Auburn Frost · strategy profile

Auburn Frost · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+1.1%	+67	1	1
This week	+1.4%	+88	2	2
This month	+3.0%	+188	12	9
This year	−2.5%	−95	111	56

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.4	−0.3	−2.6	−1.5	+0.1	−2.4	−0.2	−3.2	−0.9	−0.1	+0.7	−3.8	−13.8
2023	+1.1	−1.1	+2.8	−3.2	−2.0	+1.0	+0.2	−4.0	−3.2	−1.9	−2.7	+2.5	−10.6
2024	−2.9	−2.5	−1.4	−3.3	+2.0	−1.8	+4.5	−0.8	0.0	−1.4	−2.6	−1.2	−11.4
2025	−0.5	+2.7	−2.6	+2.1	+2.6	+3.4	0.0	−0.4	+1.7	+1.7	+0.7	−1.4	+9.9
2026	−2.7	−0.2	−1.2	0.0	+1.8	−3.1	+0.5	+0.2	−1.2	+2.4	+1.2	·	−2.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −32.4%.

Max daily drawdown: −2.8%
Max weekly drawdown: −3.3%
Max drawdown · equity: −32.4%
Max drawdown · balance: −32.4%
Absolute drawdown: −$3,136
Longest drawdown: 1734 days · Feb
Recovery factor: −0.8
Max simultaneous risk: 4.6%

Symbol split

90 days

USDCHF

100%+25.5%

Long 18% · Short 82%

Hour and day

trade opens · UTC

Mon 23% · Tue 20% · Wed 19% · Thu 20% · Fri 18% · 52% in the London session

Behaviour

from 659 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 81% · over 12h 19%. Automated share 100%.

Statistics659 closed trades

Trades659

Won / lost297 / 362

Long win rate40% (119)

Short win rate46% (540)

Avg win+$37.3 · 33.3 pip

Avg loss−$37.7 · −32.9 pip

Best trade+$171 · Jan 27

Worst trade−$215 · Jan 25

Total pips−1,991

Lots65.9

Commission + swap−$453

Expectancy / trade−$3.9

Profit factor0.81

Sharpe−1.09daily returns, annualised

Z-score−0.2 (17%)dependence between runs

Standard deviation$49.3

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.8

Winning streak6 (+$171)

Losing streak13 (−$269)

Avg holding time1.3 days

Trades / week2.6

Risk / trade4.6%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:40	USDCHF	SELL	0.1	0.82247 → 0.81577	23h 40m	+67	+$82	—
Oct 29 19:40	USDCHF	SELL	0.1	0.82808 → 0.82596	23h 40m	+21.2	+$24	—
Oct 27 03:40	USDCHF	BUY	0.1	0.82396 → 0.82725	23h 40m	+32.9	+$39	—
Oct 23 17:40	USDCHF	SELL	0.1	0.82118 → 0.82559	23h 40m	−44.1	−$54	—
Oct 22 17:40	USDCHF	SELL	0.1	0.82383 → 0.82206	23h 40m	+17.7	+$20	—
Oct 21 07:40	USDCHF	SELL	0.1	0.82441 → 0.82492	23h 40m	−5.1	−$7	—
Oct 16 17:40	USDCHF	SELL	0.1	0.82725 → 0.82475	23h 40m	+25	+$30	—
Oct 15 17:40	USDCHF	SELL	0.1	0.83608 → 0.82804	23h 40m	+80.4	+$96	—
Oct 14 01:40	USDCHF	SELL	0.1	0.83306 → 0.83246	23h 40m	+6	+$7	—
Oct 11 21:03	USDCHF	SELL	0.1	0.83000 → 0.82910	2.1 days	+9	+$10	—
Oct 9 17:40	USDCHF	SELL	0.1	0.83129 → 0.83041	23h 40m	+8.8	+$10	—
Oct 6 07:40	USDCHF	SELL	0.1	0.82893 → 0.83197	23h 40m	−30.4	−$37	—
Oct 2 18:40	USDCHF	SELL	0.1	0.83161 → 0.82897	23h 40m	+26.4	+$31	—
Oct 1 12:40	USDCHF	SELL	0.1	0.83355 → 0.83554	23h 40m	−19.9	−$25	—
Sep 30 10:40	USDCHF	SELL	0.1	0.83313 → 0.83409	23h 40m	−9.6	−$12	—
Sep 24 17:40	USDCHF	SELL	0.1	0.82372 → 0.82856	23h 40m	−48.4	−$60	—
Sep 23 08:40	USDCHF	SELL	0.1	0.82068 → 0.82228	23h 40m	−16	−$20	—
Sep 22 07:40	USDCHF	SELL	0.1	0.82302 → 0.82111	23h 40m	+19.1	+$23	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82447 → 0.82202	2.5 days	+24.5	+$29	—
Sep 18 06:40	USDCHF	SELL	0.1	0.82393 → 0.82441	23h 40m	−4.8	−$6	—
Sep 15 09:40	USDCHF	SELL	0.1	0.81703 → 0.81798	23h 40m	−9.5	−$12	—
Sep 11 05:40	USDCHF	SELL	0.1	0.80855 → 0.81299	23h 40m	−44.4	−$55	—
Sep 9 13:40	USDCHF	SELL	0.1	0.80924 → 0.80746	23h 40m	+17.8	+$22	—
Sep 8 13:40	USDCHF	SELL	0.1	0.80875 → 0.80965	23h 40m	−9	−$12	—
Sep 3 13:40	USDCHF	SELL	0.1	0.81172 → 0.80775	23h 40m	+39.7	+$48	—

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