Distant Reef · strategy profile

Distant Reef · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−7	1	0
This week	−0.4%	−46	6	2
This month	−0.7%	−74	37	17
This year	−5.7%	−636	287	110

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.4	−1.3	−0.5	+1.0	−1.5	+0.1	+0.3	+0.4	−0.3	−0.5	+0.1	−0.6	−2.5
2023	−0.3	−1.7	+0.1	−0.5	−0.3	−0.1	+0.1	−0.6	−0.7	−0.3	−1.1	−0.3	−5.6
2024	−0.2	+0.3	+0.1	+0.1	−1.1	0.0	−0.9	−0.6	−0.8	−1.4	−1.0	−0.4	−5.9
2025	−3.6	−1.5	−0.4	+0.5	−0.7	−0.5	−0.5	0.0	−0.6	+0.6	+0.3	−0.3	−6.8
2026	−1.2	−0.2	−2.0	+0.5	−1.3	0.0	−0.6	−0.1	−0.2	−0.5	−0.2	·	−5.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −24.2%.

Max daily drawdown: −1.4%
Max weekly drawdown: −2.0%
Max drawdown · equity: −24.2%
Max drawdown · balance: −24.2%
Absolute drawdown: −$2,350
Longest drawdown: 1757 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 0.9%

Symbol split

90 days

USDCAD

100%+23.5%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 18% · Tue 22% · Wed 19% · Thu 19% · Fri 22% · 69% in the London session

Behaviour

from 1,628 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%.

Statistics1,628 closed trades

Trades1,628

Won / lost679 / 949

Long win rate41% (877)

Short win rate42% (751)

Avg win+$9.3 · 12.6 pip

Avg loss−$9.1 · −12.4 pip

Best trade+$40 · Mar 28

Worst trade−$81 · Jan 6

Total pips−3,204

Lots162.8

Commission + swap−$26

Expectancy / trade−$1.4

Profit factor0.73

Sharpe−2.44daily returns, annualised

Z-score−0.4 (33%)dependence between runs

Standard deviation$12.9

AHPR / GHPR−0.02% / −0.02%

Recovery factor−1.0

Winning streak9 (+$67)

Losing streak13 (−$120)

Avg holding time1h 26m

Trades / week6.5

Risk / trade0.9%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 08:50	USDCAD	SELL	0.1	1.39600 → 1.39670	1h 20m	−7	−$5	—
Nov 2 10:05	USDCAD	SELL	0.1	1.39587 → 1.39697	1h 20m	−11	−$8	—
Oct 29 15:05	USDCAD	BUY	0.1	1.40140 → 1.39871	1h 20m	−26.9	−$19	—
Oct 29 02:50	USDCAD	SELL	0.1	1.39711 → 1.39823	1h 20m	−11.2	−$8	—
Oct 28 20:35	USDCAD	SELL	0.1	1.40048 → 1.39961	1h 20m	+8.7	+$6	—
Oct 28 12:50	USDCAD	SELL	0.1	1.40407 → 1.40397	1h 20m	+1	+$1	—
Oct 26 14:50	USDCAD	BUY	0.1	1.40353 → 1.40414	1h 20m	+6.1	+$4	—
Oct 26 09:05	USDCAD	BUY	0.1	1.40272 → 1.40119	1h 20m	−15.3	−$11	—
Oct 25 22:50	USDCAD	BUY	0.1	1.40359 → 1.40145	1h 20m	−21.4	−$15	—
Oct 23 13:50	USDCAD	SELL	0.1	1.39850 → 1.39783	1h 20m	+6.7	+$5	—
Oct 22 08:20	USDCAD	SELL	0.1	1.40193 → 1.40232	1h 20m	−3.9	−$3	—
Oct 21 15:20	USDCAD	BUY	0.1	1.40762 → 1.40701	1h 20m	−6.1	−$4	—
Oct 21 12:20	USDCAD	SELL	0.1	1.40389 → 1.40492	1h 20m	−10.3	−$7	—
Oct 20 11:05	USDCAD	SELL	0.1	1.40540 → 1.40492	1h 20m	+4.8	+$3	—
Oct 20 07:35	USDCAD	SELL	0.1	1.40732 → 1.40669	1h 20m	+6.3	+$4	—
Oct 19 12:50	USDCAD	SELL	0.1	1.40746 → 1.40941	1h 20m	−19.5	−$14	—
Oct 19 08:05	USDCAD	SELL	0.1	1.41024 → 1.40986	1h 20m	+3.8	+$3	—
Oct 18 22:50	USDCAD	SELL	0.1	1.41109 → 1.41294	1h 20m	−18.5	−$13	—
Oct 16 10:35	USDCAD	SELL	0.1	1.41562 → 1.41520	1h 20m	+4.2	+$3	—
Oct 16 05:20	USDCAD	SELL	0.1	1.41732 → 1.41818	1h 20m	−8.6	−$6	—
Oct 15 02:35	USDCAD	SELL	0.1	1.42028 → 1.42092	1h 20m	−6.4	−$5	—
Oct 15 01:05	USDCAD	SELL	0.1	1.42127 → 1.42016	1h 20m	+11.1	+$8	—
Oct 14 14:05	USDCAD	BUY	0.1	1.42610 → 1.42962	1h 20m	+35.2	+$25	—
Oct 14 03:20	USDCAD	SELL	0.1	1.41993 → 1.42011	1h 20m	−1.8	−$1	—
Oct 13 14:35	USDCAD	SELL	0.1	1.42332 → 1.42226	1h 20m	+10.6	+$7	—

1–25 of 1628

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