Crimson Swan · strategy profile

Crimson 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	−0.4%	−25	3	1
This month	−2.6%	−176	26	7
This year	−5.7%	−391	238	105

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.8	+0.1	+0.2	−1.9	−2.0	−1.3	−0.5	+0.6	−3.3	+1.8	+3.9	+1.9	−1.2
2023	−1.3	+0.3	−0.2	−1.9	−0.2	−1.1	−2.7	+1.6	−0.5	−2.2	−0.3	−0.6	−9.1
2024	−1.5	−0.1	−0.5	−0.3	−0.3	−1.2	−0.6	−2.0	+1.4	−0.6	−1.1	−0.2	−6.9
2025	0.0	−1.3	−1.3	−0.8	+0.2	+1.8	+1.2	+1.5	−0.2	+1.3	−0.8	+0.5	+2.1
2026	−2.4	+0.1	+1.9	−1.3	+1.2	−0.4	−1.3	−1.0	−0.2	−2.2	−0.3	·	−5.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.1%.

Max daily drawdown: −1.6%
Max weekly drawdown: −1.5%
Max drawdown · equity: −20.1%
Max drawdown · balance: −20.1%
Absolute drawdown: −$2,023
Longest drawdown: 1722 days · May
Recovery factor: −1.0
Max simultaneous risk: 3.5%

Symbol split

90 days

USDCHF

100%+19.3%

Long 48% · Short 52%

Hour and day

trade opens · UTC

Mon 21% · Tue 23% · Wed 20% · Thu 19% · Fri 18% · 56% in the London session

Behaviour

from 1,372 trades

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

Holding time: under 1h 0% · 1–4h 98% · 4–12h 0% · over 12h 2%. Automated share 100%.

Statistics1,372 closed trades

Trades1,372

Won / lost614 / 758

Long win rate44% (664)

Short win rate46% (708)

Avg win+$16.4 · 14.5 pip

Avg loss−$15.8 · −13.9 pip

Best trade+$233 · Nov 10

Worst trade−$138 · Jan 3

Total pips−1,633

Lots137.2

Commission + swap−$102

Expectancy / trade−$1.4

Profit factor0.84

Sharpe−1.16daily returns, annualised

Z-score−1.1 (75%)dependence between runs

Standard deviation$23.9

AHPR / GHPR−0.02% / −0.02%

Recovery factor−1.0

Winning streak8 (+$233)

Losing streak12 (−$148)

Avg holding time4h 54m

Trades / week5.4

Risk / trade3.5%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 07:55	USDCHF	BUY	0.1	0.82450 → 0.82240	3h 55m	−21	−$26	—
Oct 29 18:55	USDCHF	BUY	0.1	0.82691 → 0.82617	3h 55m	−7.4	−$9	—
Oct 29 09:55	USDCHF	SELL	0.1	0.82907 → 0.82877	3h 55m	+3	+$4	—
Oct 26 11:55	USDCHF	SELL	0.1	0.82487 → 0.82664	3h 55m	−17.7	−$21	—
Oct 23 19:55	USDCHF	SELL	0.1	0.82476 → 0.82532	3h 55m	−5.6	−$7	—
Oct 23 13:55	USDCHF	BUY	0.1	0.82237 → 0.82362	3h 55m	+12.5	+$15	—
Oct 22 18:55	USDCHF	BUY	0.1	0.82362 → 0.82035	3h 55m	−32.7	−$40	—
Oct 21 20:55	USDCHF	BUY	0.1	0.82449 → 0.82435	3h 55m	−1.4	−$2	—
Oct 21 13:55	USDCHF	SELL	0.1	0.82562 → 0.82417	3h 55m	+14.5	+$18	—
Oct 21 05:55	USDCHF	SELL	0.1	0.82609 → 0.82597	3h 55m	+1.2	+$1	—
Oct 21 00:55	USDCHF	BUY	0.1	0.82378 → 0.82573	3h 55m	+19.5	+$24	—
Oct 20 11:55	USDCHF	BUY	0.1	0.82460 → 0.82411	3h 55m	−4.9	−$6	—
Oct 20 07:55	USDCHF	BUY	0.1	0.82507 → 0.82444	3h 55m	−6.3	−$8	—
Oct 15 03:55	USDCHF	BUY	0.1	0.83186 → 0.82829	3h 55m	−35.7	−$43	—
Oct 14 16:55	USDCHF	SELL	0.1	0.83760 → 0.83860	3h 55m	−10	−$12	—
Oct 14 12:55	USDCHF	SELL	0.1	0.83357 → 0.83725	3h 55m	−36.8	−$44	—
Oct 13 17:55	USDCHF	SELL	0.1	0.83301 → 0.83312	3h 55m	−1.1	−$1	—
Oct 13 08:55	USDCHF	SELL	0.1	0.83318 → 0.83297	3h 55m	+2.1	+$3	—
Oct 12 13:55	USDCHF	SELL	0.1	0.83315 → 0.83351	3h 55m	−3.6	−$4	—
Oct 9 17:55	USDCHF	BUY	0.1	0.83150 → 0.83015	3h 55m	−13.5	−$16	—
Oct 8 21:55	USDCHF	BUY	0.1	0.83148 → 0.83105	3h 55m	−4.3	−$6	—
Oct 8 06:55	USDCHF	SELL	0.1	0.83297 → 0.83306	3h 55m	−0.9	−$1	—
Oct 7 02:55	USDCHF	SELL	0.1	0.83189 → 0.83342	3h 55m	−15.3	−$18	—
Oct 6 22:55	USDCHF	SELL	0.1	0.83113 → 0.83209	3h 55m	−9.6	−$12	—
Oct 6 17:55	USDCHF	SELL	0.1	0.83218 → 0.83128	3h 55m	+9	+$11	—

1–25 of 1372

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