Saffron Lark · strategy profile

Saffron Lark · 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	0.0%	+6	2	1
This month	−1.3%	−130	9	5
This year	+4.5%	+577	100	61

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.4	−2.0	−0.4	−0.8	−0.9	−2.1	−2.4	−1.4	+4.6	−2.0	−0.8	−3.5	−11.2
2023	−1.0	−1.3	−1.1	−0.7	−3.3	−1.0	−4.4	0.0	−1.4	+0.9	−1.5	+2.2	−12.6
2024	−0.9	−0.5	−1.6	+2.0	−1.9	−0.3	0.0	+0.8	+0.1	+0.1	−0.4	+1.6	−1.1
2025	+1.0	−4.0	−1.2	+2.9	−1.0	+0.7	−1.0	−2.6	−1.2	−1.2	−0.5	+1.1	−7.0
2026	−0.4	0.0	+0.3	−0.8	−0.2	+2.6	0.0	−0.1	+4.4	−1.2	−0.3	·	+4.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −30.2%.

Max daily drawdown: −2.9%
Max weekly drawdown: −3.4%
Max drawdown · equity: −30.2%
Max drawdown · balance: −30.2%
Absolute drawdown: −$2,899
Longest drawdown: 1746 days · May
Recovery factor: −0.8
Max simultaneous risk: 3.1%

Symbol split

90 days

USDCAD

100%+24.7%

Long 61% · Short 39%

Hour and day

trade opens · UTC

Mon 29% · Tue 17% · Wed 17% · Thu 19% · Fri 18% · 49% in the New York session

Behaviour

from 618 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 6% · 4–12h 24% · over 12h 70%. Automated share 100%.

Statistics618 closed trades

Trades618

Won / lost365 / 253

Long win rate59% (377)

Short win rate59% (241)

Avg win+$26.3 · 36.6 pip

Avg loss−$47.7 · −62.4 pip

Best trade+$32 · Apr 5

Worst trade−$230 · Feb 4

Total pips−2,449

Lots61.8

Commission + swap−$592

Expectancy / trade−$4.0

Profit factor0.80

Sharpe−1.32daily returns, annualised

Z-score1.1 (71%)dependence between runs

Standard deviation$45.8

AHPR / GHPR−0.04% / −0.05%

Recovery factor−0.8

Winning streak15 (+$121)

Losing streak5 (−$266)

Avg holding time1.9 days

Trades / week2.5

Risk / trade3.1%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 15:45	USDCAD	SELL	0.1	1.39839 → 1.39441	1.6 days	+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	SELL	0.1	1.40049 → 1.40409	2.7 days	−36	−$26	—
Oct 23 00:38	USDCAD	SELL	0.1	1.40392 → 1.39994	2.5 days	+39.8	+$26	—
Oct 20 11:07	USDCAD	SELL	0.1	1.40873 → 1.40475	1 days	+39.8	+$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42365 → 1.41095	4 days	−127	−$91	—
Oct 14 12:20	USDCAD	BUY	0.1	1.42735 → 1.42142	2.6 days	−59.3	−$43	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42619 → 1.42658	4.2 days	+3.9	$0	—
Oct 7 13:20	USDCAD	BUY	0.1	1.42533 → 1.42560	2.6 days	+2.7	+$1	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42342 → 1.42474	3.9 days	+13.2	+$8	—
Sep 30 19:09	USDCAD	BUY	0.1	1.41924 → 1.42322	1.6 days	+39.8	+$27	—
Sep 29 05:42	USDCAD	BUY	0.1	1.41501 → 1.41899	1.3 days	+39.8	+$28	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41413 → 1.41332	3.1 days	−8.1	−$7	—
Sep 24 15:03	USDCAD	BUY	0.1	1.41019 → 1.41417	19h 3m	+39.8	+$27	—
Sep 23 17:04	USDCAD	BUY	0.1	1.40662 → 1.41060	18h 49m	+39.8	+$28	—
Sep 22 15:45	USDCAD	BUY	0.1	1.40325 → 1.40723	21h 45m	+39.8	+$28	—
Sep 21 16:50	USDCAD	BUY	0.1	1.39885 → 1.40283	18h 20m	+39.8	+$28	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39958 → 1.39783	3.8 days	−17.5	−$14	—
Sep 16 18:34	USDCAD	BUY	0.1	1.39394 → 1.39792	3h 19m	+39.8	+$28	—
Sep 16 12:47	USDCAD	BUY	0.1	1.39028 → 1.39426	1.7 days	+39.8	+$28	—
Sep 14 12:59	USDCAD	BUY	0.1	1.38759 → 1.39157	8h 14m	+39.8	+$29	—
Sep 14 03:35	USDCAD	BUY	0.1	1.38640 → 1.38737	2.6 days	+9.7	+$6	—
Sep 11 12:30	USDCAD	BUY	0.1	1.38310 → 1.38708	23h 45m	+39.8	+$28	—
Sep 9 15:23	USDCAD	BUY	0.1	1.37796 → 1.38194	1 days	+39.8	+$28	—
Sep 3 08:09	USDCAD	SELL	0.1	1.38544 → 1.38146	2.5 days	+39.8	+$26	—

1–25 of 618

Saffron Lark◇Strategy

Rules

Research records

Version timeline