Blue Crest · strategy profile

Blue Crest · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.2%	−22	1	0
This week	−0.2%	−27	2	0
This month	−0.1%	−10	11	6
This year	−2.0%	−256	105	40

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.9	−0.9	−0.4	+1.0	−1.3	+0.8	+0.3	+1.4	−0.3	+0.2	+1.6	+1.0	+2.6
2023	+0.3	−0.9	−1.6	−0.5	−0.2	−0.4	+0.5	−0.5	+0.3	+0.8	−0.8	−0.7	−3.8
2024	−0.2	+0.3	+0.3	−0.5	+0.1	−0.2	+0.4	0.0	−0.6	−0.1	−1.3	−0.6	−2.4
2025	−0.4	+1.4	−0.2	−0.1	+0.2	−0.1	−0.7	+0.1	−0.7	−0.7	0.0	−0.2	−1.4
2026	+0.1	0.0	−0.6	−0.2	+0.1	−0.4	−0.4	−0.1	−0.2	+0.1	−0.2	·	−2.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.8%.

Max daily drawdown: −1.0%
Max weekly drawdown: −1.2%
Max drawdown · equity: −9.8%
Max drawdown · balance: −9.8%
Absolute drawdown: −$1,006
Longest drawdown: 1370 days · Nov
Recovery factor: −0.7
Max simultaneous risk: 0.5%

Symbol split

90 days

USDCAD

100%+6.9%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 16% · Tue 21% · Wed 20% · Thu 22% · Fri 21% · 56% in the New York session

Behaviour

from 741 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 93% · over 12h 4%. Automated share 100%.

Statistics741 closed trades

Trades741

Won / lost325 / 416

Long win rate43% (364)

Short win rate44% (377)

Avg win+$15.1 · 20.6 pip

Avg loss−$13.5 · −18.0 pip

Best trade+$142 · Feb 2

Worst trade−$48 · Feb 10

Total pips−822

Lots74.1

Commission + swap−$90

Expectancy / trade−$0.9

Profit factor0.88

Sharpe−0.84daily returns, annualised

Z-score−0.3 (24%)dependence between runs

Standard deviation$20.4

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.7

Winning streak8 (+$141)

Losing streak12 (−$75)

Avg holding time6h 17m

Trades / week2.9

Risk / trade0.5%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 06:45	USDCAD	BUY	0.1	1.39927 → 1.39702	4h 45m	−22.5	−$16	—
Oct 28 16:45	USDCAD	SELL	0.1	1.40332 → 1.40379	4h 45m	−4.7	−$3	—
Oct 27 18:45	USDCAD	BUY	0.1	1.40338 → 1.40525	4h 45m	+18.7	+$13	—
Oct 26 18:45	USDCAD	BUY	0.1	1.40485 → 1.40197	4h 45m	−28.8	−$21	—
Oct 15 00:45	USDCAD	SELL	0.1	1.42370 → 1.42049	4h 45m	+32.1	+$21	—
Oct 14 18:45	USDCAD	BUY	0.1	1.42992 → 1.42475	4h 45m	−51.7	−$36	—
Oct 13 16:45	USDCAD	SELL	0.1	1.42417 → 1.42163	4h 45m	+25.4	+$18	—
Oct 9 18:45	USDCAD	BUY	0.1	1.42753 → 1.42692	4h 45m	−6.1	−$4	—
Oct 8 18:45	USDCAD	SELL	0.1	1.42422 → 1.42300	4h 45m	+12.2	+$9	—
Oct 7 16:45	USDCAD	BUY	0.1	1.42461 → 1.42583	4h 45m	+12.2	+$9	—
Oct 6 20:45	USDCAD	SELL	0.1	1.42188 → 1.42158	4h 45m	+3	+$2	—
Sep 10 20:45	USDCAD	SELL	0.1	1.38062 → 1.38359	4h 45m	−29.7	−$21	—
Sep 10 08:45	USDCAD	BUY	0.1	1.38077 → 1.38069	4h 45m	−0.8	−$1	—
Sep 10 02:45	USDCAD	SELL	0.1	1.38006 → 1.38103	4h 45m	−9.7	−$7	—
Sep 9 20:45	USDCAD	BUY	0.1	1.38077 → 1.38040	4h 45m	−3.7	−$3	—
Sep 6 21:03	USDCAD	SELL	0.1	1.38309 → 1.38283	2 days	+2.6	+$1	—
Sep 4 18:45	USDCAD	BUY	0.1	1.38573 → 1.38382	4h 45m	−19.1	−$14	—
Sep 2 18:45	USDCAD	SELL	0.1	1.38665 → 1.38392	4h 45m	+27.3	+$20	—
Sep 1 08:45	USDCAD	BUY	0.1	1.38691 → 1.38718	4h 45m	+2.7	+$2	—
Aug 31 20:45	USDCAD	SELL	0.1	1.38611 → 1.38561	4h 45m	+5	+$4	—
Aug 28 14:45	USDCAD	BUY	0.1	1.38594 → 1.38868	4h 45m	+27.4	+$20	—
Aug 28 06:45	USDCAD	BUY	0.1	1.38556 → 1.38500	4h 45m	−5.6	−$4	—
Aug 28 00:45	USDCAD	SELL	0.1	1.38533 → 1.38502	4h 45m	+3.1	+$2	—
Aug 24 12:45	USDCAD	BUY	0.1	1.38378 → 1.38371	4h 45m	−0.7	−$1	—
Aug 19 04:45	USDCAD	BUY	0.1	1.39001 → 1.38805	4h 45m	−19.6	−$14	—

1–25 of 741

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