Frosted Comet · strategy profile

Frosted Comet · 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	+0.5%	+33	1	1
This month	−0.4%	−21	13	5
This year	−0.4%	−5	108	49

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.2	+0.4	−0.6	−0.8	0.0	−2.0	−0.6	−0.3	−0.3	0.0	−2.5	−1.6	−8.5
2023	+0.3	−0.1	+0.2	+0.2	−1.4	+0.4	+0.7	−0.1	−1.0	−0.5	+0.9	−0.3	−0.7
2024	−1.7	−0.5	0.0	−1.0	−1.0	−0.4	−0.2	−1.1	−0.7	+0.3	−0.8	−1.3	−8.4
2025	−2.1	+0.5	+0.2	−4.5	−1.2	+1.5	−1.4	−0.2	+2.4	−1.3	+0.2	−0.4	−6.4
2026	+0.1	−1.7	+0.2	+1.3	−0.4	−0.8	+0.9	+0.3	−0.2	−0.1	0.0	·	−0.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −23.2%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.9%
Max drawdown · equity: −23.2%
Max drawdown · balance: −23.2%
Absolute drawdown: −$2,325
Longest drawdown: 1709 days · Feb
Recovery factor: −0.9
Max simultaneous risk: 6.2%

Symbol split

90 days

USDCHF

100%+21.9%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 22% · Thu 21% · Fri 18% · 55% in the New York session

Behaviour

from 629 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

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

Statistics629 closed trades

Trades629

Won / lost257 / 372

Long win rate37% (316)

Short win rate44% (313)

Avg win+$17.3 · 15.2 pip

Avg loss−$17.9 · −15.5 pip

Best trade+$100 · Jun 8

Worst trade−$125 · Apr 10

Total pips−1,865

Lots62.9

Commission + swap−$117

Expectancy / trade−$3.5

Profit factor0.67

Sharpe−2.46daily returns, annualised

Z-score0.1 (10%)dependence between runs

Standard deviation$24.8

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak5 (+$90)

Losing streak11 (−$238)

Avg holding time7h 23m

Trades / week2.5

Risk / trade6.2%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 22:55	USDCHF	SELL	0.1	0.82600 → 0.82268	4h 55m	+33.2	+$40	—
Oct 26 14:55	USDCHF	BUY	0.1	0.82619 → 0.82730	4h 55m	+11.1	+$13	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82495 → 0.82258	2.2 days	−23.7	−$29	—
Oct 22 06:55	USDCHF	BUY	0.1	0.82456 → 0.82057	4h 55m	−39.9	−$49	—
Oct 22 00:55	USDCHF	SELL	0.1	0.82429 → 0.82454	4h 55m	−2.5	−$5	—
Oct 21 16:55	USDCHF	BUY	0.1	0.82468 → 0.82435	4h 55m	−3.3	−$4	—
Oct 15 08:55	USDCHF	SELL	0.1	0.82839 → 0.82987	4h 55m	−14.8	−$18	—
Oct 14 00:55	USDCHF	BUY	0.1	0.83287 → 0.83254	4h 55m	−3.3	−$4	—
Oct 13 12:55	USDCHF	SELL	0.1	0.83298 → 0.83190	4h 55m	+10.8	+$13	—
Oct 12 18:55	USDCHF	BUY	0.1	0.83344 → 0.83471	4h 55m	+12.7	+$15	—
Oct 9 16:55	USDCHF	BUY	0.1	0.83119 → 0.83017	4h 55m	−10.2	−$12	—
Oct 9 06:55	USDCHF	SELL	0.1	0.83010 → 0.83127	4h 55m	−11.7	−$14	—
Oct 7 02:55	USDCHF	BUY	0.1	0.83121 → 0.83323	4h 55m	+20.2	+$24	—
Oct 2 04:55	USDCHF	SELL	0.1	0.83052 → 0.82982	4h 55m	+7	+$8	—
Oct 1 22:55	USDCHF	SELL	0.1	0.83268 → 0.83126	4h 55m	+14.2	+$17	—
Sep 23 22:55	USDCHF	BUY	0.1	0.82391 → 0.82461	4h 55m	+7	+$7	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82410 → 0.82202	2.2 days	+20.8	+$25	—
Sep 18 10:55	USDCHF	SELL	0.1	0.82423 → 0.82530	4h 55m	−10.7	−$13	—
Sep 10 16:55	USDCHF	BUY	0.1	0.81191 → 0.81208	4h 55m	+1.7	+$2	—
Sep 10 04:55	USDCHF	SELL	0.1	0.80987 → 0.80938	4h 55m	+4.9	+$6	—
Sep 9 18:55	USDCHF	SELL	0.1	0.80692 → 0.81054	4h 55m	−36.2	−$45	—
Sep 8 14:55	USDCHF	BUY	0.1	0.81129 → 0.80842	4h 55m	−28.7	−$36	—
Sep 4 18:55	USDCHF	BUY	0.1	0.81041 → 0.81019	4h 55m	−2.2	−$3	—
Sep 3 16:55	USDCHF	SELL	0.1	0.80863 → 0.80570	4h 55m	+29.3	+$36	—
Aug 24 22:55	USDCHF	BUY	0.1	0.80279 → 0.80226	4h 55m	−5.3	−$7	—

1–25 of 629

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