Saffron Spruce · strategy profile

Saffron Spruce · 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	+0.6%	+51	1	1
This month	+0.1%	+18	7	4
This year	−1.4%	−15	63	30

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.6	−0.4	0.0	+0.3	−5.0	+2.1	−3.9	+1.8	+2.3	+0.3	+4.7	+1.0	+4.6
2023	−3.0	+2.3	−0.4	+0.2	−0.4	+0.7	−2.9	+1.2	−1.7	−1.5	−2.5	+5.0	−2.9
2024	−3.7	−1.5	−3.3	+1.0	+0.4	−0.1	+1.3	+2.9	+2.2	+3.2	−4.2	0.0	−1.9
2025	+0.9	+1.2	+1.9	−3.2	+0.8	+2.1	+0.2	−0.2	−1.4	−1.8	0.0	−0.6	0.0
2026	+1.4	−0.6	+2.8	−2.2	+1.3	+0.7	−1.1	−1.4	−0.3	−1.4	+0.5	·	−0.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.2%.

Max daily drawdown: −1.3%
Max weekly drawdown: −2.9%
Max drawdown · equity: −13.2%
Max drawdown · balance: −13.2%
Absolute drawdown: −$1,398
Longest drawdown: 1324 days · May
Recovery factor: −0.1
Max simultaneous risk: 0.7%

Symbol split

90 days

USDCHF

100%+1.9%

Long 48% · Short 52%

Hour and day

trade opens · UTC

Mon 35% · Tue 18% · Wed 19% · Thu 11% · Fri 17% · 49% in the Asia session

Behaviour

from 410 trades

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

Holding time: under 1h 0% · 1–4h 2% · 4–12h 12% · over 12h 86%. Automated share 100%.

Statistics410 closed trades

Trades410

Won / lost175 / 235

Long win rate41% (198)

Short win rate44% (212)

Avg win+$77.6 · 71.0 pip

Avg loss−$58.8 · −50.9 pip

Best trade+$316 · Nov 11

Worst trade−$81 · Feb 27

Total pips+463

Lots41.0

Commission + swap−$765

Expectancy / trade−$0.6

Profit factor0.98

Sharpe−0.05daily returns, annualised

Z-score1.2 (77%)dependence between runs

Standard deviation$81.5

AHPR / GHPR−0.00% / −0.01%

Recovery factor−0.1

Winning streak8 (+$310)

Losing streak8 (−$295)

Avg holding time3.7 days

Trades / week1.6

Risk / trade0.7%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 04:00	USDCHF	SELL	0.1	0.82955 → 0.82450	4.7 days	+50.5	+$59	—
Oct 27 04:30	USDCHF	BUY	0.1	0.82287 → 0.82738	4.7 days	+45.1	+$53	—
Oct 22 07:08	USDCHF	BUY	0.1	0.82571 → 0.81969	15h 53m	−60.2	−$75	—
Oct 21 09:00	USDCHF	BUY	0.1	0.82543 → 0.82445	4.7 days	−9.8	−$13	—
Oct 16 07:25	USDCHF	BUY	0.1	0.83053 → 0.82451	4.1 days	−60.2	−$76	—
Oct 12 03:15	USDCHF	SELL	0.1	0.83230 → 0.83012	4.7 days	+21.8	+$24	—
Oct 7 07:45	USDCHF	BUY	0.1	0.82951 → 0.83255	4.7 days	+30.4	+$35	—
Oct 2 12:30	USDCHF	BUY	0.1	0.82936 → 0.82334	4.6 days	−60.2	−$76	—
Sep 27 21:03	USDCHF	BUY	0.1	0.82120 → 0.82740	5.6 days	+62	+$72	—
Sep 21 22:45	USDCHF	SELL	0.1	0.82410 → 0.82097	4.7 days	+31.3	+$37	—
Sep 16 18:31	USDCHF	SELL	0.1	0.81671 → 0.82273	2.3 days	−60.2	−$74	—
Sep 11 09:09	USDCHF	SELL	0.1	0.80884 → 0.81486	4 days	−60.2	−$77	—
Sep 7 06:00	USDCHF	SELL	0.1	0.81172 → 0.81076	4.7 days	+9.6	+$9	—
Sep 2 08:16	USDCHF	SELL	0.1	0.80822 → 0.81424	1.8 days	−60.2	−$75	—
Aug 28 14:27	USDCHF	SELL	0.1	0.80221 → 0.80823	3.6 days	−60.2	−$77	—
Aug 24 19:45	USDCHF	BUY	0.1	0.79987 → 0.80260	4.7 days	+27.3	+$33	—
Aug 19 13:30	USDCHF	BUY	0.1	0.81039 → 0.80437	1.8 days	−60.2	−$76	—
Aug 17 08:29	USDCHF	BUY	0.1	0.81330 → 0.80728	2.6 days	−60.2	−$75	—
Aug 14 15:45	USDCHF	BUY	0.1	0.80821 → 0.81131	4.7 days	+31	+$35	—
Aug 9 21:03	USDCHF	SELL	0.1	0.80965 → 0.80658	6 days	+30.7	+$35	—
Aug 3 06:30	USDCHF	SELL	0.1	0.81822 → 0.80855	4.7 days	+96.7	+$117	—
Jul 29 08:15	USDCHF	SELL	0.1	0.81653 → 0.81927	4.7 days	−27.4	−$35	—
Jul 24 13:06	USDCHF	SELL	0.1	0.81233 → 0.81835	2.3 days	−60.2	−$76	—
Jul 22 01:36	USDCHF	SELL	0.1	0.80744 → 0.81346	1.9 days	−60.2	−$75	—
Jul 19 21:03	USDCHF	SELL	0.1	0.81363 → 0.80719	5.7 days	+64.4	+$77	—

1–25 of 410

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