Winter Vale · strategy profile

Winter Vale · 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	−1.0%	−117	3	0
This month	+0.2%	+51	10	4
This year	−4.9%	−468	117	53

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.8	+2.1	−1.6	−0.1	+0.3	−0.6	+3.8	−0.8	−0.4	−3.7	+0.7	+4.7	+6.2
2023	+0.8	−1.0	−2.8	−1.2	+2.4	−0.8	−3.0	−1.9	−0.4	−1.2	−0.4	−1.7	−11.1
2024	−1.4	+0.4	+0.6	−0.3	−2.0	−1.3	−0.5	+0.5	−1.2	−0.4	+0.9	+0.2	−4.6
2025	+2.6	+2.8	−2.0	+0.4	−0.3	+0.6	−1.6	+2.7	+0.2	+0.6	−0.2	−0.1	+5.7
2026	−1.7	−1.3	−1.0	+1.0	+0.8	−1.2	+1.4	0.0	−3.2	+0.7	−0.1	·	−4.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.1%.

Max daily drawdown: −1.9%
Max weekly drawdown: −1.9%
Max drawdown · equity: −18.1%
Max drawdown · balance: −18.1%
Absolute drawdown: −$1,960
Longest drawdown: 1385 days · Nov
Recovery factor: −0.5
Max simultaneous risk: 3.8%

Symbol split

90 days

USDCAD

100%+8.9%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 35% · Tue 4% · Wed 29% · Thu 8% · Fri 24% · 51% in the London session

Behaviour

from 656 trades

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

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

Statistics656 closed trades

Trades656

Won / lost306 / 350

Long win rate46% (305)

Short win rate47% (351)

Avg win+$33.8 · 47.4 pip

Avg loss−$32.1 · −42.0 pip

Best trade+$300 · Feb 4

Worst trade−$180 · Apr 11

Total pips−196

Lots65.6

Commission + swap−$748

Expectancy / trade−$1.4

Profit factor0.92

Sharpe−0.46daily returns, annualised

Z-score0.1 (6%)dependence between runs

Standard deviation$44.6

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak7 (+$211)

Losing streak9 (−$201)

Avg holding time2 days

Trades / week2.6

Risk / trade3.8%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.39680 → 1.39572	2.6 days	−10.8	−$8	—
Oct 30 06:30	USDCAD	BUY	0.1	1.40351 → 1.39735	1.8 days	−61.6	−$46	—
Oct 28 02:30	USDCAD	SELL	0.1	1.40176 → 1.40625	1.8 days	−44.9	−$33	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40051 → 1.40390	3.1 days	+33.9	+$23	—
Oct 22 00:30	USDCAD	BUY	0.1	1.40792 → 1.40433	1.8 days	−35.9	−$28	—
Oct 18 21:03	USDCAD	BUY	0.1	1.41407 → 1.41095	2 days	−31.2	−$23	—
Oct 16 08:30	USDCAD	SELL	0.1	1.42973 → 1.41658	1.8 days	+131.5	+$91	—
Oct 14 10:30	USDCAD	SELL	0.1	1.42805 → 1.42131	1.8 days	+67.4	+$46	—
Oct 9 06:30	USDCAD	SELL	0.1	1.42442 → 1.42172	1.8 days	+27	+$17	—
Oct 7 10:30	USDCAD	BUY	0.1	1.42463 → 1.42220	1.8 days	−24.3	−$18	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42131 → 1.42474	2.7 days	+34.3	+$24	—
Oct 1 22:30	USDCAD	SELL	0.1	1.41969 → 1.42260	1.8 days	−29.1	−$22	—
Sep 29 18:30	USDCAD	SELL	0.1	1.41539 → 1.41862	1.8 days	−32.3	−$23	—
Sep 27 21:03	USDCAD	SELL	0.1	1.41465 → 1.41351	2.9 days	+11.4	+$8	—
Sep 24 20:30	USDCAD	SELL	0.1	1.40731 → 1.41422	1.8 days	−69.1	−$50	—
Sep 23 00:30	USDCAD	SELL	0.1	1.40080 → 1.40672	1.8 days	−59.2	−$43	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39802 → 1.39783	2.7 days	−1.9	−$2	—
Sep 18 02:30	USDCAD	SELL	0.1	1.39360 → 1.39879	1.8 days	−51.9	−$39	—
Sep 16 02:30	USDCAD	SELL	0.1	1.38788 → 1.39332	1.8 days	−54.4	−$40	—
Sep 13 21:03	USDCAD	SELL	0.1	1.38476 → 1.38595	2.5 days	−11.9	−$9	—
Sep 11 08:30	USDCAD	SELL	0.1	1.37887 → 1.38448	1.8 days	−56.1	−$43	—
Sep 9 06:30	USDCAD	BUY	0.1	1.38224 → 1.37722	1.8 days	−50.2	−$37	—
Sep 4 08:30	USDCAD	BUY	0.1	1.38684 → 1.37989	1.8 days	−69.5	−$52	—
Sep 2 08:30	USDCAD	BUY	0.1	1.38776 → 1.39335	1.8 days	+55.9	+$39	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38520 → 1.39000	2.7 days	+48	+$34	—

1–25 of 656

Winter Vale◇Strategy

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