Woven Lake · strategy profile

Woven Lake · 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	−0.2%	−13	2	1
This month	−1.8%	−114	9	4
This year	−7.4%	−401	93	44

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.1	−3.2	+1.5	−3.5	+0.8	+5.9	+1.3	−3.1	−2.1	−0.3	−6.8	−0.5	−10.1
2023	+8.2	−3.8	−3.3	−1.9	−0.3	+1.1	+1.6	+0.7	+2.9	+1.8	−2.3	+1.5	+6.3
2024	+1.3	+1.7	+0.2	+2.5	−2.4	−1.3	−0.2	−4.0	+0.7	−2.6	+4.0	−2.5	−2.6
2025	−0.7	+3.2	+0.4	−1.3	−1.5	+1.1	+1.0	+0.4	+0.9	+0.4	+0.1	−3.0	+1.0
2026	−4.5	−2.4	+2.2	−4.4	−1.9	−1.2	+1.6	+1.1	+2.5	+0.1	−1.3	·	−8.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.9%.

Max daily drawdown: −4.0%
Max weekly drawdown: −3.9%
Max drawdown · equity: −22.9%
Max drawdown · balance: −22.9%
Absolute drawdown: −$2,369
Longest drawdown: 1545 days · Jul
Recovery factor: −0.6
Max simultaneous risk: 3.9%

Symbol split

90 days

USDCHF

100%+14.5%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 8% · Tue 5% · Wed 70% · Thu 6% · Fri 11% · 64% in the New York session

Behaviour

from 567 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 3% · over 12h 96%. Automated share 100%.

Statistics567 closed trades

Trades567

Won / lost284 / 283

Long win rate52% (304)

Short win rate48% (263)

Avg win+$57.0 · 51.6 pip

Avg loss−$62.0 · −52.9 pip

Best trade+$128 · Mar 2

Worst trade−$395 · Apr 11

Total pips−340

Lots56.7

Commission + swap−$882

Expectancy / trade−$2.4

Profit factor0.92

Sharpe−0.44daily returns, annualised

Z-score−1.2 (76%)dependence between runs

Standard deviation$76.6

AHPR / GHPR−0.02% / −0.03%

Recovery factor−0.6

Winning streak12 (+$215)

Losing streak9 (−$481)

Avg holding time3.1 days

Trades / week2.2

Risk / trade3.9%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82969 → 0.82241	4.4 days	−72.8	−$91	—
Oct 28 11:50	USDCHF	BUY	0.1	0.82365 → 0.82964	2.6 days	+59.9	+$71	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82411 → 0.82258	4.4 days	−15.3	−$21	—
Oct 21 12:11	USDCHF	SELL	0.1	0.82486 → 0.82395	2.6 days	+9.1	+$10	—
Oct 18 21:03	USDCHF	BUY	0.1	0.83342 → 0.82353	4.4 days	−98.9	−$123	—
Oct 14 11:33	USDCHF	BUY	0.1	0.82983 → 0.83332	2.6 days	+34.9	+$41	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83341 → 0.82891	4.1 days	−45	−$57	—
Oct 7 17:51	USDCHF	SELL	0.1	0.83060 → 0.83327	2.6 days	−26.7	−$33	—
Oct 5 03:02	USDCHF	BUY	0.1	0.82644 → 0.83053	2.6 days	+40.9	+$49	—
Oct 2 12:30	USDCHF	SELL	0.1	0.83440 → 0.82442	1.9 days	+99.8	+$119	—
Sep 30 13:41	USDCHF	SELL	0.1	0.82952 → 0.83425	2.6 days	−47.3	−$58	—
Sep 27 21:03	USDCHF	BUY	0.1	0.82311 → 0.82740	4.4 days	+42.9	+$49	—
Sep 23 11:57	USDCHF	BUY	0.1	0.82184 → 0.82281	2.6 days	+9.7	+$11	—
Sep 20 21:04	USDCHF	BUY	0.1	0.81882 → 0.82183	4.4 days	+30.1	+$34	—
Sep 16 11:39	USDCHF	BUY	0.1	0.81578 → 0.81853	2.6 days	+27.5	+$33	—
Sep 13 21:03	USDCHF	BUY	0.1	0.80826 → 0.81518	4.4 days	+69.2	+$82	—
Sep 9 11:42	USDCHF	BUY	0.1	0.80939 → 0.80800	2.6 days	−13.9	−$18	—
Sep 6 21:03	USDCHF	SELL	0.1	0.81287 → 0.80931	3.9 days	+35.6	+$43	—
Sep 2 22:25	USDCHF	BUY	0.1	0.80798 → 0.81295	2.6 days	+49.7	+$59	—
Aug 31 06:49	USDCHF	SELL	0.1	0.80406 → 0.80901	4.8 days	−49.5	−$64	—
Aug 26 11:34	USDCHF	SELL	0.1	0.80147 → 0.80415	2.6 days	−26.8	−$34	—
Aug 23 21:03	USDCHF	BUY	0.1	0.80086 → 0.80094	4.3 days	+0.8	−$2	—
Aug 19 14:33	USDCHF	SELL	0.1	0.81018 → 0.80020	2h 40m	+99.8	+$125	—
Aug 19 11:45	USDCHF	BUY	0.1	0.81107 → 0.81040	2.6 days	−6.7	−$9	—
Aug 16 21:03	USDCHF	BUY	0.1	0.81155 → 0.81069	4.4 days	−8.6	−$13	—

1–25 of 567

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