Blue Laurel · strategy profile

Blue Laurel · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.5%	+23	1	1
This week	+0.1%	+6	8	5
This month	−0.6%	−14	32	17
This year	−17.5%	−809	322	152

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.3	−3.3	+0.6	+1.0	+0.4	+1.1	−0.5	+1.9	+0.2	−8.1	+4.0	−3.5	−6.0
2023	+1.5	−2.1	0.0	−1.1	−1.7	−6.4	+1.1	−1.3	0.0	−1.8	−0.6	−4.0	−16.4
2024	−1.5	−3.2	+1.9	−4.1	−0.4	−3.2	+1.5	+5.9	−1.1	−2.3	−2.7	−2.5	−11.7
2025	−0.8	+5.1	−2.8	+4.1	−1.4	−0.3	−0.7	−8.2	+1.7	−2.0	+2.7	−1.3	−3.9
2026	−5.6	+0.4	−1.0	−1.4	+1.4	−5.8	+1.6	−9.0	+2.4	−0.1	−1.4	·	−18.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −47.4%.

Max daily drawdown: −3.5%
Max weekly drawdown: −4.8%
Max drawdown · equity: −47.4%
Max drawdown · balance: −47.4%
Absolute drawdown: −$4,553
Longest drawdown: 1499 days · Sep
Recovery factor: −0.9
Max simultaneous risk: 3.8%

Symbol split

90 days

USDCHF

100%+44.7%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 16% · Tue 18% · Wed 27% · Thu 20% · Fri 19% · 45% in the New York session

Behaviour

from 1,951 trades

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

Holding time: under 1h 0% · 1–4h 2% · 4–12h 85% · over 12h 13%. Automated share 100%.

Statistics1,951 closed trades

Trades1,951

Won / lost921 / 1,030

Long win rate46% (981)

Short win rate48% (970)

Avg win+$30.5 · 27.2 pip

Avg loss−$31.6 · −27.4 pip

Best trade+$65 · Feb 27

Worst trade−$257 · Jun 16

Total pips−3,106

Lots195.1

Commission + swap−$880

Expectancy / trade−$2.3

Profit factor0.86

Sharpe−1.02daily returns, annualised

Z-score0.3 (25%)dependence between runs

Standard deviation$40.0

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak9 (+$152)

Losing streak11 (−$332)

Avg holding time21h 21m

Trades / week7.7

Risk / trade3.8%

Monthly average−1.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 09:13	USDCHF	SELL	0.1	0.81998 → 0.81766	17h 0m	+23.2	+$28	—
Nov 2 15:56	USDCHF	BUY	0.1	0.82432 → 0.81950	17h 0m	−48.2	−$59	—
Nov 1 22:03	USDCHF	BUY	0.1	0.82495 → 0.82241	2.3 days	−25.4	−$31	—
Oct 30 14:12	USDCHF	SELL	0.1	0.82370 → 0.82489	17h 0m	−11.9	−$14	—
Oct 29 21:00	USDCHF	SELL	0.1	0.82832 → 0.82334	10h 3m	+49.8	+$60	—
Oct 29 10:48	USDCHF	SELL	0.1	0.82941 → 0.82861	17h 0m	+8	+$8	—
Oct 28 17:42	USDCHF	BUY	0.1	0.82911 → 0.82943	17h 0m	+3.2	+$4	—
Oct 28 00:33	USDCHF	BUY	0.1	0.82811 → 0.82887	17h 0m	+7.6	+$9	—
Oct 27 07:12	USDCHF	BUY	0.1	0.82700 → 0.82797	17h 0m	+9.7	+$11	—
Oct 26 14:10	USDCHF	BUY	0.1	0.82369 → 0.82679	17h 0m	+31	+$37	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82100 → 0.82277	2.7 days	−17.7	−$22	—
Oct 23 03:52	USDCHF	SELL	0.1	0.82126 → 0.82104	17h 0m	+2.2	+$2	—
Oct 22 10:47	USDCHF	BUY	0.1	0.82437 → 0.82135	17h 0m	−30.2	−$38	—
Oct 21 17:43	USDCHF	BUY	0.1	0.82614 → 0.82405	17h 0m	−20.9	−$25	—
Oct 21 00:28	USDCHF	BUY	0.1	0.82472 → 0.82605	17h 0m	+13.3	+$16	—
Oct 20 07:23	USDCHF	BUY	0.1	0.82587 → 0.82432	17h 0m	−15.5	−$19	—
Oct 19 14:13	USDCHF	SELL	0.1	0.82362 → 0.82578	17h 0m	−21.6	−$26	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82249 → 0.82372	2.4 days	−12.3	−$15	—
Oct 16 10:17	USDCHF	SELL	0.1	0.82801 → 0.82303	16h 43m	+49.8	+$60	—
Oct 15 17:32	USDCHF	SELL	0.1	0.83088 → 0.82828	17h 0m	+26	+$31	—
Oct 15 00:30	USDCHF	SELL	0.1	0.83608 → 0.83110	6h 30m	+49.8	+$58	—
Oct 14 17:58	USDCHF	SELL	0.1	0.83249 → 0.83640	17h 0m	−39.1	−$47	—
Oct 14 00:44	USDCHF	BUY	0.1	0.83295 → 0.83251	17h 0m	−4.4	−$6	—
Oct 13 07:42	USDCHF	BUY	0.1	0.83385 → 0.83270	17h 0m	−11.5	−$14	—
Oct 12 14:37	USDCHF	SELL	0.1	0.82907 → 0.83379	17h 0m	−47.2	−$57	—

1–25 of 1951

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