Saffron Acorn · strategy profile

Saffron Acorn · 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	−1.2%	−76	3	1
This month	−2.4%	−154	15	7
This year	−5.8%	−354	168	81

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.8	−0.3	+3.4	+1.1	+2.7	−0.5	−1.5	−0.4	−1.5	−1.1	−0.4	−0.2	−0.6
2021	−1.8	−2.1	+0.1	+0.8	−2.5	−0.7	+0.5	−0.1	+0.1	−1.9	+1.1	−1.0	−7.5
2022	+0.2	−0.5	+1.3	−0.9	−2.3	+0.9	−2.3	+0.6	+7.3	−1.5	−4.1	+0.3	−1.1
2023	−1.7	+2.9	+1.0	−0.1	−2.2	−3.7	+1.7	+1.3	+1.3	−2.6	−0.2	−1.1	−3.6
2024	−2.0	−2.0	+0.2	−1.8	−0.5	−0.9	−1.2	−0.2	−3.7	+0.1	+1.1	−1.3	−12.0
2025	−0.1	−0.4	−1.3	+1.5	+0.4	−3.1	+1.6	−2.5	−0.8	−1.4	−1.0	−3.0	−10.0
2026	−1.0	+0.7	−0.1	−3.5	+1.5	+0.3	+0.7	−0.9	−0.4	−2.6	−0.4	·	−5.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −38.2%.

Max daily drawdown: −2.7%
Max weekly drawdown: −2.0%
Max drawdown · equity: −38.2%
Max drawdown · balance: −38.2%
Absolute drawdown: −$3,425
Longest drawdown: 2421 days · Nov
Recovery factor: −0.9
Max simultaneous risk: 2.3%

Symbol split

90 days

GBPUSD

100%+34.3%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 21% · Thu 21% · Fri 19% · 51% in the London session

Behaviour

from 1,280 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 93% · over 12h 7%. Automated share 100%.

Statistics1,280 closed trades

Trades1,280

Won / lost560 / 720

Long win rate0% (0)

Short win rate44% (1,280)

Avg win+$31.3 · 31.5 pip

Avg loss−$29.1 · −28.8 pip

Best trade+$470 · Sep 26

Worst trade−$210 · Mar 19

Total pips−3,103

Lots128.0

Commission + swap−$322

Expectancy / trade−$2.7

Profit factor0.84

Sharpe−1.15daily returns, annualised

Z-score0.5 (39%)dependence between runs

Standard deviation$43.6

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak8 (+$495)

Losing streak14 (−$478)

Avg holding time11h 43m

Trades / week3.6

Risk / trade2.3%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 08:36	GBPUSD	SELL	0.1	1.33879 → 1.34276	8h 25m	−39.7	−$40	—
Nov 1 22:03	GBPUSD	SELL	0.1	1.33900 → 1.33821	2.3 days	+7.9	+$7	—
Oct 28 19:39	GBPUSD	SELL	0.1	1.32796 → 1.33236	8h 25m	−44	−$44	—
Oct 27 22:25	GBPUSD	SELL	0.1	1.33184 → 1.33070	8h 25m	+11.4	+$11	—
Oct 26 22:41	GBPUSD	SELL	0.1	1.33386 → 1.33432	8h 25m	−4.6	−$5	—
Oct 22 23:26	GBPUSD	SELL	0.1	1.33645 → 1.34040	8h 25m	−39.5	−$40	—
Oct 19 16:42	GBPUSD	SELL	0.1	1.33164 → 1.33051	8h 25m	+11.3	+$11	—
Oct 14 21:57	GBPUSD	SELL	0.1	1.32012 → 1.31880	8h 25m	+13.2	+$12	—
Oct 13 00:35	GBPUSD	SELL	0.1	1.32073 → 1.32093	8h 25m	−2	−$3	—
Oct 8 20:32	GBPUSD	SELL	0.1	1.32055 → 1.32282	8h 25m	−22.7	−$23	—
Oct 8 09:45	GBPUSD	SELL	0.1	1.32114 → 1.31927	8h 25m	+18.7	+$19	—
Oct 7 18:25	GBPUSD	SELL	0.1	1.32313 → 1.32167	8h 25m	+14.6	+$15	—
Oct 6 11:41	GBPUSD	SELL	0.1	1.32162 → 1.32750	8h 25m	−58.8	−$59	—
Oct 5 20:21	GBPUSD	SELL	0.1	1.32258 → 1.32234	8h 25m	+2.4	+$2	—
Oct 5 11:46	GBPUSD	SELL	0.1	1.32025 → 1.32250	8h 25m	−22.5	−$23	—
Oct 2 19:48	GBPUSD	SELL	0.1	1.32081 → 1.32482	8h 25m	−40.1	−$40	—
Oct 2 10:09	GBPUSD	SELL	0.1	1.31841 → 1.32139	8h 25m	−29.8	−$30	—
Oct 2 00:33	GBPUSD	SELL	0.1	1.31987 → 1.31910	8h 25m	+7.7	+$7	—
Oct 1 14:00	GBPUSD	SELL	0.1	1.32477 → 1.32320	8h 25m	+15.7	+$16	—
Sep 30 13:24	GBPUSD	SELL	0.1	1.32260 → 1.32911	8h 25m	−65.1	−$65	—
Sep 29 18:53	GBPUSD	SELL	0.1	1.32284 → 1.32321	8h 25m	−3.7	−$4	—
Sep 24 23:23	GBPUSD	SELL	0.1	1.32184 → 1.32168	8h 25m	+1.6	+$1	—
Sep 24 14:34	GBPUSD	SELL	0.1	1.32416 → 1.32165	8h 25m	+25.1	+$25	—
Sep 23 21:21	GBPUSD	SELL	0.1	1.32717 → 1.32372	8h 25m	+34.5	+$33	—
Sep 23 10:54	GBPUSD	SELL	0.1	1.33261 → 1.32868	8h 25m	+39.3	+$39	—

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