Pine Wren · strategy profile

Pine Wren · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.2%	−10	1	0
This week	−0.3%	−21	3	0
This month	−0.7%	−43	7	2
This year	−9.9%	−711	64	22

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.5	−3.7	−1.3	−1.8	0.0	+1.9	+3.3	+0.7	−3.5	+0.8	−2.1	−2.9	−9.2
2021	−4.3	+0.1	−1.3	+0.2	−2.1	−1.9	+2.1	+0.9	−2.1	+3.2	−1.3	−2.9	−9.2
2022	+4.1	−0.7	+1.8	+1.9	−5.9	+2.6	+0.4	+0.2	+8.2	−1.5	+0.2	−1.7	+9.6
2023	+0.8	−1.6	−5.0	+0.8	−0.9	+1.4	+1.8	−3.1	0.0	−2.8	−1.5	+1.9	−8.1
2024	−2.1	−3.4	−0.8	−1.3	−0.6	−1.8	+0.1	+1.4	−1.3	+1.2	+0.3	−1.4	−9.7
2025	+1.3	+2.5	+0.4	−5.3	−0.6	+1.9	+1.7	+0.7	−2.3	+3.4	−2.9	+1.7	+2.5
2026	+1.2	−1.7	−3.2	+0.5	+0.7	−4.8	+0.2	−0.9	−0.1	−1.7	−0.3	·	−10.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −31.2%.

Max daily drawdown: −3.9%
Max weekly drawdown: −5.1%
Max drawdown · equity: −31.2%
Max drawdown · balance: −31.2%
Absolute drawdown: −$3,102
Longest drawdown: 2493 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 5.7%

Symbol split

90 days

GBPUSD

100%+30.7%

Long 61% · Short 39%

Hour and day

trade opens · UTC

Mon 22% · Tue 19% · Wed 21% · Thu 19% · Fri 19% · 44% in the Asia session

Behaviour

from 562 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%.

Statistics562 closed trades

Trades562

Won / lost252 / 310

Long win rate45% (345)

Short win rate45% (217)

Avg win+$52.5 · 53.3 pip

Avg loss−$52.6 · −51.8 pip

Best trade+$439 · Sep 25

Worst trade−$364 · Nov 11

Total pips−2,616

Lots56.2

Commission + swap−$450

Expectancy / trade−$5.5

Profit factor0.81

Sharpe−1.16daily returns, annualised

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

Standard deviation$71.7

AHPR / GHPR−0.06% / −0.07%

Recovery factor−1.0

Winning streak8 (+$346)

Losing streak7 (−$512)

Avg holding time1.5 days

Trades / week1.6

Risk / trade5.7%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 13:40	GBPUSD	BUY	0.1	1.34333 → 1.34228	1.2 days	−10.5	−$11	—
Nov 1 22:03	GBPUSD	BUY	0.1	1.33796 → 1.33797	2.9 days	+0.1	$0	—
Oct 28 22:10	GBPUSD	SELL	0.1	1.33166 → 1.33274	1.2 days	−10.8	−$13	—
Oct 21 09:55	GBPUSD	BUY	0.1	1.33346 → 1.33953	1.2 days	+60.7	+$60	—
Oct 18 21:03	GBPUSD	BUY	0.1	1.33213 → 1.32958	2.6 days	−25.5	−$26	—
Oct 15 02:25	GBPUSD	SELL	0.1	1.32544 → 1.32417	1.2 days	+12.7	+$11	—
Oct 7 16:55	GBPUSD	BUY	0.1	1.32788 → 1.32091	1.2 days	−69.7	−$70	—
Oct 4 21:03	GBPUSD	SELL	0.1	1.31978 → 1.32412	2.8 days	−43.4	−$44	—
Oct 1 15:25	GBPUSD	BUY	0.1	1.32968 → 1.32134	1.2 days	−83.4	−$85	—
Sep 27 21:03	GBPUSD	SELL	0.1	1.32121 → 1.32317	3 days	−19.6	−$21	—
Sep 15 05:25	GBPUSD	SELL	0.1	1.35169 → 1.34849	1.2 days	+32	+$32	—
Sep 11 17:40	GBPUSD	BUY	0.1	1.35022 → 1.35237	1.2 days	+21.5	+$21	—
Sep 8 07:10	GBPUSD	SELL	0.1	1.35065 → 1.35413	1.2 days	−34.8	−$35	—
Sep 1 16:55	GBPUSD	SELL	0.1	1.35377 → 1.35179	1.2 days	+19.8	+$19	—
Aug 28 08:55	GBPUSD	SELL	0.1	1.35868 → 1.35872	1.2 days	−0.4	−$1	—
Aug 20 17:55	GBPUSD	BUY	0.1	1.35963 → 1.36253	1.2 days	+29	+$28	—
Aug 16 21:03	GBPUSD	BUY	0.1	1.35183 → 1.35337	2.5 days	+15.4	+$15	—
Aug 9 21:03	GBPUSD	BUY	0.1	1.34995 → 1.34886	2.3 days	−10.9	−$11	—
Aug 4 03:10	GBPUSD	BUY	0.1	1.35065 → 1.34273	1.2 days	−79.2	−$80	—
Jul 31 00:55	GBPUSD	BUY	0.1	1.33478 → 1.34587	1.2 days	+110.9	+$109	—
Jul 19 21:03	GBPUSD	BUY	0.1	1.34715 → 1.34417	2.8 days	−29.8	−$30	—
Jul 16 19:40	GBPUSD	BUY	0.1	1.34679 → 1.34696	1.2 days	+1.7	$0	—
Jul 12 21:03	GBPUSD	BUY	0.1	1.34494 → 1.33782	2.8 days	−71.2	−$72	—
Jul 8 01:25	GBPUSD	BUY	0.1	1.33927 → 1.33495	1.2 days	−43.2	−$44	—
Jul 3 11:55	GBPUSD	BUY	0.1	1.33069 → 1.33557	1.2 days	+48.8	+$48	—

1–25 of 562

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