Lilac Wing · strategy profile

Lilac Wing · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.7%	−43	2	0
This month	−2.2%	−137	8	2
This year	−6.1%	−329	77	34

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	0.0	−1.0	−4.7	−0.5	0.0	−0.5	−3.2	−0.5	+0.5	−0.7	0.0	0.0	−10.7
2023	+1.5	−3.3	−1.4	+1.3	−1.3	−3.6	+2.9	−1.4	+3.3	−5.2	−0.7	+5.0	−2.9
2024	−5.4	+1.1	+1.6	+0.8	−5.3	0.0	+2.1	+2.6	0.0	−0.2	+1.3	+1.2	−0.2
2025	0.0	−1.3	+1.8	+3.4	+0.9	+3.3	0.0	0.0	−0.5	−2.7	−3.8	−1.7	−0.6
2026	+2.3	+0.1	−2.3	+0.3	−0.7	+3.9	−2.4	−2.1	−1.0	−2.6	−1.2	·	−5.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.1%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.8%
Max drawdown · equity: −21.1%
Max drawdown · balance: −21.1%
Absolute drawdown: −$2,123
Longest drawdown: 1714 days · Jul
Recovery factor: −0.9
Max simultaneous risk: 0.8%

Symbol split

90 days

USDCHF

100%+19.4%

Long 46% · Short 54%

Hour and day

trade opens · UTC

Mon 30% · Tue 22% · Wed 10% · Thu 13% · Fri 25% · 44% in the New York session

Behaviour

from 411 trades

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

Holding time: under 1h 0% · 1–4h 2% · 4–12h 11% · over 12h 87%. Automated share 100%.

Statistics411 closed trades

Trades411

Won / lost161 / 250

Long win rate42% (190)

Short win rate37% (221)

Avg win+$69.2 · 62.0 pip

Avg loss−$52.2 · −44.7 pip

Best trade+$183 · Jan 27

Worst trade−$137 · Oct 26

Total pips−1,180

Lots41.1

Commission + swap−$636

Expectancy / trade−$4.7

Profit factor0.85

Sharpe−0.99daily returns, annualised

Z-score0.1 (9%)dependence between runs

Standard deviation$69.8

AHPR / GHPR−0.05% / −0.05%

Recovery factor−0.9

Winning streak6 (+$223)

Losing streak10 (−$342)

Avg holding time3 days

Trades / week1.6

Risk / trade0.8%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 21:20	USDCHF	BUY	0.1	0.82209 → 0.81815	3.7 days	−39.4	−$49	—
Oct 29 21:20	USDCHF	BUY	0.1	0.82396 → 0.82356	3.7 days	−4	−$8	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82481 → 0.82258	5.5 days	−22.3	−$30	—
Oct 20 09:20	USDCHF	BUY	0.1	0.82441 → 0.82498	3.7 days	+5.7	+$6	—
Oct 16 14:23	USDCHF	BUY	0.1	0.82789 → 0.82187	14h 23m	−60.2	−$73	—
Oct 15 17:20	USDCHF	BUY	0.1	0.83009 → 0.82798	3.7 days	−21.1	−$28	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83237 → 0.82891	5.3 days	−34.6	−$45	—
Oct 6 07:20	USDCHF	BUY	0.1	0.82804 → 0.83194	3.7 days	+39	+$46	—
Oct 2 11:56	USDCHF	BUY	0.1	0.83215 → 0.82613	3.7 days	−60.2	−$76	—
Sep 28 17:20	USDCHF	BUY	0.1	0.82837 → 0.83133	3.7 days	+29.6	+$35	—
Sep 24 17:20	USDCHF	BUY	0.1	0.82273 → 0.82808	3.7 days	+53.5	+$62	—
Sep 20 21:04	USDCHF	BUY	0.1	0.81786 → 0.82183	5.5 days	+39.7	+$45	—
Sep 15 09:20	USDCHF	BUY	0.1	0.81603 → 0.81783	3.7 days	+18	+$21	—
Sep 11 09:11	USDCHF	SELL	0.1	0.80905 → 0.81507	2.7 days	−60.2	−$76	—
Sep 8 09:20	USDCHF	SELL	0.1	0.80951 → 0.81189	3.7 days	−23.8	−$30	—
Sep 4 12:33	USDCHF	SELL	0.1	0.80657 → 0.81259	18h 33m	−60.2	−$75	—
Sep 3 16:30	USDCHF	BUY	0.1	0.81177 → 0.80575	2 days	−60.2	−$77	—
Sep 1 13:20	USDCHF	SELL	0.1	0.80908 → 0.81058	3.7 days	−15	−$20	—
Aug 28 14:27	USDCHF	SELL	0.1	0.80241 → 0.80843	3.2 days	−60.2	−$77	—
Aug 25 03:20	USDCHF	SELL	0.1	0.79924 → 0.80359	3.7 days	−43.5	−$55	—
Aug 21 07:20	USDCHF	SELL	0.1	0.80883 → 0.80006	3.7 days	+87.7	+$107	—
Aug 17 08:26	USDCHF	BUY	0.1	0.81363 → 0.80761	3 days	−60.2	−$75	—
Aug 13 23:20	USDCHF	SELL	0.1	0.80884 → 0.81418	3.7 days	−53.4	−$69	—
Aug 9 21:03	USDCHF	BUY	0.1	0.80931 → 0.80639	5.2 days	−29.2	−$39	—
Aug 4 13:20	USDCHF	BUY	0.1	0.80846 → 0.80912	3.7 days	+6.6	+$7	—

1–25 of 411

Lilac Wing◇Strategy

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