Lilac Zephyr · strategy profile

Lilac Zephyr · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.9%	−75	5	0
This month	+0.9%	+84	25	13
This year	+7.3%	+664	254	135

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.2	−0.4	−2.7	−3.7	−0.6	+4.1	+2.7	−0.7	−0.5	+2.3	−6.3	−0.2	−7.1
2023	+2.9	+4.4	−3.2	−1.7	+0.5	−0.2	−0.1	+2.3	−0.5	−0.4	−1.6	−2.0	+0.3
2024	+2.2	+3.6	+0.8	−3.0	−2.1	−1.9	−0.3	+0.5	+1.2	+1.9	+0.9	+3.1	+6.9
2025	−0.4	−0.9	+1.1	−8.7	−6.9	+3.2	+3.8	+2.4	+1.0	+0.3	+3.7	−2.9	−4.3
2026	−0.7	−3.1	+4.8	+0.8	−1.2	−1.6	+2.8	+4.8	−0.8	+2.1	+0.1	·	+7.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.3%.

Max daily drawdown: −3.5%
Max weekly drawdown: −6.2%
Max drawdown · equity: −18.3%
Max drawdown · balance: −18.3%
Absolute drawdown: −$1,843
Longest drawdown: 1736 days · May
Recovery factor: 0.1
Max simultaneous risk: 1.7%

Symbol split

90 days

USDCHF

100%+1.4%

Long 59% · Short 41%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 21% · Thu 21% · Fri 17% · 69% in the New York session

Behaviour

from 1,440 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 84% · over 12h 16%. Automated share 100%.

Statistics1,440 closed trades

Trades1,440

Won / lost724 / 716

Long win rate49% (844)

Short win rate52% (596)

Avg win+$34.6 · 30.7 pip

Avg loss−$34.9 · −30.2 pip

Best trade+$295 · Jun 16

Worst trade−$173 · Apr 11

Total pips+581

Lots144.0

Commission + swap−$657

Expectancy / trade+$0.1

Profit factor1.00

Sharpe0.06daily returns, annualised

Z-score−0.5 (35%)dependence between runs

Standard deviation$47.3

AHPR / GHPR0.00% / 0.00%

Recovery factor0.1

Winning streak13 (+$192)

Losing streak9 (−$252)

Avg holding time1.1 days

Trades / week5.7

Risk / trade1.7%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82296 → 0.82241	2.2 days	−5.5	−$7	—
Oct 30 15:25	USDCHF	BUY	0.1	0.82604 → 0.82457	22h 15m	−14.7	−$18	—
Oct 29 16:55	USDCHF	BUY	0.1	0.82905 → 0.82630	22h 15m	−27.5	−$35	—
Oct 28 18:30	USDCHF	SELL	0.1	0.82874 → 0.83025	22h 15m	−15.1	−$19	—
Oct 27 18:15	USDCHF	SELL	0.1	0.82751 → 0.82870	22h 15m	−11.9	−$15	—
Oct 26 19:25	USDCHF	BUY	0.1	0.82369 → 0.82735	22h 15m	+36.6	+$44	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82441 → 0.82277	2.3 days	+16.4	+$19	—
Oct 23 13:55	USDCHF	BUY	0.1	0.82297 → 0.82362	22h 15m	+6.5	+$7	—
Oct 22 15:15	USDCHF	BUY	0.1	0.82449 → 0.82305	22h 15m	−14.4	−$19	—
Oct 21 16:25	USDCHF	BUY	0.1	0.82522 → 0.82498	22h 15m	−2.4	−$3	—
Oct 20 18:00	USDCHF	SELL	0.1	0.82669 → 0.82521	22h 15m	+14.8	+$17	—
Oct 19 19:30	USDCHF	SELL	0.1	0.82534 → 0.82687	22h 15m	−15.3	−$19	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82484 → 0.82372	2.2 days	+11.2	+$13	—
Oct 16 14:20	USDCHF	SELL	0.1	0.82984 → 0.82250	22h 15m	+73.4	+$89	—
Oct 15 15:25	USDCHF	BUY	0.1	0.83811 → 0.82945	22h 15m	−86.6	−$106	—
Oct 14 17:05	USDCHF	BUY	0.1	0.83270 → 0.83817	22h 15m	+54.7	+$65	—
Oct 13 18:20	USDCHF	SELL	0.1	0.83471 → 0.83276	22h 15m	+19.5	+$23	—
Oct 12 19:25	USDCHF	BUY	0.1	0.82982 → 0.83467	22h 15m	+48.5	+$58	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83089 → 0.82891	2.2 days	−19.8	−$24	—
Oct 9 15:20	USDCHF	BUY	0.1	0.83264 → 0.83077	22h 15m	−18.7	−$23	—
Oct 8 16:25	USDCHF	BUY	0.1	0.83297 → 0.83316	22h 15m	+1.9	+$1	—
Oct 7 17:50	USDCHF	SELL	0.1	0.83140 → 0.83329	22h 15m	−18.9	−$23	—
Oct 6 19:15	USDCHF	BUY	0.1	0.83040 → 0.83118	22h 15m	+7.8	+$9	—
Oct 5 19:25	USDCHF	BUY	0.1	0.82772 → 0.83039	22h 15m	+26.7	+$32	—
Oct 4 21:03	USDCHF	SELL	0.1	0.82954 → 0.82784	2.2 days	+17	+$20	—

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Lilac Zephyr◇Strategy

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