Winter Cliff · strategy profile

Winter Cliff · 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	−0.6%	−61	2	1
This month	−2.1%	−230	9	3
This year	−2.2%	−97	162	84

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.8	−2.1	−0.3	+2.9	−1.5	+0.5	−2.8	−0.2	+4.0	−3.7	−1.5	−1.4	−5.3
2023	−3.3	+0.4	−0.8	+1.1	−1.4	−1.9	−2.1	+1.7	−0.2	+1.5	−2.6	−1.6	−8.9
2024	−0.1	−0.4	−0.4	+1.2	−0.8	−0.8	−0.3	−1.9	−0.1	+2.5	−0.8	−0.5	−2.4
2025	−1.2	+1.4	−1.5	−1.3	−0.2	−1.1	+1.2	−1.2	+0.9	−0.6	−1.0	−1.0	−5.7
2026	−0.4	+0.3	+0.4	−2.2	+1.7	+1.9	−0.9	−2.9	+2.2	−2.3	0.0	·	−2.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −25.3%.

Max daily drawdown: −1.6%
Max weekly drawdown: −2.4%
Max drawdown · equity: −25.3%
Max drawdown · balance: −25.3%
Absolute drawdown: −$2,312
Longest drawdown: 1638 days · Sep
Recovery factor: −0.9
Max simultaneous risk: 2.0%

Symbol split

90 days

USDCAD

100%+22.4%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 17% · Tue 20% · Wed 21% · Thu 22% · Fri 20% · 68% in the New York session

Behaviour

from 884 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 82% · over 12h 18%. Automated share 100%.

Statistics884 closed trades

Trades884

Won / lost407 / 477

Long win rate46% (884)

Short win rate0% (0)

Avg win+$24.5 · 34.1 pip

Avg loss−$25.6 · −33.8 pip

Best trade+$157 · Feb 2

Worst trade−$138 · Mar 5

Total pips−2,268

Lots88.4

Commission + swap−$532

Expectancy / trade−$2.5

Profit factor0.82

Sharpe−1.18daily returns, annualised

Z-score−1.6 (89%)dependence between runs

Standard deviation$34.2

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak7 (+$145)

Losing streak11 (−$227)

Avg holding time1.2 days

Trades / week3.5

Risk / trade2.0%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 11:50	USDCAD	BUY	0.1	1.40487 → 1.39729	21h 35m	−75.8	−$56	—
Oct 28 13:38	USDCAD	BUY	0.1	1.40414 → 1.40563	21h 35m	+14.9	+$10	—
Oct 15 13:54	USDCAD	BUY	0.1	1.42763 → 1.42021	21h 35m	−74.2	−$54	—
Oct 13 17:31	USDCAD	BUY	0.1	1.42857 → 1.42177	21h 35m	−68	−$48	—
Oct 12 18:44	USDCAD	BUY	0.1	1.42744 → 1.42852	21h 35m	+10.8	+$8	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42763 → 1.42658	2.2 days	−10.5	−$8	—
Oct 9 12:17	USDCAD	BUY	0.1	1.42331 → 1.42266	21h 35m	−6.5	−$5	—
Oct 8 14:11	USDCAD	BUY	0.1	1.42609 → 1.42398	21h 35m	−21.1	−$16	—
Oct 5 19:19	USDCAD	BUY	0.1	1.42530 → 1.42534	21h 35m	+0.4	$0	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42581 → 1.42474	2.2 days	−10.7	−$8	—
Oct 2 12:41	USDCAD	BUY	0.1	1.42506 → 1.42279	21h 35m	−22.7	−$16	—
Oct 1 14:55	USDCAD	BUY	0.1	1.42198 → 1.42461	21h 35m	+26.3	+$17	—
Sep 30 16:51	USDCAD	BUY	0.1	1.41794 → 1.42198	21h 35m	+40.4	+$28	—
Sep 29 17:06	USDCAD	BUY	0.1	1.41749 → 1.41961	21h 35m	+21.2	+$14	—
Sep 28 19:15	USDCAD	BUY	0.1	1.41398 → 1.41715	21h 35m	+31.7	+$22	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41425 → 1.41332	2.4 days	−9.3	−$7	—
Sep 25 11:01	USDCAD	BUY	0.1	1.41321 → 1.41390	21h 35m	+6.9	+$4	—
Sep 24 13:17	USDCAD	BUY	0.1	1.41003 → 1.41282	21h 35m	+27.9	+$18	—
Sep 23 15:01	USDCAD	BUY	0.1	1.40829 → 1.40945	21h 35m	+11.6	+$8	—
Sep 22 17:10	USDCAD	BUY	0.1	1.40359 → 1.40793	21h 35m	+43.4	+$30	—
Sep 21 19:30	USDCAD	BUY	0.1	1.39776 → 1.40326	21h 35m	+55	+$39	—
Sep 20 21:03	USDCAD	BUY	0.1	1.40072 → 1.39783	2.4 days	−28.9	−$21	—
Sep 18 10:46	USDCAD	BUY	0.1	1.39907 → 1.40044	21h 35m	+13.7	+$9	—
Sep 17 13:09	USDCAD	BUY	0.1	1.39392 → 1.39880	21h 35m	+48.8	+$33	—
Sep 16 14:57	USDCAD	BUY	0.1	1.39164 → 1.39359	21h 35m	+19.5	+$13	—

1–25 of 884

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