Auburn Swan · strategy profile

Auburn Swan · 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	−0.4%	−27	3	1
This month	+1.1%	+103	12	6
This year	−5.2%	−349	129	50

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.3	+0.8	−1.2	−4.0	+2.8	+0.4	−0.2	−1.5	−1.9	−2.3	+5.6	+1.5	−1.5
2023	+0.1	−2.0	+1.7	+1.8	−2.4	+2.2	+3.0	−1.2	−3.7	+0.5	+3.2	+3.4	+6.5
2024	−2.1	−2.6	−1.7	−1.8	+2.3	−0.5	+3.0	+2.6	+0.5	−2.2	−1.0	−2.9	−6.3
2025	−0.8	+0.2	+1.2	+4.1	+0.2	+2.9	−2.1	+1.9	−0.1	−0.7	+0.3	+1.1	+8.3
2026	+2.6	−0.1	−3.3	+2.2	−0.7	−3.3	+0.1	−0.1	−3.6	+1.2	+0.4	·	−4.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.5%.

Max daily drawdown: −2.0%
Max weekly drawdown: −2.9%
Max drawdown · equity: −10.5%
Max drawdown · balance: −10.5%
Absolute drawdown: −$1,163
Longest drawdown: 541 days · Nov
Recovery factor: 0.1
Max simultaneous risk: 1.9%

Symbol split

90 days

USDCHF

100%+1.0%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 19% · Tue 23% · Wed 18% · Thu 26% · Fri 15% · 46% in the Asia session

Behaviour

from 746 trades

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

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

Statistics746 closed trades

Trades746

Won / lost337 / 409

Long win rate0% (0)

Short win rate45% (746)

Avg win+$51.0 · 45.7 pip

Avg loss−$41.9 · −36.2 pip

Best trade+$350 · Nov 11

Worst trade−$217 · Mar 3

Total pips+616

Lots74.6

Commission + swap−$803

Expectancy / trade+$0.1

Profit factor1.00

Sharpe0.07daily returns, annualised

Z-score0.2 (12%)dependence between runs

Standard deviation$62.8

AHPR / GHPR0.00% / 0.00%

Recovery factor0.1

Winning streak7 (+$425)

Losing streak7 (−$228)

Avg holding time2.2 days

Trades / week3.0

Risk / trade1.9%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	SELL	0.1	0.82720 → 0.82455	3.3 days	+26.5	+$31	—
Oct 29 10:30	USDCHF	SELL	0.1	0.82863 → 0.82866	1.8 days	−0.3	−$2	—
Oct 27 15:40	USDCHF	SELL	0.1	0.82350 → 0.82886	1.8 days	−53.6	−$65	—
Oct 23 01:05	USDCHF	SELL	0.1	0.82555 → 0.82008	1.8 days	+54.7	+$65	—
Oct 20 20:40	USDCHF	SELL	0.1	0.82365 → 0.82475	1.8 days	−11	−$14	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82691 → 0.82372	3 days	+31.9	+$38	—
Oct 15 12:40	USDCHF	SELL	0.1	0.83246 → 0.82987	1.8 days	+25.9	+$29	—
Oct 13 15:40	USDCHF	SELL	0.1	0.82963 → 0.83304	1.8 days	−34.1	−$41	—
Oct 11 21:03	USDCHF	SELL	0.1	0.83364 → 0.82910	3.3 days	+45.4	+$54	—
Oct 8 12:30	USDCHF	SELL	0.1	0.83100 → 0.83340	1.8 days	−24	−$31	—
Oct 6 17:30	USDCHF	SELL	0.1	0.82803 → 0.83147	1.8 days	−34.4	−$42	—
Oct 4 21:03	USDCHF	SELL	0.1	0.83539 → 0.82784	3.3 days	+75.5	+$90	—
Oct 1 12:35	USDCHF	SELL	0.1	0.83435 → 0.83530	1.8 days	−9.5	−$13	—
Sep 29 15:40	USDCHF	SELL	0.1	0.82752 → 0.83503	1.8 days	−75.1	−$90	—
Sep 27 21:03	USDCHF	SELL	0.1	0.82766 → 0.82759	3.3 days	+0.7	$0	—
Sep 24 11:30	USDCHF	SELL	0.1	0.82147 → 0.82734	1.8 days	−58.7	−$73	—
Sep 22 15:40	USDCHF	SELL	0.1	0.82121 → 0.82192	1.8 days	−7.1	−$9	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82271 → 0.82202	3.3 days	+6.9	+$7	—
Sep 17 13:20	USDCHF	SELL	0.1	0.81857 → 0.82360	1.8 days	−50.3	−$63	—
Sep 15 18:30	USDCHF	SELL	0.1	0.81655 → 0.81893	1.8 days	−23.8	−$30	—
Sep 13 21:03	USDCHF	SELL	0.1	0.81264 → 0.81537	3 days	−27.3	−$34	—
Sep 10 11:35	USDCHF	SELL	0.1	0.80893 → 0.81150	1.8 days	−25.7	−$34	—
Sep 8 15:40	USDCHF	SELL	0.1	0.80871 → 0.80911	1.8 days	−4	−$5	—
Sep 6 21:03	USDCHF	SELL	0.1	0.80727 → 0.80931	2.9 days	−20.4	−$26	—
Sep 3 23:50	USDCHF	SELL	0.1	0.81285 → 0.80764	1.8 days	+52.1	+$63	—

1–25 of 746

Auburn Swan◇Strategy

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