Western Wave · strategy profile

Western Wave · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+1.2%	+70	1	1
This week	+2.3%	+137	4	3
This month	−0.9%	−50	11	5
This year	−11.6%	−709	80	33

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.8	−1.0	+1.2	+0.2	−1.8	−2.4	+3.0	−0.1	−2.8	−1.6	−0.4	+0.6	−5.8
2023	−1.2	−0.6	−0.7	0.0	+0.6	−0.5	−1.7	+0.3	+1.3	+2.1	+1.0	+2.2	+2.8
2024	−1.7	−1.7	−0.2	−3.9	−1.8	−0.8	−0.8	+1.1	−1.8	−1.0	−1.0	−1.0	−14.7
2025	+0.1	+0.6	−2.5	+4.2	−1.6	+0.7	+0.5	+2.3	−0.4	−4.1	+0.3	−0.1	0.0
2026	+1.6	−1.3	−1.2	−0.7	−2.1	−3.6	0.0	−0.8	−3.9	−1.2	+1.5	·	−11.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −28.1%.

Max daily drawdown: −2.5%
Max weekly drawdown: −2.9%
Max drawdown · equity: −28.1%
Max drawdown · balance: −28.1%
Absolute drawdown: −$2,797
Longest drawdown: 1742 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 2.5%

Symbol split

90 days

USDCHF

100%+26.3%

Long 23% · Short 77%

Hour and day

trade opens · UTC

Mon 25% · Tue 18% · Wed 20% · Thu 20% · Fri 17% · 56% in the London session

Behaviour

from 458 trades

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

Holding time: under 1h 0% · 1–4h 2% · 4–12h 7% · over 12h 91%. Automated share 100%.

Statistics458 closed trades

Trades458

Won / lost214 / 244

Long win rate40% (106)

Short win rate49% (352)

Avg win+$44.0 · 39.6 pip

Avg loss−$49.3 · −42.7 pip

Best trade+$91 · Jan 27

Worst trade−$212 · Mar 3

Total pips−1,943

Lots45.8

Commission + swap−$444

Expectancy / trade−$5.8

Profit factor0.78

Sharpe−1.54daily returns, annualised

Z-score−0.1 (4%)dependence between runs

Standard deviation$58.7

AHPR / GHPR−0.06% / −0.07%

Recovery factor−0.9

Winning streak6 (+$245)

Losing streak10 (−$290)

Avg holding time1.7 days

Trades / week1.8

Risk / trade2.5%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:32	USDCHF	SELL	0.1	0.82269 → 0.81571	1 days	+69.8	+$85	—
Nov 1 22:03	USDCHF	SELL	0.1	0.82029 → 0.82260	2.6 days	−23.1	−$29	—
Oct 30 01:04	USDCHF	SELL	0.1	0.82757 → 0.82059	23h 34m	+69.8	+$85	—
Oct 28 14:00	USDCHF	BUY	0.1	0.82812 → 0.83018	1.5 days	+20.6	+$24	—
Oct 23 15:00	USDCHF	SELL	0.1	0.82307 → 0.82456	1.5 days	−14.9	−$19	—
Oct 21 19:30	USDCHF	SELL	0.1	0.82435 → 0.82461	1.5 days	−2.6	−$4	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82465 → 0.82372	2.5 days	+9.3	+$11	—
Oct 16 04:00	USDCHF	BUY	0.1	0.83861 → 0.82645	1.5 days	−121.6	−$149	—
Oct 14 14:30	USDCHF	SELL	0.1	0.83276 → 0.83799	1.5 days	−52.3	−$63	—
Oct 11 21:03	USDCHF	SELL	0.1	0.83090 → 0.82910	3.1 days	+18	+$21	—
Oct 6 12:00	USDCHF	SELL	0.1	0.82808 → 0.83043	1.5 days	−23.5	−$29	—
Oct 2 06:10	USDCHF	SELL	0.1	0.83393 → 0.82695	22h 10m	+69.8	+$84	—
Sep 25 18:30	USDCHF	SELL	0.1	0.82351 → 0.82854	1.5 days	−50.3	−$61	—
Sep 23 22:00	USDCHF	SELL	0.1	0.81888 → 0.82505	1.5 days	−61.7	−$77	—
Sep 18 16:00	USDCHF	BUY	0.1	0.82587 → 0.82409	1.5 days	−17.8	−$22	—
Sep 16 04:30	USDCHF	SELL	0.1	0.81677 → 0.81863	1.5 days	−18.6	−$24	—
Sep 10 23:30	USDCHF	SELL	0.1	0.80782 → 0.81347	1.5 days	−56.5	−$71	—
Sep 6 21:03	USDCHF	SELL	0.1	0.80599 → 0.80931	3.2 days	−33.2	−$42	—
Aug 31 06:49	USDCHF	SELL	0.1	0.80320 → 0.80901	2.8 days	−58.1	−$72	—
Aug 26 16:00	USDCHF	BUY	0.1	0.80364 → 0.80536	1.5 days	+17.2	+$21	—
Aug 23 21:03	USDCHF	SELL	0.1	0.79853 → 0.80113	2.4 days	−26	−$33	—
Aug 21 08:00	USDCHF	SELL	0.1	0.79725 → 0.80040	1.5 days	−31.5	−$41	—
Aug 18 16:30	USDCHF	SELL	0.1	0.81132 → 0.81186	1.5 days	−5.4	−$7	—
Aug 13 20:00	USDCHF	BUY	0.1	0.81252 → 0.81448	1.5 days	+19.6	+$23	—
Aug 9 21:03	USDCHF	SELL	0.1	0.81046 → 0.80658	2.5 days	+38.8	+$48	—

1–25 of 458

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