Auburn Sky · strategy profile

Auburn Sky · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.5%	−32	3	1
This month	−0.9%	−58	14	3
This year	−4.5%	−297	154	59

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.1	−0.6	−0.9	−1.5	−0.9	−2.9	−1.5	−0.2	−2.5	+0.6	+1.2	−1.1	−11.5
2023	0.0	+0.4	−0.1	−0.2	−1.2	+0.3	−0.2	−0.7	−0.8	+0.2	−1.5	−0.7	−4.6
2024	+1.4	−1.1	−0.5	−0.7	−0.2	−0.1	+0.3	−0.2	−1.0	−0.3	−0.6	−0.3	−3.4
2025	−0.4	−0.7	+0.8	+1.1	+1.2	+0.2	+0.5	−0.7	0.0	−0.6	−1.1	−0.5	0.0
2026	−1.2	−0.6	+1.5	+0.4	−0.7	−0.4	−0.1	−0.4	−1.7	−1.2	−0.2	·	−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: −1.2%
Max weekly drawdown: −1.3%
Max drawdown · equity: −21.7%
Max drawdown · balance: −21.7%
Absolute drawdown: −$2,174
Longest drawdown: 1766 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 3.9%

Symbol split

90 days

USDCHF

100%+21.6%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 20% · Tue 22% · Wed 19% · Thu 22% · Fri 17% · 66% in the London session

Behaviour

from 866 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 1% · 1–4h 99% · 4–12h 0% · over 12h 0%. Automated share 100%.

Statistics866 closed trades

Trades866

Won / lost368 / 498

Long win rate45% (439)

Short win rate40% (427)

Avg win+$12.5 · 11.0 pip

Avg loss−$13.6 · −11.9 pip

Best trade+$39 · Mar 2

Worst trade−$100 · Apr 14

Total pips−1,908

Lots86.6

Commission + swap−$43

Expectancy / trade−$2.5

Profit factor0.68

Sharpe−2.50daily returns, annualised

Z-score0.4 (29%)dependence between runs

Standard deviation$17.1

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak8 (+$72)

Losing streak8 (−$116)

Avg holding time2h 12m

Trades / week3.4

Risk / trade3.9%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 11:05	USDCHF	SELL	0.1	0.81966 → 0.82093	2h 5m	−12.7	−$15	—
Oct 30 16:05	USDCHF	BUY	0.1	0.82452 → 0.82245	2h 5m	−20.7	−$25	—
Oct 28 19:05	USDCHF	SELL	0.1	0.82891 → 0.82877	2h 5m	+1.4	+$2	—
Oct 23 11:05	USDCHF	BUY	0.1	0.82323 → 0.82373	2h 5m	+5	+$6	—
Oct 23 01:05	USDCHF	SELL	0.1	0.82004 → 0.82008	2h 5m	−0.4	$0	—
Oct 22 16:05	USDCHF	BUY	0.1	0.82410 → 0.82275	2h 5m	−13.5	−$16	—
Oct 20 10:05	USDCHF	SELL	0.1	0.82441 → 0.82473	2h 5m	−3.2	−$4	—
Oct 19 18:05	USDCHF	BUY	0.1	0.82685 → 0.82575	2h 5m	−11	−$13	—
Oct 14 21:05	USDCHF	SELL	0.1	0.83445 → 0.83449	2h 5m	−0.4	−$2	—
Oct 14 11:05	USDCHF	BUY	0.1	0.83376 → 0.83364	2h 5m	−1.2	−$1	—
Oct 13 05:05	USDCHF	SELL	0.1	0.83278 → 0.83331	2h 5m	−5.3	−$6	—
Oct 12 10:05	USDCHF	BUY	0.1	0.83183 → 0.83299	2h 5m	+11.6	+$14	—
Oct 8 20:05	USDCHF	SELL	0.1	0.83129 → 0.83150	2h 5m	−2.1	−$3	—
Oct 5 16:05	USDCHF	BUY	0.1	0.83188 → 0.83137	2h 5m	−5.1	−$6	—
Oct 1 10:05	USDCHF	SELL	0.1	0.83393 → 0.83708	2h 5m	−31.5	−$38	—
Sep 30 20:05	USDCHF	BUY	0.1	0.83544 → 0.83586	2h 5m	+4.2	+$5	—
Sep 30 11:05	USDCHF	SELL	0.1	0.83246 → 0.83415	2h 5m	−16.9	−$20	—
Sep 22 18:05	USDCHF	BUY	0.1	0.82207 → 0.82095	2h 5m	−11.2	−$14	—
Sep 18 19:05	USDCHF	SELL	0.1	0.82269 → 0.82215	2h 5m	+5.4	+$7	—
Sep 15 17:05	USDCHF	BUY	0.1	0.81936 → 0.81861	2h 5m	−7.5	−$9	—
Sep 14 19:05	USDCHF	SELL	0.1	0.81548 → 0.81639	2h 5m	−9.1	−$11	—
Sep 9 18:05	USDCHF	BUY	0.1	0.81048 → 0.80944	2h 5m	−10.4	−$13	—
Sep 9 12:05	USDCHF	BUY	0.1	0.81042 → 0.80739	2h 5m	−30.3	−$38	—
Sep 8 17:05	USDCHF	SELL	0.1	0.80838 → 0.80907	2h 5m	−6.9	−$9	—
Sep 4 15:05	USDCHF	BUY	0.1	0.81116 → 0.80958	2h 5m	−15.8	−$20	—

1–25 of 866

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