Saffron Laurel · strategy profile

Saffron Laurel · 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	−0.4%	−33	4	1
This month	−0.9%	−74	20	9
This year	+4.1%	+428	219	114

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.6	−3.0	+0.2	+3.2	+1.0	+6.1	+1.2	+3.0	+5.4	+0.1	+2.0	+0.2	+20.1
2023	−0.3	−1.0	+1.1	−0.4	−1.0	−0.1	+3.9	−0.4	+3.4	+1.6	−2.1	+0.1	+4.7
2024	−1.1	−0.4	+0.4	−3.5	−1.4	−1.1	−0.3	+1.6	−2.6	−1.1	−1.6	−0.5	−11.6
2025	+0.6	+2.4	+0.9	−9.5	−2.9	+1.6	+1.6	−3.1	−0.4	+0.3	+1.8	+1.2	−5.6
2026	+2.3	+0.2	−0.2	+1.7	−0.7	−1.3	+1.1	0.0	+2.2	−1.1	+0.4	·	+4.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.5%.

Max daily drawdown: −3.0%
Max weekly drawdown: −5.7%
Max drawdown · equity: −21.5%
Max drawdown · balance: −21.5%
Absolute drawdown: −$2,797
Longest drawdown: 1097 days · Jun
Recovery factor: 0.5
Max simultaneous risk: 1.4%

Symbol split

90 days

USDCHF

100%+11.2%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 21% · Thu 21% · Fri 19% · 64% in the Asia session

Behaviour

from 1,254 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 82% · over 12h 18%. Automated share 100%.

Statistics1,254 closed trades

Trades1,254

Won / lost627 / 627

Long win rate51% (668)

Short win rate49% (586)

Avg win+$37.2 · 33.3 pip

Avg loss−$35.4 · −30.6 pip

Best trade+$298 · Jun 16

Worst trade−$171 · Apr 22

Total pips+1,715

Lots125.4

Commission + swap−$658

Expectancy / trade+$0.9

Profit factor1.05

Sharpe0.34daily returns, annualised

Z-score−0.4 (29%)dependence between runs

Standard deviation$48.4

AHPR / GHPR0.01% / 0.01%

Recovery factor0.5

Winning streak12 (+$298)

Losing streak11 (−$199)

Avg holding time1.2 days

Trades / week5.0

Risk / trade1.4%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	SELL	0.1	0.82190 → 0.82455	2.7 days	−26.5	−$33	—
Oct 29 18:20	USDCHF	BUY	0.1	0.82836 → 0.82592	22h 15m	−24.4	−$31	—
Oct 28 19:25	USDCHF	BUY	0.1	0.82815 → 0.82776	22h 15m	−3.9	−$5	—
Oct 27 19:25	USDCHF	BUY	0.1	0.82634 → 0.82852	22h 15m	+21.8	+$26	—
Oct 26 19:25	USDCHF	BUY	0.1	0.82369 → 0.82735	22h 15m	+36.6	+$44	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82053 → 0.82277	2.8 days	−22.4	−$28	—
Oct 22 21:15	USDCHF	SELL	0.1	0.82440 → 0.82039	22h 15m	+40.1	+$48	—
Oct 21 20:25	USDCHF	SELL	0.1	0.82530 → 0.82451	22h 15m	+7.9	+$10	—
Oct 20 19:35	USDCHF	BUY	0.1	0.82560 → 0.82498	22h 15m	−6.2	−$8	—
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	0.82743 → 0.82372	2.9 days	+37.1	+$45	—
Oct 15 19:55	USDCHF	BUY	0.1	0.83448 → 0.82710	22h 15m	−73.8	−$89	—
Oct 14 20:30	USDCHF	SELL	0.1	0.83266 → 0.83491	22h 15m	−22.5	−$27	—
Oct 13 19:20	USDCHF	BUY	0.1	0.83386 → 0.83254	22h 15m	−13.2	−$16	—
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	0.83129 → 0.82910	2.5 days	+21.9	+$26	—
Oct 9 06:25	USDCHF	SELL	0.1	0.83356 → 0.83111	22h 15m	+24.5	+$29	—
Oct 8 04:50	USDCHF	BUY	0.1	0.83272 → 0.83291	22h 15m	+1.9	+$1	—
Oct 6 23:40	USDCHF	BUY	0.1	0.83065 → 0.83214	22h 15m	+14.9	+$17	—
Oct 5 22:55	USDCHF	SELL	0.1	0.82858 → 0.83098	22h 15m	−24	−$29	—
Oct 2 20:35	USDCHF	SELL	0.1	0.83113 → 0.82875	22h 15m	+23.8	+$29	—
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 1254

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