Trillium · strategy profile

Trillium · 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%	+2	1	0
This week	+0.3%	+110	9	7
This month	−0.9%	−237	32	18
This year	+11.0%	+3,907	329	186

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+7.0	+17.7	+24.0	+7.5	+5.2	+6.5	+1.1	−3.3	−1.3	+4.3	−3.6	+5.6	+70.6
2021	+5.5	−3.0	+1.2	+3.5	+0.8	+5.7	+0.2	+3.6	+0.7	−1.5	+2.1	−1.5	+17.4
2022	−1.6	+2.5	+2.6	+2.9	−1.8	+0.4	−1.6	+0.5	−0.4	+5.0	−2.7	+1.2	+7.0
2023	−0.5	+2.3	+3.0	−2.2	+2.3	−1.3	−3.3	+3.2	−0.9	+3.1	−1.7	+2.9	+6.7
2024	+1.0	+0.4	+0.8	+6.4	−0.4	+0.8	+0.1	−5.0	−0.8	+2.0	+2.2	−0.2	+7.4
2025	−0.1	−0.3	+0.9	+0.8	+1.9	+2.0	+1.6	−0.7	+1.4	+1.2	−0.3	−1.1	+7.1
2026	−0.6	+3.0	+5.3	+0.3	+2.1	+1.5	+0.3	−0.8	−0.1	−0.3	·	·	+10.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.6%.

Max daily drawdown: −3.9%
Max weekly drawdown: −7.1%
Max drawdown · equity: −12.6%
Max drawdown · balance: −12.6%
Absolute drawdown: −$2,515
Longest drawdown: 312 days · Sep
Recovery factor: 18.3
Max simultaneous risk: 5.9%

Symbol split

90 days

GBPUSD

100%+231.2%

Long 37% · Short 63%

Hour and day

trade opens · UTC

Mon 31% · Tue 14% · Wed 16% · Thu 21% · Fri 18% · 44% in the Asia session

Behaviour

from 2,757 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 3% · over 12h 96%. Automated share 100%.

Statistics2,757 closed trades

Trades2,757

Won / lost1,535 / 1,222

Long win rate58% (1,017)

Short win rate54% (1,740)

Avg win+$80.0 · 81.8 pip

Avg loss−$81.7 · −79.7 pip

Best trade+$469 · Mar 18

Worst trade−$433 · Jun 13

Total pips+28,141

Lots275.7

Commission + swap−$5,102

Expectancy / trade+$8.4

Profit factor1.23

Sharpe0.92daily returns, annualised

Z-score−10.3 (100%)dependence between runs

Standard deviation$101.1

AHPR / GHPR0.02% / 0.02%

Recovery factor18.3

Winning streak18 (+$1,429)

Losing streak14 (−$937)

Avg holding time3.6 days

Trades / week7.7

Risk / trade1.2%

Monthly average+1.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 14:05	GBPUSD	BUY	0.1	1.33748 → 1.33765	4.6 days	+1.7	−$1	—
Oct 29 09:30	GBPUSD	SELL	0.1	1.33442 → 1.33001	3 days	+44.1	+$42	—
Oct 29 09:30	GBPUSD	SELL	0.1	1.33442 → 1.33001	3 days	+44.1	+$42	—
Oct 29 05:35	GBPUSD	SELL	0.1	1.33701 → 1.33198	2.9 days	+50.3	+$48	—
Oct 28 04:05	GBPUSD	BUY	0.1	1.33871 → 1.32966	5.7 days	−90.5	−$93	—
Oct 25 21:03	GBPUSD	SELL	0.1	1.33723 → 1.33676	4.7 days	+4.7	+$2	—
Oct 25 21:03	GBPUSD	SELL	0.1	1.33847 → 1.33676	3.4 days	+17.1	+$16	—
Oct 25 21:03	GBPUSD	SELL	0.1	1.33894 → 1.33676	3.9 days	+21.8	+$21	—
Oct 25 21:03	GBPUSD	SELL	0.1	1.33847 → 1.33676	3.4 days	+17.1	+$16	—
Oct 22 06:35	GBPUSD	SELL	0.1	1.33310 → 1.34035	5.7 days	−72.5	−$76	—
Oct 22 05:00	GBPUSD	SELL	0.1	1.33293 → 1.33986	3 days	−69.3	−$72	—
Oct 22 05:00	GBPUSD	SELL	0.1	1.33293 → 1.33986	3 days	−69.3	−$72	—
Oct 21 21:05	GBPUSD	SELL	0.1	1.33263 → 1.33864	2.9 days	−60.1	−$63	—
Oct 21 04:00	GBPUSD	SELL	0.1	1.33293 → 1.33761	4.6 days	−46.8	−$48	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.32032 → 1.32982	4.3 days	−95	−$98	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.32459 → 1.32982	3.4 days	−52.3	−$53	—
Oct 18 21:03	GBPUSD	SELL	0.1	1.32032 → 1.32982	4.3 days	−95	−$98	—
Oct 16 12:15	GBPUSD	SELL	0.1	1.32242 → 1.33378	4.6 days	−113.6	−$117	—
Oct 16 09:08	GBPUSD	BUY	0.1	1.32415 → 1.33313	4 days	+89.8	+$87	—
Oct 15 05:05	GBPUSD	SELL	0.1	1.32517 → 1.32474	2.9 days	+4.3	+$2	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32557 → 1.32186	4.8 days	+37.1	+$35	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32073 → 1.32186	3.8 days	−11.3	−$12	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32557 → 1.32186	4.8 days	+37.1	+$35	—
Oct 11 21:03	GBPUSD	SELL	0.1	1.32127 → 1.32186	6.2 days	−5.9	−$9	—
Oct 9 20:35	GBPUSD	BUY	0.1	1.32096 → 1.32357	4.6 days	+26.1	+$23	—

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