Lilac Haven · strategy profile

Lilac Haven · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−10	1	0
This week	−0.6%	−60	3	1
This month	−0.5%	−35	13	7
This year	−1.5%	−14	108	52

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.0	−1.1	+0.9	+2.0	−0.5	+1.6	−0.9	+0.5	−4.1	−4.9	−1.5	+0.3	−6.9
2023	−5.2	−0.4	0.0	−3.0	−2.4	+1.0	−0.9	+2.3	−1.3	+2.7	−2.9	+1.0	−9.1
2024	+2.1	−2.3	−0.7	+0.2	+0.1	+1.4	+1.0	−0.5	+0.2	−0.3	−1.0	+0.7	+0.8
2025	−4.3	−0.1	+0.8	−1.2	−0.7	−1.6	+0.6	−1.6	+0.1	−1.4	−0.8	−0.7	−10.9
2026	+2.8	−1.0	+0.3	+1.5	−0.6	−1.7	−0.8	−1.2	+0.4	−0.6	+0.1	·	−1.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −28.8%.

Max daily drawdown: −2.4%
Max weekly drawdown: −3.9%
Max drawdown · equity: −28.8%
Max drawdown · balance: −28.8%
Absolute drawdown: −$2,522
Longest drawdown: 1534 days · Sep
Recovery factor: −0.9
Max simultaneous risk: 1.4%

Symbol split

90 days

USDCAD

100%+24.4%

Long 52% · Short 48%

Hour and day

trade opens · UTC

Mon 30% · Tue 17% · Wed 17% · Thu 21% · Fri 15% · 43% in the London session

Behaviour

from 646 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 1% · over 12h 99%. Automated share 100%.

Statistics646 closed trades

Trades646

Won / lost311 / 335

Long win rate49% (336)

Short win rate47% (310)

Avg win+$28.7 · 40.0 pip

Avg loss−$33.9 · −44.7 pip

Best trade+$181 · Feb 5

Worst trade−$194 · Feb 2

Total pips−2,537

Lots64.6

Commission + swap−$632

Expectancy / trade−$3.8

Profit factor0.79

Sharpe−1.40daily returns, annualised

Z-score−0.3 (25%)dependence between runs

Standard deviation$42.0

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak8 (+$282)

Losing streak9 (−$194)

Avg holding time1.8 days

Trades / week2.6

Risk / trade1.4%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 09:30	USDCAD	BUY	0.1	1.39724 → 1.39628	1.4 days	−9.6	−$7	—
Nov 1 22:03	USDCAD	SELL	0.1	1.39738 → 1.39592	3.4 days	+14.6	+$9	—
Oct 29 02:00	USDCAD	BUY	0.1	1.40390 → 1.39735	1.4 days	−65.5	−$49	—
Oct 27 14:00	USDCAD	SELL	0.1	1.40054 → 1.40352	1.4 days	−29.8	−$22	—
Oct 25 21:03	USDCAD	SELL	0.1	1.40002 → 1.40409	2.4 days	−40.7	−$29	—
Oct 23 01:00	USDCAD	SELL	0.1	1.40583 → 1.40029	1.4 days	+55.4	+$38	—
Oct 21 14:00	USDCAD	SELL	0.1	1.40814 → 1.40778	1.4 days	+3.6	+$2	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41388 → 1.41114	2 days	+27.4	+$19	—
Oct 15 14:00	USDCAD	SELL	0.1	1.42012 → 1.41965	1.4 days	+4.7	+$2	—
Oct 13 16:30	USDCAD	SELL	0.1	1.42434 → 1.42142	1.4 days	+29.2	+$20	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42328 → 1.42658	2.4 days	+33	+$23	—
Oct 8 21:30	USDCAD	BUY	0.1	1.42338 → 1.42231	1.4 days	−10.7	−$10	—
Oct 6 14:00	USDCAD	BUY	0.1	1.42910 → 1.42445	1.4 days	−46.5	−$33	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42560 → 1.42474	3.2 days	−8.6	−$7	—
Oct 1 02:00	USDCAD	BUY	0.1	1.41916 → 1.42410	1.4 days	+49.4	+$33	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41188 → 1.41332	3.4 days	+14.4	+$9	—
Sep 24 10:00	USDCAD	BUY	0.1	1.40670 → 1.41037	1.4 days	+36.7	+$25	—
Sep 22 10:30	USDCAD	SELL	0.1	1.39917 → 1.40369	1.4 days	−45.2	−$33	—
Sep 20 21:03	USDCAD	BUY	0.1	1.40003 → 1.39783	3.4 days	−22	−$17	—
Sep 17 06:00	USDCAD	BUY	0.1	1.39191 → 1.39894	1.4 days	+70.3	+$48	—
Sep 15 14:00	USDCAD	BUY	0.1	1.38745 → 1.39092	1.4 days	+34.7	+$24	—
Sep 11 14:00	USDCAD	BUY	0.1	1.38077 → 1.38642	1.4 days	+56.5	+$40	—
Sep 10 02:00	USDCAD	SELL	0.1	1.37795 → 1.38058	1.4 days	−26.3	−$21	—
Sep 8 14:00	USDCAD	BUY	0.1	1.38376 → 1.37825	1.4 days	−55.1	−$40	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38082 → 1.38264	2.4 days	+18.2	+$13	—

1–25 of 646

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