Autumn Swan · strategy profile

Autumn Swan · 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	−0.9%	−36	2	1
This month	−3.7%	−150	10	3
This year	−22.1%	−1,048	93	36

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.9	−2.8	−0.4	+1.6	−0.2	+0.5	+1.0	+2.1	+1.0	−2.9	+1.0	−2.1	−3.0
2023	−4.6	−1.7	−0.5	−1.8	−3.6	−2.8	−1.1	−3.8	+2.0	−0.8	+1.4	−1.4	−18.7
2024	+0.3	−3.0	−2.7	+0.2	−1.6	−0.6	−2.5	+1.5	−5.6	−0.2	+0.3	+1.5	−12.5
2025	−1.2	−3.8	+2.8	−2.2	−3.6	0.0	+3.0	−4.6	−2.1	−0.6	+3.7	+1.0	−7.4
2026	+0.9	−3.2	−4.4	−2.1	−0.1	−1.5	−4.4	−4.0	−0.2	−6.2	+1.2	·	−24.0

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −2.8%
Max weekly drawdown: −6.2%
Max drawdown · equity: −51.6%
Max drawdown · balance: −51.6%
Absolute drawdown: −$4,921
Longest drawdown: 1498 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 0.0%

Symbol split

90 days

USDCHF

100%+48.9%

Long 52% · Short 48%

Hour and day

trade opens · UTC

Mon 26% · Tue 23% · Wed 12% · Thu 20% · Fri 19% · 44% in the New York session

Behaviour

from 594 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 15% · over 12h 83%. Automated share 100%.

Statistics594 closed trades

Trades594

Won / lost242 / 352

Long win rate41% (307)

Short win rate40% (287)

Avg win+$61.8 · 56.3 pip

Avg loss−$56.4 · −48.6 pip

Best trade+$175 · Nov 14

Worst trade−$93 · Aug 2

Total pips−3,460

Lots59.4

Commission + swap−$866

Expectancy / trade−$8.2

Profit factor0.75

Sharpe−1.97daily returns, annualised

Z-score0.1 (5%)dependence between runs

Standard deviation$69.0

AHPR / GHPR−0.11% / −0.11%

Recovery factor−1.0

Winning streak6 (+$278)

Losing streak8 (−$317)

Avg holding time2.9 days

Trades / week2.4

Risk / trade0.0%

Monthly average−1.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 19:50	USDCHF	SELL	0.1	0.82112 → 0.81872	3.7 days	+24	+$29	—
Oct 30 01:16	USDCHF	BUY	0.1	0.82567 → 0.81965	3.6 days	−60.2	−$76	—
Oct 26 10:35	USDCHF	SELL	0.1	0.82127 → 0.82552	3.7 days	−42.5	−$52	—
Oct 22 15:20	USDCHF	BUY	0.1	0.82456 → 0.82352	3.7 days	−10.4	−$15	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82902 → 0.82372	3.8 days	+53	+$63	—
Oct 14 23:30	USDCHF	BUY	0.1	0.83885 → 0.83283	7h 0m	−60.2	−$74	—
Oct 14 15:03	USDCHF	SELL	0.1	0.83318 → 0.83920	1.4 days	−60.2	−$72	—
Oct 13 04:20	USDCHF	BUY	0.1	0.83131 → 0.83314	3.7 days	+18.3	+$21	—
Oct 9 09:20	USDCHF	BUY	0.1	0.83141 → 0.83116	3.7 days	−2.5	−$6	—
Oct 5 15:20	USDCHF	SELL	0.1	0.83054 → 0.83144	3.7 days	−9	−$11	—
Oct 1 21:20	USDCHF	BUY	0.1	0.82964 → 0.83016	3.7 days	+5.2	+$3	—
Sep 28 03:50	USDCHF	BUY	0.1	0.82769 → 0.82941	3.7 days	+17.2	+$20	—
Sep 24 09:11	USDCHF	SELL	0.1	0.82236 → 0.82838	3.4 days	−60.2	−$75	—
Sep 20 21:04	USDCHF	BUY	0.1	0.82605 → 0.82183	4 days	−42.2	−$54	—
Sep 16 18:33	USDCHF	SELL	0.1	0.81765 → 0.82367	1.3 days	−60.2	−$74	—
Sep 15 10:20	USDCHF	BUY	0.1	0.81619 → 0.81757	3.7 days	+13.8	+$16	—
Sep 11 15:20	USDCHF	BUY	0.1	0.80917 → 0.81560	3.7 days	+64.3	+$76	—
Sep 7 19:50	USDCHF	BUY	0.1	0.80788 → 0.80954	3.7 days	+16.6	+$20	—
Sep 4 01:50	USDCHF	BUY	0.1	0.80877 → 0.80777	3.7 days	−10	−$15	—
Aug 31 06:49	USDCHF	BUY	0.1	0.80566 → 0.80882	4.6 days	+31.6	+$37	—
Aug 26 14:46	USDCHF	SELL	0.1	0.80034 → 0.80636	2.4 days	−60.2	−$76	—
Aug 24 05:50	USDCHF	SELL	0.1	0.79763 → 0.80086	3.7 days	−32.3	−$41	—
Aug 20 09:13	USDCHF	SELL	0.1	0.81007 → 0.79609	2.9 days	+139.8	+$173	—
Aug 17 08:29	USDCHF	BUY	0.1	0.81320 → 0.80718	9h 59m	−60.2	−$75	—
Aug 16 21:03	USDCHF	BUY	0.1	0.81128 → 0.81069	5.5 days	−5.9	−$10	—

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