Crimson Wren · strategy profile

Crimson Wren · 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	−0.7%	−43	3	1
This month	−1.2%	−72	13	3
This year	−2.7%	−167	138	48

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.4	−0.5	−0.2	−1.2	−1.0	+0.3	−0.3	−1.9	−1.5	−0.5	−0.1	−0.9	−8.4
2023	−0.8	−0.6	−0.2	−0.2	−0.7	+1.4	+0.2	−0.4	−1.3	−0.7	+0.1	−0.3	−3.5
2024	−0.4	−0.9	−0.7	−1.0	−0.2	+0.4	−0.5	0.0	0.0	−0.3	+0.1	−1.3	−4.8
2025	−0.4	−0.4	0.0	−1.6	−0.5	0.0	−0.8	−0.4	−1.0	−0.6	−2.3	−1.6	−9.5
2026	+1.4	−0.5	−0.5	0.0	−0.3	−1.1	+0.6	−0.1	−1.5	−0.8	0.0	·	−2.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −25.4%.

Max daily drawdown: −1.1%
Max weekly drawdown: −1.5%
Max drawdown · equity: −25.4%
Max drawdown · balance: −25.4%
Absolute drawdown: −$2,532
Longest drawdown: 1766 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 3.3%

Symbol split

90 days

USDCHF

100%+25.3%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 19% · Thu 21% · Fri 19% · 41% in the London session

Behaviour

from 801 trades

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

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

Statistics801 closed trades

Trades801

Won / lost297 / 504

Long win rate0% (0)

Short win rate37% (801)

Avg win+$10.3 · 9.1 pip

Avg loss−$11.1 · −9.8 pip

Best trade+$78 · Jul 30

Worst trade−$104 · Sep 22

Total pips−2,215

Lots80.1

Commission + swap−$33

Expectancy / trade−$3.2

Profit factor0.55

Sharpe−3.32daily returns, annualised

Z-score0.3 (22%)dependence between runs

Standard deviation$15.4

AHPR / GHPR−0.04% / −0.04%

Recovery factor−1.0

Winning streak6 (+$54)

Losing streak18 (−$138)

Avg holding time2h 27m

Trades / week3.2

Risk / trade3.3%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 07:20	USDCHF	SELL	0.1	0.82314 → 0.82298	1h 50m	+1.6	+$2	—
Oct 30 13:50	USDCHF	SELL	0.1	0.82042 → 0.82443	1h 50m	−40.1	−$49	—
Oct 29 03:20	USDCHF	SELL	0.1	0.82757 → 0.82807	1h 50m	−5	−$6	—
Oct 26 01:50	USDCHF	SELL	0.1	0.82378 → 0.82403	1h 50m	−2.5	−$3	—
Oct 22 20:20	USDCHF	SELL	0.1	0.82061 → 0.82114	1h 50m	−5.3	−$6	—
Oct 21 12:20	USDCHF	SELL	0.1	0.82484 → 0.82404	1h 50m	+8	+$10	—
Oct 20 05:50	USDCHF	SELL	0.1	0.82488 → 0.82530	1h 50m	−4.2	−$5	—
Oct 14 20:50	USDCHF	SELL	0.1	0.83445 → 0.83502	1h 50m	−5.7	−$7	—
Oct 13 01:20	USDCHF	SELL	0.1	0.83419 → 0.83376	1h 50m	+4.3	+$5	—
Oct 9 20:20	USDCHF	SELL	0.1	0.83001 → 0.83004	1h 50m	−0.3	$0	—
Oct 8 05:50	USDCHF	SELL	0.1	0.83265 → 0.83352	1h 50m	−8.7	−$10	—
Oct 6 19:50	USDCHF	SELL	0.1	0.83100 → 0.83173	1h 50m	−7.3	−$9	—
Oct 5 22:50	USDCHF	SELL	0.1	0.83021 → 0.83094	1h 50m	−7.3	−$9	—
Oct 1 15:50	USDCHF	SELL	0.1	0.83335 → 0.83082	1h 50m	+25.3	+$30	—
Sep 29 22:50	USDCHF	SELL	0.1	0.83362 → 0.83449	1h 50m	−8.7	−$10	—
Sep 24 06:50	USDCHF	SELL	0.1	0.82414 → 0.82421	1h 50m	−0.7	−$1	—
Sep 22 22:50	USDCHF	SELL	0.1	0.81964 → 0.82074	1h 50m	−11	−$13	—
Sep 21 13:20	USDCHF	SELL	0.1	0.82174 → 0.82171	1h 50m	+0.3	$0	—
Sep 18 18:20	USDCHF	SELL	0.1	0.82313 → 0.82221	1h 50m	+9.2	+$11	—
Sep 17 19:50	USDCHF	SELL	0.1	0.82467 → 0.82458	1h 50m	+0.9	+$1	—
Sep 16 07:50	USDCHF	SELL	0.1	0.81817 → 0.81866	1h 50m	−4.9	−$6	—
Sep 14 13:20	USDCHF	SELL	0.1	0.81684 → 0.81791	1h 50m	−10.7	−$13	—
Sep 10 07:50	USDCHF	SELL	0.1	0.80855 → 0.80956	1h 50m	−10.1	−$12	—
Sep 9 15:20	USDCHF	SELL	0.1	0.80693 → 0.81058	1h 50m	−36.5	−$45	—
Sep 8 16:50	USDCHF	SELL	0.1	0.80838 → 0.80955	1h 50m	−11.7	−$14	—

1–25 of 801

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