Russet Lake · strategy profile

Russet Lake · 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%	0	0	0
This week	−0.5%	−69	1	0
This month	0.0%	+8	4	2
This year	+1.0%	+212	66	34

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.3	+1.1	−0.8	+1.1	−2.0	−0.5	−0.7	+1.5	+2.7	+1.5	−2.0	+0.3	+2.5
2023	+0.8	+0.6	+0.6	+0.3	−1.2	−0.7	+0.4	+0.6	+0.2	+0.2	−0.1	−1.4	+0.3
2024	−0.2	+0.4	+0.6	+0.3	−0.6	+0.2	−0.3	−2.2	0.0	+0.9	−0.3	+1.4	−0.1
2025	−0.6	−1.2	+0.7	−1.3	−0.9	−0.7	−0.3	−0.9	−0.7	+0.7	−0.8	−0.4	−6.3
2026	−0.3	−0.9	+0.8	−1.2	+1.1	+1.6	−0.9	−0.2	+0.7	+0.3	−0.1	·	+1.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.4%.

Max daily drawdown: −1.2%
Max weekly drawdown: −1.5%
Max drawdown · equity: −10.4%
Max drawdown · balance: −10.4%
Absolute drawdown: −$1,095
Longest drawdown: 1317 days · May
Recovery factor: −0.3
Max simultaneous risk: 3.1%

Symbol split

90 days

USDCAD

100%+2.8%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 22% · Thu 21% · Fri 17% · 44% in the New York session

Behaviour

from 429 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 82% · over 12h 18%. Automated share 100%.

Statistics429 closed trades

Trades429

Won / lost205 / 224

Long win rate48% (429)

Short win rate0% (0)

Avg win+$26.4 · 36.7 pip

Avg loss−$25.4 · −33.4 pip

Best trade+$104 · Jun 10

Worst trade−$121 · May 5

Total pips+61

Lots42.9

Commission + swap−$299

Expectancy / trade−$0.7

Profit factor0.95

Sharpe−0.28daily returns, annualised

Z-score1.1 (73%)dependence between runs

Standard deviation$34.7

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.3

Winning streak6 (+$156)

Losing streak12 (−$190)

Avg holding time1.2 days

Trades / week1.7

Risk / trade3.1%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 17:30	USDCAD	BUY	0.1	1.40396 → 1.39704	23h 20m	−69.2	−$51	—
Oct 20 01:30	USDCAD	BUY	0.1	1.41180 → 1.40921	23h 20m	−25.9	−$19	—
Oct 14 16:20	USDCAD	BUY	0.1	1.42165 → 1.42768	23h 20m	+60.3	+$42	—
Oct 7 19:15	USDCAD	BUY	0.1	1.42136 → 1.42565	23h 20m	+42.9	+$30	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42289 → 1.42474	2.9 days	+18.5	+$12	—
Oct 1 10:00	USDCAD	BUY	0.1	1.41808 → 1.42545	23h 20m	+73.7	+$50	—
Sep 28 21:25	USDCAD	BUY	0.1	1.41483 → 1.41695	23h 20m	+21.2	+$14	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41470 → 1.41332	2.2 days	−13.8	−$10	—
Sep 20 21:03	USDCAD	BUY	0.1	1.40106 → 1.39783	2.3 days	−32.3	−$24	—
Sep 16 14:20	USDCAD	BUY	0.1	1.39143 → 1.39368	23h 20m	+22.5	+$16	—
Sep 9 19:50	USDCAD	BUY	0.1	1.37863 → 1.38055	23h 20m	+19.2	+$13	—
Sep 4 19:50	USDCAD	BUY	0.1	1.37918 → 1.38297	23h 20m	+37.9	+$27	—
Sep 3 19:35	USDCAD	BUY	0.1	1.38420 → 1.37946	23h 20m	−47.4	−$36	—
Sep 1 19:35	USDCAD	BUY	0.1	1.38608 → 1.38959	23h 20m	+35.1	+$25	—
Aug 28 17:50	USDCAD	BUY	0.1	1.38610 → 1.39043	23h 20m	+43.3	+$31	—
Aug 20 17:40	USDCAD	BUY	0.1	1.38151 → 1.37890	23h 20m	−26.1	−$20	—
Aug 19 06:15	USDCAD	BUY	0.1	1.38771 → 1.38791	23h 20m	+2	+$1	—
Aug 17 22:35	USDCAD	BUY	0.1	1.38714 → 1.38719	23h 20m	+0.5	$0	—
Aug 16 21:03	USDCAD	BUY	0.1	1.38903 → 1.38660	2.5 days	−24.3	−$18	—
Aug 10 22:30	USDCAD	BUY	0.1	1.39481 → 1.39398	23h 20m	−8.3	−$6	—
Aug 6 16:15	USDCAD	BUY	0.1	1.40275 → 1.40296	23h 20m	+2.1	$0	—
Jul 30 23:55	USDCAD	BUY	0.1	1.40451 → 1.40108	23h 20m	−34.3	−$25	—
Jul 24 04:45	USDCAD	BUY	0.1	1.40703 → 1.40813	23h 20m	+11	+$7	—
Jul 15 10:10	USDCAD	BUY	0.1	1.41011 → 1.40618	23h 20m	−39.3	−$28	—
Jul 8 21:00	USDCAD	BUY	0.1	1.41989 → 1.41589	23h 20m	−40	−$30	—

1–25 of 429

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