Stone Wren · strategy profile

Stone Wren · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	+1	1	1
This week	−0.2%	−25	7	3
This month	−0.6%	−68	31	11
This year	−4.5%	−502	271	89

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.5	−0.5	−0.8	−0.4	−0.5	0.0	−0.5	+0.2	−0.3	−1.3	−0.4	−0.7	−5.7
2023	+0.1	−0.3	+0.4	−0.8	−1.1	−0.5	−0.2	+0.1	−0.1	−0.3	−0.1	−0.4	−3.3
2024	−0.6	0.0	−0.4	−0.4	−0.4	−0.4	−1.4	−0.2	−0.5	−0.3	−0.3	−0.6	−5.5
2025	−0.6	+0.6	−0.9	−0.2	−0.7	−0.6	−0.4	−0.4	−0.8	−0.9	+0.1	−0.6	−5.3
2026	−0.5	−0.9	−0.3	−1.0	−0.4	−0.2	−0.4	+0.1	−0.4	−0.5	−0.1	·	−4.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.7%.

Max daily drawdown: −0.7%
Max weekly drawdown: −0.9%
Max drawdown · equity: −21.7%
Max drawdown · balance: −21.7%
Absolute drawdown: −$2,168
Longest drawdown: 1766 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 2.8%

Symbol split

90 days

USDCAD

100%+21.7%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 20% · Tue 22% · Wed 20% · Thu 21% · Fri 18% · 42% in the New York session

Behaviour

from 1,690 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%.

Statistics1,690 closed trades

Trades1,690

Won / lost621 / 1,069

Long win rate39% (847)

Short win rate35% (843)

Avg win+$4.9 · 6.7 pip

Avg loss−$4.9 · −6.6 pip

Best trade+$115 · Feb 2

Worst trade−$53 · Nov 30

Total pips−2,921

Lots169.0

Commission + swap−$15

Expectancy / trade−$1.3

Profit factor0.59

Sharpe−3.46daily returns, annualised

Z-score−0.7 (53%)dependence between runs

Standard deviation$7.5

AHPR / GHPR−0.01% / −0.01%

Recovery factor−1.0

Winning streak6 (+$47)

Losing streak14 (−$63)

Avg holding time0h 49m

Trades / week6.7

Risk / trade2.8%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:55	USDCAD	SELL	0.1	1.39645 → 1.39631	0h 40m	+1.4	+$1	—
Nov 2 21:40	USDCAD	BUY	0.1	1.39934 → 1.39861	0h 40m	−7.3	−$5	—
Nov 2 12:10	USDCAD	SELL	0.1	1.39720 → 1.39759	0h 40m	−3.9	−$3	—
Nov 2 01:25	USDCAD	BUY	0.1	1.39697 → 1.39711	0h 40m	+1.4	+$1	—
Oct 29 18:25	USDCAD	SELL	0.1	1.39680 → 1.39801	0h 40m	−12.1	−$9	—
Oct 29 08:55	USDCAD	BUY	0.1	1.40019 → 1.39902	0h 40m	−11.7	−$8	—
Oct 28 11:10	USDCAD	SELL	0.1	1.40560 → 1.40491	0h 40m	+6.9	+$5	—
Oct 27 15:40	USDCAD	BUY	0.1	1.40367 → 1.40358	0h 40m	−0.9	−$1	—
Oct 26 23:25	USDCAD	SELL	0.1	1.40136 → 1.40139	0h 40m	−0.3	$0	—
Oct 26 07:55	USDCAD	BUY	0.1	1.40180 → 1.40198	0h 40m	+1.8	+$1	—
Oct 26 03:25	USDCAD	SELL	0.1	1.39989 → 1.40023	0h 40m	−3.4	−$2	—
Oct 23 18:25	USDCAD	BUY	0.1	1.40159 → 1.39957	0h 40m	−20.2	−$14	—
Oct 23 12:55	USDCAD	SELL	0.1	1.39951 → 1.39713	0h 40m	+23.8	+$17	—
Oct 23 05:40	USDCAD	BUY	0.1	1.40138 → 1.40119	0h 40m	−1.9	−$1	—
Oct 22 21:40	USDCAD	SELL	0.1	1.40029 → 1.40070	0h 40m	−4.1	−$3	—
Oct 22 14:25	USDCAD	BUY	0.1	1.40388 → 1.40258	0h 40m	−13	−$9	—
Oct 21 09:25	USDCAD	SELL	0.1	1.40509 → 1.40557	0h 40m	−4.8	−$3	—
Oct 21 00:10	USDCAD	BUY	0.1	1.40668 → 1.40656	0h 40m	−1.2	−$1	—
Oct 20 03:25	USDCAD	SELL	0.1	1.40901 → 1.40863	0h 40m	+3.8	+$3	—
Oct 19 20:40	USDCAD	BUY	0.1	1.41122 → 1.41108	0h 40m	−1.4	−$1	—
Oct 14 19:55	USDCAD	SELL	0.1	1.42445 → 1.42411	0h 40m	+3.4	+$2	—
Oct 14 09:25	USDCAD	BUY	0.1	1.42139 → 1.42136	0h 40m	−0.3	$0	—
Oct 13 01:40	USDCAD	SELL	0.1	1.42768 → 1.42757	0h 40m	+1.1	+$1	—
Oct 12 12:10	USDCAD	BUY	0.1	1.42669 → 1.42589	0h 40m	−8	−$6	—
Oct 12 00:10	USDCAD	SELL	0.1	1.42581 → 1.42549	0h 40m	+3.2	+$2	—

1–25 of 1690

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