Stone Elm · strategy profile

Stone 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	−0.3%	−33	2	1
This month	−0.1%	+11	14	9
This year	−9.8%	−1,086	137	74

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.9	+1.5	+1.3	+0.9	−1.3	−1.0	−0.8	−2.3	−2.4	+1.9	+0.2	−0.5	−4.4
2023	+1.3	−0.2	+2.0	+0.7	−0.6	+1.3	+2.6	+0.4	+2.4	−1.0	0.0	−0.4	+8.3
2024	−0.2	+0.7	−0.2	−1.4	+1.0	+0.3	−0.7	−1.0	+1.6	−1.0	+0.6	−0.7	−1.1
2025	+1.7	−2.3	+1.7	−0.1	−2.6	+0.8	0.0	−2.5	+0.1	−0.8	−1.1	−1.9	−7.0
2026	−0.9	−1.2	−1.1	+0.9	−1.3	−2.5	−0.7	−2.4	−0.6	0.0	−0.4	·	−10.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.0%.

Max daily drawdown: −2.1%
Max weekly drawdown: −2.5%
Max drawdown · equity: −20.0%
Max drawdown · balance: −20.0%
Absolute drawdown: −$2,135
Longest drawdown: 637 days · Oct
Recovery factor: −0.7
Max simultaneous risk: 2.4%

Symbol split

90 days

USDCAD

100%+13.8%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 23% · Tue 14% · Wed 29% · Thu 18% · Fri 16% · 62% in the New York session

Behaviour

from 963 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 1% · 1–4h 9% · 4–12h 30% · over 12h 60%. Automated share 100%.

Statistics963 closed trades

Trades963

Won / lost603 / 360

Long win rate64% (449)

Short win rate62% (514)

Avg win+$26.4 · 36.4 pip

Avg loss−$47.9 · −62.8 pip

Best trade+$32 · Jan 20

Worst trade−$225 · Feb 5

Total pips−665

Lots96.3

Commission + swap−$880

Expectancy / trade−$1.4

Profit factor0.92

Sharpe−0.56daily returns, annualised

Z-score−0.2 (13%)dependence between runs

Standard deviation$43.3

AHPR / GHPR−0.01% / −0.02%

Recovery factor−0.7

Winning streak16 (+$151)

Losing streak7 (−$318)

Avg holding time1.8 days

Trades / week3.8

Risk / trade2.4%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.39996 → 1.39572	3.6 days	−42.4	−$31	—
Oct 29 08:29	USDCAD	SELL	0.1	1.40099 → 1.40004	2.6 days	+9.5	+$4	—
Oct 26 17:32	USDCAD	SELL	0.1	1.40475 → 1.40077	3h 27m	+39.8	+$28	—
Oct 26 13:52	USDCAD	BUY	0.1	1.40000 → 1.40398	12h 34m	+39.8	+$28	—
Oct 26 01:15	USDCAD	SELL	0.1	1.40399 → 1.40001	3h 56m	+39.8	+$28	—
Oct 25 21:03	USDCAD	SELL	0.1	1.39988 → 1.40409	2.8 days	−42.1	−$30	—
Oct 23 00:38	USDCAD	SELL	0.1	1.40386 → 1.39988	2.5 days	+39.8	+$26	—
Oct 20 13:40	USDCAD	SELL	0.1	1.40766 → 1.40368	1.1 days	+39.8	+$28	—
Oct 19 11:22	USDCAD	SELL	0.1	1.41164 → 1.40766	14h 8m	+39.8	+$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42938 → 1.41095	4.3 days	−184.3	−$133	—
Oct 14 14:00	USDCAD	BUY	0.1	1.42577 → 1.42975	2.6 days	+39.8	+$27	—
Oct 12 00:04	USDCAD	SELL	0.1	1.42275 → 1.42569	2.6 days	−29.4	−$21	—
Oct 9 09:08	USDCAD	SELL	0.1	1.42084 → 1.42274	2.6 days	−19	−$16	—
Oct 6 18:07	USDCAD	SELL	0.1	1.42493 → 1.42095	1.9 days	+39.8	+$28	—
Oct 4 21:03	USDCAD	SELL	0.1	1.42249 → 1.42493	4.1 days	−24.4	−$20	—
Sep 30 18:16	USDCAD	BUY	0.1	1.41846 → 1.42244	6h 6m	+39.8	+$28	—
Sep 30 12:03	USDCAD	SELL	0.1	1.41362 → 1.41871	2.6 days	−50.9	−$37	—
Sep 27 21:03	USDCAD	SELL	0.1	1.40924 → 1.41351	4.4 days	−42.7	−$33	—
Sep 23 12:30	USDCAD	SELL	0.1	1.39751 → 1.40941	2.6 days	−119	−$85	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39763 → 1.39783	4.1 days	+2	−$1	—
Sep 16 18:32	USDCAD	BUY	0.1	1.39360 → 1.39758	0h 32m	+39.8	+$28	—
Sep 16 17:55	USDCAD	BUY	0.1	1.39062 → 1.39460	2.2 days	+39.8	+$28	—
Sep 14 12:32	USDCAD	BUY	0.1	1.38740 → 1.39138	9h 5m	+39.8	+$29	—
Sep 14 03:22	USDCAD	SELL	0.1	1.38770 → 1.38751	2.6 days	+1.9	+$1	—
Sep 11 12:30	USDCAD	BUY	0.1	1.38233 → 1.38631	15h 20m	+39.8	+$29	—

1–25 of 963

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