Auburn Lake · strategy profile

Auburn Lake · 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	−1.6%	−132	5	1
This month	−1.7%	−136	21	9
This year	−5.7%	−405	201	94

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.3	−2.2	+2.0	+0.1	+0.2	+3.0	+3.2	−1.8	+0.6	−1.0	−0.5	−2.2	+1.0
2023	−1.3	−1.1	−1.5	−1.8	+1.8	+1.4	+1.8	−1.1	+1.8	+3.6	+1.3	+2.3	+7.0
2024	−0.4	−0.3	+1.8	−1.1	+0.4	+0.5	+0.7	+0.1	+0.3	+2.4	−1.2	0.0	+3.2
2025	+0.3	−2.1	−1.4	−1.0	+0.5	−2.4	0.0	−0.1	+0.3	−0.3	+0.1	+2.3	−3.9
2026	+2.4	−1.5	−1.5	+0.1	−0.3	−2.6	−1.7	−2.4	+4.1	−2.0	−0.6	·	−5.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.7%.

Max daily drawdown: −2.8%
Max weekly drawdown: −2.6%
Max drawdown · equity: −12.7%
Max drawdown · balance: −12.7%
Absolute drawdown: −$1,438
Longest drawdown: 730 days · Aug
Recovery factor: 0.1
Max simultaneous risk: 1.5%

Symbol split

90 days

USDCHF

100%+0.7%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 19% · Tue 22% · Wed 20% · Thu 22% · Fri 18% · 60% in the Asia session

Behaviour

from 1,091 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 83% · over 12h 17%. Automated share 100%.

Statistics1,091 closed trades

Trades1,091

Won / lost569 / 522

Long win rate54% (586)

Short win rate50% (505)

Avg win+$34.7 · 30.9 pip

Avg loss−$37.6 · −32.5 pip

Best trade+$413 · Apr 11

Worst trade−$176 · Aug 19

Total pips+641

Lots109.1

Commission + swap−$569

Expectancy / trade+$0.1

Profit factor1.01

Sharpe0.07daily returns, annualised

Z-score−0.4 (28%)dependence between runs

Standard deviation$49.3

AHPR / GHPR0.00% / 0.00%

Recovery factor0.1

Winning streak12 (+$295)

Losing streak8 (−$274)

Avg holding time1.2 days

Trades / week4.3

Risk / trade1.5%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82209 → 0.82241	2.6 days	+3.2	+$3	—
Oct 30 07:15	USDCHF	BUY	0.1	0.82805 → 0.82247	22h 15m	−55.8	−$68	—
Oct 29 08:50	USDCHF	BUY	0.1	0.83008 → 0.82816	22h 15m	−19.2	−$25	—
Oct 28 03:25	USDCHF	SELL	0.1	0.82780 → 0.82985	22h 15m	−20.5	−$25	—
Oct 27 02:45	USDCHF	SELL	0.1	0.82393 → 0.82787	22h 15m	−39.4	−$48	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82012 → 0.82277	2.8 days	−26.5	−$33	—
Oct 22 21:10	USDCHF	SELL	0.1	0.82445 → 0.82022	22h 15m	+42.3	+$51	—
Oct 21 20:25	USDCHF	SELL	0.1	0.82530 → 0.82451	22h 15m	+7.9	+$10	—
Oct 20 18:00	USDCHF	SELL	0.1	0.82669 → 0.82521	22h 15m	+14.8	+$17	—
Oct 19 19:30	USDCHF	SELL	0.1	0.82534 → 0.82687	22h 15m	−15.3	−$19	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82367 → 0.82372	2.4 days	−0.5	−$1	—
Oct 16 02:45	USDCHF	SELL	0.1	0.82949 → 0.82768	22h 15m	+18.1	+$21	—
Oct 15 03:55	USDCHF	SELL	0.1	0.83198 → 0.82848	22h 15m	+35	+$41	—
Oct 14 03:30	USDCHF	SELL	0.1	0.83321 → 0.83195	22h 15m	+12.6	+$15	—
Oct 12 20:15	USDCHF	SELL	0.1	0.83003 → 0.83491	22h 15m	−48.8	−$58	—
Oct 11 21:03	USDCHF	SELL	0.1	0.83161 → 0.82910	2.9 days	+25.1	+$30	—
Oct 8 22:15	USDCHF	SELL	0.1	0.83304 → 0.83180	22h 15m	+12.4	+$14	—
Oct 7 20:40	USDCHF	SELL	0.1	0.83186 → 0.83361	22h 15m	−17.5	−$21	—
Oct 6 22:05	USDCHF	SELL	0.1	0.83099 → 0.83175	22h 15m	−7.6	−$10	—
Oct 5 23:00	USDCHF	SELL	0.1	0.82867 → 0.83105	22h 15m	−23.8	−$29	—
Oct 4 21:03	USDCHF	BUY	0.1	0.83086 → 0.82765	2.7 days	−32.1	−$39	—
Oct 1 19:25	USDCHF	BUY	0.1	0.83467 → 0.83097	22h 15m	−37	−$45	—
Sep 30 19:25	USDCHF	BUY	0.1	0.83337 → 0.83547	22h 15m	+21	+$25	—
Sep 29 19:25	USDCHF	BUY	0.1	0.83156 → 0.83343	22h 15m	+18.7	+$22	—
Sep 28 19:25	USDCHF	BUY	0.1	0.82771 → 0.83192	22h 15m	+42.1	+$51	—

1–25 of 1091

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