Crystal River · strategy profile

Crystal River · 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	−0.4%	−36	3	1
This month	+0.4%	+53	14	9
This year	−10.4%	−910	128	65

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−3.4	+1.2	−2.7	+0.2	−0.1	−2.1	+2.8	+1.3	−2.5	−1.5	+0.3	+1.9	−4.6
2023	+0.9	+1.5	+0.2	−1.0	−1.1	0.0	−0.4	+0.3	+1.3	+0.6	+0.9	−1.8	+1.3
2024	−1.8	+0.3	−1.5	−1.0	0.0	−0.9	−0.3	−1.2	0.0	−0.5	−1.0	0.0	−8.1
2025	−1.4	−4.4	+1.9	−1.5	−3.2	+2.7	−1.1	−3.1	−1.0	−0.4	−1.5	−0.7	−13.8
2026	−4.0	−0.9	−0.2	−0.5	−1.0	−1.4	−1.4	−0.9	−1.4	+0.9	−0.3	·	−11.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −31.8%.

Max daily drawdown: −2.8%
Max weekly drawdown: −2.3%
Max drawdown · equity: −31.8%
Max drawdown · balance: −31.8%
Absolute drawdown: −$3,137
Longest drawdown: 1764 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 2.7%

Symbol split

90 days

USDCAD

100%+31.0%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 28% · Tue 12% · Wed 22% · Thu 21% · Fri 16% · 48% in the New York session

Behaviour

from 849 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 7% · 4–12h 28% · over 12h 65%. Automated share 100%.

Statistics849 closed trades

Trades849

Won / lost482 / 367

Long win rate58% (421)

Short win rate55% (428)

Avg win+$26.7 · 36.9 pip

Avg loss−$43.5 · −57.0 pip

Best trade+$32 · Jan 20

Worst trade−$240 · Apr 11

Total pips−3,115

Lots84.9

Commission + swap−$814

Expectancy / trade−$3.7

Profit factor0.81

Sharpe−1.54daily returns, annualised

Z-score−0.6 (43%)dependence between runs

Standard deviation$41.6

AHPR / GHPR−0.04% / −0.04%

Recovery factor−1.0

Winning streak12 (+$135)

Losing streak8 (−$194)

Avg holding time1.9 days

Trades / week3.4

Risk / trade2.7%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.39994 → 1.39573	3.9 days	−42.1	−$31	—
Oct 28 19:21	USDCAD	SELL	0.1	1.40389 → 1.39991	5h 21m	+39.8	+$28	—
Oct 28 13:05	USDCAD	SELL	0.1	1.40109 → 1.40446	2.6 days	−33.7	−$25	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40276 → 1.40390	3.5 days	+11.4	+$7	—
Oct 22 06:51	USDCAD	SELL	0.1	1.40630 → 1.40232	16h 6m	+39.8	+$27	—
Oct 21 13:50	USDCAD	BUY	0.1	1.41301 → 1.40638	2.6 days	−66.3	−$48	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42158 → 1.41095	3.8 days	−106.3	−$76	—
Oct 14 19:57	USDCAD	SELL	0.1	1.42771 → 1.42373	5h 27m	+39.8	+$28	—
Oct 14 13:59	USDCAD	BUY	0.1	1.42575 → 1.42973	2.3 days	+39.8	+$27	—
Oct 12 03:35	USDCAD	BUY	0.1	1.42852 → 1.42565	2.6 days	−28.7	−$21	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42174 → 1.42572	6h 0m	+39.8	+$28	—
Oct 8 19:59	USDCAD	SELL	0.1	1.42592 → 1.42194	1.3 days	+39.8	+$26	—
Oct 7 12:10	USDCAD	BUY	0.1	1.42137 → 1.42535	12h 25m	+39.8	+$28	—
Oct 6 18:08	USDCAD	SELL	0.1	1.42478 → 1.42080	1.9 days	+39.8	+$28	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42299 → 1.42474	2.8 days	+17.5	+$12	—
Oct 1 21:05	USDCAD	SELL	0.1	1.41823 → 1.42196	2.6 days	−37.3	−$29	—
Sep 29 05:42	USDCAD	BUY	0.1	1.41501 → 1.41899	1.3 days	+39.8	+$28	—
Sep 27 21:03	USDCAD	SELL	0.1	1.41341 → 1.41351	3.2 days	−1	−$2	—
Sep 24 12:20	USDCAD	SELL	0.1	1.40262 → 1.41187	2.6 days	−92.5	−$68	—
Sep 21 16:55	USDCAD	BUY	0.1	1.39912 → 1.40310	17h 55m	+39.8	+$28	—
Sep 20 21:03	USDCAD	SELL	0.1	1.39864 → 1.39802	3.7 days	+6.2	+$3	—
Sep 17 00:50	USDCAD	SELL	0.1	1.38924 → 1.39944	2.6 days	−102	−$75	—
Sep 14 04:50	USDCAD	SELL	0.1	1.38638 → 1.38757	2.6 days	−11.9	−$9	—
Sep 11 10:35	USDCAD	BUY	0.1	1.38113 → 1.38511	1.6 days	+39.8	+$27	—
Sep 9 17:05	USDCAD	BUY	0.1	1.38413 → 1.38041	2.6 days	−37.2	−$28	—

1–25 of 849

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