Saffron Lake · strategy profile

Saffron Lake · strategy profile · SocialCharts

Performance

…

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

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.9%	−65	2	0
This month	+0.2%	+28	12	6
This year	−5.5%	−318	129	67

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.3	−0.1	+1.0	+0.6	+0.6	+1.4	+2.5	+1.5	+2.3	−0.5	+1.7	−1.8	+8.7
2023	−1.0	−4.0	+3.4	+1.7	−1.6	−2.3	−1.7	−3.8	+2.7	+3.6	−0.7	+1.5	−2.1
2024	+0.6	+1.0	+0.5	−0.4	−0.1	+0.3	−3.0	+4.7	−1.5	+0.9	+1.1	+0.9	+5.0
2025	−0.5	−0.2	−4.8	−5.3	−0.2	−1.3	−0.6	−0.4	−1.8	+1.2	+3.0	−0.5	−11.4
2026	−1.7	+0.2	−1.2	−1.1	−1.0	−1.4	−0.5	−1.3	+3.0	−0.5	−1.1	·	−6.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.3%.

Max daily drawdown: −2.0%
Max weekly drawdown: −4.8%
Max drawdown · equity: −20.3%
Max drawdown · balance: −20.3%
Absolute drawdown: −$2,295
Longest drawdown: 746 days · Aug
Recovery factor: −0.4
Max simultaneous risk: 1.0%

Symbol split

90 days

USDCHF

100%+7.3%

Long 56% · Short 44%

Hour and day

trade opens · UTC

Mon 11% · Tue 37% · Wed 6% · Thu 38% · Fri 8% · 51% in the New York session

Behaviour

from 733 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 5% · over 12h 95%. Automated share 100%.

Statistics733 closed trades

Trades733

Won / lost377 / 356

Long win rate54% (407)

Short win rate48% (326)

Avg win+$42.3 · 38.2 pip

Avg loss−$46.6 · −39.9 pip

Best trade+$233 · Aug 4

Worst trade−$147 · Jun 24

Total pips+225

Lots73.3

Commission + swap−$766

Expectancy / trade−$0.9

Profit factor0.96

Sharpe−0.22daily returns, annualised

Z-score0.7 (51%)dependence between runs

Standard deviation$56.7

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.4

Winning streak8 (+$198)

Losing streak7 (−$301)

Avg holding time2 days

Trades / week2.9

Risk / trade1.0%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82826 → 0.82241	3.5 days	−58.5	−$72	—
Oct 29 08:30	USDCHF	BUY	0.1	0.82856 → 0.82793	1.6 days	−6.3	−$10	—
Oct 27 15:10	USDCHF	BUY	0.1	0.82404 → 0.82840	1.6 days	+43.6	+$52	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82093 → 0.82277	3.4 days	−18.4	−$23	—
Oct 22 05:30	USDCHF	SELL	0.1	0.82466 → 0.82256	1.6 days	+21	+$24	—
Oct 20 12:35	USDCHF	SELL	0.1	0.82534 → 0.82282	1.6 days	+25.2	+$30	—
Oct 18 21:03	USDCHF	SELL	0.1	0.83022 → 0.82372	3.4 days	+65	+$78	—
Oct 15 05:15	USDCHF	SELL	0.1	0.83271 → 0.83018	1.6 days	+25.3	+$28	—
Oct 13 13:15	USDCHF	SELL	0.1	0.83008 → 0.83197	1.6 days	−18.9	−$23	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83360 → 0.82891	3.4 days	−46.9	−$58	—
Oct 8 06:40	USDCHF	BUY	0.1	0.83058 → 0.83269	1.6 days	+21.1	+$23	—
Oct 6 13:25	USDCHF	SELL	0.1	0.82891 → 0.83135	1.6 days	−24.4	−$30	—
Oct 4 21:03	USDCHF	SELL	0.1	0.82874 → 0.82784	2.4 days	+9	+$10	—
Oct 2 06:07	USDCHF	BUY	0.1	0.83609 → 0.82707	22h 27m	−90.2	−$110	—
Oct 1 04:05	USDCHF	BUY	0.1	0.83327 → 0.83596	1.6 days	+26.9	+$30	—
Sep 29 12:30	USDCHF	BUY	0.1	0.82771 → 0.83293	1.6 days	+52.2	+$62	—
Sep 27 21:03	USDCHF	BUY	0.1	0.82732 → 0.82740	3.4 days	+0.8	$0	—
Sep 24 09:35	USDCHF	BUY	0.1	0.82080 → 0.82781	1.6 days	+70.1	+$83	—
Sep 22 13:55	USDCHF	SELL	0.1	0.82209 → 0.82018	1.6 days	+19.1	+$23	—
Sep 20 21:04	USDCHF	BUY	0.1	0.82527 → 0.82183	3.4 days	−34.4	−$43	—
Sep 17 09:45	USDCHF	BUY	0.1	0.81894 → 0.82573	1.6 days	+67.9	+$80	—
Sep 15 12:30	USDCHF	BUY	0.1	0.81585 → 0.81809	1.6 days	+22.4	+$27	—
Sep 13 21:03	USDCHF	BUY	0.1	0.81148 → 0.81518	3.3 days	+37	+$44	—
Sep 10 10:10	USDCHF	SELL	0.1	0.80956 → 0.81032	1.6 days	−7.6	−$11	—
Sep 8 12:30	USDCHF	BUY	0.1	0.80890 → 0.81096	1.6 days	+20.6	+$25	—

1–25 of 733

Saffron Lake◇Strategy

Rules