Pale Valley · strategy profile

Pale Valley · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.4%	−45	2	0
This month	−1.2%	−139	12	4
This year	−7.3%	−828	125	51

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.8	−0.9	−0.8	+0.2	−1.0	+0.1	−0.8	+0.1	+1.7	−2.5	+0.5	+0.5	−4.4
2023	+2.1	+2.1	+1.1	−1.2	+3.1	+1.3	+0.6	−0.1	−2.0	−0.1	−0.1	+0.2	+7.0
2024	−2.3	+0.5	+0.4	−0.6	−1.5	−0.9	−1.1	−0.4	−0.4	+0.6	−1.0	+0.1	−6.6
2025	−0.1	−2.5	−2.2	+1.7	+0.2	−0.3	−0.3	−0.8	−0.6	+0.3	−1.4	−0.3	−6.2
2026	−1.4	−2.2	−1.5	0.0	−0.5	+0.8	−0.6	−0.3	−0.9	−0.8	−0.2	·	−7.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.0%.

Max daily drawdown: −1.6%
Max weekly drawdown: −1.9%
Max drawdown · equity: −21.0%
Max drawdown · balance: −21.0%
Absolute drawdown: −$1,668
Longest drawdown: 1181 days · Nov
Recovery factor: −0.8
Max simultaneous risk: 2.9%

Symbol split

90 days

USDCAD

100%+16.7%

Long 57% · Short 43%

Hour and day

trade opens · UTC

Mon 19% · Tue 22% · Wed 20% · Thu 20% · Fri 19% · 53% in the New York session

Behaviour

from 793 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 87% · over 12h 13%. Automated share 100%.

Statistics793 closed trades

Trades793

Won / lost359 / 434

Long win rate46% (453)

Short win rate44% (340)

Avg win+$21.2 · 29.2 pip

Avg loss−$21.3 · −28.3 pip

Best trade+$145 · Feb 2

Worst trade−$155 · Feb 4

Total pips−1,790

Lots79.3

Commission + swap−$359

Expectancy / trade−$2.1

Profit factor0.82

Sharpe−1.24daily returns, annualised

Z-score0.6 (46%)dependence between runs

Standard deviation$29.8

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak9 (+$213)

Losing streak9 (−$222)

Avg holding time17h 52m

Trades / week3.1

Risk / trade2.9%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 16:25	USDCAD	BUY	0.1	1.39858 → 1.39714	12h 25m	−14.4	−$10	—
Oct 28 04:25	USDCAD	SELL	0.1	1.40371 → 1.40681	12h 25m	−31	−$23	—
Oct 27 09:25	USDCAD	SELL	0.1	1.40092 → 1.40249	12h 25m	−15.7	−$11	—
Oct 26 11:25	USDCAD	BUY	0.1	1.40168 → 1.40129	12h 25m	−3.9	−$3	—
Oct 16 16:25	USDCAD	SELL	0.1	1.41732 → 1.41599	12h 25m	+13.3	+$9	—
Oct 15 01:25	USDCAD	BUY	0.1	1.42675 → 1.42040	12h 25m	−63.5	−$46	—
Oct 12 21:25	USDCAD	BUY	0.1	1.42635 → 1.42774	12h 25m	+13.9	+$9	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42861 → 1.42658	2.3 days	−20.3	−$15	—
Oct 8 22:25	USDCAD	BUY	0.1	1.42645 → 1.42197	12h 25m	−44.8	−$32	—
Oct 8 00:25	USDCAD	BUY	0.1	1.42461 → 1.42617	12h 25m	+15.6	+$9	—
Oct 6 09:25	USDCAD	BUY	0.1	1.42536 → 1.42709	12h 25m	+17.3	+$12	—
Oct 5 13:25	USDCAD	BUY	0.1	1.42601 → 1.42541	12h 25m	−6	−$4	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42349 → 1.42474	2.5 days	+12.5	+$8	—
Oct 2 06:25	USDCAD	SELL	0.1	1.42409 → 1.42133	12h 25m	+27.6	+$19	—
Sep 30 19:25	USDCAD	SELL	0.1	1.41861 → 1.42329	12h 25m	−46.8	−$33	—
Sep 21 11:25	USDCAD	SELL	0.1	1.39893 → 1.40098	12h 25m	−20.5	−$15	—
Sep 13 21:03	USDCAD	BUY	0.1	1.38668 → 1.38576	2.2 days	−9.2	−$7	—
Sep 11 04:25	USDCAD	SELL	0.1	1.38062 → 1.38401	12h 25m	−33.9	−$25	—
Sep 7 21:25	USDCAD	SELL	0.1	1.38252 → 1.38097	12h 25m	+15.5	+$11	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38676 → 1.38264	2.3 days	−41.2	−$30	—
Sep 3 08:25	USDCAD	SELL	0.1	1.38379 → 1.38141	12h 25m	+23.8	+$16	—
Sep 2 00:25	USDCAD	BUY	0.1	1.38817 → 1.38962	12h 25m	+14.5	+$10	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38828 → 1.39000	2.3 days	+17.2	+$12	—
Aug 28 02:25	USDCAD	SELL	0.1	1.38605 → 1.38519	12h 25m	+8.6	+$6	—
Aug 26 03:25	USDCAD	SELL	0.1	1.38339 → 1.38592	12h 25m	−25.3	−$19	—

1–25 of 793

Pale Valley◇Strategy

Rules

Research records

Version timeline