Auburn Wind · strategy profile

Auburn Wind · 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	−0.8%	−107	6	0
This month	−0.6%	−68	18	6
This year	−2.8%	−345	129	55

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.5	−0.5	−0.1	+1.5	0.0	−0.6	−0.7	+0.8	+0.4	−0.8	+1.3	−0.4	+1.5
2023	+0.6	+0.1	−1.1	+0.4	−0.6	−1.3	−0.6	0.0	+0.6	+1.4	−1.3	−0.4	−2.1
2024	+0.3	−0.7	+0.1	+0.5	−0.4	0.0	−0.2	0.0	−0.4	+0.1	−0.3	+0.3	−0.7
2025	−0.3	+1.3	+0.4	−0.7	−0.7	−1.0	−0.7	−0.7	−0.3	−0.6	−0.5	−0.6	−4.5
2026	−0.5	+0.4	−0.9	−0.6	0.0	+0.2	−1.4	0.0	+0.3	−0.4	−0.2	·	−2.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.9%.

Max daily drawdown: −0.8%
Max weekly drawdown: −0.9%
Max drawdown · equity: −10.9%
Max drawdown · balance: −10.9%
Absolute drawdown: −$1,124
Longest drawdown: 1435 days · Nov
Recovery factor: −0.8
Max simultaneous risk: 2.2%

Symbol split

90 days

USDCAD

100%+8.3%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 20% · Wed 20% · Thu 21% · Fri 21% · 64% in the New York session

Behaviour

from 759 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 97% · over 12h 3%. Automated share 100%.

Statistics759 closed trades

Trades759

Won / lost337 / 422

Long win rate44% (759)

Short win rate0% (0)

Avg win+$14.8 · 20.2 pip

Avg loss−$13.7 · −18.4 pip

Best trade+$115 · Feb 2

Worst trade−$78 · Nov 30

Total pips−971

Lots75.9

Commission + swap−$108

Expectancy / trade−$1.1

Profit factor0.86

Sharpe−0.94daily returns, annualised

Z-score0.8 (58%)dependence between runs

Standard deviation$19.9

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak6 (+$115)

Losing streak10 (−$106)

Avg holding time5h 58m

Trades / week3.0

Risk / trade2.2%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 23:52	USDCAD	BUY	0.1	1.39878 → 1.39843	4h 20m	−3.5	−$3	—
Nov 2 15:20	USDCAD	BUY	0.1	1.39835 → 1.39567	4h 20m	−26.8	−$19	—
Nov 2 06:50	USDCAD	BUY	0.1	1.39813 → 1.39805	4h 20m	−0.8	−$1	—
Oct 29 17:50	USDCAD	BUY	0.1	1.40078 → 1.39694	4h 20m	−38.4	−$27	—
Oct 29 12:51	USDCAD	BUY	0.1	1.40019 → 1.39884	4h 20m	−13.5	−$10	—
Oct 28 17:52	USDCAD	BUY	0.1	1.40616 → 1.40374	4h 20m	−24.2	−$17	—
Oct 27 20:20	USDCAD	BUY	0.1	1.40390 → 1.40522	4h 20m	+13.2	+$9	—
Oct 26 17:53	USDCAD	BUY	0.1	1.40336 → 1.40127	4h 20m	−20.9	−$15	—
Oct 23 20:50	USDCAD	BUY	0.1	1.40013 → 1.40089	4h 20m	+7.6	+$5	—
Oct 22 15:55	USDCAD	BUY	0.1	1.40423 → 1.40207	4h 20m	−21.6	−$15	—
Oct 21 18:21	USDCAD	BUY	0.1	1.40776 → 1.40509	4h 20m	−26.7	−$19	—
Oct 19 23:20	USDCAD	BUY	0.1	1.41068 → 1.41055	4h 20m	−1.3	−$1	—
Oct 14 15:52	USDCAD	BUY	0.1	1.42234 → 1.42748	4h 20m	+51.4	+$36	—
Oct 12 19:23	USDCAD	BUY	0.1	1.42755 → 1.42838	4h 20m	+8.3	+$6	—
Oct 9 15:20	USDCAD	BUY	0.1	1.42400 → 1.42722	4h 20m	+32.2	+$23	—
Oct 8 15:54	USDCAD	BUY	0.1	1.42736 → 1.42468	4h 20m	−26.8	−$19	—
Oct 7 15:50	USDCAD	BUY	0.1	1.42338 → 1.42582	4h 20m	+24.4	+$17	—
Oct 6 10:21	USDCAD	BUY	0.1	1.42718 → 1.42708	4h 20m	−1	−$1	—
Oct 2 19:56	USDCAD	BUY	0.1	1.42541 → 1.42531	4h 20m	−1	−$1	—
Oct 2 14:21	USDCAD	BUY	0.1	1.42381 → 1.42313	4h 20m	−6.8	−$5	—
Sep 30 19:26	USDCAD	BUY	0.1	1.41986 → 1.42307	4h 20m	+32.1	+$23	—
Sep 30 08:50	USDCAD	BUY	0.1	1.41998 → 1.41788	4h 20m	−21	−$15	—
Sep 23 06:50	USDCAD	BUY	0.1	1.40801 → 1.40816	4h 20m	+1.5	+$1	—
Sep 21 18:53	USDCAD	BUY	0.1	1.40182 → 1.40352	4h 20m	+17	+$12	—
Sep 21 09:50	USDCAD	BUY	0.1	1.40084 → 1.40197	4h 20m	+11.3	+$8	—

1–25 of 759

Auburn Wind◇Strategy

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