Shaded Estuary · strategy profile

Shaded Estuary · strategy profile · SocialCharts

Performance

…

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

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.1%	−15	1	0
This week	−0.2%	−19	3	0
This month	+0.5%	+74	12	5
This year	−3.5%	−355	151	62

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.8	+1.5	+0.3	−1.2	−0.7	−1.4	+1.7	−0.6	−1.5	+4.8	+0.7	−1.8	+1.0
2023	+1.9	−0.7	−0.4	−2.0	−0.3	+0.9	+0.1	−0.5	+0.3	−1.7	+1.4	+1.1	+0.2
2024	−1.0	+0.3	+0.7	−0.3	−0.4	−0.2	−0.3	+1.2	−0.7	−1.7	−1.4	−0.5	−4.4
2025	−0.1	−0.8	+0.7	+1.1	−0.3	+0.5	−1.7	+1.3	−1.6	+0.3	+0.1	+1.7	+1.2
2026	0.0	−0.2	−1.6	+0.6	−0.6	−1.1	+0.2	+0.7	−1.8	+0.7	0.0	·	−3.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.7%.

Max daily drawdown: −1.5%
Max weekly drawdown: −1.7%
Max drawdown · equity: −10.7%
Max drawdown · balance: −10.7%
Absolute drawdown: −$1,122
Longest drawdown: 1448 days · Sep
Recovery factor: −0.5
Max simultaneous risk: 3.4%

Symbol split

90 days

USDCAD

100%+5.6%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 17% · Tue 22% · Wed 20% · Thu 21% · Fri 20% · 48% in the New York session

Behaviour

from 813 trades

✓ Losers not held longer than winners! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 82% · over 12h 18%. Automated share 100%.

Statistics813 closed trades

Trades813

Won / lost388 / 425

Long win rate0% (0)

Short win rate48% (813)

Avg win+$24.1 · 33.5 pip

Avg loss−$23.4 · −31.0 pip

Best trade+$137 · Oct 23

Worst trade−$145 · Feb 2

Total pips−173

Lots81.3

Commission + swap−$471

Expectancy / trade−$0.7

Profit factor0.94

Sharpe−0.32daily returns, annualised

Z-score0.6 (47%)dependence between runs

Standard deviation$32.9

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak6 (+$198)

Losing streak11 (−$154)

Avg holding time1.1 days

Trades / week3.2

Risk / trade3.4%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 03:05	USDCAD	SELL	0.1	1.39751 → 1.39906	19h 5m	−15.5	−$12	—
Nov 1 22:03	USDCAD	SELL	0.1	1.39711 → 1.39747	2.8 days	−3.6	−$3	—
Oct 28 14:25	USDCAD	SELL	0.1	1.40503 → 1.40500	19h 5m	+0.3	$0	—
Oct 27 19:12	USDCAD	SELL	0.1	1.40111 → 1.40529	19h 5m	−41.8	−$30	—
Oct 26 23:21	USDCAD	SELL	0.1	1.40046 → 1.40141	19h 5m	−9.5	−$7	—
Oct 22 03:05	USDCAD	SELL	0.1	1.40533 → 1.40344	19h 5m	+18.9	+$12	—
Oct 20 23:05	USDCAD	SELL	0.1	1.40814 → 1.40645	19h 5m	+16.9	+$12	—
Oct 13 18:18	USDCAD	SELL	0.1	1.42810 → 1.42100	19h 5m	+71	+$50	—
Oct 12 23:05	USDCAD	SELL	0.1	1.42564 → 1.42829	19h 5m	−26.5	−$19	—
Oct 9 06:47	USDCAD	SELL	0.1	1.42696 → 1.42214	19h 5m	+48.2	+$33	—
Oct 8 11:05	USDCAD	SELL	0.1	1.42548 → 1.42663	19h 5m	−11.5	−$10	—
Oct 5 23:13	USDCAD	SELL	0.1	1.42882 → 1.42615	19h 5m	+26.7	+$18	—
Oct 1 23:05	USDCAD	SELL	0.1	1.42400 → 1.42241	19h 5m	+15.9	+$11	—
Sep 30 06:42	USDCAD	SELL	0.1	1.41862 → 1.41840	19h 5m	+2.2	+$1	—
Sep 29 11:27	USDCAD	SELL	0.1	1.41692 → 1.41903	19h 5m	−21.1	−$15	—
Sep 25 13:58	USDCAD	SELL	0.1	1.41407 → 1.41423	19h 5m	−1.6	−$2	—
Sep 24 18:47	USDCAD	SELL	0.1	1.41032 → 1.41443	19h 5m	−41.1	−$29	—
Sep 23 23:13	USDCAD	SELL	0.1	1.40830 → 1.41023	19h 5m	−19.3	−$15	—
Sep 23 03:45	USDCAD	SELL	0.1	1.40424 → 1.40842	19h 5m	−41.8	−$30	—
Sep 17 22:45	USDCAD	SELL	0.1	1.39905 → 1.39916	19h 5m	−1.1	−$1	—
Sep 17 03:07	USDCAD	SELL	0.1	1.39350 → 1.39923	19h 5m	−57.3	−$42	—
Sep 15 11:43	USDCAD	SELL	0.1	1.39039 → 1.39165	19h 5m	−12.6	−$10	—
Sep 14 16:36	USDCAD	SELL	0.1	1.38650 → 1.39068	19h 5m	−41.8	−$30	—
Sep 13 21:03	USDCAD	SELL	0.1	1.38726 → 1.38595	2.3 days	+13.1	+$9	—
Sep 11 14:28	USDCAD	SELL	0.1	1.38291 → 1.38702	19h 5m	−41.1	−$30	—

1–25 of 813

Shaded Estuary◇Strategy

Rules