Valley Aspen · strategy profile

Valley Aspen · 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	+0.7%	+80	2	2
This month	−1.9%	−218	9	4
This year	−8.7%	−944	96	51

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.2	−1.1	+1.0	+1.3	−0.4	+2.0	−0.5	+0.1	−0.9	−0.8	+1.3	−0.9	−0.1
2023	+0.5	−2.1	−2.7	−0.5	+0.2	−1.6	−0.8	+3.3	−2.1	−2.4	−2.6	0.0	−10.6
2024	+0.9	−0.4	+0.6	+1.2	+0.4	+0.6	+1.4	−1.2	−0.5	+3.5	−3.4	−1.7	+1.4
2025	+3.1	+2.6	+1.3	−4.1	+0.2	−0.6	+0.1	−1.3	+1.0	+0.4	+0.1	−0.7	+2.2
2026	−3.3	−1.6	+2.1	−1.5	+2.4	−0.4	−2.5	−1.1	−0.9	−2.0	+0.2	·	−8.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.5%.

Max daily drawdown: −2.5%
Max weekly drawdown: −2.2%
Max drawdown · equity: −18.5%
Max drawdown · balance: −18.5%
Absolute drawdown: −$1,907
Longest drawdown: 1514 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 3.1%

Symbol split

90 days

USDCAD

100%+15.2%

Long 66% · Short 34%

Hour and day

trade opens · UTC

Mon 27% · Tue 23% · Wed 13% · Thu 18% · Fri 20% · 44% in the New York session

Behaviour

from 643 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 6% · 4–12h 27% · over 12h 66%. Automated share 100%.

Statistics643 closed trades

Trades643

Won / lost409 / 234

Long win rate65% (423)

Short win rate61% (220)

Avg win+$27.3 · 37.9 pip

Avg loss−$54.2 · −70.7 pip

Best trade+$32 · Mar 30

Worst trade−$249 · Sep 23

Total pips−1,067

Lots64.3

Commission + swap−$738

Expectancy / trade−$2.4

Profit factor0.88

Sharpe−0.83daily returns, annualised

Z-score−1.0 (66%)dependence between runs

Standard deviation$47.1

AHPR / GHPR−0.02% / −0.03%

Recovery factor−0.8

Winning streak12 (+$248)

Losing streak6 (−$312)

Avg holding time2.4 days

Trades / week2.5

Risk / trade3.1%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 15:36	USDCAD	SELL	0.1	1.39892 → 1.39494	1.4 days	+39.8	+$28	—
Oct 29 01:18	USDCAD	SELL	0.1	1.40209 → 1.39811	2 days	+39.8	+$26	—
Oct 26 20:25	USDCAD	SELL	0.1	1.40076 → 1.40248	3.7 days	−17.2	−$13	—
Oct 22 17:11	USDCAD	SELL	0.1	1.40535 → 1.40137	2 days	+39.8	+$26	—
Oct 20 13:20	USDCAD	BUY	0.1	1.41481 → 1.40475	3.7 days	−100.6	−$73	—
Oct 16 18:50	USDCAD	BUY	0.1	1.42782 → 1.41516	3.7 days	−126.6	−$92	—
Oct 13 00:30	USDCAD	SELL	0.1	1.42186 → 1.42824	3.7 days	−63.8	−$46	—
Oct 9 01:05	USDCAD	BUY	0.1	1.42649 → 1.42159	3.7 days	−49	−$37	—
Oct 5 00:55	USDCAD	BUY	0.1	1.42386 → 1.42582	3.7 days	+19.6	+$13	—
Sep 30 15:26	USDCAD	BUY	0.1	1.41614 → 1.42012	2 days	+39.8	+$27	—
Sep 28 14:55	USDCAD	BUY	0.1	1.41344 → 1.41657	3.7 days	+31.3	+$22	—
Sep 24 18:55	USDCAD	SELL	0.1	1.39951 → 1.41423	3.7 days	−147.2	−$107	—
Sep 20 23:00	USDCAD	BUY	0.1	1.39883 → 1.39896	3.7 days	+1.3	$0	—
Sep 16 18:02	USDCAD	BUY	0.1	1.39135 → 1.39533	1 days	+39.8	+$28	—
Sep 15 14:40	USDCAD	SELL	0.1	1.38698 → 1.39192	3.7 days	−49.4	−$36	—
Sep 11 10:37	USDCAD	BUY	0.1	1.38121 → 1.38519	18h 42m	+39.8	+$28	—
Sep 10 11:12	USDCAD	BUY	0.1	1.37824 → 1.38222	1.5 days	+39.8	+$27	—
Sep 8 13:35	USDCAD	BUY	0.1	1.38306 → 1.37861	3.7 days	−44.5	−$33	—
Sep 4 12:30	USDCAD	BUY	0.1	1.37889 → 1.38287	10h 45m	+39.8	+$29	—
Sep 3 17:10	USDCAD	BUY	0.1	1.39028 → 1.37730	3.7 days	−129.8	−$97	—
Aug 28 14:27	USDCAD	BUY	0.1	1.38556 → 1.38954	3.2 days	+39.8	+$26	—
Aug 25 06:56	USDCAD	BUY	0.1	1.38243 → 1.38641	17h 21m	+39.8	+$28	—
Aug 23 21:03	USDCAD	BUY	0.1	1.37400 → 1.37798	2.4 days	+39.8	+$28	—
Aug 21 10:31	USDCAD	SELL	0.1	1.37787 → 1.37389	19h 6m	+39.8	+$28	—
Aug 20 15:20	USDCAD	BUY	0.1	1.38739 → 1.37752	3.7 days	−98.7	−$74	—

1–25 of 643

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