Lilac Water · strategy profile

Lilac Water · 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	−0.7%	−102	3	1
This month	−1.2%	−159	12	6
This year	+5.9%	+989	152	94

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+2.8	−1.7	−0.5	−3.3	−0.7	−0.1	+1.0	−1.0	+2.5	+1.2	−0.9	−1.8	−2.7
2023	+0.1	+2.6	+1.7	−0.1	+1.9	−1.6	+0.6	−1.2	−2.8	+1.4	−0.5	+1.9	+3.9
2024	−1.4	+0.1	+1.9	−0.6	−0.9	+0.4	+0.2	+1.6	−0.6	+0.8	−1.7	−1.5	−1.6
2025	+3.1	−0.1	+1.0	−0.3	−2.9	−2.5	+0.5	−0.8	−0.6	−1.2	+0.1	+2.2	−1.6
2026	+1.6	+2.5	+2.8	−1.8	+0.1	+0.2	+0.1	+1.9	−0.3	−1.3	−0.1	·	+5.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.7%.

Max daily drawdown: −2.0%
Max weekly drawdown: −3.3%
Max drawdown · equity: −9.7%
Max drawdown · balance: −9.7%
Absolute drawdown: −$1,019
Longest drawdown: 654 days · Nov
Recovery factor: 0.3
Max simultaneous risk: 2.4%

Symbol split

90 days

USDCAD

100%+3.0%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 24% · Tue 14% · Wed 26% · Thu 20% · Fri 17% · 58% in the New York session

Behaviour

from 915 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 9% · 4–12h 26% · over 12h 64%. Automated share 100%.

Statistics915 closed trades

Trades915

Won / lost570 / 345

Long win rate63% (495)

Short win rate61% (420)

Avg win+$26.1 · 36.3 pip

Avg loss−$42.3 · −55.2 pip

Best trade+$32 · Apr 20

Worst trade−$231 · Feb 4

Total pips+1,629

Lots91.5

Commission + swap−$865

Expectancy / trade+$0.3

Profit factor1.02

Sharpe0.18daily returns, annualised

Z-score−0.1 (7%)dependence between runs

Standard deviation$40.4

AHPR / GHPR0.00% / 0.00%

Recovery factor0.3

Winning streak14 (+$153)

Losing streak5 (−$207)

Avg holding time1.9 days

Trades / week3.6

Risk / trade2.4%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 07:40	USDCAD	SELL	0.1	1.39486 → 1.39815	2.6 days	−32.9	−$24	—
Oct 30 16:30	USDCAD	BUY	0.1	1.40605 → 1.39518	2.6 days	−108.7	−$80	—
Oct 28 01:02	USDCAD	BUY	0.1	1.40198 → 1.40596	2.1 days	+39.8	+$27	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40327 → 1.40390	3.7 days	+6.3	+$3	—
Oct 22 02:40	USDCAD	SELL	0.1	1.40702 → 1.40407	2.6 days	+29.5	+$19	—
Oct 19 11:43	USDCAD	SELL	0.1	1.41151 → 1.40753	14h 33m	+39.8	+$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42384 → 1.41095	4 days	−128.9	−$94	—
Oct 14 20:10	USDCAD	BUY	0.1	1.42622 → 1.42398	2.6 days	−22.4	−$17	—
Oct 12 04:55	USDCAD	BUY	0.1	1.42826 → 1.42586	2.6 days	−24	−$17	—
Oct 9 12:32	USDCAD	BUY	0.1	1.42548 → 1.42946	1.6 days	+39.8	+$27	—
Oct 7 21:00	USDCAD	BUY	0.1	1.42830 → 1.42457	2.6 days	−37.3	−$29	—
Oct 5 04:00	USDCAD	BUY	0.1	1.42504 → 1.42902	6h 25m	+39.8	+$28	—
Oct 4 21:03	USDCAD	SELL	0.1	1.41915 → 1.42493	4.3 days	−57.8	−$43	—
Sep 30 13:55	USDCAD	SELL	0.1	1.41540 → 1.41837	2.6 days	−29.7	−$22	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41435 → 1.41332	3.2 days	−10.3	−$8	—
Sep 24 15:03	USDCAD	BUY	0.1	1.41014 → 1.41412	23h 58m	+39.8	+$27	—
Sep 23 14:40	USDCAD	SELL	0.1	1.39915 → 1.40967	2.6 days	−105.2	−$76	—
Sep 20 21:03	USDCAD	SELL	0.1	1.39771 → 1.39802	4.1 days	−3.1	−$5	—
Sep 16 18:24	USDCAD	BUY	0.1	1.39281 → 1.39679	2.2 days	+39.8	+$27	—
Sep 14 12:59	USDCAD	BUY	0.1	1.38759 → 1.39157	8h 14m	+39.8	+$29	—
Sep 14 03:25	USDCAD	BUY	0.1	1.38717 → 1.38731	2.6 days	+1.4	+$1	—
Sep 11 12:30	USDCAD	BUY	0.1	1.38368 → 1.38766	16h 25m	+39.8	+$28	—
Sep 10 20:02	USDCAD	BUY	0.1	1.37945 → 1.38343	1.2 days	+39.8	+$27	—
Sep 9 12:25	USDCAD	BUY	0.1	1.38321 → 1.37707	2.6 days	−61.4	−$46	—
Sep 6 21:03	USDCAD	SELL	0.1	1.37873 → 1.38283	3.1 days	−41	−$31	—

1–25 of 915

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