Autumn · strategy profile

Autumn · 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	−0.2%	−17	1	0
This month	−2.2%	−257	8	1
This year	−4.7%	−475	88	42

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.5	−1.5	+0.7	+0.9	−2.8	−0.2	−0.8	+1.8	+1.6	−1.5	0.0	−0.9	−1.1
2023	−0.7	0.0	−1.7	−0.7	−0.7	−1.3	+0.8	+0.8	+0.7	+1.0	−0.9	−0.5	−3.3
2024	−0.2	−0.6	−1.4	+0.1	+0.8	−0.7	−0.1	−2.2	−1.3	+0.2	+0.6	−0.5	−5.3
2025	−0.1	+1.6	0.0	−2.2	−0.5	−1.0	−0.1	−0.8	+0.7	+0.4	−0.3	−0.5	−2.6
2026	−0.8	−0.5	+0.2	−1.4	0.0	+1.9	−1.3	−1.3	+0.8	−2.5	0.0	·	−4.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.0%.

Max daily drawdown: −1.3%
Max weekly drawdown: −2.0%
Max drawdown · equity: −18.0%
Max drawdown · balance: −18.0%
Absolute drawdown: −$1,606
Longest drawdown: 1473 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 1.7%

Symbol split

90 days

USDCAD

100%+16.1%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 20% · Thu 19% · Fri 22% · 64% in the New York session

Behaviour

from 470 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 77% · over 12h 23%. Automated share 100%.

Statistics470 closed trades

Trades470

Won / lost213 / 257

Long win rate45% (470)

Short win rate0% (0)

Avg win+$25.4 · 35.3 pip

Avg loss−$27.3 · −35.9 pip

Best trade+$163 · Feb 2

Worst trade−$134 · Oct 23

Total pips−1,704

Lots47.0

Commission + swap−$333

Expectancy / trade−$3.4

Profit factor0.77

Sharpe−1.55daily returns, annualised

Z-score0.8 (57%)dependence between runs

Standard deviation$35.6

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak5 (+$173)

Losing streak7 (−$225)

Avg holding time1.2 days

Trades / week1.9

Risk / trade1.7%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 15:55	USDCAD	BUY	0.1	1.40497 → 1.40331	21h 55m	−16.6	−$12	—
Oct 26 21:55	USDCAD	BUY	0.1	1.40139 → 1.40111	21h 55m	−2.8	−$3	—
Oct 20 17:55	USDCAD	BUY	0.1	1.41122 → 1.40618	21h 55m	−50.4	−$36	—
Oct 15 11:55	USDCAD	BUY	0.1	1.42992 → 1.42027	21h 55m	−96.5	−$69	—
Oct 13 13:55	USDCAD	BUY	0.1	1.42824 → 1.42290	21h 55m	−53.4	−$38	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42753 → 1.42658	2.3 days	−9.5	−$7	—
Oct 9 07:55	USDCAD	BUY	0.1	1.42645 → 1.42205	21h 55m	−44	−$31	—
Oct 8 09:55	USDCAD	BUY	0.1	1.42461 → 1.42628	21h 55m	+16.7	+$10	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42555 → 1.42474	2.2 days	−8.1	−$6	—
Oct 2 13:55	USDCAD	BUY	0.1	1.42560 → 1.42300	21h 55m	−26	−$19	—
Oct 1 13:55	USDCAD	BUY	0.1	1.42126 → 1.42357	21h 55m	+23.1	+$15	—
Sep 30 15:55	USDCAD	BUY	0.1	1.41993 → 1.42109	21h 55m	+11.6	+$8	—
Sep 23 09:55	USDCAD	BUY	0.1	1.40438 → 1.40822	21h 55m	+38.4	+$27	—
Sep 22 03:55	USDCAD	BUY	0.1	1.40099 → 1.40277	21h 55m	+17.8	+$12	—
Sep 20 21:03	USDCAD	BUY	0.1	1.40001 → 1.39783	2.5 days	−21.8	−$16	—
Sep 16 01:55	USDCAD	BUY	0.1	1.39151 → 1.39334	21h 55m	+18.3	+$13	—
Sep 10 13:55	USDCAD	BUY	0.1	1.38077 → 1.38191	21h 55m	+11.4	+$7	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38573 → 1.38264	2.3 days	−30.9	−$23	—
Sep 2 11:55	USDCAD	BUY	0.1	1.38885 → 1.39264	21h 55m	+37.9	+$27	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38980 → 1.39000	2.2 days	+2	+$1	—
Aug 27 03:55	USDCAD	BUY	0.1	1.38624 → 1.38830	21h 55m	+20.6	+$13	—
Aug 25 15:55	USDCAD	BUY	0.1	1.38580 → 1.38368	21h 55m	−21.2	−$16	—
Aug 23 21:03	USDCAD	BUY	0.1	1.37702 → 1.38052	2 days	+35	+$25	—
Aug 21 17:55	USDCAD	BUY	0.1	1.37955 → 1.37619	21h 55m	−33.6	−$25	—
Aug 19 13:55	USDCAD	BUY	0.1	1.38917 → 1.38256	21h 55m	−66.1	−$48	—

1–25 of 470

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