Saffron Linden · strategy profile

Saffron Linden · 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	−0.1%	−8	1	0
This month	−1.9%	−216	8	1
This year	−4.4%	−418	107	54

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.1	−0.4	−0.4	+1.1	−1.4	−0.8	−0.3	+0.7	+1.7	−2.5	0.0	−1.4	−2.6
2023	−0.8	0.0	−0.6	−0.5	−0.6	−1.7	+0.5	0.0	+0.5	+1.5	−1.8	−0.5	−4.0
2024	0.0	−1.0	−0.4	+0.4	+1.3	−0.6	−0.3	−2.1	−1.6	0.0	+0.4	+0.1	−3.9
2025	−1.9	+2.3	−0.1	−2.1	−0.7	−2.1	+0.7	−0.6	+0.8	+0.4	+0.8	−0.4	−2.8
2026	−0.7	−0.4	−0.2	−1.9	−0.8	+1.9	−1.1	−1.0	+1.9	−2.1	0.0	·	−4.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.0%.

Max daily drawdown: −1.6%
Max weekly drawdown: −2.3%
Max drawdown · equity: −19.0%
Max drawdown · balance: −19.0%
Absolute drawdown: −$1,675
Longest drawdown: 1638 days · Aug
Recovery factor: −0.9
Max simultaneous risk: 1.7%

Symbol split

90 days

USDCAD

100%+16.6%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 20% · Thu 20% · Fri 19% · 59% in the New York session

Behaviour

from 593 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 80% · over 12h 20%. Automated share 100%.

Statistics593 closed trades

Trades593

Won / lost273 / 320

Long win rate46% (593)

Short win rate0% (0)

Avg win+$24.8 · 34.6 pip

Avg loss−$26.3 · −34.7 pip

Best trade+$163 · Feb 2

Worst trade−$147 · Jan 20

Total pips−1,640

Lots59.3

Commission + swap−$419

Expectancy / trade−$2.8

Profit factor0.80

Sharpe−1.29daily returns, annualised

Z-score0.4 (31%)dependence between runs

Standard deviation$34.4

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak7 (+$125)

Losing streak7 (−$172)

Avg holding time1.2 days

Trades / week2.4

Risk / trade1.7%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 15:25	USDCAD	BUY	0.1	1.40497 → 1.40414	21h 25m	−8.3	−$6	—
Oct 26 21:25	USDCAD	BUY	0.1	1.40139 → 1.40117	21h 25m	−2.2	−$2	—
Oct 20 17:25	USDCAD	BUY	0.1	1.41122 → 1.40594	21h 25m	−52.8	−$38	—
Oct 15 11:25	USDCAD	BUY	0.1	1.42992 → 1.41930	21h 25m	−106.2	−$76	—
Oct 13 07:25	USDCAD	BUY	0.1	1.42652 → 1.42600	21h 25m	−5.2	−$4	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42753 → 1.42658	2.3 days	−9.5	−$7	—
Oct 9 07:25	USDCAD	BUY	0.1	1.42645 → 1.42204	21h 25m	−44.1	−$32	—
Oct 8 09:25	USDCAD	BUY	0.1	1.42461 → 1.42586	21h 25m	+12.5	+$7	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42555 → 1.42474	2.2 days	−8.1	−$6	—
Oct 2 13:25	USDCAD	BUY	0.1	1.42560 → 1.42314	21h 25m	−24.6	−$18	—
Oct 1 13:25	USDCAD	BUY	0.1	1.42126 → 1.42430	21h 25m	+30.4	+$20	—
Sep 30 13:25	USDCAD	BUY	0.1	1.41916 → 1.41770	21h 25m	−14.6	−$11	—
Sep 28 21:25	USDCAD	BUY	0.1	1.41558 → 1.41695	21h 25m	+13.7	+$9	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41543 → 1.41332	2.1 days	−21.1	−$15	—
Sep 23 05:25	USDCAD	BUY	0.1	1.40409 → 1.40794	21h 25m	+38.5	+$27	—
Sep 22 01:25	USDCAD	BUY	0.1	1.40038 → 1.40380	21h 25m	+34.2	+$24	—
Sep 18 07:25	USDCAD	BUY	0.1	1.39956 → 1.40022	21h 25m	+6.6	+$4	—
Sep 17 05:25	USDCAD	BUY	0.1	1.39379 → 1.39874	21h 25m	+49.5	+$34	—
Sep 15 23:25	USDCAD	BUY	0.1	1.39087 → 1.39213	21h 25m	+12.6	+$9	—
Sep 11 15:25	USDCAD	BUY	0.1	1.38240 → 1.38719	21h 25m	+47.9	+$34	—
Sep 10 13:25	USDCAD	BUY	0.1	1.38077 → 1.38250	21h 25m	+17.3	+$11	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38573 → 1.38264	2.3 days	−30.9	−$23	—
Sep 2 09:25	USDCAD	BUY	0.1	1.38817 → 1.39361	21h 25m	+54.4	+$39	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38980 → 1.39000	2.2 days	+2	+$1	—
Aug 27 03:25	USDCAD	BUY	0.1	1.38624 → 1.38813	21h 25m	+18.9	+$12	—

1–25 of 593

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