Rose Sparrow · strategy profile

Rose Sparrow · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	0.0%	+11	2	1
This month	+0.5%	+81	12	7
This year	+0.7%	+280	110	67

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.1	−0.2	+2.0	+2.1	−0.1	−1.2	−1.3	+0.8	−2.6	+1.5	+4.5	−1.3	+4.3
2023	−3.3	+3.0	−3.6	−1.1	−0.4	+1.5	−0.6	−1.0	+1.2	+0.6	+0.9	−0.9	−3.8
2024	+0.9	+0.9	−0.8	−2.5	−0.5	+0.3	+0.7	+1.8	+0.4	−0.5	+0.8	+1.0	+2.5
2025	−3.3	−1.4	−1.5	+0.4	−3.9	+1.9	−2.4	+0.3	+2.0	−0.1	−0.7	−1.1	−9.9
2026	+0.5	−0.3	+1.3	+0.3	+0.7	+0.1	−0.4	+0.4	−2.1	+0.7	−0.1	·	+1.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.6%.

Max daily drawdown: −2.6%
Max weekly drawdown: −2.3%
Max drawdown · equity: −13.6%
Max drawdown · balance: −13.6%
Absolute drawdown: −$1,433
Longest drawdown: 1431 days · Aug
Recovery factor: −0.5
Max simultaneous risk: 3.0%

Symbol split

90 days

USDCAD

100%+6.4%

Long 42% · Short 58%

Hour and day

trade opens · UTC

Mon 27% · Tue 23% · Wed 11% · Thu 19% · Fri 20% · 52% in the New York session

Behaviour

from 705 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 1% · 1–4h 7% · 4–12h 27% · over 12h 65%. Automated share 100%.

Statistics705 closed trades

Trades705

Won / lost457 / 248

Long win rate68% (295)

Short win rate63% (410)

Avg win+$27.2 · 37.7 pip

Avg loss−$52.6 · −68.9 pip

Best trade+$32 · Jan 12

Worst trade−$270 · Sep 23

Total pips+137

Lots70.5

Commission + swap−$815

Expectancy / trade−$0.9

Profit factor0.95

Sharpe−0.31daily returns, annualised

Z-score0.4 (32%)dependence between runs

Standard deviation$45.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak11 (+$169)

Losing streak5 (−$241)

Avg holding time2.3 days

Trades / week2.8

Risk / trade3.0%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 00:25	USDCAD	BUY	0.1	1.39939 → 1.39648	3.7 days	−29.1	−$22	—
Oct 29 02:06	USDCAD	SELL	0.1	1.40115 → 1.39717	2.3 days	+39.8	+$26	—
Oct 26 15:10	USDCAD	SELL	0.1	1.40046 → 1.40474	3.7 days	−42.8	−$31	—
Oct 22 17:34	USDCAD	SELL	0.1	1.40464 → 1.40066	2.3 days	+39.8	+$26	—
Oct 20 10:16	USDCAD	SELL	0.1	1.40930 → 1.40532	19h 31m	+39.8	+$28	—
Oct 19 11:21	USDCAD	SELL	0.1	1.41180 → 1.40782	11h 21m	+39.8	+$28	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41512 → 1.41114	2.5 days	+39.8	+$28	—
Oct 16 09:23	USDCAD	SELL	0.1	1.41967 → 1.41569	16h 23m	+39.8	+$28	—
Oct 15 15:25	USDCAD	BUY	0.1	1.42735 → 1.41945	3.7 days	−79	−$58	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42341 → 1.42739	0h 1m	+39.8	+$28	—
Oct 9 11:10	USDCAD	BUY	0.1	1.42597 → 1.42357	3.7 days	−24	−$20	—
Oct 5 14:55	USDCAD	SELL	0.1	1.42193 → 1.42423	3.7 days	−23	−$17	—
Oct 1 19:55	USDCAD	SELL	0.1	1.41514 → 1.42250	3.7 days	−73.6	−$54	—
Sep 28 00:15	USDCAD	BUY	0.1	1.41159 → 1.41557	3.6 days	+39.8	+$27	—
Sep 24 10:25	USDCAD	BUY	0.1	1.40735 → 1.41133	1.8 days	+39.8	+$26	—
Sep 22 14:16	USDCAD	BUY	0.1	1.40197 → 1.40595	1.1 days	+39.8	+$28	—
Sep 21 10:40	USDCAD	SELL	0.1	1.39827 → 1.40206	3.7 days	−37.9	−$28	—
Sep 17 15:25	USDCAD	SELL	0.1	1.38650 → 1.39911	3.7 days	−126.1	−$93	—
Sep 13 21:03	USDCAD	SELL	0.1	1.37824 → 1.38595	5.1 days	−77.1	−$59	—
Sep 8 14:25	USDCAD	SELL	0.1	1.38129 → 1.37731	18h 10m	+39.8	+$28	—
Sep 7 14:10	USDCAD	SELL	0.1	1.37832 → 1.38063	3.7 days	−23.1	−$18	—
Sep 3 15:25	USDCAD	BUY	0.1	1.39105 → 1.37846	3.7 days	−125.9	−$94	—
Aug 30 21:03	USDCAD	SELL	0.1	1.38736 → 1.39019	4.1 days	−28.3	−$23	—
Aug 26 14:24	USDCAD	BUY	0.1	1.38460 → 1.38858	2.1 days	+39.8	+$28	—
Aug 24 08:02	USDCAD	BUY	0.1	1.37977 → 1.38375	3h 47m	+39.8	+$29	—

1–25 of 705

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