Crystal Cliff · strategy profile

Crystal Cliff · 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	+0.7%	+62	3	1
This month	+2.2%	+213	13	5
This year	−6.7%	−493	166	30

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.4	−0.8	+0.5	−2.8	+0.3	0.0	−1.4	−2.5	−5.5	−1.8	−0.1	−2.4	−16.7
2023	+1.2	−4.5	−1.0	+0.5	−1.1	+1.0	−1.1	−2.7	−1.4	−0.2	+2.6	+1.8	−4.9
2024	−2.4	+0.1	−0.5	−1.1	+1.6	−0.7	+0.1	+2.0	−2.3	−4.2	−2.3	−2.7	−12.5
2025	−3.0	+1.5	−0.1	+4.2	0.0	+0.1	−1.6	−0.5	−0.6	−1.3	−0.3	+0.7	−0.8
2026	+1.3	−1.3	−3.4	+3.1	−3.5	−4.0	+3.0	+1.0	−4.1	+1.5	0.0	·	−6.5

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −0.8%
Max weekly drawdown: −2.5%
Max drawdown · equity: −37.9%
Max drawdown · balance: −37.9%
Absolute drawdown: −$3,637
Longest drawdown: 1751 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 0.0%

Symbol split

90 days

USDCAD

100%+34.8%

Long 4% · Short 96%

Hour and day

trade opens · UTC

Mon 24% · Tue 24% · Wed 16% · Thu 16% · Fri 19% · 50% in the New York session

Behaviour

from 1,084 trades

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

Holding time: under 1h 2% · 1–4h 26% · 4–12h 40% · over 12h 33%. Automated share 100%.

Statistics1,084 closed trades

Trades1,084

Won / lost170 / 914

Long win rate18% (44)

Short win rate16% (1,040)

Avg win+$60.9 · 85.4 pip

Avg loss−$15.1 · −20.1 pip

Best trade+$275 · Apr 13

Worst trade−$51 · Feb 9

Total pips−3,832

Lots108.4

Commission + swap−$688

Expectancy / trade−$3.2

Profit factor0.75

Sharpe−1.62daily returns, annualised

Z-score−0.3 (20%)dependence between runs

Standard deviation$33.1

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak4 (+$169)

Losing streak32 (−$251)

Avg holding time1.3 days

Trades / week4.3

Risk / trade0.0%

Monthly average−0.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 19:45	USDCAD	SELL	0.1	1.39709 → 1.39911	18h 32m	−20.2	−$14	—
Nov 1 22:03	USDCAD	SELL	0.1	1.40618 → 1.39592	4.7 days	+102.6	+$71	—
Oct 28 04:12	USDCAD	SELL	0.1	1.40472 → 1.40674	5h 47m	−20.2	−$14	—
Oct 27 13:51	USDCAD	SELL	0.1	1.40106 → 1.40308	20h 31m	−20.2	−$15	—
Oct 26 13:24	USDCAD	SELL	0.1	1.40120 → 1.40322	13h 24m	−20.2	−$14	—
Oct 25 21:03	USDCAD	SELL	0.1	1.40498 → 1.40409	4.1 days	+8.9	+$4	—
Oct 21 14:05	USDCAD	SELL	0.1	1.40597 → 1.40799	16h 10m	−20.2	−$14	—
Oct 20 17:05	USDCAD	SELL	0.1	1.41446 → 1.40591	3.9 days	+85.5	+$60	—
Oct 16 17:53	USDCAD	SELL	0.1	1.42841 → 1.41615	3.9 days	+122.6	+$84	—
Oct 12 16:04	USDCAD	SELL	0.1	1.42651 → 1.42853	2.9 days	−20.2	−$15	—
Oct 9 10:31	USDCAD	SELL	0.1	1.42144 → 1.42346	4h 23m	−20.2	−$14	—
Oct 9 04:25	USDCAD	SELL	0.1	1.42704 → 1.42156	3.9 days	+54.8	+$36	—
Oct 5 02:12	USDCAD	SELL	0.1	1.42513 → 1.42715	2.3 days	−20.2	−$15	—
Oct 2 15:18	USDCAD	SELL	0.1	1.42294 → 1.42496	19h 48m	−20.2	−$15	—
Oct 1 15:31	USDCAD	SELL	0.1	1.42349 → 1.42551	1h 36m	−20.2	−$14	—
Oct 1 09:56	USDCAD	SELL	0.1	1.42356 → 1.42558	2h 51m	−20.2	−$14	—
Sep 30 15:51	USDCAD	SELL	0.1	1.41836 → 1.42038	19h 57m	−20.2	−$15	—
Sep 29 05:45	USDCAD	SELL	0.1	1.41728 → 1.41930	3h 30m	−20.2	−$14	—
Sep 28 10:13	USDCAD	SELL	0.1	1.41454 → 1.41656	3.1 days	−20.2	−$15	—
Sep 25 06:03	USDCAD	SELL	0.1	1.41325 → 1.41527	9h 3m	−20.2	−$14	—
Sep 24 12:39	USDCAD	SELL	0.1	1.41018 → 1.41220	8h 4m	−20.2	−$14	—
Sep 23 14:23	USDCAD	SELL	0.1	1.40810 → 1.41012	7h 33m	−20.2	−$14	—
Sep 23 02:10	USDCAD	SELL	0.1	1.40602 → 1.40804	6h 30m	−20.2	−$15	—
Sep 22 08:33	USDCAD	SELL	0.1	1.40307 → 1.40509	10h 20m	−20.2	−$14	—
Sep 21 16:30	USDCAD	SELL	0.1	1.40082 → 1.40284	7h 45m	−20.2	−$14	—

1–25 of 1084

Crystal Cliff◇Strategy

Rules

Research records

Version timeline