Auburn Water · strategy profile

Auburn Water · 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	+0.4%	+20	2	1
This month	−1.8%	−77	7	3
This year	−5.1%	−165	72	36

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.3	−0.1	−0.2	+0.4	−3.6	−4.6	−1.2	+0.3	+2.9	−1.2	−3.2	−1.4	−11.6
2023	−1.9	+3.2	+1.3	0.0	+0.7	−1.7	−4.5	−1.5	+0.6	−2.2	−2.5	−1.9	−10.3
2024	−1.7	+2.1	+1.9	−0.2	−1.5	−2.9	−0.9	−6.3	−0.4	+0.8	+3.3	−0.3	−6.1
2025	−0.8	−1.4	−1.4	−8.5	−2.2	−0.8	−1.5	−1.6	+1.3	−2.6	−3.2	−1.4	−24.2
2026	−0.6	−1.0	+0.1	+0.3	−0.3	−1.1	−1.8	+0.2	+2.5	−3.3	−0.6	·	−5.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −46.3%.

Max daily drawdown: −7.3%
Max weekly drawdown: −7.3%
Max drawdown · equity: −46.3%
Max drawdown · balance: −46.3%
Absolute drawdown: −$4,514
Longest drawdown: 1690 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 5.8%

Symbol split

90 days

USDCHF

100%+44.7%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 26% · Tue 16% · Wed 18% · Thu 20% · Fri 21% · 63% in the New York session

Behaviour

from 423 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%.

Statistics423 closed trades

Trades423

Won / lost176 / 247

Long win rate42% (423)

Short win rate0% (0)

Avg win+$40.6 · 37.3 pip

Avg loss−$47.0 · −40.3 pip

Best trade+$201 · Mar 15

Worst trade−$505 · Apr 11

Total pips−3,400

Lots42.3

Commission + swap−$527

Expectancy / trade−$10.6

Profit factor0.61

Sharpe−2.52daily returns, annualised

Z-score0.6 (45%)dependence between runs

Standard deviation$66.5

AHPR / GHPR−0.14% / −0.14%

Recovery factor−1.0

Winning streak5 (+$200)

Losing streak8 (−$498)

Avg holding time2.2 days

Trades / week1.7

Risk / trade5.8%

Monthly average−1.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82312 → 0.82241	2.3 days	−7.1	−$9	—
Oct 28 09:00	USDCHF	BUY	0.1	0.82764 → 0.83036	1.7 days	+27.2	+$32	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82109 → 0.82258	2.7 days	+14.9	+$18	—
Oct 18 21:03	USDCHF	BUY	0.1	0.82409 → 0.82353	2 days	−5.6	−$7	—
Oct 16 05:00	USDCHF	BUY	0.1	0.83322 → 0.82659	1.7 days	−66.3	−$82	—
Oct 14 01:00	USDCHF	BUY	0.1	0.83183 → 0.83252	1.7 days	+6.9	+$7	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83358 → 0.82891	3.2 days	−46.7	−$57	—
Oct 4 21:03	USDCHF	BUY	0.1	0.82941 → 0.82765	2.2 days	−17.6	−$22	—
Oct 2 13:00	USDCHF	BUY	0.1	0.83570 → 0.82771	1.7 days	−79.9	−$99	—
Sep 30 01:00	USDCHF	BUY	0.1	0.83057 → 0.83416	1.7 days	+35.9	+$42	—
Sep 24 01:00	USDCHF	BUY	0.1	0.82183 → 0.82489	1.7 days	+30.6	+$35	—
Sep 17 13:00	USDCHF	BUY	0.1	0.81892 → 0.82339	1.7 days	+44.7	+$52	—
Sep 10 01:00	USDCHF	BUY	0.1	0.81079 → 0.80990	1.7 days	−8.9	−$13	—
Sep 6 21:03	USDCHF	BUY	0.1	0.80927 → 0.80912	2.4 days	−1.5	−$2	—
Sep 3 01:00	USDCHF	BUY	0.1	0.81024 → 0.81258	1.7 days	+23.4	+$27	—
Aug 31 06:49	USDCHF	BUY	0.1	0.80860 → 0.80882	2.6 days	+2.2	+$2	—
Aug 28 05:00	USDCHF	BUY	0.1	0.80403 → 0.80487	1.7 days	+8.4	+$8	—
Aug 23 21:03	USDCHF	BUY	0.1	0.79843 → 0.80094	3.4 days	+25.1	+$30	—
Aug 19 09:00	USDCHF	BUY	0.1	0.80969 → 0.81083	1.7 days	+11.4	+$13	—
Aug 16 21:03	USDCHF	BUY	0.1	0.81391 → 0.81069	2.7 days	−32.2	−$40	—
Aug 12 05:00	USDCHF	BUY	0.1	0.80872 → 0.81212	1.7 days	+34	+$41	—
Aug 9 21:03	USDCHF	BUY	0.1	0.80978 → 0.80639	3.4 days	−33.9	−$43	—
Jul 31 09:00	USDCHF	BUY	0.1	0.82004 → 0.80575	1.7 days	−142.9	−$179	—
Jul 29 13:00	USDCHF	BUY	0.1	0.81923 → 0.81963	1.7 days	+4	+$4	—
Jul 24 13:00	USDCHF	BUY	0.1	0.81459 → 0.81795	1.7 days	+33.6	+$39	—

1–25 of 423

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