Woven Wave · strategy profile

Woven Wave · 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	−1.8%	−119	4	1
This month	−2.6%	−164	19	9
This year	−4.3%	−191	166	83

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	0.0	−0.5	+0.5	+1.7	0.0	−3.3	−5.9	−0.4	−0.9	+0.1	0.0	+1.2	−7.6
2023	+0.1	−1.9	−6.5	+1.5	−2.4	−2.6	+1.1	−2.1	+0.7	−1.7	−1.9	+3.7	−12.1
2024	−4.0	−0.7	+1.1	+1.5	−3.0	+0.2	+2.9	+5.7	0.0	−0.7	+1.2	+1.5	+5.7
2025	0.0	+0.2	+0.3	+5.9	−1.1	−0.6	0.0	0.0	−0.3	−1.4	−2.7	−0.7	−0.5
2026	+1.6	+0.2	−4.3	+0.1	+0.8	+1.3	−1.3	−2.2	+3.3	−2.5	−1.1	·	−4.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −25.1%.

Max daily drawdown: −3.1%
Max weekly drawdown: −3.0%
Max drawdown · equity: −25.1%
Max drawdown · balance: −25.1%
Absolute drawdown: −$2,558
Longest drawdown: 1662 days · Mar
Recovery factor: −0.7
Max simultaneous risk: 0.8%

Symbol split

90 days

USDCHF

100%+18.2%

Long 46% · Short 54%

Hour and day

trade opens · UTC

Mon 6% · Tue 28% · Wed 26% · Thu 17% · Fri 23% · 50% in the New York session

Behaviour

from 924 trades

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

Holding time: under 1h 0% · 1–4h 4% · 4–12h 20% · over 12h 76%. Automated share 100%.

Statistics924 closed trades

Trades924

Won / lost429 / 495

Long win rate46% (429)

Short win rate47% (495)

Avg win+$43.4 · 38.7 pip

Avg loss−$41.3 · −35.8 pip

Best trade+$104 · Feb 9

Worst trade−$97 · Oct 26

Total pips−1,118

Lots92.4

Commission + swap−$666

Expectancy / trade−$2.0

Profit factor0.91

Sharpe−0.57daily returns, annualised

Z-score0.5 (40%)dependence between runs

Standard deviation$51.0

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.7

Winning streak7 (+$284)

Losing streak11 (−$272)

Avg holding time1.4 days

Trades / week3.7

Risk / trade0.8%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 09:01	USDCHF	BUY	0.1	0.82518 → 0.81915	10h 37m	−60.3	−$74	—
Nov 1 22:03	USDCHF	BUY	0.1	0.82454 → 0.82241	3.1 days	−21.3	−$27	—
Oct 29 20:11	USDCHF	BUY	0.1	0.83040 → 0.82438	1.2 days	−60.2	−$75	—
Oct 28 15:15	USDCHF	BUY	0.1	0.82792 → 0.83016	1.4 days	+22.4	+$26	—
Oct 27 06:10	USDCHF	BUY	0.1	0.82365 → 0.82784	1.4 days	+41.9	+$50	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82493 → 0.82258	2.2 days	−23.5	−$29	—
Oct 23 16:05	USDCHF	BUY	0.1	0.81977 → 0.82465	1.4 days	+48.8	+$59	—
Oct 22 07:13	USDCHF	BUY	0.1	0.82519 → 0.81917	15h 33m	−60.2	−$75	—
Oct 21 15:05	USDCHF	BUY	0.1	0.82553 → 0.82580	1.4 days	+2.7	+$3	—
Oct 20 06:00	USDCHF	BUY	0.1	0.82435 → 0.82519	1.4 days	+8.4	+$10	—
Oct 18 21:03	USDCHF	BUY	0.1	0.82641 → 0.82353	3 days	−28.8	−$35	—
Oct 15 21:00	USDCHF	BUY	0.1	0.83186 → 0.82566	21h 0m	−62	−$76	—
Oct 14 23:43	USDCHF	BUY	0.1	0.83861 → 0.83259	7h 43m	−60.2	−$74	—
Oct 14 15:25	USDCHF	BUY	0.1	0.83338 → 0.83886	1.4 days	+54.8	+$65	—
Oct 13 06:25	USDCHF	BUY	0.1	0.82963 → 0.83310	1.4 days	+34.7	+$41	—
Oct 11 21:03	USDCHF	BUY	0.1	0.83170 → 0.82891	2.9 days	−27.9	−$34	—
Oct 8 23:55	USDCHF	BUY	0.1	0.83310 → 0.83151	1.4 days	−15.9	−$21	—
Oct 7 15:00	USDCHF	BUY	0.1	0.83206 → 0.83249	1.4 days	+4.3	+$5	—
Oct 6 06:05	USDCHF	BUY	0.1	0.82779 → 0.83164	1.4 days	+38.5	+$46	—
Oct 4 21:03	USDCHF	BUY	0.1	0.82504 → 0.82765	2.3 days	+26.1	+$31	—
Oct 2 12:30	USDCHF	BUY	0.1	0.83121 → 0.82519	11h 55m	−60.2	−$73	—
Oct 2 00:25	USDCHF	BUY	0.1	0.83450 → 0.83104	1.4 days	−34.6	−$44	—
Sep 30 15:25	USDCHF	BUY	0.1	0.83322 → 0.83488	1.4 days	+16.6	+$19	—
Sep 29 06:15	USDCHF	BUY	0.1	0.82744 → 0.83286	1.4 days	+54.2	+$65	—
Sep 27 21:03	USDCHF	BUY	0.1	0.82838 → 0.82740	2.9 days	−9.8	−$12	—

1–25 of 924

Woven Wave◇Strategy

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