Southern Wren · strategy profile

Southern Wren · 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	+0.1%	+8	1	1
This week	+0.5%	+36	2	2
This month	+0.7%	+59	10	6
This year	−6.2%	−440	74	30

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.0	+0.4	+3.4	0.0	−1.7	+0.9	+5.0	+2.7	−0.7	−1.7	+2.2	+1.1	+12.6
2021	+0.2	−1.3	−2.2	−0.2	+0.3	−0.2	+0.3	−2.4	−1.8	+0.9	+0.9	+0.4	−5.0
2022	−1.5	+0.3	−0.1	−3.6	−1.5	−0.8	−2.2	−2.2	+2.8	+2.3	−0.9	−2.1	−9.6
2023	−1.5	−0.3	−1.6	−0.3	−3.6	+1.2	+1.8	−1.4	−2.2	−0.2	0.0	+0.5	−7.6
2024	−2.3	−2.0	+0.5	−2.2	+1.0	−1.2	+1.6	+2.0	−2.1	0.0	−1.2	−2.1	−7.9
2025	−0.3	+1.1	−1.5	+1.8	−0.4	+1.2	−2.0	+0.5	−0.4	−2.3	+0.1	−2.6	−5.0
2026	+1.2	−1.2	−1.4	+1.3	−3.9	−2.8	+2.3	−0.1	−1.9	+0.4	+0.1	·	−6.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −36.0%.

Max daily drawdown: −1.9%
Max weekly drawdown: −2.5%
Max drawdown · equity: −36.0%
Max drawdown · balance: −36.0%
Absolute drawdown: −$2,706
Longest drawdown: 2103 days · Oct
Recovery factor: −0.7
Max simultaneous risk: 1.7%

Symbol split

90 days

GBPUSD

100%+25.8%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 23% · Tue 20% · Wed 20% · Thu 19% · Fri 19% · 61% in the London session

Behaviour

from 589 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 81% · over 12h 19%. Automated share 100%.

Statistics589 closed trades

Trades589

Won / lost260 / 329

Long win rate44% (589)

Short win rate0% (0)

Avg win+$49.5 · 50.3 pip

Avg loss−$47.0 · −46.4 pip

Best trade+$311 · Sep 30

Worst trade−$162 · May 5

Total pips−2,183

Lots58.9

Commission + swap−$400

Expectancy / trade−$4.4

Profit factor0.83

Sharpe−1.12daily returns, annualised

Z-score−0.8 (55%)dependence between runs

Standard deviation$64.5

AHPR / GHPR−0.05% / −0.05%

Recovery factor−0.7

Winning streak7 (+$339)

Losing streak9 (−$323)

Avg holding time1.2 days

Trades / week1.7

Risk / trade1.7%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 06:30	GBPUSD	BUY	0.1	1.34053 → 1.34129	23h 30m	+7.6	+$7	—
Oct 30 14:30	GBPUSD	BUY	0.1	1.33575 → 1.33863	23h 30m	+28.8	+$28	—
Oct 22 08:30	GBPUSD	BUY	0.1	1.34009 → 1.34111	23h 30m	+10.2	+$9	—
Oct 21 06:30	GBPUSD	BUY	0.1	1.33517 → 1.33739	23h 30m	+22.2	+$22	—
Oct 19 23:30	GBPUSD	BUY	0.1	1.33373 → 1.33059	23h 30m	−31.4	−$32	—
Oct 16 09:30	GBPUSD	BUY	0.1	1.32623 → 1.33307	23h 30m	+68.4	+$68	—
Oct 14 10:30	GBPUSD	BUY	0.1	1.32436 → 1.32658	23h 30m	+22.2	+$22	—
Oct 13 01:30	GBPUSD	BUY	0.1	1.32511 → 1.32160	23h 30m	−35.1	−$36	—
Oct 11 21:03	GBPUSD	BUY	0.1	1.32360 → 1.32162	2.1 days	−19.8	−$20	—
Oct 6 06:30	GBPUSD	BUY	0.1	1.32209 → 1.32071	23h 30m	−13.8	−$14	—
Oct 2 10:30	GBPUSD	BUY	0.1	1.32269 → 1.32080	23h 30m	−18.9	−$19	—
Sep 29 07:30	GBPUSD	BUY	0.1	1.32663 → 1.32340	23h 30m	−32.3	−$33	—
Sep 22 11:30	GBPUSD	BUY	0.1	1.33963 → 1.33555	23h 30m	−40.8	−$41	—
Sep 11 09:30	GBPUSD	BUY	0.1	1.35509 → 1.35071	23h 30m	−43.8	−$44	—
Sep 10 04:30	GBPUSD	BUY	0.1	1.35519 → 1.35552	23h 30m	+3.3	+$2	—
Sep 8 12:30	GBPUSD	BUY	0.1	1.35390 → 1.35486	23h 30m	+9.6	+$9	—
Sep 6 21:03	GBPUSD	BUY	0.1	1.35433 → 1.35085	2.6 days	−34.8	−$35	—
Aug 23 21:03	GBPUSD	BUY	0.1	1.36461 → 1.36227	2.8 days	−23.4	−$24	—
Aug 20 19:30	GBPUSD	BUY	0.1	1.36091 → 1.36287	23h 30m	+19.6	+$18	—
Aug 18 00:30	GBPUSD	BUY	0.1	1.35565 → 1.35459	23h 30m	−10.6	−$11	—
Aug 12 15:30	GBPUSD	BUY	0.1	1.35169 → 1.35064	23h 30m	−10.5	−$11	—
Aug 7 13:30	GBPUSD	BUY	0.1	1.34787 → 1.35034	23h 30m	+24.7	+$24	—
Aug 2 21:03	GBPUSD	BUY	0.1	1.34580 → 1.34839	2.3 days	+25.9	+$25	—
Jul 31 09:30	GBPUSD	BUY	0.1	1.33822 → 1.34529	23h 30m	+70.7	+$70	—
Jul 30 08:30	GBPUSD	BUY	0.1	1.33074 → 1.33570	23h 30m	+49.6	+$48	—

1–25 of 589

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