Blue Cliff · strategy profile

Blue Cliff · strategy profile · SocialCharts

Performance

…

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

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.1%	−5	4	2
This month	−0.7%	−53	14	7
This year	−6.1%	−510	106	48

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.1	+0.1	−0.2	−1.1	−0.1	+0.4	+0.1	−2.9	0.0	−0.5	+0.3	0.0	−3.9
2023	−0.5	+0.7	−1.0	+1.8	+2.2	−2.9	+2.1	+0.1	+0.2	+0.6	+2.7	+2.7	+8.6
2024	−0.1	+2.4	+0.7	+0.2	+0.3	+0.7	−0.6	+3.1	0.0	−0.1	−1.0	−1.0	+4.5
2025	+0.3	0.0	+0.3	+0.7	−0.5	+0.8	0.0	−0.7	+1.0	+0.9	0.0	+1.1	+3.7
2026	−3.3	−0.8	−0.7	−0.3	0.0	0.0	+1.1	−0.3	−1.3	−0.6	+0.2	·	−6.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −7.2%.

Max daily drawdown: −1.4%
Max weekly drawdown: −1.7%
Max drawdown · equity: −7.2%
Max drawdown · balance: −7.2%
Absolute drawdown: −$824
Longest drawdown: 606 days · Oct
Recovery factor: 0.9
Max simultaneous risk: 5.5%

Symbol split

90 days

USDCHF

100%+6.7%

Long 22% · Short 78%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 21% · Thu 18% · Fri 19% · 44% in the London session

Behaviour

from 626 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 87% · over 12h 13%. Automated share 100%.

Statistics626 closed trades

Trades626

Won / lost324 / 302

Long win rate57% (135)

Short win rate50% (491)

Avg win+$31.2 · 27.7 pip

Avg loss−$31.3 · −27.1 pip

Best trade+$230 · Apr 7

Worst trade−$150 · Jun 15

Total pips+790

Lots62.6

Commission + swap−$259

Expectancy / trade+$1.0

Profit factor1.07

Sharpe0.42daily returns, annualised

Z-score0.2 (12%)dependence between runs

Standard deviation$44.4

AHPR / GHPR0.01% / 0.01%

Recovery factor0.9

Winning streak9 (+$406)

Losing streak11 (−$166)

Avg holding time19h 20m

Trades / week2.5

Risk / trade5.5%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 16:05	USDCHF	SELL	0.1	0.82779 → 0.82692	14h 5m	+8.7	+$11	—
Oct 28 22:35	USDCHF	SELL	0.1	0.82990 → 0.82825	14h 5m	+16.5	+$18	—
Oct 28 01:35	USDCHF	SELL	0.1	0.82841 → 0.82977	14h 5m	−13.6	−$17	—
Oct 27 07:35	USDCHF	SELL	0.1	0.82642 → 0.82811	14h 5m	−16.9	−$21	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82296 → 0.82277	2.3 days	+1.9	+$2	—
Oct 23 07:05	USDCHF	SELL	0.1	0.82171 → 0.82326	14h 5m	−15.5	−$19	—
Oct 22 07:35	USDCHF	SELL	0.1	0.82425 → 0.82081	14h 5m	+34.4	+$40	—
Oct 21 10:05	USDCHF	SELL	0.1	0.82464 → 0.82569	14h 5m	−10.5	−$13	—
Oct 20 12:05	USDCHF	SELL	0.1	0.82601 → 0.82384	14h 5m	+21.7	+$26	—
Oct 19 21:05	USDCHF	SELL	0.1	0.82358 → 0.82540	14h 5m	−18.2	−$23	—
Oct 16 18:35	USDCHF	SELL	0.1	0.82663 → 0.82443	14h 5m	+22	+$27	—
Oct 15 02:50	USDCHF	BUY	0.1	0.83754 → 0.82855	14h 5m	−89.9	−$110	—
Oct 12 23:50	USDCHF	BUY	0.1	0.83296 → 0.83400	14h 5m	+10.4	+$12	—
Oct 7 18:20	USDCHF	BUY	0.1	0.83333 → 0.83289	14h 5m	−4.4	−$5	—
Oct 2 20:20	USDCHF	BUY	0.1	0.82781 → 0.82868	14h 5m	+8.7	+$11	—
Sep 21 13:35	USDCHF	BUY	0.1	0.82248 → 0.82168	14h 5m	−8	−$10	—
Sep 17 05:05	USDCHF	SELL	0.1	0.81877 → 0.82558	14h 5m	−68.1	−$84	—
Sep 15 05:35	USDCHF	SELL	0.1	0.81764 → 0.81844	14h 5m	−8	−$10	—
Sep 14 12:05	USDCHF	SELL	0.1	0.81586 → 0.81659	14h 5m	−7.3	−$9	—
Sep 13 21:03	USDCHF	SELL	0.1	0.81409 → 0.81537	2.3 days	−12.8	−$16	—
Sep 11 05:35	USDCHF	SELL	0.1	0.81136 → 0.81295	14h 5m	−15.9	−$20	—
Sep 10 12:35	USDCHF	SELL	0.1	0.80957 → 0.81398	14h 5m	−44.1	−$54	—
Sep 9 13:35	USDCHF	SELL	0.1	0.80899 → 0.80726	14h 5m	+17.3	+$21	—
Sep 8 13:35	USDCHF	SELL	0.1	0.80896 → 0.80984	14h 5m	−8.8	−$11	—
Sep 7 20:05	USDCHF	SELL	0.1	0.81032 → 0.80971	14h 5m	+6.1	+$8	—

1–25 of 626

Blue Cliff◇Strategy

Rules