Auburn Bay · strategy profile

Auburn Bay · 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%	+35	2	1
This month	−1.8%	−131	14	5
This year	−4.9%	−299	141	55

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.9	+1.0	+1.3	−5.1	+1.6	+0.9	−0.3	−2.5	+0.5	−3.3	+5.4	+0.7	−0.8
2023	−2.4	−2.8	+4.0	+2.3	−2.3	+1.4	+2.3	−2.6	−1.3	−0.3	+3.5	+1.8	+3.6
2024	−1.7	−3.2	−1.5	−1.6	−0.5	−1.1	+1.6	+2.7	+0.6	−2.4	−1.4	−3.9	−12.7
2025	−0.7	+0.9	+1.0	+6.2	−0.3	+3.4	−4.3	+1.9	−0.1	−1.6	+3.4	+1.2	+11.2
2026	+2.3	+0.8	−4.2	+2.3	+0.1	−3.9	+1.3	+0.4	−2.6	−0.8	+0.6	·	−3.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.1%.

Max daily drawdown: −1.8%
Max weekly drawdown: −2.5%
Max drawdown · equity: −15.1%
Max drawdown · balance: −15.1%
Absolute drawdown: −$1,562
Longest drawdown: 924 days · Jan
Recovery factor: −0.3
Max simultaneous risk: 0.8%

Symbol split

90 days

USDCHF

100%+4.3%

Long 7% · Short 93%

Hour and day

trade opens · UTC

Mon 15% · Tue 31% · Wed 8% · Thu 32% · Fri 14% · 51% in the New York session

Behaviour

from 896 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 11% · over 12h 88%. Automated share 100%.

Statistics896 closed trades

Trades896

Won / lost414 / 482

Long win rate43% (60)

Short win rate46% (836)

Avg win+$49.6 · 44.5 pip

Avg loss−$43.6 · −37.8 pip

Best trade+$257 · Apr 11

Worst trade−$92 · Mar 12

Total pips+167

Lots89.6

Commission + swap−$860

Expectancy / trade−$0.5

Profit factor0.98

Sharpe−0.10daily returns, annualised

Z-score0.5 (41%)dependence between runs

Standard deviation$60.0

AHPR / GHPR−0.00% / −0.01%

Recovery factor−0.3

Winning streak9 (+$438)

Losing streak9 (−$309)

Avg holding time1.9 days

Trades / week3.5

Risk / trade0.8%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	SELL	0.1	0.82850 → 0.82455	3.6 days	+39.5	+$47	—
Oct 29 06:36	USDCHF	SELL	0.1	0.82836 → 0.82886	1.6 days	−5	−$8	—
Oct 27 15:03	USDCHF	SELL	0.1	0.82420 → 0.82842	1.6 days	−42.2	−$51	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82215 → 0.82277	3.6 days	−6.2	−$9	—
Oct 22 05:01	USDCHF	SELL	0.1	0.82259 → 0.82310	1.6 days	−5.1	−$8	—
Oct 20 13:17	USDCHF	SELL	0.1	0.82416 → 0.82370	1.6 days	+4.6	+$5	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82453 → 0.82372	2.1 days	+8.1	+$9	—
Oct 16 15:52	USDCHF	SELL	0.1	0.83088 → 0.82457	1.6 days	+63.1	+$76	—
Oct 14 23:56	USDCHF	BUY	0.1	0.83861 → 0.83159	7h 56m	−70.2	−$86	—
Oct 14 15:01	USDCHF	SELL	0.1	0.83199 → 0.83901	1.1 days	−70.2	−$84	—
Oct 13 12:57	USDCHF	SELL	0.1	0.82907 → 0.83191	1.6 days	−28.4	−$35	—
Oct 11 21:03	USDCHF	SELL	0.1	0.83286 → 0.82910	3.6 days	+37.6	+$44	—
Oct 8 06:27	USDCHF	SELL	0.1	0.83063 → 0.83314	1.6 days	−25.1	−$32	—
Oct 6 13:03	USDCHF	SELL	0.1	0.82771 → 0.83086	1.6 days	−31.5	−$38	—
Oct 4 21:03	USDCHF	SELL	0.1	0.83561 → 0.82784	3.4 days	+77.7	+$93	—
Oct 1 09:21	USDCHF	SELL	0.1	0.83488 → 0.83557	1.6 days	−6.9	−$10	—
Sep 29 16:24	USDCHF	SELL	0.1	0.82935 → 0.83514	1.6 days	−57.9	−$70	—
Sep 27 21:03	USDCHF	BUY	0.1	0.82755 → 0.82740	3.5 days	−1.5	−$3	—
Sep 24 07:56	USDCHF	SELL	0.1	0.82093 → 0.82795	1.6 days	−70.2	−$87	—
Sep 22 16:28	USDCHF	SELL	0.1	0.82233 → 0.82220	1.6 days	+1.3	+$1	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82492 → 0.82202	2.3 days	+29	+$35	—
Sep 18 12:37	USDCHF	SELL	0.1	0.82480 → 0.82537	1.6 days	−5.7	−$7	—
Sep 16 20:20	USDCHF	SELL	0.1	0.81888 → 0.82590	1.2 days	−70.2	−$86	—
Sep 15 12:46	USDCHF	BUY	0.1	0.81612 → 0.81831	1.6 days	+21.9	+$26	—
Sep 13 21:03	USDCHF	SELL	0.1	0.81294 → 0.81537	3.3 days	−24.3	−$31	—

1–25 of 896

Auburn Bay◇Strategy

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