Saffron Wave · strategy profile

Saffron Wave · 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	−1.9%	−89	2	0
This month	−4.4%	−212	9	1
This year	−12.6%	−606	105	44

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.8	+0.5	−3.0	+0.4	−0.8	−2.5	−3.1	−0.5	−0.3	−0.5	−5.0	−2.8	−18.3
2023	+0.2	+3.1	−0.9	−0.7	+0.5	+0.1	−2.4	−0.6	−0.1	−3.4	−0.8	−1.1	−6.1
2024	−1.1	−0.3	−0.9	−2.3	+0.4	−1.0	−1.7	−2.9	−1.1	+1.3	+2.7	+0.2	−6.6
2025	+0.4	−0.9	−0.8	−6.1	−0.5	+1.0	−0.4	+0.9	+1.2	−0.3	−4.6	−0.5	−10.7
2026	−2.3	−0.9	+0.1	−1.1	−0.8	−0.4	−3.3	+0.8	−0.5	−4.3	−0.6	·	−13.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −43.3%.

Max daily drawdown: −5.4%
Max weekly drawdown: −5.4%
Max drawdown · equity: −43.3%
Max drawdown · balance: −43.3%
Absolute drawdown: −$4,292
Longest drawdown: 1748 days · Nov
Recovery factor: −1.0
Max simultaneous risk: 6.0%

Symbol split

90 days

USDCHF

100%+42.9%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 20% · Tue 18% · Wed 20% · Thu 21% · Fri 20% · 51% in the London session

Behaviour

from 611 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 81% · over 12h 19%. Automated share 100%.

Statistics611 closed trades

Trades611

Won / lost270 / 341

Long win rate44% (611)

Short win rate0% (0)

Avg win+$26.1 · 23.6 pip

Avg loss−$33.3 · −28.8 pip

Best trade+$161 · Sep 22

Worst trade−$277 · Nov 11

Total pips−3,442

Lots61.1

Commission + swap−$364

Expectancy / trade−$7.0

Profit factor0.62

Sharpe−2.50daily returns, annualised

Z-score−0.7 (48%)dependence between runs

Standard deviation$43.3

AHPR / GHPR−0.09% / −0.09%

Recovery factor−1.0

Winning streak11 (+$161)

Losing streak9 (−$489)

Avg holding time1 days

Trades / week2.4

Risk / trade6.0%

Monthly average−0.9%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	BUY	0.1	0.82452 → 0.82241	2.3 days	−21.1	−$26	—
Oct 29 22:55	USDCHF	BUY	0.1	0.82926 → 0.82249	16h 55m	−67.7	−$83	—
Oct 23 06:55	USDCHF	BUY	0.1	0.82410 → 0.82267	16h 55m	−14.3	−$18	—
Oct 21 08:55	USDCHF	BUY	0.1	0.82603 → 0.82448	16h 55m	−15.5	−$19	—
Oct 18 21:03	USDCHF	BUY	0.1	0.82473 → 0.82353	2.1 days	−12	−$15	—
Oct 15 02:55	USDCHF	BUY	0.1	0.83354 → 0.82802	16h 55m	−55.2	−$68	—
Oct 12 22:55	USDCHF	BUY	0.1	0.83079 → 0.83441	16h 55m	+36.2	+$43	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83119 → 0.82891	2.4 days	−22.8	−$28	—
Oct 9 02:55	USDCHF	BUY	0.1	0.83423 → 0.83030	16h 55m	−39.3	−$48	—
Oct 4 21:03	USDCHF	BUY	0.1	0.82941 → 0.82765	2.2 days	−17.6	−$22	—
Oct 1 10:55	USDCHF	BUY	0.1	0.83544 → 0.83543	16h 55m	−0.1	−$2	—
Sep 30 10:55	USDCHF	BUY	0.1	0.83580 → 0.83407	16h 55m	−17.3	−$21	—
Sep 28 22:55	USDCHF	BUY	0.1	0.83044 → 0.83185	16h 55m	+14.1	+$16	—
Sep 23 08:55	USDCHF	BUY	0.1	0.82207 → 0.82211	16h 55m	+0.4	$0	—
Sep 17 16:55	USDCHF	BUY	0.1	0.82549 → 0.82478	16h 55m	−7.1	−$9	—
Sep 10 02:55	USDCHF	BUY	0.1	0.81042 → 0.80888	16h 55m	−15.4	−$21	—
Sep 9 00:55	USDCHF	BUY	0.1	0.81079 → 0.80895	16h 55m	−18.4	−$23	—
Sep 6 21:03	USDCHF	BUY	0.1	0.80842 → 0.80912	2.7 days	+7	+$8	—
Sep 1 20:55	USDCHF	BUY	0.1	0.80999 → 0.81143	16h 55m	+14.4	+$18	—
Aug 31 06:49	USDCHF	BUY	0.1	0.80526 → 0.80882	3 days	+35.6	+$44	—
Aug 26 20:55	USDCHF	BUY	0.1	0.80325 → 0.80529	16h 55m	+20.4	+$25	—
Aug 20 18:55	USDCHF	BUY	0.1	0.79947 → 0.80064	16h 55m	+11.7	+$15	—
Aug 18 10:55	USDCHF	BUY	0.1	0.81146 → 0.81231	16h 55m	+8.5	+$10	—
Aug 16 21:03	USDCHF	BUY	0.1	0.81331 → 0.81069	2.1 days	−26.2	−$33	—
Aug 14 12:55	USDCHF	BUY	0.1	0.81468 → 0.81167	16h 55m	−30.1	−$38	—

1–25 of 611

Saffron Wave◇Strategy

Rules

Research records

Version timeline