Frosted Rose · strategy profile

Frosted Rose · 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	−0.2%	−14	1	0
This month	−2.2%	−206	9	1
This year	−5.5%	−506	53	19

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.9	+0.9	−1.9	+1.2	−1.9	−1.2	0.0	+0.6	+1.0	+0.9	−0.3	−0.2	0.0
2021	−1.7	+1.0	−0.3	+1.5	+0.8	−0.1	−1.5	+0.8	+0.9	+0.2	+0.5	−0.8	+1.4
2022	+0.1	−0.1	+0.6	−0.5	−0.9	−1.9	−3.0	−1.2	+1.1	+0.6	−3.1	+0.3	−8.1
2023	−1.4	−0.4	0.0	+0.3	−0.3	−0.8	+0.1	+1.1	+1.7	−1.1	+1.8	+0.3	+1.2
2024	−0.4	−0.1	+3.1	+1.6	+0.1	+0.9	−0.1	−1.2	−1.5	+0.1	+0.9	−0.6	+2.9
2025	+0.2	+0.4	−0.2	+0.2	−0.8	−0.4	+0.3	−0.2	0.0	−0.2	+0.5	+0.8	+0.6
2026	−0.3	+0.8	−0.5	−0.4	−0.5	−1.1	−1.0	−0.3	−0.1	−2.2	0.0	·	−5.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.9%.

Max daily drawdown: −1.5%
Max weekly drawdown: −1.6%
Max drawdown · equity: −12.9%
Max drawdown · balance: −12.9%
Absolute drawdown: −$1,330
Longest drawdown: 1800 days · Jul
Recovery factor: −0.6
Max simultaneous risk: 0.7%

Symbol split

90 days

GBPUSD

100%+7.7%

Long 19% · Short 81%

Hour and day

trade opens · UTC

Mon 16% · Tue 22% · Wed 22% · Thu 20% · Fri 20% · 59% in the New York session

Behaviour

from 415 trades

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

Holding time: under 1h 0% · 1–4h 5% · 4–12h 78% · over 12h 17%. Automated share 100%.

Statistics415 closed trades

Trades415

Won / lost196 / 219

Long win rate47% (77)

Short win rate47% (338)

Avg win+$40.2 · 40.8 pip

Avg loss−$39.5 · −38.9 pip

Best trade+$140 · Jul 2

Worst trade−$72 · Jan 7

Total pips−528

Lots41.5

Commission + swap−$244

Expectancy / trade−$1.9

Profit factor0.91

Sharpe−0.56daily returns, annualised

Z-score−0.1 (10%)dependence between runs

Standard deviation$50.1

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.6

Winning streak7 (+$165)

Losing streak9 (−$190)

Avg holding time22h 33m

Trades / week1.2

Risk / trade0.7%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	GBPUSD	SELL	0.1	1.33811 → 1.33955	2.3 days	−14.4	−$15	—
Oct 27 02:00	GBPUSD	SELL	0.1	1.33573 → 1.33426	18h 0m	+14.7	+$14	—
Oct 25 21:03	GBPUSD	BUY	0.1	1.33776 → 1.33652	2.5 days	−12.4	−$13	—
Oct 20 14:19	GBPUSD	SELL	0.1	1.33305 → 1.34007	10h 19m	−70.2	−$70	—
Oct 20 02:00	GBPUSD	SELL	0.1	1.33066 → 1.33179	18h 0m	−11.3	−$12	—
Oct 15 07:00	GBPUSD	SELL	0.1	1.32032 → 1.32454	18h 0m	−42.2	−$44	—
Oct 13 10:00	GBPUSD	SELL	0.1	1.32039 → 1.32401	18h 0m	−36.2	−$37	—
Oct 7 02:00	GBPUSD	SELL	0.1	1.32362 → 1.32571	18h 0m	−20.9	−$21	—
Oct 5 21:00	GBPUSD	SELL	0.1	1.31957 → 1.32090	18h 0m	−13.3	−$14	—
Sep 30 02:00	GBPUSD	BUY	0.1	1.32351 → 1.32272	18h 0m	−7.9	−$8	—
Sep 23 02:00	GBPUSD	SELL	0.1	1.33535 → 1.33288	18h 0m	+24.7	+$24	—
Sep 16 01:00	GBPUSD	SELL	0.1	1.34684 → 1.34719	18h 0m	−3.5	−$4	—
Sep 11 06:00	GBPUSD	BUY	0.1	1.35302 → 1.35173	18h 0m	−12.9	−$13	—
Sep 6 21:03	GBPUSD	SELL	0.1	1.35030 → 1.35109	2.3 days	−7.9	−$8	—
Aug 27 06:00	GBPUSD	BUY	0.1	1.36304 → 1.35871	18h 0m	−43.3	−$45	—
Aug 25 10:00	GBPUSD	BUY	0.1	1.36313 → 1.36415	18h 0m	+10.2	+$10	—
Aug 23 21:03	GBPUSD	SELL	0.1	1.36232 → 1.36251	2.3 days	−1.9	−$2	—
Aug 13 09:00	GBPUSD	SELL	0.1	1.35081 → 1.34797	18h 0m	+28.4	+$27	—
Aug 7 10:00	GBPUSD	BUY	0.1	1.34553 → 1.34418	18h 0m	−13.5	−$14	—
Aug 4 09:00	GBPUSD	SELL	0.1	1.34367 → 1.34434	18h 0m	−6.7	−$7	—
Jul 31 17:53	GBPUSD	SELL	0.1	1.34172 → 1.34874	5h 53m	−70.2	−$70	—
Jul 17 09:00	GBPUSD	SELL	0.1	1.34872 → 1.34443	18h 0m	+42.9	+$42	—
Jul 2 12:40	GBPUSD	SELL	0.1	1.33092 → 1.33794	0h 40m	−70.2	−$70	—
Jun 24 10:00	GBPUSD	SELL	0.1	1.31887 → 1.31759	18h 0m	+12.8	+$12	—
Jun 16 22:00	GBPUSD	SELL	0.1	1.34023 → 1.34277	18h 0m	−25.4	−$26	—

1–25 of 415

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