Valley Leaf · strategy profile

Valley Leaf · 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	+0.3%	+37	1	1
This week	−0.3%	−32	2	1
This month	−2.5%	−294	8	3
This year	−8.7%	−934	81	33

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+2.8	+0.5	+0.5	+0.7	−2.1	+1.0	−3.1	−1.8	−2.2	−0.9	+0.1	−0.4	−4.9
2023	−2.9	+1.6	+4.0	+1.0	−1.9	−0.4	+3.8	−3.4	−0.8	+2.0	+2.6	−0.9	+4.9
2024	0.0	+0.9	+1.7	+0.1	−2.2	+0.2	−1.2	−2.4	+0.4	+1.9	+2.2	−2.2	−0.6
2025	+0.4	+1.5	−2.5	−4.9	+0.1	−1.4	−2.2	0.0	+2.1	−0.4	+0.6	+3.2	−3.4
2026	−0.4	−2.5	−0.9	−1.6	−1.4	+2.0	−0.9	−2.3	+1.8	−2.6	−0.1	·	−8.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.1%.

Max daily drawdown: −2.6%
Max weekly drawdown: −2.8%
Max drawdown · equity: −18.1%
Max drawdown · balance: −18.1%
Absolute drawdown: −$1,922
Longest drawdown: 1653 days · Oct
Recovery factor: −0.7
Max simultaneous risk: 3.1%

Symbol split

90 days

USDCAD

100%+13.2%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 31% · Tue 19% · Wed 0% · Thu 20% · Fri 30% · 53% in the New York session

Behaviour

from 462 trades

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

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

Statistics462 closed trades

Trades462

Won / lost216 / 246

Long win rate52% (224)

Short win rate42% (238)

Avg win+$45.1 · 63.7 pip

Avg loss−$44.9 · −58.4 pip

Best trade+$232 · Feb 7

Worst trade−$249 · Apr 13

Total pips−612

Lots46.2

Commission + swap−$878

Expectancy / trade−$2.8

Profit factor0.88

Sharpe−0.72daily returns, annualised

Z-score−0.7 (52%)dependence between runs

Standard deviation$59.9

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.7

Winning streak10 (+$217)

Losing streak10 (−$207)

Avg holding time3.8 days

Trades / week1.8

Risk / trade3.1%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 02:45	USDCAD	BUY	0.1	1.39564 → 1.39938	3.6 days	+37.4	+$26	—
Oct 30 11:15	USDCAD	BUY	0.1	1.40218 → 1.39524	3.6 days	−69.4	−$53	—
Oct 26 19:26	USDCAD	BUY	0.1	1.40075 → 1.40215	3.6 days	+14	+$9	—
Oct 23 03:22	USDCAD	BUY	0.1	1.40787 → 1.40054	3.6 days	−73.3	−$55	—
Oct 19 11:45	USDCAD	BUY	0.1	1.41908 → 1.40758	3.6 days	−115	−$83	—
Oct 15 20:03	USDCAD	BUY	0.1	1.42582 → 1.41854	3.6 days	−72.8	−$54	—
Oct 12 04:35	USDCAD	SELL	0.1	1.42607 → 1.42574	3.6 days	+3.3	+$1	—
Oct 8 12:53	USDCAD	SELL	0.1	1.42472 → 1.42656	3.6 days	−18.4	−$15	—
Oct 4 21:03	USDCAD	BUY	0.1	1.41979 → 1.42474	5.4 days	+49.5	+$32	—
Sep 29 10:29	USDCAD	BUY	0.1	1.41459 → 1.41952	3.6 days	+49.3	+$34	—
Sep 25 18:15	USDCAD	BUY	0.1	1.40355 → 1.41511	3.6 days	+115.6	+$79	—
Sep 22 02:30	USDCAD	SELL	0.1	1.40032 → 1.40367	3.6 days	−33.5	−$25	—
Sep 18 10:30	USDCAD	SELL	0.1	1.39000 → 1.40023	3.6 days	−102.3	−$76	—
Sep 14 18:50	USDCAD	BUY	0.1	1.38463 → 1.39020	3.6 days	+55.7	+$40	—
Sep 11 03:23	USDCAD	BUY	0.1	1.38220 → 1.38439	3.6 days	+21.9	+$13	—
Sep 7 11:55	USDCAD	BUY	0.1	1.37918 → 1.38194	3.6 days	+27.6	+$19	—
Sep 3 20:15	USDCAD	SELL	0.1	1.38893 → 1.37869	3.6 days	+102.4	+$72	—
Aug 31 04:35	USDCAD	SELL	0.1	1.38685 → 1.38915	3.6 days	−23	−$18	—
Aug 27 12:54	USDCAD	SELL	0.1	1.38103 → 1.38718	3.6 days	−61.5	−$47	—
Aug 23 21:03	USDCAD	BUY	0.1	1.38782 → 1.38052	5.4 days	−73	−$56	—
Aug 18 11:33	USDCAD	SELL	0.1	1.38731 → 1.38760	3.6 days	−2.9	−$3	—
Aug 14 20:03	USDCAD	BUY	0.1	1.39316 → 1.38751	3.6 days	−56.5	−$43	—
Aug 11 04:21	USDCAD	BUY	0.1	1.39517 → 1.39295	3.6 days	−22.2	−$17	—
Aug 7 11:00	USDCAD	BUY	0.1	1.40452 → 1.40187	3.6 days	−26.5	−$22	—
Aug 3 18:58	USDCAD	SELL	0.1	1.40210 → 1.40447	3.6 days	−23.7	−$17	—

1–25 of 462

Valley Leaf◇Strategy

Rules