Snowy Valley · strategy profile

Snowy Valley · 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%	−6	2	1
This month	+0.1%	+14	19	8
This year	−0.3%	−33	119	54

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.1	−0.6	+0.2	+0.7	0.0	−0.2	0.0	+0.4	−0.9	+0.2	0.0	−0.2	−1.6
2023	−0.7	−0.6	−0.2	+0.4	−0.6	+0.8	−0.5	−1.1	0.0	−0.5	0.0	−0.1	−3.2
2024	−0.8	+0.4	−0.1	−0.6	−0.6	0.0	+0.1	0.0	−0.6	−0.2	−0.4	0.0	−2.8
2025	−1.5	−0.2	+0.1	−0.3	−0.1	0.0	0.0	+0.2	−0.1	+0.4	+0.2	−0.1	−1.5
2026	+0.7	0.0	−0.3	−0.4	0.0	0.0	−0.3	+0.3	−0.4	+0.1	0.0	·	−0.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.7%.

Max daily drawdown: −1.0%
Max weekly drawdown: −0.9%
Max drawdown · equity: −9.7%
Max drawdown · balance: −9.7%
Absolute drawdown: −$967
Longest drawdown: 1757 days · May
Recovery factor: −0.9
Max simultaneous risk: 2.0%

Symbol split

90 days

USDCAD

100%+8.9%

Long 24% · Short 76%

Hour and day

trade opens · UTC

Mon 16% · Tue 22% · Wed 19% · Thu 21% · Fri 22% · 67% in the New York session

Behaviour

from 709 trades

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

Holding time: under 1h 3% · 1–4h 96% · 4–12h 0% · over 12h 1%. Automated share 100%.

Statistics709 closed trades

Trades709

Won / lost321 / 388

Long win rate49% (170)

Short win rate44% (539)

Avg win+$9.5 · 12.9 pip

Avg loss−$10.2 · −13.7 pip

Best trade+$16 · Apr 5

Worst trade−$95 · Jan 31

Total pips−1,181

Lots70.9

Commission + swap−$28

Expectancy / trade−$1.3

Profit factor0.77

Sharpe−1.83daily returns, annualised

Z-score0.9 (61%)dependence between runs

Standard deviation$13.2

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.9

Winning streak7 (+$32)

Losing streak9 (−$95)

Avg holding time2h 18m

Trades / week2.8

Risk / trade2.0%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 03:25	USDCAD	SELL	0.1	1.39711 → 1.39820	1h 55m	−10.9	−$8	—
Oct 28 21:25	USDCAD	SELL	0.1	1.39983 → 1.39936	1h 55m	+4.7	+$2	—
Oct 23 14:25	USDCAD	SELL	0.1	1.39850 → 1.39812	1h 55m	+3.8	+$3	—
Oct 22 19:25	USDCAD	SELL	0.1	1.40068 → 1.40079	1h 55m	−1.1	−$1	—
Oct 22 08:55	USDCAD	SELL	0.1	1.40193 → 1.40206	1h 55m	−1.3	−$1	—
Oct 20 13:25	USDCAD	SELL	0.1	1.40453 → 1.40491	1h 55m	−3.8	−$3	—
Oct 20 09:25	USDCAD	SELL	0.1	1.40663 → 1.40582	1h 55m	+8.1	+$6	—
Oct 19 13:25	USDCAD	SELL	0.1	1.40746 → 1.40909	1h 55m	−16.3	−$12	—
Oct 19 08:25	USDCAD	SELL	0.1	1.41057 → 1.40948	1h 55m	+10.9	+$8	—
Oct 18 23:55	USDCAD	SELL	0.1	1.41169 → 1.41240	1h 55m	−7.1	−$5	—
Oct 16 15:55	USDCAD	SELL	0.1	1.41421 → 1.41573	1h 55m	−15.2	−$11	—
Oct 16 12:25	USDCAD	SELL	0.1	1.41490 → 1.41612	1h 55m	−12.2	−$9	—
Oct 14 13:53	USDCAD	BUY	0.1	1.42675 → 1.42873	0h 53m	+19.8	+$14	—
Oct 14 03:55	USDCAD	SELL	0.1	1.41993 → 1.42042	1h 55m	−4.9	−$3	—
Oct 13 15:09	USDCAD	SELL	0.1	1.42292 → 1.42094	1h 39m	+19.8	+$14	—
Oct 9 14:55	USDCAD	BUY	0.1	1.42861 → 1.42756	1h 55m	−10.5	−$7	—
Oct 7 12:30	USDCAD	BUY	0.1	1.42461 → 1.42659	0h 30m	+19.8	+$14	—
Oct 6 19:55	USDCAD	SELL	0.1	1.42093 → 1.42106	1h 55m	−1.3	−$1	—
Oct 6 15:25	USDCAD	SELL	0.1	1.42339 → 1.42218	1h 55m	+12.1	+$9	—
Sep 8 16:25	USDCAD	SELL	0.1	1.37669 → 1.37918	1h 55m	−24.9	−$18	—
Sep 8 07:55	USDCAD	SELL	0.1	1.37912 → 1.37972	1h 55m	−6	−$4	—
Sep 3 18:25	USDCAD	SELL	0.1	1.37659 → 1.37872	1h 55m	−21.3	−$15	—
Sep 3 13:55	USDCAD	SELL	0.1	1.37917 → 1.38022	1h 55m	−10.5	−$8	—
Sep 3 09:55	USDCAD	SELL	0.1	1.38172 → 1.38123	1h 55m	+4.9	+$4	—
Sep 2 16:55	USDCAD	SELL	0.1	1.38478 → 1.38463	1h 55m	+1.5	+$1	—

1–25 of 709

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