River Zephyr · strategy profile

River Zephyr · 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	−0.3%	−21	1	0
This month	+0.3%	+29	7	3
This year	−5.4%	−417	83	44

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.5	+2.1	−2.8	−2.5	−0.4	−2.4	−5.0	−1.7	+3.3	+0.7	+4.2	+1.6	−4.3
2021	+3.0	−1.4	+1.1	+0.6	−0.1	+0.4	−0.2	+0.5	−2.1	−1.1	+1.8	+2.3	+4.6
2022	+0.3	−3.2	+0.9	+0.8	+1.5	−4.2	+1.0	+3.0	−6.3	−0.5	+2.5	0.0	−4.2
2023	+3.8	−0.5	+3.2	+2.9	+0.1	+0.2	−0.6	−1.0	−3.0	−2.2	−4.4	+4.1	+2.7
2024	−1.0	+2.1	−2.4	+3.4	−0.3	+1.5	−2.3	−1.2	+0.8	−0.1	−1.3	−0.6	−1.3
2025	−2.1	−3.3	−1.1	0.0	+3.0	+4.4	−3.1	+1.2	+0.2	−1.2	−1.0	+1.0	−2.1
2026	−2.2	+1.1	−0.2	+0.1	−2.6	−0.1	−2.5	+1.4	−1.3	+0.8	0.0	·	−5.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.5%.

Max daily drawdown: −3.1%
Max weekly drawdown: −3.9%
Max drawdown · equity: −17.5%
Max drawdown · balance: −17.5%
Absolute drawdown: −$1,850
Longest drawdown: 1232 days · Sep
Recovery factor: −0.7
Max simultaneous risk: 3.0%

Symbol split

90 days

GBPUSD

100%+11.4%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 25% · Tue 18% · Wed 20% · Thu 19% · Fri 18% · 51% in the New York session

Behaviour

from 622 trades

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

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

Statistics622 closed trades

Trades622

Won / lost307 / 315

Long win rate49% (334)

Short win rate50% (288)

Avg win+$57.5 · 58.6 pip

Avg loss−$59.6 · −58.5 pip

Best trade+$404 · Nov 11

Worst trade−$292 · Nov 3

Total pips−427

Lots62.2

Commission + swap−$711

Expectancy / trade−$1.8

Profit factor0.94

Sharpe−0.31daily returns, annualised

Z-score2.7 (99%)dependence between runs

Standard deviation$78.9

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.7

Winning streak10 (+$465)

Losing streak6 (−$399)

Avg holding time2 days

Trades / week1.7

Risk / trade3.0%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	GBPUSD	SELL	0.1	1.33741 → 1.33955	3.3 days	−21.4	−$22	—
Oct 25 21:03	GBPUSD	BUY	0.1	1.33756 → 1.33652	2.2 days	−10.4	−$11	—
Oct 21 14:05	GBPUSD	BUY	0.1	1.33109 → 1.33810	1.6 days	+70.1	+$70	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.32732 → 1.32982	3 days	−25	−$26	—
Oct 14 14:05	GBPUSD	BUY	0.1	1.32113 → 1.31645	1.6 days	−46.8	−$47	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32257 → 1.32186	2.4 days	+7.1	+$7	—
Oct 8 02:05	GBPUSD	SELL	0.1	1.32764 → 1.32207	1.6 days	+55.7	+$54	—
Oct 2 06:05	GBPUSD	SELL	0.1	1.32655 → 1.32156	1.6 days	+49.9	+$48	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32483 → 1.32317	2 days	+16.6	+$16	—
Sep 24 18:05	GBPUSD	BUY	0.1	1.33172 → 1.32055	1.6 days	−111.7	−$113	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.33932 → 1.33746	2 days	+18.6	+$18	—
Sep 16 10:05	GBPUSD	BUY	0.1	1.35014 → 1.34654	1.6 days	−36	−$37	—
Sep 13 21:03	GBPUSD	BUY	0.1	1.35111 → 1.35168	3 days	+5.7	+$5	—
Sep 9 22:05	GBPUSD	SELL	0.1	1.35305 → 1.35486	1.6 days	−18.1	−$20	—
Sep 6 21:03	GBPUSD	SELL	0.1	1.35277 → 1.35109	2.9 days	+16.8	+$16	—
Aug 30 21:03	GBPUSD	BUY	0.1	1.35547 → 1.35241	2.2 days	−30.6	−$31	—
Aug 28 06:05	GBPUSD	BUY	0.1	1.35949 → 1.35884	1.6 days	−6.5	−$9	—
Aug 25 22:05	GBPUSD	BUY	0.1	1.36342 → 1.36465	1.6 days	+12.3	+$11	—
Aug 21 18:05	GBPUSD	SELL	0.1	1.36130 → 1.36538	1.6 days	−40.8	−$41	—
Aug 20 02:05	GBPUSD	BUY	0.1	1.35287 → 1.36115	1.6 days	+82.8	+$81	—
Aug 16 21:03	GBPUSD	BUY	0.1	1.34843 → 1.35337	3.5 days	+49.4	+$48	—
Aug 12 02:05	GBPUSD	SELL	0.1	1.35001 → 1.35059	1.6 days	−5.8	−$7	—
Aug 9 21:03	GBPUSD	BUY	0.1	1.34612 → 1.34886	3.5 days	+27.4	+$26	—
Aug 5 18:05	GBPUSD	BUY	0.1	1.34278 → 1.34700	1.6 days	+42.2	+$42	—
Aug 2 21:03	GBPUSD	SELL	0.1	1.33872 → 1.34863	3.4 days	−99.1	−$100	—

1–25 of 622

River Zephyr◇Strategy

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