Ancient Elm · strategy profile

Ancient Elm · 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	0.0%	0	0	0
This month	−1.9%	−208	15	5
This year	−6.4%	−675	116	50

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.4	+0.6	−0.7	+3.8	−1.4	−0.3	−1.1	−0.6	+2.0	−1.1	−1.5	+0.3	−0.5
2023	−2.4	−0.9	+0.8	−1.3	−1.3	−2.3	−0.7	+0.5	0.0	+0.3	−1.1	−1.5	−9.9
2024	−0.4	+1.3	+0.6	+2.1	−1.7	+0.1	−0.6	−0.6	−0.3	−0.1	+0.2	+0.7	+1.1
2025	+0.7	−3.8	0.0	+3.1	−0.4	−1.8	−0.2	−1.1	−0.7	−0.6	+0.6	−0.5	−4.7
2026	−2.1	−0.4	+0.4	−0.9	−0.2	+1.5	−0.4	−0.9	−1.7	−1.8	0.0	·	−6.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.4%.

Max daily drawdown: −1.6%
Max weekly drawdown: −2.2%
Max drawdown · equity: −22.4%
Max drawdown · balance: −22.4%
Absolute drawdown: −$1,910
Longest drawdown: 1632 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 2.7%

Symbol split

90 days

USDCAD

100%+18.9%

Long 80% · Short 20%

Hour and day

trade opens · UTC

Mon 17% · Tue 20% · Wed 22% · Thu 19% · Fri 22% · 47% in the New York session

Behaviour

from 609 trades

✓ Losers not held longer than winners! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 81% · over 12h 19%. Automated share 100%.

Statistics609 closed trades

Trades609

Won / lost273 / 336

Long win rate44% (489)

Short win rate48% (120)

Avg win+$22.4 · 31.1 pip

Avg loss−$23.8 · −31.5 pip

Best trade+$189 · Apr 3

Worst trade−$155 · Jan 8

Total pips−2,114

Lots60.9

Commission + swap−$334

Expectancy / trade−$3.1

Profit factor0.76

Sharpe−1.55daily returns, annualised

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

Standard deviation$32.6

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak6 (+$103)

Losing streak12 (−$228)

Avg holding time1.1 days

Trades / week2.4

Risk / trade2.7%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 26 17:45	USDCAD	BUY	0.1	1.40212 → 1.40115	18h 20m	−9.7	−$7	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40075 → 1.40390	2.8 days	+31.5	+$22	—
Oct 23 02:30	USDCAD	BUY	0.1	1.40298 → 1.40077	18h 20m	−22.1	−$16	—
Oct 21 07:10	USDCAD	BUY	0.1	1.40572 → 1.40594	18h 20m	+2.2	+$1	—
Oct 20 11:05	USDCAD	BUY	0.1	1.40937 → 1.40473	18h 20m	−46.4	−$34	—
Oct 19 16:25	USDCAD	BUY	0.1	1.41308 → 1.40891	18h 20m	−41.7	−$30	—
Oct 18 21:03	USDCAD	BUY	0.1	1.41932 → 1.41095	2.7 days	−83.7	−$60	—
Oct 16 00:20	USDCAD	BUY	0.1	1.42109 → 1.41929	18h 20m	−18	−$13	—
Oct 15 05:05	USDCAD	BUY	0.1	1.42113 → 1.42083	18h 20m	−3	−$4	—
Oct 14 10:20	USDCAD	BUY	0.1	1.42166 → 1.42102	18h 20m	−6.4	−$5	—
Oct 12 15:30	USDCAD	BUY	0.1	1.42744 → 1.42752	18h 20m	+0.8	+$1	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42232 → 1.42658	2.5 days	+42.6	+$29	—
Oct 8 07:20	USDCAD	BUY	0.1	1.42721 → 1.42504	18h 20m	−21.7	−$17	—
Oct 7 11:10	USDCAD	BUY	0.1	1.42237 → 1.42281	18h 20m	+4.4	+$3	—
Oct 5 22:20	USDCAD	BUY	0.1	1.42910 → 1.42541	18h 20m	−36.9	−$26	—
Oct 2 18:30	USDCAD	BUY	0.1	1.42246 → 1.42577	18h 20m	+33.1	+$23	—
Oct 1 22:30	USDCAD	BUY	0.1	1.42430 → 1.42241	18h 20m	−18.9	−$14	—
Oct 1 00:50	USDCAD	SELL	0.1	1.41750 → 1.42353	18h 20m	−60.3	−$44	—
Sep 28 17:45	USDCAD	SELL	0.1	1.41507 → 1.41685	18h 20m	−17.8	−$13	—
Sep 27 21:03	USDCAD	SELL	0.1	1.41462 → 1.41351	2.1 days	+11.1	+$7	—
Sep 17 13:20	USDCAD	BUY	0.1	1.39945 → 1.39887	18h 20m	−5.8	−$6	—
Sep 13 21:03	USDCAD	BUY	0.1	1.38733 → 1.38576	2.2 days	−15.7	−$12	—
Sep 9 19:25	USDCAD	BUY	0.1	1.37805 → 1.38089	18h 20m	+28.4	+$21	—
Sep 9 00:55	USDCAD	BUY	0.1	1.37922 → 1.37751	18h 20m	−17.1	−$13	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38676 → 1.38264	2.3 days	−41.2	−$30	—

1–25 of 609

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