Lilac Wind · strategy profile

Lilac Wind · 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	0.0%	0	0	0
This week	+0.6%	+56	4	3
This month	−1.7%	−141	13	6
This year	−8.8%	−654	129	66

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−4.1	−0.7	−2.6	−3.2	−2.0	−3.9	−1.6	+2.0	+4.9	−3.3	−0.8	−1.9	−17.2
2023	+2.0	−2.4	−3.7	−2.8	−4.2	−2.3	+0.3	−2.2	−0.1	+1.8	−2.5	+3.0	−13.3
2024	−3.0	+0.4	−1.2	+1.5	−2.3	−0.2	+0.7	−0.5	−0.4	−2.0	0.0	+2.9	−4.0
2025	+2.5	−4.3	+0.2	+5.8	+0.6	+1.1	−3.0	0.0	+1.2	−0.8	−1.3	−1.1	+0.9
2026	−6.2	−1.2	−0.1	−2.3	−1.4	+4.0	−1.8	+1.0	+1.1	−1.5	−0.1	·	−8.6

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: −2.8%
Max weekly drawdown: −3.9%
Max drawdown · equity: −38.2%
Max drawdown · balance: −38.2%
Absolute drawdown: −$3,740
Longest drawdown: 1760 days · May
Recovery factor: −0.9
Max simultaneous risk: 0.0%

Symbol split

90 days

USDCAD

100%+35.5%

Long 59% · Short 41%

Hour and day

trade opens · UTC

Mon 22% · Tue 12% · Wed 28% · Thu 21% · Fri 17% · 59% in the New York session

Behaviour

from 857 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 9% · 4–12h 25% · over 12h 67%. Automated share 100%.

Statistics857 closed trades

Trades857

Won / lost500 / 357

Long win rate60% (503)

Short win rate57% (354)

Avg win+$26.3 · 36.5 pip

Avg loss−$46.7 · −61.0 pip

Best trade+$32 · Jan 13

Worst trade−$229 · Feb 3

Total pips−3,535

Lots85.7

Commission + swap−$827

Expectancy / trade−$4.1

Profit factor0.79

Sharpe−1.49daily returns, annualised

Z-score−0.4 (28%)dependence between runs

Standard deviation$44.8

AHPR / GHPR−0.05% / −0.05%

Recovery factor−0.9

Winning streak13 (+$124)

Losing streak7 (−$251)

Avg holding time1.9 days

Trades / week3.4

Risk / trade0.0%

Monthly average−0.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 02:30	USDCAD	SELL	0.1	1.39524 → 1.39805	2.6 days	−28.1	−$21	—
Oct 30 11:07	USDCAD	SELL	0.1	1.39912 → 1.39514	1.6 days	+39.8	+$28	—
Oct 28 19:14	USDCAD	SELL	0.1	1.40455 → 1.40057	5h 29m	+39.8	+$28	—
Oct 28 12:15	USDCAD	SELL	0.1	1.40334 → 1.40288	2.6 days	+4.6	+$2	—
Oct 25 21:03	USDCAD	SELL	0.1	1.40052 → 1.40409	3 days	−35.7	−$26	—
Oct 22 21:00	USDCAD	SELL	0.1	1.40441 → 1.40043	1.4 days	+39.8	+$26	—
Oct 21 11:59	USDCAD	BUY	0.1	1.41159 → 1.40498	2.6 days	−66.1	−$48	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42406 → 1.41095	4 days	−131.1	−$95	—
Oct 14 20:10	USDCAD	BUY	0.1	1.42622 → 1.42398	2.6 days	−22.4	−$17	—
Oct 12 04:55	USDCAD	BUY	0.1	1.42826 → 1.42586	2.6 days	−24	−$17	—
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	BUY	0.1	1.42599 → 1.42474	3.2 days	−12.5	−$10	—
Oct 1 15:34	USDCAD	BUY	0.1	1.42223 → 1.42621	21h 49m	+39.8	+$26	—
Sep 30 16:04	USDCAD	BUY	0.1	1.41771 → 1.42169	1.6 days	+39.8	+$27	—
Sep 29 00:00	USDCAD	BUY	0.1	1.41388 → 1.41786	1.1 days	+39.8	+$28	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41394 → 1.41332	3.3 days	−6.2	−$5	—
Sep 24 13:47	USDCAD	BUY	0.1	1.40974 → 1.41372	19h 27m	+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	SELL	0.1	1.39381 → 1.39802	4.4 days	−42.1	−$33	—
Sep 16 12:17	USDCAD	SELL	0.1	1.38662 → 1.39371	2.6 days	−70.9	−$52	—
Sep 13 21:03	USDCAD	SELL	0.1	1.38350 → 1.38595	2.9 days	−24.5	−$18	—

1–25 of 857

Lilac Wind◇Strategy

Rules

Research records

Version timeline