Auburn Aspen · strategy profile

Auburn Aspen · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.1%	+16	1	1
This month	+0.1%	+11	6	4
This year	−1.4%	−176	86	43

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.4	−0.3	−0.5	+0.2	+0.2	−0.1	−0.2	+1.0	−1.0	−0.8	−0.4	0.0	−1.3
2023	−0.2	−0.2	−0.4	+0.1	−0.5	−0.1	−0.8	+0.4	0.0	−0.4	−0.2	−0.4	−2.7
2024	+0.1	+0.3	−0.8	+0.2	−0.5	−0.3	−0.1	+0.1	+0.3	−0.1	−0.5	−0.4	−1.9
2025	+0.5	+0.2	+0.6	+0.7	−0.6	0.0	+0.1	−0.1	−0.1	+0.2	−0.7	+0.1	+0.8
2026	−0.6	−0.4	−0.2	−0.1	0.0	+0.5	−0.2	−0.2	−0.3	+0.2	0.0	·	−1.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −7.5%.

Max daily drawdown: −0.7%
Max weekly drawdown: −0.7%
Max drawdown · equity: −7.5%
Max drawdown · balance: −7.5%
Absolute drawdown: −$760
Longest drawdown: 1528 days · Sep
Recovery factor: −0.8
Max simultaneous risk: 3.7%

Symbol split

90 days

USDCAD

100%+6.3%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 22% · Tue 23% · Wed 18% · Thu 19% · Fri 18% · 50% in the New York session

Behaviour

from 496 trades

! Holds losing trades longer✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 98% · 4–12h 0% · over 12h 2%. Automated share 100%.

Statistics496 closed trades

Trades496

Won / lost217 / 279

Long win rate44% (496)

Short win rate0% (0)

Avg win+$9.8 · 13.3 pip

Avg loss−$9.9 · −13.2 pip

Best trade+$77 · Oct 13

Worst trade−$67 · Oct 11

Total pips−808

Lots49.6

Commission + swap−$34

Expectancy / trade−$1.3

Profit factor0.77

Sharpe−1.49daily returns, annualised

Z-score0.0 (3%)dependence between runs

Standard deviation$14.1

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak8 (+$62)

Losing streak10 (−$74)

Avg holding time3h 43m

Trades / week2.0

Risk / trade3.7%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 14:40	USDCAD	BUY	0.1	1.40351 → 1.40512	2h 40m	+16.1	+$11	—
Oct 26 23:40	USDCAD	BUY	0.1	1.40111 → 1.40118	2h 40m	+0.7	+$1	—
Oct 15 04:40	USDCAD	BUY	0.1	1.42158 → 1.42057	2h 40m	−10.1	−$7	—
Oct 13 07:40	USDCAD	BUY	0.1	1.42697 → 1.42573	2h 40m	−12.4	−$9	—
Oct 12 09:40	USDCAD	BUY	0.1	1.42483 → 1.42624	2h 40m	+14.1	+$10	—
Oct 5 12:40	USDCAD	BUY	0.1	1.42475 → 1.42503	2h 40m	+2.8	+$2	—
Oct 1 16:40	USDCAD	BUY	0.1	1.42382 → 1.42523	2h 40m	+14.1	+$10	—
Sep 30 12:40	USDCAD	BUY	0.1	1.41835 → 1.41650	2h 40m	−18.5	−$13	—
Sep 29 18:40	USDCAD	BUY	0.1	1.41916 → 1.41764	2h 40m	−15.2	−$11	—
Sep 25 14:40	USDCAD	BUY	0.1	1.41460 → 1.41445	2h 40m	−1.5	−$1	—
Sep 24 09:40	USDCAD	BUY	0.1	1.41051 → 1.41079	2h 40m	+2.8	+$2	—
Sep 21 01:40	USDCAD	BUY	0.1	1.39912 → 1.39952	2h 40m	+4	+$3	—
Sep 18 03:40	USDCAD	BUY	0.1	1.39897 → 1.39830	2h 40m	−6.7	−$5	—
Sep 17 19:40	USDCAD	BUY	0.1	1.39863 → 1.39878	2h 40m	+1.5	+$1	—
Sep 15 23:40	USDCAD	BUY	0.1	1.39081 → 1.39245	2h 40m	+16.4	+$12	—
Sep 15 20:40	USDCAD	BUY	0.1	1.39133 → 1.39231	2h 40m	+9.8	+$7	—
Sep 14 22:40	USDCAD	BUY	0.1	1.39043 → 1.38985	2h 40m	−5.8	−$5	—
Sep 7 11:40	USDCAD	BUY	0.1	1.38271 → 1.38203	2h 40m	−6.8	−$5	—
Sep 2 18:40	USDCAD	BUY	0.1	1.38524 → 1.38354	2h 40m	−17	−$12	—
Aug 31 14:40	USDCAD	BUY	0.1	1.38885 → 1.38672	2h 40m	−21.3	−$15	—
Aug 27 16:40	USDCAD	BUY	0.1	1.38624 → 1.38577	2h 40m	−4.7	−$3	—
Aug 27 00:40	USDCAD	BUY	0.1	1.38741 → 1.38752	2h 40m	+1.1	+$1	—
Aug 25 16:40	USDCAD	BUY	0.1	1.38347 → 1.38393	2h 40m	+4.6	+$3	—
Aug 19 08:40	USDCAD	BUY	0.1	1.38816 → 1.38821	2h 40m	+0.5	$0	—
Aug 5 14:40	USDCAD	BUY	0.1	1.40533 → 1.40310	2h 40m	−22.3	−$16	—

1–25 of 496

Auburn Aspen◇Strategy

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