Woven Fern · strategy profile

Woven Fern · 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	+0.5%	+51	2	2
This month	−0.5%	−26	11	7
This year	+5.1%	+647	101	70

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.5	−0.4	−2.3	−1.9	+0.4	−2.9	−0.8	−1.4	+1.0	−0.6	0.0	−0.5	−10.0
2023	+1.9	0.0	+1.8	0.0	−2.1	−0.1	−2.5	+1.7	−2.4	−0.9	−1.5	−0.4	−4.5
2024	−0.5	−2.3	−2.7	−3.4	+1.6	−0.9	+0.3	+1.3	0.0	0.0	−3.1	+0.8	−8.9
2025	−2.9	−2.9	−0.5	−0.9	−0.5	−1.2	−2.5	−2.9	−3.5	−0.3	−3.3	+1.8	−19.5
2026	−3.5	−2.6	0.0	+2.6	−0.2	+4.2	+1.7	+1.0	+2.9	−0.6	−0.1	·	+5.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −40.9%.

Max daily drawdown: −3.3%
Max weekly drawdown: −2.7%
Max drawdown · equity: −40.9%
Max drawdown · balance: −40.9%
Absolute drawdown: −$3,951
Longest drawdown: 1746 days · Feb
Recovery factor: −0.8
Max simultaneous risk: 3.5%

Symbol split

90 days

USDCAD

100%+31.7%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 23% · Tue 25% · Wed 12% · Thu 19% · Fri 21% · 51% in the New York session

Behaviour

from 609 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 6% · 4–12h 23% · over 12h 71%. Automated share 100%.

Statistics609 closed trades

Trades609

Won / lost377 / 232

Long win rate62% (300)

Short win rate62% (309)

Avg win+$27.2 · 37.9 pip

Avg loss−$57.9 · −75.6 pip

Best trade+$32 · Apr 4

Worst trade−$279 · Feb 3

Total pips−3,237

Lots60.9

Commission + swap−$755

Expectancy / trade−$5.2

Profit factor0.76

Sharpe−1.72daily returns, annualised

Z-score0.2 (15%)dependence between runs

Standard deviation$50.3

AHPR / GHPR−0.06% / −0.06%

Recovery factor−0.8

Winning streak11 (+$192)

Losing streak8 (−$213)

Avg holding time2.5 days

Trades / week2.4

Risk / trade3.5%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	SELL	0.1	1.39705 → 1.39592	3.8 days	+11.3	+$7	—
Oct 29 01:18	USDCAD	SELL	0.1	1.40189 → 1.39791	1.8 days	+39.8	+$26	—
Oct 27 06:45	USDCAD	SELL	0.1	1.39774 → 1.40216	3.7 days	−44.2	−$33	—
Oct 23 12:39	USDCAD	SELL	0.1	1.40237 → 1.39839	1.3 days	+39.8	+$28	—
Oct 22 05:59	USDCAD	SELL	0.1	1.40702 → 1.40304	2.8 days	+39.8	+$26	—
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	1.42612 → 1.41095	5.5 days	−151.7	−$111	—
Oct 13 08:00	USDCAD	BUY	0.1	1.42826 → 1.42626	3.7 days	−20	−$15	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42234 → 1.42632	11h 55m	+39.8	+$28	—
Oct 9 00:00	USDCAD	BUY	0.1	1.42822 → 1.42222	3.7 days	−60	−$45	—
Oct 5 04:00	USDCAD	BUY	0.1	1.42504 → 1.42902	6h 25m	+39.8	+$28	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42392 → 1.42474	3.8 days	+8.2	+$5	—
Oct 1 01:02	USDCAD	BUY	0.1	1.41982 → 1.42380	1.6 days	+39.8	+$26	—
Sep 29 09:27	USDCAD	BUY	0.1	1.41566 → 1.41964	1.1 days	+39.8	+$28	—
Sep 28 07:45	USDCAD	BUY	0.1	1.41394 → 1.41588	3.7 days	+19.4	+$13	—
Sep 24 13:47	USDCAD	BUY	0.1	1.40968 → 1.41366	19h 32m	+39.8	+$27	—
Sep 23 17:04	USDCAD	BUY	0.1	1.40660 → 1.41058	1.1 days	+39.8	+$28	—
Sep 22 14:16	USDCAD	BUY	0.1	1.40215 → 1.40613	1.3 days	+39.8	+$28	—
Sep 21 06:12	USDCAD	BUY	0.1	1.39775 → 1.40173	8h 12m	+39.8	+$28	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39958 → 1.39783	3.8 days	−17.5	−$14	—
Sep 17 01:05	USDCAD	BUY	0.1	1.39568 → 1.39966	7h 0m	+39.8	+$27	—
Sep 16 18:01	USDCAD	BUY	0.1	1.39118 → 1.39516	2.2 days	+39.8	+$28	—
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	1.37909 → 1.38595	5.6 days	−68.6	−$53	—
Sep 8 06:02	USDCAD	SELL	0.1	1.38272 → 1.37874	1.4 days	+39.8	+$28	—

1–25 of 609

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