Fern Elm · strategy profile

Fern Elm · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	+3	1	1
This week	+0.8%	+83	3	3
This month	−1.6%	−145	11	6
This year	−1.5%	+16	102	63

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.0	−1.3	−2.0	0.0	−1.5	−3.6	−1.1	−1.1	+4.6	−1.0	−0.1	−2.7	−10.8
2023	−1.8	−1.1	−2.2	−2.7	−5.0	−1.5	−2.1	+1.3	+0.1	+0.7	−0.9	+1.9	−13.4
2024	−1.2	−0.6	−0.5	+2.0	−2.5	−0.1	+0.9	+1.6	−0.6	−1.6	+0.5	+2.4	+0.4
2025	+2.5	−5.3	−0.1	+3.3	−0.5	+0.5	−1.9	−1.5	−1.4	+0.2	−1.2	+2.1	−3.5
2026	−1.9	−0.4	−0.9	−1.4	−0.4	+2.2	−1.8	+0.7	+4.1	−1.7	0.0	·	−1.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −29.7%.

Max daily drawdown: −3.5%
Max weekly drawdown: −3.7%
Max drawdown · equity: −29.7%
Max drawdown · balance: −29.7%
Absolute drawdown: −$2,883
Longest drawdown: 1745 days · May
Recovery factor: −0.9
Max simultaneous risk: 3.8%

Symbol split

90 days

USDCAD

100%+25.5%

Long 59% · Short 41%

Hour and day

trade opens · UTC

Mon 26% · Tue 23% · Wed 15% · Thu 17% · Fri 20% · 46% in the New York session

Behaviour

from 608 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 6% · 4–12h 29% · over 12h 65%. Automated share 100%.

Statistics608 closed trades

Trades608

Won / lost381 / 227

Long win rate65% (356)

Short win rate60% (252)

Avg win+$27.3 · 37.9 pip

Avg loss−$57.0 · −74.1 pip

Best trade+$32 · Jan 13

Worst trade−$280 · Feb 4

Total pips−2,391

Lots60.8

Commission + swap−$707

Expectancy / trade−$4.2

Profit factor0.80

Sharpe−1.30daily returns, annualised

Z-score0.1 (7%)dependence between runs

Standard deviation$48.9

AHPR / GHPR−0.05% / −0.05%

Recovery factor−0.9

Winning streak16 (+$148)

Losing streak6 (−$280)

Avg holding time2.3 days

Trades / week2.4

Risk / trade3.8%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:54	USDCAD	SELL	0.1	1.39657 → 1.39626	3.7 days	+3.1	+$1	—
Oct 30 11:04	USDCAD	SELL	0.1	1.39923 → 1.39525	1.2 days	+39.8	+$28	—
Oct 29 01:18	USDCAD	SELL	0.1	1.40202 → 1.39804	2 days	+39.8	+$26	—
Oct 26 22:12	USDCAD	SELL	0.1	1.40064 → 1.40207	3.7 days	−14.3	−$11	—
Oct 22 15:04	USDCAD	BUY	0.1	1.41159 → 1.40293	3.7 days	−86.6	−$64	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42460 → 1.41095	4.1 days	−136.5	−$99	—
Oct 14 12:31	USDCAD	BUY	0.1	1.42062 → 1.42460	21h 3m	+39.8	+$27	—
Oct 13 14:26	USDCAD	BUY	0.1	1.42626 → 1.42238	3.7 days	−38.8	−$28	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42110 → 1.42508	10h 33m	+39.8	+$28	—
Oct 9 01:54	USDCAD	BUY	0.1	1.42602 → 1.42087	3.7 days	−51.5	−$39	—
Oct 5 01:18	USDCAD	BUY	0.1	1.42377 → 1.42585	3.7 days	+20.8	+$14	—
Sep 30 17:52	USDCAD	BUY	0.1	1.41825 → 1.42223	1.2 days	+39.8	+$27	—
Sep 29 09:59	USDCAD	BUY	0.1	1.41591 → 1.41989	19h 18m	+39.8	+$28	—
Sep 28 11:50	USDCAD	BUY	0.1	1.41325 → 1.41723	3.6 days	+39.8	+$28	—
Sep 24 15:13	USDCAD	BUY	0.1	1.41039 → 1.41437	18h 4m	+39.8	+$28	—
Sep 23 14:24	USDCAD	BUY	0.1	1.40609 → 1.41007	17h 14m	+39.8	+$28	—
Sep 22 15:38	USDCAD	BUY	0.1	1.40310 → 1.40708	11h 52m	+39.8	+$28	—
Sep 22 01:44	USDCAD	BUY	0.1	1.40019 → 1.40417	13h 41m	+39.8	+$28	—
Sep 20 23:12	USDCAD	BUY	0.1	1.39892 → 1.39916	3.7 days	+2.4	+$1	—
Sep 16 12:47	USDCAD	BUY	0.1	1.39028 → 1.39426	1.7 days	+39.8	+$28	—
Sep 11 10:52	USDCAD	BUY	0.1	1.38145 → 1.38543	18h 45m	+39.8	+$28	—
Sep 10 12:34	USDCAD	BUY	0.1	1.37842 → 1.38240	1.9 days	+39.8	+$27	—
Sep 8 13:53	USDCAD	BUY	0.1	1.38310 → 1.37837	3.7 days	−47.3	−$35	—
Sep 4 12:30	USDCAD	BUY	0.1	1.38188 → 1.38586	1.2 days	+39.8	+$28	—
Sep 3 07:45	USDCAD	SELL	0.1	1.38603 → 1.38205	2.3 days	+39.8	+$27	—

1–25 of 608

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