Crimson Fern · strategy profile

Crimson Fern · 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	−0.1%	−9	5	2
This month	−0.2%	−23	25	9
This year	−8.6%	−924	303	100

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.3	−0.3	+0.9	−0.7	−1.2	−1.2	+0.2	−0.4	−1.3	−0.5	−0.2	−0.5	−5.0
2023	+0.7	−0.3	+0.2	−1.3	+0.2	−0.7	0.0	−0.4	−0.1	−0.9	−0.9	−0.3	−3.9
2024	−0.5	+0.4	−0.7	−0.1	−0.6	−0.6	−0.4	−0.8	+0.2	−0.3	0.0	−1.1	−4.5
2025	−1.4	−0.2	−0.4	−2.3	−1.1	−0.5	−0.8	−0.6	−1.2	+0.1	−0.9	−0.7	−10.1
2026	−0.9	−1.4	−1.4	−0.9	−1.2	−0.3	−0.7	−0.7	−0.9	−0.4	−0.1	·	−8.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −28.6%.

Max daily drawdown: −0.9%
Max weekly drawdown: −1.7%
Max drawdown · equity: −28.6%
Max drawdown · balance: −28.6%
Absolute drawdown: −$2,780
Longest drawdown: 1679 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 2.5%

Symbol split

90 days

USDCAD

100%+27.8%

Long 93% · Short 7%

Hour and day

trade opens · UTC

Mon 17% · Tue 21% · Wed 20% · Thu 22% · Fri 20% · 53% in the New York session

Behaviour

from 1,673 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

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

Statistics1,673 closed trades

Trades1,673

Won / lost644 / 1,029

Long win rate39% (1,549)

Short win rate36% (124)

Avg win+$7.0 · 9.5 pip

Avg loss−$7.1 · −9.6 pip

Best trade+$53 · Sep 26

Worst trade−$72 · Apr 2

Total pips−3,750

Lots167.3

Commission + swap−$45

Expectancy / trade−$1.7

Profit factor0.62

Sharpe−4.05daily returns, annualised

Z-score1.3 (79%)dependence between runs

Standard deviation$9.8

AHPR / GHPR−0.02% / −0.02%

Recovery factor−1.0

Winning streak8 (+$53)

Losing streak13 (−$65)

Avg holding time1h 17m

Trades / week6.6

Risk / trade2.5%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 22:05	USDCAD	BUY	0.1	1.39934 → 1.39809	1h 5m	−12.5	−$9	—
Nov 2 03:35	USDCAD	BUY	0.1	1.39813 → 1.39861	1h 5m	+4.8	+$3	—
Oct 29 01:05	USDCAD	SELL	0.1	1.39867 → 1.39918	1h 5m	−5.1	−$4	—
Oct 28 05:20	USDCAD	BUY	0.1	1.40682 → 1.40667	1h 5m	−1.5	−$1	—
Oct 28 02:05	USDCAD	BUY	0.1	1.40555 → 1.40604	1h 5m	+4.9	+$3	—
Oct 27 19:35	USDCAD	BUY	0.1	1.40527 → 1.40480	1h 5m	−4.7	−$3	—
Oct 27 18:05	USDCAD	BUY	0.1	1.40478 → 1.40496	1h 5m	+1.8	+$1	—
Oct 27 16:50	USDCAD	BUY	0.1	1.40398 → 1.40447	1h 5m	+4.9	+$3	—
Oct 27 15:05	USDCAD	BUY	0.1	1.40338 → 1.40330	1h 5m	−0.8	−$1	—
Oct 26 15:05	USDCAD	BUY	0.1	1.40485 → 1.40445	1h 5m	−4	−$3	—
Oct 25 22:35	USDCAD	BUY	0.1	1.40359 → 1.40143	1h 5m	−21.6	−$15	—
Oct 21 15:05	USDCAD	BUY	0.1	1.40762 → 1.40624	1h 5m	−13.8	−$10	—
Oct 15 01:05	USDCAD	SELL	0.1	1.42124 → 1.42016	1h 5m	+10.8	+$8	—
Oct 14 15:05	USDCAD	BUY	0.1	1.42992 → 1.42832	1h 5m	−16	−$11	—
Oct 14 13:50	USDCAD	BUY	0.1	1.42610 → 1.42851	1h 5m	+24.1	+$17	—
Oct 13 17:05	USDCAD	SELL	0.1	1.42147 → 1.42192	1h 5m	−4.5	−$3	—
Oct 12 19:05	USDCAD	BUY	0.1	1.42864 → 1.42847	1h 5m	−1.7	−$1	—
Oct 12 16:50	USDCAD	BUY	0.1	1.42795 → 1.42825	1h 5m	+3	+$2	—
Oct 9 13:50	USDCAD	BUY	0.1	1.42852 → 1.42742	1h 5m	−11	−$8	—
Oct 9 09:05	USDCAD	SELL	0.1	1.42213 → 1.42258	1h 5m	−4.5	−$3	—
Oct 8 12:35	USDCAD	BUY	0.1	1.42744 → 1.42568	1h 5m	−17.6	−$12	—
Oct 7 12:35	USDCAD	BUY	0.1	1.42338 → 1.42662	1h 5m	+32.4	+$23	—
Oct 6 07:20	USDCAD	BUY	0.1	1.42801 → 1.42763	1h 5m	−3.8	−$3	—
Oct 5 05:05	USDCAD	BUY	0.1	1.42910 → 1.42839	1h 5m	−7.1	−$5	—
Oct 5 03:05	USDCAD	BUY	0.1	1.42655 → 1.42858	1h 5m	+20.3	+$14	—

1–25 of 1673

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