Northern Frost · strategy profile

Northern Frost · 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	0.0%	0	0	0
This month	−3.0%	−172	6	2
This year	−5.2%	−221	86	41

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.9	−0.8	+0.6	+0.5	−0.9	−1.6	−0.7	+1.6	−2.0	−1.0	−1.1	−0.8	−8.2
2023	−1.8	+0.3	−3.5	0.0	+1.2	−1.3	−1.0	+1.1	+2.8	−2.3	−3.3	−0.7	−8.6
2024	+0.3	−0.4	−0.2	+1.8	−3.5	−1.2	−1.2	−1.2	+0.2	+1.1	−0.2	+1.5	−3.0
2025	−1.2	−2.2	0.0	−1.3	−0.5	0.0	−1.3	+0.7	−0.4	−0.7	−3.4	−0.4	−10.7
2026	−0.6	−0.7	+2.6	−1.2	−1.7	+1.7	−2.2	−2.0	+3.2	−4.3	0.0	·	−5.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −31.1%.

Max daily drawdown: −2.4%
Max weekly drawdown: −2.9%
Max drawdown · equity: −31.1%
Max drawdown · balance: −31.1%
Absolute drawdown: −$3,051
Longest drawdown: 1632 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 1.1%

Symbol split

90 days

USDCHF

100%+30.5%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 4% · Tue 34% · Wed 13% · Thu 34% · Fri 14% · 54% in the New York session

Behaviour

from 423 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 9% · over 12h 91%. Automated share 100%.

Statistics423 closed trades

Trades423

Won / lost195 / 228

Long win rate46% (423)

Short win rate0% (0)

Avg win+$40.5 · 36.9 pip

Avg loss−$48.0 · −41.6 pip

Best trade+$223 · Mar 3

Worst trade−$107 · Oct 26

Total pips−2,286

Lots42.3

Commission + swap−$435

Expectancy / trade−$7.2

Profit factor0.72

Sharpe−1.97daily returns, annualised

Z-score0.2 (18%)dependence between runs

Standard deviation$55.0

AHPR / GHPR−0.08% / −0.09%

Recovery factor−1.0

Winning streak6 (+$191)

Losing streak7 (−$373)

Avg holding time1.9 days

Trades / week1.7

Risk / trade1.1%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 18 21:03	USDCHF	BUY	0.1	0.82413 → 0.82353	2.5 days	−6	−$8	—
Oct 16 09:08	USDCHF	BUY	0.1	0.83124 → 0.82322	1.4 days	−80.2	−$98	—
Oct 15 00:32	USDCHF	BUY	0.1	0.83875 → 0.83073	8h 17m	−80.2	−$98	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83364 → 0.82891	3.6 days	−47.3	−$58	—
Oct 8 05:50	USDCHF	BUY	0.1	0.83237 → 0.83333	1.7 days	+9.6	+$10	—
Oct 6 13:35	USDCHF	BUY	0.1	0.82790 → 0.83106	1.7 days	+31.6	+$38	—
Oct 4 21:03	USDCHF	BUY	0.1	0.82834 → 0.82765	2.6 days	−6.9	−$9	—
Oct 2 06:02	USDCHF	BUY	0.1	0.83666 → 0.82864	1 days	−80.2	−$97	—
Oct 1 05:25	USDCHF	BUY	0.1	0.83424 → 0.83647	1.7 days	+22.3	+$25	—
Sep 29 13:30	USDCHF	BUY	0.1	0.82811 → 0.83361	1.7 days	+55	+$65	—
Sep 27 21:03	USDCHF	BUY	0.1	0.82395 → 0.82740	3.6 days	+34.5	+$41	—
Sep 24 05:55	USDCHF	BUY	0.1	0.82037 → 0.82456	1.7 days	+41.9	+$49	—
Sep 22 13:50	USDCHF	BUY	0.1	0.82181 → 0.81963	1.7 days	−21.8	−$27	—
Sep 20 21:04	USDCHF	BUY	0.1	0.82430 → 0.82183	3.6 days	−24.7	−$31	—
Sep 17 06:00	USDCHF	BUY	0.1	0.81900 → 0.82498	1.7 days	+59.8	+$70	—
Sep 15 13:30	USDCHF	BUY	0.1	0.81587 → 0.81883	1.7 days	+29.6	+$36	—
Sep 13 21:03	USDCHF	BUY	0.1	0.80915 → 0.81518	3.6 days	+60.3	+$73	—
Sep 10 05:15	USDCHF	BUY	0.1	0.80929 → 0.80899	1.7 days	−3	−$6	—
Sep 8 13:10	USDCHF	BUY	0.1	0.80948 → 0.80939	1.7 days	−0.9	−$2	—
Sep 6 21:03	USDCHF	BUY	0.1	0.80766 → 0.80912	3 days	+14.6	+$17	—
Sep 3 19:55	USDCHF	BUY	0.1	0.81310 → 0.80732	1.7 days	−57.8	−$73	—
Aug 21 06:00	USDCHF	BUY	0.1	0.80209 → 0.79907	1.7 days	−30.2	−$40	—
Aug 19 13:44	USDCHF	BUY	0.1	0.81156 → 0.80354	8h 59m	−80.2	−$100	—
Aug 19 04:15	USDCHF	BUY	0.1	0.81000 → 0.81128	1.7 days	+12.8	+$15	—
Aug 2 21:03	USDCHF	BUY	0.1	0.80598 → 0.80533	3.3 days	−6.5	−$9	—

1–25 of 423

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