Lilac Quartz · strategy profile

Lilac Quartz · 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%	+65	2	1
This month	+0.6%	+53	9	6
This year	−5.7%	−319	93	42

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.5	0.0	+0.3	+0.5	+1.5	−1.7	−5.9	−3.2	+0.9	+2.7	+2.9	+0.1	−1.4
2023	−1.1	+1.7	+3.0	+1.1	−0.1	+0.5	−0.2	−3.9	−1.2	−5.6	0.0	+1.4	−4.4
2024	−3.3	+1.3	+0.1	−2.2	+0.2	−2.1	+2.8	−0.8	−1.1	−1.8	−0.3	−1.5	−8.7
2025	−0.2	+1.1	+1.7	+3.3	+3.4	+2.1	−0.4	−1.9	+3.0	−2.1	−1.8	−1.2	+6.9
2026	−1.3	−0.4	+0.9	−1.7	−0.8	+1.4	−2.0	−2.7	+1.8	−0.2	+0.4	·	−4.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.4%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.5%
Max drawdown · equity: −19.4%
Max drawdown · balance: −19.4%
Absolute drawdown: −$2,026
Longest drawdown: 1203 days · Feb
Recovery factor: −0.6
Max simultaneous risk: 1.0%

Symbol split

90 days

USDCHF

100%+12.4%

Long 48% · Short 52%

Hour and day

trade opens · UTC

Mon 30% · Tue 11% · Wed 23% · Thu 18% · Fri 18% · 56% in the New York session

Behaviour

from 543 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 7% · over 12h 92%. Automated share 100%.

Statistics543 closed trades

Trades543

Won / lost249 / 294

Long win rate44% (263)

Short win rate48% (280)

Avg win+$48.2 · 43.7 pip

Avg loss−$45.3 · −39.0 pip

Best trade+$357 · Apr 4

Worst trade−$105 · Jan 27

Total pips−577

Lots54.3

Commission + swap−$629

Expectancy / trade−$2.4

Profit factor0.90

Sharpe−0.56daily returns, annualised

Z-score0.4 (33%)dependence between runs

Standard deviation$62.1

AHPR / GHPR−0.02% / −0.03%

Recovery factor−0.6

Winning streak8 (+$340)

Losing streak10 (−$252)

Avg holding time2 days

Trades / week2.1

Risk / trade1.0%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82422 → 0.82241	2.1 days	−18.1	−$23	—
Oct 30 10:50	USDCHF	SELL	0.1	0.83003 → 0.82169	1.8 days	+83.4	+$100	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82285 → 0.82258	2.5 days	−2.7	−$4	—
Oct 23 06:50	USDCHF	SELL	0.1	0.82449 → 0.82300	1.8 days	+14.9	+$16	—
Oct 21 02:50	USDCHF	BUY	0.1	0.82498 → 0.82566	1.8 days	+6.8	+$7	—
Oct 16 06:50	USDCHF	BUY	0.1	0.83322 → 0.82616	1.8 days	−70.6	−$87	—
Oct 14 02:50	USDCHF	BUY	0.1	0.83183 → 0.83200	1.8 days	+1.7	+$1	—
Oct 9 18:50	USDCHF	SELL	0.1	0.83304 → 0.82968	1.8 days	+33.6	+$40	—
Oct 6 22:50	USDCHF	BUY	0.1	0.83142 → 0.83184	1.8 days	+4.2	+$4	—
Oct 2 06:05	USDCHF	BUY	0.1	0.83570 → 0.82768	1.4 days	−80.2	−$99	—
Sep 29 22:50	USDCHF	BUY	0.1	0.82964 → 0.83430	1.8 days	+46.6	+$55	—
Sep 27 21:03	USDCHF	SELL	0.1	0.82838 → 0.82759	2.4 days	+7.9	+$9	—
Sep 24 22:50	USDCHF	BUY	0.1	0.82182 → 0.82774	1.8 days	+59.2	+$70	—
Sep 20 21:04	USDCHF	BUY	0.1	0.82587 → 0.82183	3.7 days	−40.4	−$50	—
Sep 16 06:50	USDCHF	SELL	0.1	0.81676 → 0.81858	1.8 days	−18.2	−$23	—
Sep 11 10:50	USDCHF	BUY	0.1	0.81048 → 0.81536	1.8 days	+48.8	+$58	—
Sep 9 06:50	USDCHF	SELL	0.1	0.80897 → 0.80866	1.8 days	+3.1	+$3	—
Sep 6 21:03	USDCHF	BUY	0.1	0.80970 → 0.80912	2.2 days	−5.8	−$8	—
Sep 4 10:50	USDCHF	SELL	0.1	0.81297 → 0.80921	1.8 days	+37.6	+$44	—
Aug 31 06:49	USDCHF	SELL	0.1	0.80349 → 0.80901	3.6 days	−55.2	−$69	—
Aug 27 10:50	USDCHF	SELL	0.1	0.80233 → 0.80611	1.8 days	−37.8	−$49	—
Aug 23 21:03	USDCHF	BUY	0.1	0.79991 → 0.80094	3.2 days	+10.3	+$12	—
Aug 19 13:52	USDCHF	BUY	0.1	0.81097 → 0.80295	1.7 days	−80.2	−$101	—
Aug 14 10:50	USDCHF	SELL	0.1	0.81165 → 0.81330	1.8 days	−16.5	−$22	—
Aug 12 10:50	USDCHF	BUY	0.1	0.80905 → 0.81268	1.8 days	+36.3	+$44	—

1–25 of 543

Lilac Quartz◇Strategy

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