Cerulean Wave · strategy profile

Cerulean Wave · 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	−0.8%	−78	2	1
This month	+1.4%	+177	18	14
This year	+0.4%	+249	162	102

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.4	−1.4	+1.6	+0.5	−0.5	−1.8	−1.7	−4.7	−7.6	−0.3	+0.5	−2.2	−16.3
2023	−2.2	+3.0	−1.3	+2.8	−1.3	+2.9	+0.2	+1.0	−2.3	−2.6	−3.6	−1.8	−5.1
2024	+2.7	+0.4	−2.3	+0.3	+1.7	−0.1	+0.9	−1.3	+0.4	+1.9	−0.1	−1.9	+2.7
2025	+1.6	−4.9	+1.0	−0.6	−3.5	+1.9	−2.7	−0.3	−1.4	+0.7	+0.2	+1.1	−6.9
2026	−1.1	+1.0	−1.4	−0.1	−0.9	−1.8	+1.3	+1.0	+0.5	+1.9	−0.1	·	+0.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −29.8%.

Max daily drawdown: −3.4%
Max weekly drawdown: −3.5%
Max drawdown · equity: −29.8%
Max drawdown · balance: −29.8%
Absolute drawdown: −$2,725
Longest drawdown: 1651 days · Jul
Recovery factor: −0.8
Max simultaneous risk: 3.6%

Symbol split

90 days

USDCAD

100%+23.4%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 27% · Tue 14% · Wed 21% · Thu 20% · Fri 18% · 49% in the New York session

Behaviour

from 1,016 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 1% · 1–4h 13% · 4–12h 31% · over 12h 55%. Automated share 100%.

Statistics1,016 closed trades

Trades1,016

Won / lost670 / 346

Long win rate67% (496)

Short win rate65% (520)

Avg win+$20.6 · 28.6 pip

Avg loss−$46.7 · −61.4 pip

Best trade+$24 · Mar 30

Worst trade−$288 · Feb 5

Total pips−2,064

Lots101.6

Commission + swap−$822

Expectancy / trade−$2.3

Profit factor0.86

Sharpe−0.99daily returns, annualised

Z-score1.6 (89%)dependence between runs

Standard deviation$39.2

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.8

Winning streak14 (+$244)

Losing streak6 (−$288)

Avg holding time1.6 days

Trades / week4.0

Risk / trade3.6%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.40648 → 1.39573	4.7 days	−107.5	−$80	—
Oct 28 02:23	USDCAD	BUY	0.1	1.40330 → 1.40628	1.4 days	+29.8	+$20	—
Oct 26 13:53	USDCAD	BUY	0.1	1.40116 → 1.40414	4h 38m	+29.8	+$21	—
Oct 26 06:30	USDCAD	SELL	0.1	1.39856 → 1.40117	2.6 days	−26.1	−$19	—
Oct 23 12:51	USDCAD	SELL	0.1	1.40068 → 1.39770	10h 6m	+29.8	+$21	—
Oct 23 00:09	USDCAD	SELL	0.1	1.40311 → 1.40013	18h 54m	+29.8	+$21	—
Oct 22 04:45	USDCAD	BUY	0.1	1.41096 → 1.40333	2.6 days	−76.3	−$57	—
Oct 19 10:38	USDCAD	SELL	0.1	1.41180 → 1.40882	10h 38m	+29.8	+$21	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41604 → 1.41306	2.4 days	+29.8	+$21	—
Oct 16 08:59	USDCAD	SELL	0.1	1.41933 → 1.41635	21h 44m	+29.8	+$21	—
Oct 15 11:13	USDCAD	SELL	0.1	1.42239 → 1.41941	1.9 days	+29.8	+$19	—
Oct 13 13:20	USDCAD	SELL	0.1	1.42581 → 1.42283	1.4 days	+29.8	+$20	—
Oct 12 01:06	USDCAD	SELL	0.1	1.42825 → 1.42527	2.5 days	+29.8	+$20	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42341 → 1.42639	0h 1m	+29.8	+$21	—
Oct 9 12:00	USDCAD	SELL	0.1	1.41980 → 1.42287	2.6 days	−30.7	−$24	—
Oct 6 15:27	USDCAD	SELL	0.1	1.42507 → 1.42209	1.2 days	+29.8	+$20	—
Oct 5 08:25	USDCAD	SELL	0.1	1.42838 → 1.42540	4h 50m	+29.8	+$21	—
Oct 5 02:49	USDCAD	BUY	0.1	1.42479 → 1.42777	5h 39m	+29.8	+$21	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42388 → 1.42474	3.2 days	+8.6	+$5	—
Oct 1 15:34	USDCAD	BUY	0.1	1.42311 → 1.42609	18h 4m	+29.8	+$21	—
Sep 30 15:53	USDCAD	BUY	0.1	1.41785 → 1.42083	1.6 days	+29.8	+$20	—
Sep 29 00:04	USDCAD	BUY	0.1	1.41501 → 1.41799	1.1 days	+29.8	+$21	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41300 → 1.41332	3.2 days	+3.2	+$1	—
Sep 24 13:25	USDCAD	BUY	0.1	1.40993 → 1.41291	23h 25m	+29.8	+$20	—
Sep 23 13:50	USDCAD	SELL	0.1	1.39885 → 1.40911	2.6 days	−102.6	−$74	—

1–25 of 1016

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