Willow Lake · strategy profile

Willow 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	−0.7%	−31	7	3
This month	−2.3%	−97	47	20
This year	−16.8%	−832	411	169

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.2	−0.3	−0.6	−0.8	−0.3	−1.0	+0.1	−1.3	+0.2	+0.3	−3.2	−1.6	−9.6
2023	+1.3	−1.1	+1.6	−1.6	−0.7	−0.3	−0.6	−3.1	−0.8	−1.8	−1.2	+2.4	−5.8
2024	−0.6	−0.5	−0.4	+0.3	−0.7	−1.1	−2.0	−1.6	−0.6	−1.0	−1.3	+0.6	−8.9
2025	−3.0	−1.2	−2.9	−3.2	−1.8	−0.6	+0.2	−1.4	−0.8	−1.3	−2.8	−2.0	−20.9
2026	−0.5	−0.5	−4.0	+1.0	−3.4	−2.6	−3.0	−3.2	+0.6	−2.6	+0.2	·	−18.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −47.6%.

Max daily drawdown: −1.7%
Max weekly drawdown: −1.8%
Max drawdown · equity: −47.6%
Max drawdown · balance: −47.6%
Absolute drawdown: −$4,738
Longest drawdown: 1766 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 3.0%

Symbol split

90 days

USDCHF

100%+47.3%

Long 48% · Short 52%

Hour and day

trade opens · UTC

Mon 21% · Tue 21% · Wed 20% · Thu 20% · Fri 19% · 55% in the London session

Behaviour

from 2,324 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 98% · 4–12h 0% · over 12h 2%. Automated share 100%.

Statistics2,324 closed trades

Trades2,324

Won / lost1,036 / 1,288

Long win rate47% (1,125)

Short win rate43% (1,199)

Avg win+$10.8 · 9.6 pip

Avg loss−$12.4 · −10.8 pip

Best trade+$80 · Nov 6

Worst trade−$101 · Nov 14

Total pips−3,973

Lots232.4

Commission + swap−$131

Expectancy / trade−$2.0

Profit factor0.70

Sharpe−3.26daily returns, annualised

Z-score0.8 (57%)dependence between runs

Standard deviation$16.2

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak9 (+$88)

Losing streak13 (−$94)

Avg holding time2h 51m

Trades / week9.2

Risk / trade3.0%

Monthly average−1.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 11:05	USDCHF	BUY	0.1	0.81985 → 0.82071	2h 5m	+8.6	+$10	—
Nov 2 03:05	USDCHF	SELL	0.1	0.82460 → 0.82480	2h 5m	−2	−$2	—
Oct 29 16:05	USDCHF	BUY	0.1	0.82830 → 0.82673	2h 5m	−15.7	−$19	—
Oct 29 13:05	USDCHF	BUY	0.1	0.82838 → 0.82850	2h 5m	+1.2	+$1	—
Oct 29 09:05	USDCHF	BUY	0.1	0.82873 → 0.82773	2h 5m	−10	−$12	—
Oct 29 04:05	USDCHF	BUY	0.1	0.82798 → 0.82820	2h 5m	+2.2	+$3	—
Oct 28 21:05	USDCHF	BUY	0.1	0.82907 → 0.82753	2h 5m	−15.4	−$20	—
Oct 26 10:05	USDCHF	SELL	0.1	0.82487 → 0.82609	2h 5m	−12.2	−$15	—
Oct 26 07:05	USDCHF	SELL	0.1	0.82395 → 0.82444	2h 5m	−4.9	−$6	—
Oct 23 16:05	USDCHF	SELL	0.1	0.82373 → 0.82484	2h 5m	−11.1	−$13	—
Oct 23 13:05	USDCHF	SELL	0.1	0.82363 → 0.82249	2h 5m	+11.4	+$14	—
Oct 23 09:05	USDCHF	SELL	0.1	0.82282 → 0.82319	2h 5m	−3.7	−$5	—
Oct 23 06:05	USDCHF	BUY	0.1	0.82109 → 0.82169	2h 5m	+6	+$7	—
Oct 22 19:05	USDCHF	BUY	0.1	0.82190 → 0.82056	2h 5m	−13.4	−$16	—
Oct 21 22:05	USDCHF	BUY	0.1	0.82448 → 0.82413	2h 5m	−3.5	−$6	—
Oct 21 19:05	USDCHF	BUY	0.1	0.82449 → 0.82525	2h 5m	+7.6	+$9	—
Oct 21 15:05	USDCHF	BUY	0.1	0.82399 → 0.82580	2h 5m	+18.1	+$22	—
Oct 21 11:05	USDCHF	BUY	0.1	0.82468 → 0.82477	2h 5m	+0.9	+$1	—
Oct 21 04:05	USDCHF	SELL	0.1	0.82609 → 0.82556	2h 5m	+5.3	+$6	—
Oct 20 21:05	USDCHF	BUY	0.1	0.82489 → 0.82389	2h 5m	−10	−$13	—
Oct 20 10:05	USDCHF	BUY	0.1	0.82460 → 0.82454	2h 5m	−0.6	−$1	—
Oct 19 17:05	USDCHF	SELL	0.1	0.82566 → 0.82640	2h 5m	−7.4	−$9	—
Oct 19 09:05	USDCHF	BUY	0.1	0.82377 → 0.82457	2h 5m	+8	+$10	—
Oct 19 06:05	USDCHF	BUY	0.1	0.82426 → 0.82427	2h 5m	+0.1	$0	—
Oct 16 20:05	USDCHF	BUY	0.1	0.82473 → 0.82364	2h 5m	−10.9	−$13	—

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