Frosted Moon · strategy profile

Frosted Moon · strategy profile · SocialCharts

Performance

…

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

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.7%	−85	2	0
This month	+0.2%	+44	9	3
This year	−4.7%	−424	83	34

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+4.0	+0.7	−2.3	−0.9	+1.4	+0.9	−3.0	−2.1	−0.9	+0.5	−1.3	−0.3	−3.2
2023	−4.8	+1.1	+3.1	+0.3	+0.7	+0.6	+1.4	+0.2	+0.9	+1.3	+2.6	+1.9	+9.2
2024	+1.7	−1.6	+0.5	−1.6	+0.4	−1.0	+0.1	+0.9	−0.6	+1.6	+0.5	+0.1	+1.0
2025	−1.5	−0.3	+0.1	−0.3	−1.8	−3.1	+1.7	0.0	+0.9	−0.8	−2.0	−1.8	−8.9
2026	−3.9	−1.5	+0.1	+2.1	0.0	−1.8	−0.7	+0.6	0.0	+0.3	−0.2	·	−5.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.6%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.4%
Max drawdown · equity: −15.6%
Max drawdown · balance: −15.6%
Absolute drawdown: −$1,687
Longest drawdown: 1003 days · Jul
Recovery factor: −0.5
Max simultaneous risk: 2.1%

Symbol split

90 days

USDCAD

100%+7.3%

Long 43% · Short 57%

Hour and day

trade opens · UTC

Mon 35% · Tue 15% · Wed 1% · Thu 22% · Fri 28% · 43% in the New York session

Behaviour

from 482 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 1% · over 12h 99%. Automated share 100%.

Statistics482 closed trades

Trades482

Won / lost235 / 247

Long win rate55% (208)

Short win rate44% (274)

Avg win+$44.0 · 62.1 pip

Avg loss−$44.8 · −58.4 pip

Best trade+$142 · Jan 13

Worst trade−$210 · Jan 9

Total pips+171

Lots48.2

Commission + swap−$876

Expectancy / trade−$1.5

Profit factor0.94

Sharpe−0.37daily returns, annualised

Z-score0.4 (33%)dependence between runs

Standard deviation$59.1

AHPR / GHPR−0.01% / −0.02%

Recovery factor−0.5

Winning streak7 (+$214)

Losing streak8 (−$241)

Avg holding time3.6 days

Trades / week1.9

Risk / trade2.1%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 18:55	USDCAD	SELL	0.1	1.39716 → 1.39820	3.6 days	−10.4	−$8	—
Oct 30 04:52	USDCAD	BUY	0.1	1.40468 → 1.39722	3.6 days	−74.6	−$56	—
Oct 26 14:56	USDCAD	SELL	0.1	1.40000 → 1.40452	3.6 days	−45.2	−$33	—
Oct 23 00:44	USDCAD	SELL	0.1	1.40837 → 1.39997	3.6 days	+84	+$57	—
Oct 19 10:49	USDCAD	SELL	0.1	1.41833 → 1.40876	3.6 days	+95.7	+$67	—
Oct 15 20:38	USDCAD	SELL	0.1	1.42413 → 1.41887	3.6 days	+52.6	+$35	—
Oct 12 06:21	USDCAD	BUY	0.1	1.42522 → 1.42471	3.6 days	−5.1	−$5	—
Oct 8 16:24	USDCAD	BUY	0.1	1.42739 → 1.42451	3.6 days	−28.8	−$23	—
Oct 5 01:50	USDCAD	SELL	0.1	1.42394 → 1.42634	3.6 days	−24	−$18	—
Oct 1 10:59	USDCAD	BUY	0.1	1.41378 → 1.42449	3.6 days	+107.1	+$73	—
Sep 27 21:03	USDCAD	SELL	0.1	1.40322 → 1.41351	5.5 days	−102.9	−$76	—
Sep 22 09:42	USDCAD	SELL	0.1	1.39897 → 1.40358	3.6 days	−46.1	−$34	—
Sep 18 19:27	USDCAD	BUY	0.1	1.39142 → 1.39883	3.6 days	+74.1	+$50	—
Sep 15 05:30	USDCAD	BUY	0.1	1.38745 → 1.39112	3.6 days	+36.7	+$25	—
Sep 11 15:34	USDCAD	SELL	0.1	1.38010 → 1.38744	3.6 days	−73.4	−$55	—
Sep 8 01:32	USDCAD	BUY	0.1	1.38089 → 1.38024	3.6 days	−6.5	−$6	—
Sep 4 11:32	USDCAD	SELL	0.1	1.38529 → 1.38084	3.6 days	+44.5	+$30	—
Aug 31 21:34	USDCAD	SELL	0.1	1.38545 → 1.38544	3.6 days	+0.1	−$1	—
Aug 28 07:35	USDCAD	BUY	0.1	1.38582 → 1.38525	3.6 days	−5.7	−$7	—
Aug 24 17:35	USDCAD	SELL	0.1	1.37638 → 1.38572	3.6 days	−93.4	−$68	—
Aug 21 03:23	USDCAD	SELL	0.1	1.38533 → 1.37631	3.6 days	+90.2	+$63	—
Aug 17 13:31	USDCAD	SELL	0.1	1.39276 → 1.38568	3.6 days	+70.8	+$51	—
Aug 13 23:35	USDCAD	SELL	0.1	1.39405 → 1.39312	3.6 days	+9.3	+$4	—
Aug 10 09:29	USDCAD	SELL	0.1	1.40161 → 1.39415	3.6 days	+74.6	+$53	—
Aug 6 19:19	USDCAD	BUY	0.1	1.40347 → 1.40129	3.6 days	−21.8	−$18	—

1–25 of 482

Frosted Moon◇Strategy

Rules