Saffron Wind · strategy profile

Saffron Wind · 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	−0.6%	−38	1	0
This week	+0.5%	+35	7	2
This month	+3.2%	+199	31	19
This year	−6.2%	−285	313	147

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+3.3	−0.2	−2.3	−0.2	+2.2	+4.8	−0.8	+1.1	−0.8	+1.0	−4.4	−2.1	+1.8
2023	−6.7	−3.1	−2.0	−0.2	+0.4	−0.3	+0.6	−1.7	+2.3	−1.5	−1.6	−2.3	−16.1
2024	−0.2	−1.3	+4.5	−3.2	+0.3	−2.2	+2.2	+6.9	−0.9	−0.4	+1.8	−0.5	+7.1
2025	+2.6	−0.5	−0.3	−8.2	−0.9	−4.0	+1.1	−3.5	−5.3	−0.8	+3.2	+1.5	−15.1
2026	+5.2	−1.8	−3.2	0.0	−1.9	+0.9	−1.7	−3.1	−3.6	+2.9	−0.1	·	−6.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −35.7%.

Max daily drawdown: −2.9%
Max weekly drawdown: −5.1%
Max drawdown · equity: −35.7%
Max drawdown · balance: −35.7%
Absolute drawdown: −$2,935
Longest drawdown: 1599 days · Oct
Recovery factor: −0.7
Max simultaneous risk: 6.3%

Symbol split

90 days

USDCHF

100%+26.4%

Long 43% · Short 57%

Hour and day

trade opens · UTC

Mon 19% · Tue 18% · Wed 25% · Thu 18% · Fri 20% · 42% in the New York session

Behaviour

from 1,816 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 87% · over 12h 13%. Automated share 100%.

Statistics1,816 closed trades

Trades1,816

Won / lost882 / 934

Long win rate48% (779)

Short win rate49% (1,037)

Avg win+$28.6 · 25.6 pip

Avg loss−$29.9 · −25.8 pip

Best trade+$312 · Jun 16

Worst trade−$226 · Nov 11

Total pips−1,580

Lots181.6

Commission + swap−$782

Expectancy / trade−$1.5

Profit factor0.91

Sharpe−0.64daily returns, annualised

Z-score−0.4 (28%)dependence between runs

Standard deviation$40.8

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.7

Winning streak12 (+$341)

Losing streak10 (−$550)

Avg holding time20h 44m

Trades / week7.2

Risk / trade6.3%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 08:15	USDCHF	BUY	0.1	0.81903 → 0.81527	15h 35m	−37.6	−$47	—
Nov 2 16:35	USDCHF	SELL	0.1	0.82460 → 0.81933	15h 35m	+52.7	+$64	—
Oct 30 19:20	USDCHF	SELL	0.1	0.82212 → 0.82386	15h 35m	−17.4	−$21	—
Oct 30 02:05	USDCHF	SELL	0.1	0.82845 → 0.82159	15h 35m	+68.6	+$83	—
Oct 29 08:05	USDCHF	BUY	0.1	0.82962 → 0.82784	15h 35m	−17.8	−$23	—
Oct 28 16:15	USDCHF	SELL	0.1	0.82883 → 0.82995	15h 35m	−11.2	−$14	—
Oct 28 00:00	USDCHF	SELL	0.1	0.82859 → 0.82887	15h 35m	−2.8	−$4	—
Oct 27 08:15	USDCHF	BUY	0.1	0.82734 → 0.82809	15h 35m	+7.5	+$9	—
Oct 26 13:35	USDCHF	SELL	0.1	0.82429 → 0.82633	15h 35m	−20.4	−$25	—
Oct 23 20:40	USDCHF	SELL	0.1	0.82158 → 0.82552	15h 35m	−39.4	−$48	—
Oct 23 04:15	USDCHF	SELL	0.1	0.82332 → 0.82119	15h 35m	+21.3	+$25	—
Oct 22 10:10	USDCHF	SELL	0.1	0.82418 → 0.82090	15h 35m	+32.8	+$38	—
Oct 21 17:35	USDCHF	BUY	0.1	0.82628 → 0.82428	15h 35m	−20	−$24	—
Oct 20 23:40	USDCHF	SELL	0.1	0.82472 → 0.82563	15h 35m	−9.1	−$12	—
Oct 20 06:05	USDCHF	SELL	0.1	0.82577 → 0.82557	15h 35m	+2	+$2	—
Oct 19 13:40	USDCHF	BUY	0.1	0.82421 → 0.82488	15h 35m	+6.7	+$8	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82730 → 0.82372	2.6 days	+35.8	+$43	—
Oct 16 04:35	USDCHF	SELL	0.1	0.82915 → 0.82678	15h 35m	+23.7	+$28	—
Oct 15 11:15	USDCHF	SELL	0.1	0.83522 → 0.82976	15h 35m	+54.6	+$64	—
Oct 14 18:55	USDCHF	BUY	0.1	0.83187 → 0.83458	15h 35m	+27.1	+$32	—
Oct 14 02:55	USDCHF	SELL	0.1	0.83244 → 0.83205	15h 35m	+3.9	+$4	—
Oct 13 06:40	USDCHF	SELL	0.1	0.83431 → 0.83338	15h 35m	+9.3	+$11	—
Oct 12 15:00	USDCHF	BUY	0.1	0.83037 → 0.83417	15h 35m	+38	+$46	—
Oct 11 21:03	USDCHF	SELL	0.1	0.82999 → 0.82910	2 days	+8.9	+$10	—
Oct 9 20:15	USDCHF	SELL	0.1	0.83021 → 0.83001	15h 35m	+2	+$2	—

1–25 of 1816

Saffron Wind◇Strategy

Rules

Research records

Version timeline