Cloudy Lake · strategy profile

Cloudy Lake · 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	+0.5%	+56	4	3
This month	−0.7%	−64	12	8
This year	−2.8%	−118	133	78

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+2.0	+1.1	+1.4	−3.1	+1.1	+1.0	−3.1	+0.5	+0.3	−2.5	−0.6	−2.4	−4.3
2023	−2.8	+4.1	−0.1	−1.9	−5.3	−1.0	−1.8	+1.3	+0.7	−0.1	+2.4	+0.5	−4.1
2024	+0.2	−0.1	+1.1	−2.0	+0.6	+1.8	−1.2	+1.7	−1.6	0.0	+2.5	−0.5	+2.6
2025	−4.0	−3.1	−0.8	−4.0	−1.1	+1.2	0.0	−1.9	−1.0	+1.4	−0.7	−0.9	−15.1
2026	−1.4	0.0	−1.9	−2.3	+0.1	−1.7	+2.1	+1.5	+1.4	−0.7	−0.1	·	−3.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −29.2%.

Max daily drawdown: −2.7%
Max weekly drawdown: −3.7%
Max drawdown · equity: −29.2%
Max drawdown · balance: −29.2%
Absolute drawdown: −$2,544
Longest drawdown: 1676 days · Jul
Recovery factor: −0.8
Max simultaneous risk: 2.6%

Symbol split

90 days

USDCAD

100%+21.9%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 26% · Tue 13% · Wed 23% · Thu 21% · Fri 17% · 48% in the New York session

Behaviour

from 852 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 6% · 4–12h 26% · over 12h 67%. Automated share 100%.

Statistics852 closed trades

Trades852

Won / lost515 / 337

Long win rate61% (401)

Short win rate60% (451)

Avg win+$25.9 · 35.9 pip

Avg loss−$46.1 · −60.7 pip

Best trade+$32 · Mar 29

Worst trade−$237 · Apr 3

Total pips−1,957

Lots85.2

Commission + swap−$805

Expectancy / trade−$2.6

Profit factor0.86

Sharpe−0.97daily returns, annualised

Z-score−0.1 (11%)dependence between runs

Standard deviation$43.6

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.8

Winning streak10 (+$167)

Losing streak6 (−$246)

Avg holding time1.9 days

Trades / week3.4

Risk / trade2.6%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 10:50	USDCAD	BUY	0.1	1.39677 → 1.39799	2.6 days	+12.2	+$8	—
Oct 30 15:45	USDCAD	SELL	0.1	1.39839 → 1.39441	1.6 days	+39.8	+$28	—
Oct 28 19:22	USDCAD	SELL	0.1	1.40372 → 1.39974	1h 7m	+39.8	+$28	—
Oct 28 17:20	USDCAD	SELL	0.1	1.40010 → 1.40367	2.6 days	−35.7	−$26	—
Oct 25 21:03	USDCAD	SELL	0.1	1.40046 → 1.40409	3 days	−36.3	−$26	—
Oct 22 17:34	USDCAD	SELL	0.1	1.40464 → 1.40066	2.3 days	+39.8	+$26	—
Oct 20 10:16	USDCAD	SELL	0.1	1.40930 → 1.40532	19h 31m	+39.8	+$28	—
Oct 19 11:19	USDCAD	SELL	0.1	1.41190 → 1.40792	11h 4m	+39.8	+$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42610 → 1.41095	4.3 days	−151.5	−$110	—
Oct 14 12:20	USDCAD	BUY	0.1	1.42735 → 1.42142	2.6 days	−59.3	−$43	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42612 → 1.42658	4.2 days	+4.6	+$1	—
Oct 7 13:20	USDCAD	BUY	0.1	1.42533 → 1.42560	2.6 days	+2.7	+$1	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42342 → 1.42474	3.9 days	+13.2	+$8	—
Sep 30 19:09	USDCAD	BUY	0.1	1.41924 → 1.42322	1.6 days	+39.8	+$27	—
Sep 29 05:42	USDCAD	BUY	0.1	1.41501 → 1.41899	1.3 days	+39.8	+$28	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41441 → 1.41332	3.1 days	−10.9	−$9	—
Sep 24 18:05	USDCAD	SELL	0.1	1.40307 → 1.41450	2.6 days	−114.3	−$83	—
Sep 22 01:43	USDCAD	BUY	0.1	1.40009 → 1.40407	22h 58m	+39.8	+$28	—
Sep 20 21:03	USDCAD	SELL	0.1	1.39824 → 1.39802	3.4 days	+2.2	+$1	—
Sep 17 10:05	USDCAD	SELL	0.1	1.38995 → 1.39959	2.6 days	−96.4	−$71	—
Sep 14 12:59	USDCAD	BUY	0.1	1.38759 → 1.39157	8h 14m	+39.8	+$29	—
Sep 14 03:35	USDCAD	BUY	0.1	1.38640 → 1.38737	2.6 days	+9.7	+$6	—
Sep 11 12:30	USDCAD	BUY	0.1	1.38378 → 1.38776	10h 30m	+39.8	+$29	—
Sep 11 01:05	USDCAD	BUY	0.1	1.38053 → 1.38351	2.6 days	+29.8	+$19	—
Sep 8 06:01	USDCAD	SELL	0.1	1.38297 → 1.37899	1.4 days	+39.8	+$28	—

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