 20:40	GBPUSD	SELL	0.1	1.34937 → 1.35284	16h 40m	−34.7	−$35	—
Sep 1 12:40	GBPUSD	SELL	0.1	1.35487 → 1.35322	16h 40m	+16.5	+$16	—
Aug 26 12:40	GBPUSD	SELL	0.1	1.36517 → 1.36145	16h 40m	+37.2	+$37	—
Aug 21 20:40	GBPUSD	SELL	0.1	1.36447 → 1.36431	16h 40m	+1.6	+$2	—
Aug 20 00:40	GBPUSD	SELL	0.1	1.35548 → 1.36028	16h 40m	−48	−$50	—
Aug 18 00:40	GBPUSD	SELL	0.1	1.35622 → 1.35507	16h 40m	+11.5	+$11	—
Aug 14 20:40	GBPUSD	SELL	0.1	1.34941 → 1.35355	16h 40m	−41.4	−$41	—
Aug 13 04:40	GBPUSD	SELL	0.1	1.35257 → 1.34906	16h 40m	+35.1	+$34	—
Aug 11 04:40	GBPUSD	SELL	0.1	1.35001 → 1.35111	16h 40m	−11	−$12	—

1–25 of 840

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