Russet Heron · strategy profile

Russet Heron · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.2%	+20	1	1
This week	+0.7%	+86	6	5
This month	+0.7%	+96	23	18
This year	−4.3%	−338	187	132

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.2	+0.5	+0.3	−2.1	+2.1	−1.5	−0.8	−1.6	+3.0	−1.1	−0.8	0.0	−3.3
2023	−0.1	−0.2	−2.1	−2.4	−0.6	+0.8	−1.9	+1.0	+1.0	+1.3	−3.2	+1.4	−4.9
2024	−1.6	−0.6	−1.9	−2.1	−0.5	−1.0	+1.6	+1.4	+0.6	+1.4	−1.3	+0.6	−3.3
2025	+0.5	−4.6	−0.5	+4.4	−0.2	−1.9	+0.1	−0.5	−0.9	+0.3	−1.6	+1.0	−3.9
2026	−0.4	−0.3	+1.4	−2.8	+1.6	+0.4	−1.4	−0.3	−2.9	+0.8	0.0	·	−3.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.2%.

Max daily drawdown: −3.7%
Max weekly drawdown: −3.1%
Max drawdown · equity: −20.2%
Max drawdown · balance: −20.2%
Absolute drawdown: −$1,948
Longest drawdown: 1711 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 3.8%

Symbol split

90 days

USDCAD

100%+18.1%

Long 52% · Short 48%

Hour and day

trade opens · UTC

Mon 29% · Tue 18% · Wed 14% · Thu 21% · Fri 18% · 54% in the New York session

Behaviour

from 1,215 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 2% · 1–4h 27% · 4–12h 33% · over 12h 38%. Automated share 100%.

Statistics1,215 closed trades

Trades1,215

Won / lost931 / 284

Long win rate78% (631)

Short win rate75% (584)

Avg win+$14.2 · 19.6 pip

Avg loss−$52.9 · −69.4 pip

Best trade+$16 · Apr 4

Worst trade−$330 · Feb 5

Total pips−1,434

Lots121.5

Commission + swap−$744

Expectancy / trade−$1.5

Profit factor0.88

Sharpe−0.78daily returns, annualised

Z-score2.0 (96%)dependence between runs

Standard deviation$34.8

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak36 (+$153)

Losing streak3 (−$141)

Avg holding time1.2 days

Trades / week4.8

Risk / trade3.8%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:03	USDCAD	SELL	0.1	1.39880 → 1.39682	10h 48m	+19.8	+$14	—
Nov 2 18:50	USDCAD	SELL	0.1	1.39687 → 1.39813	2.9 days	−12.6	−$10	—
Oct 30 15:39	USDCAD	SELL	0.1	1.39649 → 1.39451	2h 44m	+19.8	+$14	—
Oct 30 01:17	USDCAD	SELL	0.1	1.39822 → 1.39624	5h 42m	+19.8	+$14	—
Oct 29 16:59	USDCAD	SELL	0.1	1.39920 → 1.39722	10h 29m	+19.8	+$14	—
Oct 28 18:51	USDCAD	SELL	0.1	1.40263 → 1.40065	1.5 days	+19.8	+$14	—
Oct 26 16:31	USDCAD	SELL	0.1	1.40387 → 1.40189	1h 16m	+19.8	+$14	—
Oct 26 14:15	USDCAD	SELL	0.1	1.39856 → 1.40537	2.9 days	−68.1	−$49	—
Oct 23 12:20	USDCAD	SELL	0.1	1.40118 → 1.39920	6h 50m	+19.8	+$14	—
Oct 22 15:56	USDCAD	SELL	0.1	1.40415 → 1.40217	4h 26m	+19.8	+$14	—
Oct 22 11:06	USDCAD	BUY	0.1	1.40175 → 1.40373	1h 56m	+19.8	+$14	—
Oct 22 03:04	USDCAD	SELL	0.1	1.40533 → 1.40335	1.5 days	+19.8	+$12	—
Oct 20 03:02	USDCAD	SELL	0.1	1.41082 → 1.40884	7h 37m	+19.8	+$14	—
Oct 19 19:04	USDCAD	BUY	0.1	1.40888 → 1.41086	4h 9m	+19.8	+$14	—
Oct 19 14:51	USDCAD	SELL	0.1	1.41077 → 1.40879	1h 6m	+19.8	+$14	—
Oct 19 06:49	USDCAD	SELL	0.1	1.41209 → 1.41011	2h 29m	+19.8	+$14	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42479 → 1.41095	4.1 days	−138.4	−$101	—
Oct 14 17:01	USDCAD	SELL	0.1	1.42832 → 1.42634	2h 11m	+19.8	+$14	—
Oct 14 13:57	USDCAD	BUY	0.1	1.42736 → 1.42934	1.5 days	+19.8	+$13	—
Oct 12 11:30	USDCAD	BUY	0.1	1.42852 → 1.42635	2.9 days	−21.7	−$16	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42567 → 1.42765	1 days	+19.8	+$13	—
Oct 8 11:08	USDCAD	BUY	0.1	1.42484 → 1.42682	3h 23m	+19.8	+$14	—
Oct 8 05:00	USDCAD	BUY	0.1	1.42822 → 1.42621	2.9 days	−20.1	−$17	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42425 → 1.42474	3.4 days	+4.9	+$2	—
Oct 1 09:56	USDCAD	BUY	0.1	1.42342 → 1.42540	11h 26m	+19.8	+$14	—

1–25 of 1215

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