Auburn Cove · strategy profile

Auburn Cove · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.4%	−47	3	2
This month	−1.3%	−150	14	9
This year	−2.3%	−119	180	130

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.5	−1.8	−2.1	+2.1	−2.6	+0.5	−1.9	+1.0	+3.2	+0.4	+0.4	−0.2	−1.5
2023	+0.3	+3.5	−1.3	+1.6	−1.0	−2.9	−1.0	+2.5	−0.5	+1.2	−0.7	−1.5	+0.3
2024	+0.1	−0.3	−0.9	+0.6	−2.5	+0.5	+0.4	−2.7	−0.1	+2.9	+0.2	+0.5	−1.3
2025	+1.2	−1.7	+1.9	−3.9	−1.1	−1.1	+2.0	+0.2	+0.8	+0.5	−1.0	−2.6	−4.8
2026	−1.4	−0.3	+2.2	−3.1	+1.3	+1.8	−1.7	−1.4	+1.9	−1.5	−0.2	·	−2.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.6%.

Max daily drawdown: −2.3%
Max weekly drawdown: −2.7%
Max drawdown · equity: −13.6%
Max drawdown · balance: −13.6%
Absolute drawdown: −$1,410
Longest drawdown: 1332 days · Sep
Recovery factor: −0.7
Max simultaneous risk: 2.5%

Symbol split

90 days

USDCAD

100%+10.2%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 31% · Tue 18% · Wed 15% · Thu 19% · Fri 18% · 47% in the New York session

Behaviour

from 1,221 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 1% · 1–4h 22% · 4–12h 36% · over 12h 40%. Automated share 100%.

Statistics1,221 closed trades

Trades1,221

Won / lost924 / 297

Long win rate76% (1,221)

Short win rate0% (0)

Avg win+$14.0 · 19.5 pip

Avg loss−$47.0 · −61.6 pip

Best trade+$16 · Jan 13

Worst trade−$230 · Feb 4

Total pips−269

Lots122.1

Commission + swap−$708

Expectancy / trade−$0.8

Profit factor0.93

Sharpe−0.44daily returns, annualised

Z-score0.5 (41%)dependence between runs

Standard deviation$32.1

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.7

Winning streak21 (+$153)

Losing streak6 (−$182)

Avg holding time1.2 days

Trades / week4.8

Risk / trade2.5%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 19:46	USDCAD	BUY	0.1	1.39703 → 1.39904	20h 31m	+20.1	+$14	—
Oct 30 20:48	USDCAD	BUY	0.1	1.39560 → 1.39758	3h 18m	+19.8	+$14	—
Oct 30 13:35	USDCAD	BUY	0.1	1.40494 → 1.39628	2.6 days	−86.6	−$64	—
Oct 27 13:58	USDCAD	BUY	0.1	1.40135 → 1.40333	19h 43m	+19.8	+$14	—
Oct 26 13:51	USDCAD	BUY	0.1	1.40178 → 1.40376	3h 36m	+19.8	+$14	—
Oct 26 07:32	USDCAD	BUY	0.1	1.40044 → 1.40242	4h 32m	+19.8	+$14	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40462 → 1.40390	4 days	−7.2	−$8	—
Oct 21 15:20	USDCAD	BUY	0.1	1.41276 → 1.40701	2.6 days	−57.5	−$42	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42490 → 1.41095	4.1 days	−139.5	−$101	—
Oct 14 13:54	USDCAD	BUY	0.1	1.42684 → 1.42882	1.4 days	+19.8	+$13	—
Oct 12 15:32	USDCAD	BUY	0.1	1.42569 → 1.42767	14h 2m	+19.8	+$14	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42599 → 1.42797	1.7 days	+19.8	+$12	—
Oct 7 18:50	USDCAD	BUY	0.1	1.42910 → 1.42537	2.6 days	−37.3	−$27	—
Oct 5 02:53	USDCAD	BUY	0.1	1.42615 → 1.42813	1h 8m	+19.8	+$14	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42461 → 1.42474	3.8 days	+1.3	$0	—
Sep 30 15:52	USDCAD	BUY	0.1	1.41837 → 1.42035	1.1 days	+19.8	+$13	—
Sep 29 04:34	USDCAD	BUY	0.1	1.41660 → 1.41858	13h 34m	+19.8	+$13	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41403 → 1.41332	3.3 days	−7.1	−$6	—
Sep 24 13:05	USDCAD	BUY	0.1	1.41053 → 1.41251	20h 5m	+19.8	+$13	—
Sep 23 14:26	USDCAD	BUY	0.1	1.40827 → 1.41025	20h 41m	+19.8	+$14	—
Sep 22 17:06	USDCAD	BUY	0.1	1.40594 → 1.40792	2h 51m	+19.8	+$14	—
Sep 22 13:53	USDCAD	BUY	0.1	1.40328 → 1.40526	15h 23m	+19.8	+$14	—
Sep 21 19:00	USDCAD	BUY	0.1	1.40183 → 1.40381	9h 30m	+19.8	+$14	—
Sep 21 06:12	USDCAD	BUY	0.1	1.39970 → 1.40168	5h 12m	+19.8	+$14	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39975 → 1.39783	3.6 days	−19.2	−$15	—

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Auburn Cove◇Strategy

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