Caph 17 · strategy profile

Caph 17 · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−7	1	0
This week	+0.1%	+10	3	1
This month	−1.0%	−60	13	7
This year	−15.6%	−1,170	127	54

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	0.0	+0.2	−1.4	−0.4	+0.4	+2.9	+0.8	−1.0	+2.5	−1.1	−0.1	−4.4	−1.4
2021	−1.7	−0.9	−0.1	+1.4	−1.9	−1.4	+2.0	+0.5	−1.4	−0.7	+0.1	+0.6	−3.6
2022	+0.3	−1.3	−0.4	+0.4	−2.2	−1.5	+2.4	−0.6	+6.4	−3.6	−0.5	−0.4	−0.9
2023	−1.7	+0.8	+1.3	−2.5	+0.6	−0.6	+2.8	−4.6	+1.4	+0.3	+0.4	−2.8	−4.6
2024	−2.7	−4.5	−0.6	−0.1	−2.0	−1.1	−0.5	+0.8	−1.0	+2.1	−0.8	−0.8	−11.4
2025	+0.6	−1.9	−1.8	+2.4	+1.7	−3.6	+1.6	−1.4	+4.3	+0.2	−0.8	−0.9	+0.3
2026	−1.6	−1.9	−3.6	−4.1	−3.4	−3.5	+2.9	−0.9	+0.8	−0.8	−0.3	·	−16.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −37.4%.

Max daily drawdown: −2.7%
Max weekly drawdown: −3.6%
Max drawdown · equity: −37.4%
Max drawdown · balance: −37.4%
Absolute drawdown: −$3,405
Longest drawdown: 2182 days · Jun
Recovery factor: −0.9
Max simultaneous risk: 3.1%

Symbol split

90 days

GBPUSD

100%+32.7%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 22% · Thu 21% · Fri 18% · 56% in the New York session

Behaviour

from 981 trades

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

Holding time: under 1h 0% · 1–4h 4% · 4–12h 82% · over 12h 14%. Automated share 100%.

Statistics981 closed trades

Trades981

Won / lost449 / 532

Long win rate45% (486)

Short win rate47% (495)

Avg win+$38.9 · 39.4 pip

Avg loss−$39.0 · −38.3 pip

Best trade+$70 · Sep 23

Worst trade−$280 · Mar 25

Total pips−2,715

Lots98.1

Commission + swap−$556

Expectancy / trade−$3.3

Profit factor0.84

Sharpe−1.14daily returns, annualised

Z-score0.6 (42%)dependence between runs

Standard deviation$49.9

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak8 (+$202)

Losing streak12 (−$504)

Avg holding time21h 2m

Trades / week2.8

Risk / trade3.1%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 00:55	GBPUSD	BUY	0.1	1.34159 → 1.34092	16h 55m	−6.7	−$7	—
Nov 1 22:03	GBPUSD	BUY	0.1	1.33977 → 1.33797	2.3 days	−18	−$19	—
Oct 30 08:55	GBPUSD	BUY	0.1	1.33765 → 1.34109	16h 55m	+34.4	+$34	—
Oct 27 22:55	GBPUSD	SELL	0.1	1.33314 → 1.33081	16h 55m	+23.3	+$23	—
Oct 27 02:55	GBPUSD	SELL	0.1	1.33442 → 1.33425	16h 55m	+1.7	+$1	—
Oct 22 20:55	GBPUSD	BUY	0.1	1.33982 → 1.33987	16h 55m	+0.5	+$1	—
Oct 21 00:55	GBPUSD	BUY	0.1	1.33498 → 1.33732	16h 55m	+23.4	+$23	—
Oct 20 04:55	GBPUSD	BUY	0.1	1.33363 → 1.33319	16h 55m	−4.4	−$5	—
Oct 16 10:32	GBPUSD	BUY	0.1	1.32760 → 1.33458	16h 32m	+69.8	+$69	—
Oct 14 16:55	GBPUSD	BUY	0.1	1.32589 → 1.31525	16h 55m	−106.4	−$106	—
Oct 9 02:55	GBPUSD	SELL	0.1	1.31892 → 1.32437	16h 55m	−54.5	−$55	—
Oct 8 06:55	GBPUSD	SELL	0.1	1.32061 → 1.31985	16h 55m	+7.6	+$6	—
Oct 7 04:55	GBPUSD	BUY	0.1	1.32788 → 1.32480	16h 55m	−30.8	−$31	—
Oct 2 02:55	GBPUSD	SELL	0.1	1.31994 → 1.31987	16h 55m	+0.7	$0	—
Oct 1 02:55	GBPUSD	BUY	0.1	1.32816 → 1.32537	16h 55m	−27.9	−$29	—
Sep 30 02:55	GBPUSD	SELL	0.1	1.32217 → 1.32339	16h 55m	−12.2	−$13	—
Sep 23 13:53	GBPUSD	SELL	0.1	1.33272 → 1.32574	11h 53m	+69.8	+$70	—
Sep 23 00:55	GBPUSD	SELL	0.1	1.33535 → 1.33395	16h 55m	+14	+$14	—
Sep 16 16:55	GBPUSD	SELL	0.1	1.34696 → 1.34487	16h 55m	+20.9	+$21	—
Sep 15 22:55	GBPUSD	SELL	0.1	1.34801 → 1.34781	16h 55m	+2	+$2	—
Sep 15 00:55	GBPUSD	SELL	0.1	1.34913 → 1.34971	16h 55m	−5.8	−$6	—
Sep 13 21:03	GBPUSD	SELL	0.1	1.35029 → 1.35192	2.4 days	−16.3	−$17	—
Sep 11 06:55	GBPUSD	SELL	0.1	1.35147 → 1.35277	16h 55m	−13	−$14	—
Sep 3 08:55	GBPUSD	SELL	0.1	1.35007 → 1.35045	16h 55m	−3.8	−$5	—
Sep 1 20:55	GBPUSD	SELL	0.1	1.35399 → 1.35170	16h 55m	+22.9	+$23	—

1–25 of 981

Caph 17◇Strategy

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