Scarlet Delta · strategy profile

Scarlet Delta · 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	+0.3%	+36	2	1
This month	−0.9%	−108	10	5
This year	−1.0%	+64	108	65

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+4.1	+3.0	+5.7	+1.2	+1.3	+1.8	−2.1	−4.5	−2.1	+0.9	−3.9	−0.5	+5.0
2023	+1.8	+0.4	+1.8	+0.2	−4.3	+0.1	+0.2	−1.2	−0.6	+0.7	−0.1	+0.8	−0.2
2024	+1.6	−0.2	−1.0	−0.1	+0.1	−0.8	−0.4	+0.2	+0.1	−0.4	0.0	+0.5	−0.4
2025	+1.7	−5.2	−0.3	−0.1	−0.9	+0.7	−1.6	+0.2	−0.2	+1.1	−1.0	−1.5	−7.1
2026	+2.6	−0.1	−3.5	−0.9	+1.1	0.0	−0.7	+0.5	+0.9	−0.8	0.0	·	−1.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.2%.

Max daily drawdown: −2.6%
Max weekly drawdown: −2.7%
Max drawdown · equity: −21.2%
Max drawdown · balance: −21.2%
Absolute drawdown: −$2,519
Longest drawdown: 1585 days · Apr
Recovery factor: −0.2
Max simultaneous risk: 2.8%

Symbol split

90 days

USDCAD

100%+4.7%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 29% · Tue 22% · Wed 13% · Thu 17% · Fri 18% · 50% in the New York session

Behaviour

from 710 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 8% · 4–12h 26% · over 12h 67%. Automated share 100%.

Statistics710 closed trades

Trades710

Won / lost466 / 244

Long win rate67% (360)

Short win rate65% (350)

Avg win+$27.3 · 37.8 pip

Avg loss−$54.1 · −70.7 pip

Best trade+$32 · Apr 4

Worst trade−$279 · Feb 4

Total pips+357

Lots71.0

Commission + swap−$832

Expectancy / trade−$0.7

Profit factor0.96

Sharpe−0.22daily returns, annualised

Z-score0.1 (8%)dependence between runs

Standard deviation$46.2

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.2

Winning streak17 (+$156)

Losing streak4 (−$197)

Avg holding time2.3 days

Trades / week2.8

Risk / trade2.8%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	SELL	0.1	1.39711 → 1.39747	3.9 days	−3.6	−$4	—
Oct 28 19:21	USDCAD	SELL	0.1	1.40387 → 1.39989	2.2 days	+39.8	+$27	—
Oct 26 14:55	USDCAD	SELL	0.1	1.40029 → 1.40442	3.7 days	−41.3	−$30	—
Oct 22 17:34	USDCAD	SELL	0.1	1.40453 → 1.40055	2.3 days	+39.8	+$26	—
Oct 20 10:41	USDCAD	SELL	0.1	1.40904 → 1.40506	1.1 days	+39.8	+$28	—
Oct 19 06:49	USDCAD	SELL	0.1	1.41388 → 1.40990	2.5 days	+39.8	+$28	—
Oct 16 16:55	USDCAD	BUY	0.1	1.42839 → 1.41573	3.7 days	−126.6	−$92	—
Oct 12 18:25	USDCAD	SELL	0.1	1.42180 → 1.42864	3.7 days	−68.4	−$48	—
Oct 8 21:55	USDCAD	BUY	0.1	1.42910 → 1.42235	3.7 days	−67.5	−$50	—
Oct 5 02:38	USDCAD	BUY	0.1	1.42345 → 1.42743	3 days	+39.8	+$27	—
Oct 1 22:40	USDCAD	SELL	0.1	1.41475 → 1.42248	3.7 days	−77.3	−$57	—
Sep 28 00:41	USDCAD	BUY	0.1	1.41235 → 1.41633	3.5 days	+39.8	+$27	—
Sep 24 12:34	USDCAD	BUY	0.1	1.40791 → 1.41189	1.8 days	+39.8	+$26	—
Sep 22 17:06	USDCAD	BUY	0.1	1.40394 → 1.40792	22h 6m	+39.8	+$28	—
Sep 21 18:57	USDCAD	BUY	0.1	1.39970 → 1.40368	17h 57m	+39.8	+$28	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39942 → 1.39783	3.8 days	−15.9	−$12	—
Sep 16 18:34	USDCAD	BUY	0.1	1.39378 → 1.39776	3h 4m	+39.8	+$28	—
Sep 16 12:47	USDCAD	BUY	0.1	1.39024 → 1.39422	2 days	+39.8	+$28	—
Sep 14 12:25	USDCAD	BUY	0.1	1.38637 → 1.39035	3 days	+39.8	+$28	—
Sep 11 12:30	USDCAD	BUY	0.1	1.38357 → 1.38755	14h 0m	+39.8	+$29	—
Sep 10 20:19	USDCAD	BUY	0.1	1.37978 → 1.38376	2.6 days	+39.8	+$27	—
Sep 8 06:55	USDCAD	BUY	0.1	1.38676 → 1.37941	3.7 days	−73.5	−$54	—
Sep 4 12:30	USDCAD	BUY	0.1	1.37865 → 1.38263	18h 30m	+39.8	+$28	—
Sep 3 16:25	USDCAD	BUY	0.1	1.39070 → 1.37698	3.7 days	−137.2	−$102	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38880 → 1.39000	4.3 days	+12	+$6	—

1–25 of 710

Scarlet Delta◇Strategy

Rules