Indigo Elm · strategy profile

Indigo Elm · 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	0.0%	0	0	0
This month	+0.2%	+25	2	2
This year	+0.9%	+139	72	39

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.4	+0.2	−0.8	−0.5	−0.2	+0.9	−0.8	−0.7	−0.9	−2.2	0.0	−0.8	−6.2
2023	−0.4	+0.4	+0.3	+0.2	+0.2	−0.3	−0.3	−1.3	−0.9	−0.2	−0.1	−0.4	−2.9
2024	−0.5	−0.1	−0.3	0.0	−0.7	−0.2	−0.5	−0.5	−0.5	+0.4	−0.4	−0.2	−3.4
2025	−0.2	+1.2	−0.5	+1.3	−0.8	+0.2	−0.5	−1.1	+0.3	−0.5	0.0	+0.1	−0.5
2026	+0.1	−0.4	−0.2	0.0	−0.1	+0.4	0.0	+0.3	+0.9	0.0	0.0	·	+0.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.1%.

Max daily drawdown: −1.7%
Max weekly drawdown: −1.7%
Max drawdown · equity: −13.1%
Max drawdown · balance: −13.1%
Absolute drawdown: −$1,311
Longest drawdown: 1763 days · Mar
Recovery factor: −0.9
Max simultaneous risk: 1.8%

Symbol split

90 days

USDCAD

100%+11.5%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 10% · Tue 15% · Wed 21% · Thu 25% · Fri 28% · 42% in the London session

Behaviour

from 449 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 93% · over 12h 7%. Automated share 100%.

Statistics449 closed trades

Trades449

Won / lost199 / 250

Long win rate44% (449)

Short win rate0% (0)

Avg win+$12.9 · 17.8 pip

Avg loss−$14.8 · −19.8 pip

Best trade+$79 · Jun 10

Worst trade−$160 · Oct 13

Total pips−1,404

Lots44.9

Commission + swap−$88

Expectancy / trade−$2.6

Profit factor0.69

Sharpe−2.46daily returns, annualised

Z-score0.4 (29%)dependence between runs

Standard deviation$20.5

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak6 (+$56)

Losing streak9 (−$90)

Avg holding time9h 41m

Trades / week1.8

Risk / trade1.8%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 21 18:50	USDCAD	BUY	0.1	1.40460 → 1.40487	6h 35m	+2.7	+$2	—
Oct 5 06:35	USDCAD	BUY	0.1	1.42554 → 1.42781	6h 35m	+22.7	+$16	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42563 → 1.42474	2.2 days	−8.9	−$7	—
Oct 2 12:35	USDCAD	BUY	0.1	1.42189 → 1.42229	6h 35m	+4	+$3	—
Oct 2 05:20	USDCAD	BUY	0.1	1.42250 → 1.42132	6h 35m	−11.8	−$8	—
Oct 1 22:20	USDCAD	BUY	0.1	1.42531 → 1.42239	6h 35m	−29.2	−$21	—
Oct 1 15:35	USDCAD	BUY	0.1	1.42483 → 1.42605	6h 35m	+12.2	+$9	—
Oct 1 08:20	USDCAD	BUY	0.1	1.42410 → 1.42458	6h 35m	+4.8	+$3	—
Sep 28 05:20	USDCAD	BUY	0.1	1.41545 → 1.41499	6h 35m	−4.6	−$3	—
Sep 23 21:35	USDCAD	BUY	0.1	1.40956 → 1.41017	6h 35m	+6.1	+$3	—
Sep 23 14:50	USDCAD	BUY	0.1	1.40910 → 1.40995	6h 35m	+8.5	+$6	—
Sep 23 05:50	USDCAD	BUY	0.1	1.40670 → 1.40832	6h 35m	+16.2	+$12	—
Sep 17 06:35	USDCAD	BUY	0.1	1.39902 → 1.39896	6h 35m	−0.6	$0	—
Sep 16 23:35	USDCAD	BUY	0.1	1.39410 → 1.39873	6h 35m	+46.3	+$32	—
Sep 16 14:05	USDCAD	BUY	0.1	1.39356 → 1.39370	6h 35m	+1.4	+$1	—
Sep 16 00:05	USDCAD	BUY	0.1	1.39163 → 1.39271	6h 35m	+10.8	+$7	—
Sep 15 16:50	USDCAD	BUY	0.1	1.39070 → 1.39126	6h 35m	+5.6	+$4	—
Sep 15 06:50	USDCAD	BUY	0.1	1.39023 → 1.39044	6h 35m	+2.1	+$2	—
Sep 14 19:35	USDCAD	BUY	0.1	1.39174 → 1.39025	6h 35m	−14.9	−$11	—
Sep 4 18:20	USDCAD	BUY	0.1	1.38084 → 1.38394	6h 35m	+31	+$22	—
Sep 4 07:50	USDCAD	BUY	0.1	1.37947 → 1.37963	6h 35m	+1.6	+$1	—
Sep 4 00:20	USDCAD	BUY	0.1	1.37825 → 1.37920	6h 35m	+9.5	+$6	—
Aug 23 21:03	USDCAD	BUY	0.1	1.37685 → 1.38052	2.1 days	+36.7	+$26	—
Aug 21 18:20	USDCAD	BUY	0.1	1.37395 → 1.37623	6h 35m	+22.8	+$17	—
Aug 21 11:20	USDCAD	BUY	0.1	1.37663 → 1.37382	6h 35m	−28.1	−$20	—

1–25 of 449

Indigo Elm◇Strategy

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