Auburn Trail · strategy profile

Auburn Trail · 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%	−20	4	3
This month	+2.0%	+124	14	12
This year	+4.9%	+353	146	89

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.3	+3.2	−1.3	+1.4	−4.2	−0.9	−2.3	+1.1	−0.9	−2.3	−4.1	+0.8	−9.8
2023	+2.6	−0.1	+0.5	−1.8	−1.0	−1.2	−2.2	−2.5	−0.3	−0.8	+1.2	−0.4	−6.0
2024	−1.1	+2.7	−2.6	+1.7	+2.2	−2.1	+1.3	−1.6	−2.3	−1.2	+0.4	−0.1	−2.7
2025	−0.9	−2.4	−0.5	−7.7	−0.9	+2.7	−3.8	−2.5	+1.2	−0.8	−0.6	−0.8	−16.9
2026	−6.6	+3.7	+3.1	−3.5	−0.2	+1.9	+3.2	+0.7	+0.2	+3.6	−0.7	·	+5.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −38.5%.

Max daily drawdown: −4.5%
Max weekly drawdown: −6.4%
Max drawdown · equity: −38.5%
Max drawdown · balance: −38.5%
Absolute drawdown: −$3,587
Longest drawdown: 1708 days · Jan
Recovery factor: −0.7
Max simultaneous risk: 3.9%

Symbol split

90 days

USDCHF

100%+27.2%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 19% · Tue 22% · Wed 21% · Thu 20% · Fri 19% · 48% in the London session

Behaviour

from 843 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%.

Statistics843 closed trades

Trades843

Won / lost426 / 417

Long win rate52% (423)

Short win rate50% (420)

Avg win+$31.1 · 27.8 pip

Avg loss−$38.3 · −33.1 pip

Best trade+$171 · Apr 3

Worst trade−$353 · Apr 10

Total pips−1,956

Lots84.3

Commission + swap−$536

Expectancy / trade−$3.2

Profit factor0.83

Sharpe−0.96daily returns, annualised

Z-score0.1 (6%)dependence between runs

Standard deviation$48.1

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.7

Winning streak8 (+$162)

Losing streak7 (−$263)

Avg holding time1.2 days

Trades / week3.3

Risk / trade3.9%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 22:35	USDCHF	BUY	0.1	0.82492 → 0.81863	22h 35m	−62.9	−$77	—
Nov 1 22:03	USDCHF	SELL	0.1	0.82353 → 0.82260	2.2 days	+9.3	+$11	—
Oct 30 18:06	USDCHF	SELL	0.1	0.82588 → 0.82410	22h 35m	+17.8	+$21	—
Oct 29 18:35	USDCHF	SELL	0.1	0.82808 → 0.82650	22h 35m	+15.8	+$18	—
Oct 26 19:43	USDCHF	BUY	0.1	0.82359 → 0.82726	22h 35m	+36.7	+$44	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82382 → 0.82258	2.4 days	−12.4	−$16	—
Oct 16 04:27	USDCHF	SELL	0.1	0.82972 → 0.82679	22h 35m	+29.3	+$35	—
Oct 15 04:56	USDCHF	SELL	0.1	0.83198 → 0.82996	22h 35m	+20.2	+$23	—
Oct 14 05:22	USDCHF	SELL	0.1	0.83287 → 0.83205	22h 35m	+8.2	+$9	—
Oct 13 06:35	USDCHF	BUY	0.1	0.83183 → 0.83332	22h 35m	+14.9	+$17	—
Oct 9 16:35	USDCHF	SELL	0.1	0.83129 → 0.83028	22h 35m	+10.1	+$12	—
Oct 7 18:05	USDCHF	BUY	0.1	0.83148 → 0.83271	22h 35m	+12.3	+$14	—
Oct 6 18:58	USDCHF	BUY	0.1	0.83091 → 0.83111	22h 35m	+2	+$2	—
Oct 5 20:11	USDCHF	BUY	0.1	0.82827 → 0.83058	22h 35m	+23.1	+$28	—
Oct 4 21:03	USDCHF	BUY	0.1	0.82941 → 0.82765	2.2 days	−17.6	−$22	—
Oct 2 12:35	USDCHF	SELL	0.1	0.83335 → 0.82529	22h 35m	+80.6	+$97	—
Oct 1 07:35	USDCHF	SELL	0.1	0.83246 → 0.83673	22h 35m	−42.7	−$53	—
Sep 23 18:31	USDCHF	BUY	0.1	0.82042 → 0.82451	22h 35m	+40.9	+$49	—
Sep 22 19:26	USDCHF	SELL	0.1	0.82094 → 0.82081	22h 35m	+1.3	+$1	—
Sep 21 20:31	USDCHF	BUY	0.1	0.82164 → 0.82102	22h 35m	−6.2	−$8	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82269 → 0.82202	2.2 days	+6.7	+$8	—
Sep 15 15:35	USDCHF	SELL	0.1	0.81548 → 0.81935	22h 35m	−38.7	−$48	—
Sep 10 14:35	USDCHF	BUY	0.1	0.81048 → 0.81117	22h 35m	+6.9	+$7	—
Sep 9 12:35	USDCHF	SELL	0.1	0.80924 → 0.80773	22h 35m	+15.1	+$18	—
Sep 8 08:35	USDCHF	SELL	0.1	0.80890 → 0.81091	22h 35m	−20.1	−$25	—

1–25 of 843

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