Winter Stream · strategy profile

Winter Stream · 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	−1.1%	−106	3	1
This month	−0.5%	−30	13	9
This year	−1.9%	+10	136	77

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.8	−1.7	+1.3	−3.6	−0.8	−4.2	+0.5	+1.8	−3.8	−2.6	+1.0	−0.9	−12.3
2023	−1.7	−1.0	+1.0	+2.2	+0.4	−1.5	+0.1	−1.9	−0.4	+2.4	−1.0	−2.5	−3.8
2024	−3.2	+0.7	−1.6	+0.2	−0.3	−0.9	+0.9	0.0	0.0	−0.2	+0.5	−0.6	−4.6
2025	−1.1	−2.9	0.0	+1.7	−2.8	−1.1	−0.1	−3.3	−0.9	−2.4	+1.8	−0.2	−11.3
2026	−0.9	+1.0	+0.1	−2.0	+0.3	−1.7	+2.6	+1.7	−2.4	−0.6	−0.1	·	−2.0

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −2.5%
Max weekly drawdown: −2.7%
Max drawdown · equity: −31.6%
Max drawdown · balance: −31.6%
Absolute drawdown: −$3,031
Longest drawdown: 1739 days · Jul
Recovery factor: −0.9
Max simultaneous risk: 0.0%

Symbol split

90 days

USDCAD

100%+29.4%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 24% · Tue 12% · Wed 26% · Thu 21% · Fri 18% · 57% in the New York session

Behaviour

from 838 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 8% · 4–12h 25% · over 12h 67%. Automated share 100%.

Statistics838 closed trades

Trades838

Won / lost483 / 355

Long win rate59% (431)

Short win rate56% (407)

Avg win+$26.8 · 37.2 pip

Avg loss−$44.8 · −58.7 pip

Best trade+$32 · Apr 20

Worst trade−$229 · Feb 3

Total pips−2,857

Lots83.8

Commission + swap−$814

Expectancy / trade−$3.5

Profit factor0.81

Sharpe−1.37daily returns, annualised

Z-score2.2 (97%)dependence between runs

Standard deviation$43.4

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak11 (+$169)

Losing streak7 (−$229)

Avg holding time1.9 days

Trades / week3.3

Risk / trade0.0%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 07:40	USDCAD	SELL	0.1	1.39486 → 1.39825	2.6 days	−33.9	−$25	—
Oct 30 16:35	USDCAD	BUY	0.1	1.40632 → 1.39517	2.6 days	−111.5	−$82	—
Oct 28 01:02	USDCAD	BUY	0.1	1.40198 → 1.40596	2.1 days	+39.8	+$27	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40327 → 1.40390	3.7 days	+6.3	+$3	—
Oct 22 02:40	USDCAD	SELL	0.1	1.40702 → 1.40407	2.6 days	+29.5	+$19	—
Oct 19 11:43	USDCAD	SELL	0.1	1.41151 → 1.40753	14h 33m	+39.8	+$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42544 → 1.41095	4.1 days	−144.9	−$105	—
Oct 14 17:25	USDCAD	SELL	0.1	1.42957 → 1.42559	3h 20m	+39.8	+$28	—
Oct 14 14:02	USDCAD	BUY	0.1	1.42589 → 1.42987	2.4 days	+39.8	+$27	—
Oct 12 03:45	USDCAD	SELL	0.1	1.42803 → 1.42573	2.6 days	+23	+$16	—
Oct 9 12:32	USDCAD	BUY	0.1	1.42548 → 1.42946	1.6 days	+39.8	+$27	—
Oct 7 21:00	USDCAD	BUY	0.1	1.42830 → 1.42457	2.6 days	−37.3	−$29	—
Oct 5 04:00	USDCAD	BUY	0.1	1.42504 → 1.42902	6h 25m	+39.8	+$28	—
Oct 4 21:03	USDCAD	SELL	0.1	1.41915 → 1.42493	4.3 days	−57.8	−$43	—
Sep 30 13:50	USDCAD	SELL	0.1	1.41531 → 1.41850	2.6 days	−31.9	−$23	—
Sep 27 21:03	USDCAD	SELL	0.1	1.41466 → 1.41351	3.2 days	+11.5	+$7	—
Sep 24 15:03	USDCAD	BUY	0.1	1.41014 → 1.41412	23h 58m	+39.8	+$27	—
Sep 23 14:40	USDCAD	SELL	0.1	1.39915 → 1.40967	2.6 days	−105.2	−$76	—
Sep 20 21:03	USDCAD	SELL	0.1	1.39771 → 1.39802	4.1 days	−3.1	−$5	—
Sep 16 18:24	USDCAD	BUY	0.1	1.39281 → 1.39679	2.2 days	+39.8	+$27	—
Sep 14 12:31	USDCAD	BUY	0.1	1.38676 → 1.39074	14h 41m	+39.8	+$29	—
Sep 13 21:03	USDCAD	SELL	0.1	1.37847 → 1.38595	4.3 days	−74.8	−$56	—
Sep 9 12:25	USDCAD	BUY	0.1	1.38321 → 1.37707	2.6 days	−61.4	−$46	—
Sep 6 21:03	USDCAD	BUY	0.1	1.39297 → 1.38264	4.5 days	−103.3	−$77	—
Sep 2 08:05	USDCAD	BUY	0.1	1.38877 → 1.39275	1.9 days	+39.8	+$28	—

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