Lilac River · strategy profile

Lilac River · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−2.0%	−151	2	0
This month	−2.3%	−164	8	2
This year	−13.6%	−1,052	87	37

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.1	+1.2	+8.1	−4.4	+1.3	+6.6	−2.8	+1.0	+1.0	+2.5	−0.8	−1.6	+12.2
2021	+2.4	−5.7	−0.1	+1.5	−0.6	−0.8	+0.2	−0.7	−2.6	−0.5	+0.5	−2.3	−8.7
2022	−3.4	−4.0	+3.0	+2.5	−1.4	−4.2	0.0	−0.8	+1.4	−7.1	+2.3	+0.4	−11.3
2023	−3.2	+2.0	+3.5	+0.5	+2.2	−0.7	−3.9	0.0	−2.4	−5.0	+4.3	−2.0	−4.6
2024	−3.0	−2.8	+2.7	+4.4	+1.3	−0.2	−0.9	+0.7	−1.9	−1.8	+3.2	−4.4	−2.8
2025	+3.1	+0.7	+3.0	+2.2	+0.4	−4.8	+6.4	−2.5	−1.4	−4.0	+1.9	−1.1	+3.7
2026	−2.2	−1.1	−1.6	−1.9	−0.9	−1.7	−0.8	−0.9	−1.4	−2.1	−0.4	·	−15.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −36.9%.

Max daily drawdown: −4.2%
Max weekly drawdown: −5.1%
Max drawdown · equity: −36.9%
Max drawdown · balance: −36.9%
Absolute drawdown: −$2,533
Longest drawdown: 2299 days · Nov
Recovery factor: −0.7
Max simultaneous risk: 4.4%

Symbol split

90 days

GBPUSD

100%+25.3%

Long 43% · Short 57%

Hour and day

trade opens · UTC

Mon 41% · Tue 3% · Wed 6% · Thu 43% · Fri 7% · 49% in the London session

Behaviour

from 710 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%.

Statistics710 closed trades

Trades710

Won / lost316 / 394

Long win rate43% (302)

Short win rate46% (408)

Avg win+$78.6 · 80.1 pip

Avg loss−$69.5 · −67.9 pip

Best trade+$489 · Mar 18

Worst trade−$401 · Oct 5

Total pips−1,432

Lots71.0

Commission + swap−$1,101

Expectancy / trade−$3.6

Profit factor0.91

Sharpe−0.54daily returns, annualised

Z-score0.2 (17%)dependence between runs

Standard deviation$99.9

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.7

Winning streak9 (+$368)

Losing streak8 (−$878)

Avg holding time3.2 days

Trades / week2.0

Risk / trade4.4%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	GBPUSD	SELL	0.1	1.33022 → 1.33821	3.9 days	−79.9	−$81	—
Oct 28 21:20	GBPUSD	BUY	0.1	1.33858 → 1.33148	2.8 days	−71	−$74	—
Oct 25 21:03	GBPUSD	BUY	0.1	1.34072 → 1.33652	3.7 days	−42	−$43	—
Oct 21 17:50	GBPUSD	SELL	0.1	1.33063 → 1.34025	2.8 days	−96.2	−$97	—
Oct 18 21:03	GBPUSD	BUY	0.1	1.32069 → 1.32958	3.9 days	+88.9	+$88	—
Oct 14 17:50	GBPUSD	SELL	0.1	1.32221 → 1.31679	2.8 days	+54.2	+$53	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.31985 → 1.32186	3.6 days	−20.1	−$21	—
Oct 7 22:20	GBPUSD	SELL	0.1	1.32191 → 1.32173	2.8 days	+1.8	−$1	—
Oct 4 21:03	GBPUSD	SELL	0.1	1.32621 → 1.32412	4.1 days	+20.9	+$18	—
Sep 30 17:20	GBPUSD	SELL	0.1	1.32268 → 1.32674	2.8 days	−40.6	−$42	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32303 → 1.32317	3.5 days	−1.4	−$2	—
Sep 23 17:50	GBPUSD	SELL	0.1	1.33779 → 1.32520	2.8 days	+125.9	+$125	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.33644 → 1.33746	3.4 days	−10.2	−$11	—
Sep 16 18:50	GBPUSD	BUY	0.1	1.35241 → 1.33956	2.8 days	−128.5	−$130	—
Sep 13 21:03	GBPUSD	BUY	0.1	1.35582 → 1.35168	3.5 days	−41.4	−$42	—
Sep 10 02:20	GBPUSD	BUY	0.1	1.35275 → 1.35548	2.8 days	+27.3	+$25	—
Sep 7 05:05	GBPUSD	SELL	0.1	1.35270 → 1.35141	2.8 days	+12.9	+$12	—
Sep 3 20:20	GBPUSD	BUY	0.1	1.35603 → 1.35247	2.8 days	−35.6	−$38	—
Aug 30 21:03	GBPUSD	BUY	0.1	1.36010 → 1.35241	3.3 days	−76.9	−$78	—
Aug 26 18:20	GBPUSD	BUY	0.1	1.36465 → 1.35943	2.8 days	−52.2	−$53	—
Aug 23 21:03	GBPUSD	BUY	0.1	1.36291 → 1.36227	3.6 days	−6.4	−$7	—
Aug 19 20:05	GBPUSD	BUY	0.1	1.35534 → 1.36067	2.8 days	+53.3	+$52	—
Aug 16 23:20	GBPUSD	BUY	0.1	1.34981 → 1.35426	2.8 days	+44.5	+$44	—
Aug 14 03:20	GBPUSD	SELL	0.1	1.35000 → 1.34952	2.8 days	+4.8	+$2	—
Aug 9 21:03	GBPUSD	SELL	0.1	1.34552 → 1.34910	3.6 days	−35.8	−$37	—

1–25 of 710

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