Auburn Grove · strategy profile

Auburn Grove · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.7%	+41	1	1
This week	−0.7%	−38	4	2
This month	−0.8%	−37	17	9
This year	−10.1%	−564	157	76

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.8	+0.6	+0.6	+1.4	+0.3	−1.0	−0.8	−0.5	−0.5	+0.7	+0.4	0.0	−0.6
2023	−0.6	+0.5	−1.6	−2.1	−1.3	−1.7	−0.7	−3.0	+1.5	−0.6	−0.5	−1.8	−11.8
2024	−1.3	+0.6	+0.1	−1.5	+0.5	−0.7	−0.7	+0.1	−1.7	+1.4	−0.6	+1.4	−2.5
2025	−1.0	−0.3	−1.3	+6.4	+0.2	−1.4	−2.1	−0.9	−1.1	−2.1	−3.6	−1.4	−8.7
2026	+1.5	−3.0	−2.7	−0.5	−1.1	−0.8	−1.4	−3.3	+1.7	−1.4	+0.7	·	−10.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −31.9%.

Max daily drawdown: −1.3%
Max weekly drawdown: −2.1%
Max drawdown · equity: −31.9%
Max drawdown · balance: −31.9%
Absolute drawdown: −$3,004
Longest drawdown: 1603 days · Aug
Recovery factor: −0.9
Max simultaneous risk: 0.8%

Symbol split

90 days

USDCHF

100%+29.3%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 20% · Thu 20% · Fri 19% · 40% in the New York session

Behaviour

from 917 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 85% · over 12h 14%. Automated share 100%.

Statistics917 closed trades

Trades917

Won / lost419 / 498

Long win rate47% (457)

Short win rate44% (460)

Avg win+$29.3 · 26.4 pip

Avg loss−$30.6 · −26.4 pip

Best trade+$384 · Apr 10

Worst trade−$78 · Feb 9

Total pips−2,090

Lots91.7

Commission + swap−$429

Expectancy / trade−$3.2

Profit factor0.81

Sharpe−1.29daily returns, annualised

Z-score1.1 (73%)dependence between runs

Standard deviation$40.4

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak6 (+$384)

Losing streak9 (−$225)

Avg holding time21h 7m

Trades / week3.6

Risk / trade0.8%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 08:10	USDCHF	SELL	0.1	0.81969 → 0.81558	16h 10m	+41.1	+$50	—
Oct 30 20:10	USDCHF	SELL	0.1	0.82190 → 0.82421	16h 10m	−23.1	−$28	—
Oct 29 22:50	USDCHF	BUY	0.1	0.82848 → 0.82246	14h 35m	−60.2	−$74	—
Oct 28 00:10	USDCHF	BUY	0.1	0.82792 → 0.82831	16h 10m	+3.9	+$4	—
Oct 26 19:05	USDCHF	SELL	0.1	0.82330 → 0.82765	16h 10m	−43.5	−$53	—
Oct 23 14:00	USDCHF	SELL	0.1	0.82019 → 0.82412	16h 10m	−39.3	−$48	—
Oct 22 02:50	USDCHF	SELL	0.1	0.82493 → 0.82364	16h 10m	+12.9	+$14	—
Oct 20 20:15	USDCHF	SELL	0.1	0.82481 → 0.82480	16h 10m	+0.1	$0	—
Oct 19 21:50	USDCHF	SELL	0.1	0.82416 → 0.82628	16h 10m	−21.2	−$26	—
Oct 16 04:10	USDCHF	SELL	0.1	0.83020 → 0.82740	16h 10m	+28	+$33	—
Oct 14 15:35	USDCHF	BUY	0.1	0.83296 → 0.83890	16h 10m	+59.4	+$71	—
Oct 13 04:10	USDCHF	BUY	0.1	0.83314 → 0.83305	16h 10m	−0.9	−$2	—
Oct 11 21:03	USDCHF	SELL	0.1	0.82960 → 0.82910	2.1 days	+5	+$6	—
Oct 9 09:40	USDCHF	SELL	0.1	0.83090 → 0.83127	16h 10m	−3.7	−$5	—
Oct 8 09:35	USDCHF	BUY	0.1	0.83325 → 0.83427	16h 10m	+10.2	+$11	—
Oct 7 14:55	USDCHF	BUY	0.1	0.83207 → 0.83234	16h 10m	+2.7	+$3	—
Oct 6 21:35	USDCHF	BUY	0.1	0.83180 → 0.83094	16h 10m	−8.6	−$11	—
Oct 4 21:03	USDCHF	BUY	0.1	0.82890 → 0.82765	2.1 days	−12.5	−$16	—
Oct 1 07:05	USDCHF	BUY	0.1	0.83484 → 0.83716	16h 10m	+23.2	+$26	—
Sep 28 15:45	USDCHF	BUY	0.1	0.82984 → 0.83215	16h 10m	+23.1	+$28	—
Sep 25 19:45	USDCHF	BUY	0.1	0.82920 → 0.82817	16h 10m	−10.3	−$12	—
Sep 25 00:25	USDCHF	BUY	0.1	0.82690 → 0.82813	16h 10m	+12.3	+$14	—
Sep 23 21:25	USDCHF	SELL	0.1	0.82139 → 0.82442	16h 10m	−30.3	−$38	—
Sep 23 01:40	USDCHF	BUY	0.1	0.82049 → 0.82102	16h 10m	+5.3	+$6	—
Sep 21 22:10	USDCHF	BUY	0.1	0.82355 → 0.82085	16h 10m	−27	−$33	—

1–25 of 917

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