Cerulean Vale · strategy profile

Cerulean Vale · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.2%	+15	1	1
This month	−1.3%	−102	9	5
This year	−5.6%	−420	98	36

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.3	−0.7	−0.3	−1.2	−1.0	+1.0	+0.1	−1.5	+2.5	+0.3	+0.7	−1.0	−0.8
2023	+2.8	+1.4	+1.4	+0.2	−0.2	−0.3	+0.1	−2.3	+0.5	+0.9	−1.1	−0.5	+2.9
2024	−1.0	−0.3	−1.8	−0.9	+0.9	−0.9	+0.1	+1.4	−1.3	−1.4	+0.2	0.0	−5.0
2025	+0.2	+1.5	−0.2	+1.9	−0.3	−0.8	+0.2	−0.3	+0.3	−1.0	+0.1	−0.6	+1.0
2026	−1.8	−0.8	−0.4	+1.0	−0.9	−0.1	−1.5	−0.3	0.0	−1.1	0.0	·	−5.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.0%.

Max daily drawdown: −1.6%
Max weekly drawdown: −1.4%
Max drawdown · equity: −13.0%
Max drawdown · balance: −13.0%
Absolute drawdown: −$1,378
Longest drawdown: 1324 days · Oct
Recovery factor: −0.6
Max simultaneous risk: 3.3%

Symbol split

90 days

USDCHF

100%+7.6%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 23% · Thu 19% · Fri 19% · 48% in the New York session

Behaviour

from 508 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 91% · over 12h 9%. Automated share 100%.

Statistics508 closed trades

Trades508

Won / lost225 / 283

Long win rate39% (250)

Short win rate49% (258)

Avg win+$24.8 · 22.2 pip

Avg loss−$22.4 · −19.2 pip

Best trade+$140 · Feb 3

Worst trade−$158 · Jun 24

Total pips−430

Lots50.8

Commission + swap−$170

Expectancy / trade−$1.5

Profit factor0.88

Sharpe−0.75daily returns, annualised

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

Standard deviation$32.8

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.6

Winning streak8 (+$140)

Losing streak11 (−$164)

Avg holding time13h 37m

Trades / week2.0

Risk / trade3.3%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 18:45	USDCHF	SELL	0.1	0.82786 → 0.82635	9h 45m	+15.1	+$18	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82525 → 0.82258	2 days	−26.7	−$33	—
Oct 21 18:45	USDCHF	SELL	0.1	0.82449 → 0.82443	9h 45m	+0.6	+$1	—
Oct 20 13:45	USDCHF	BUY	0.1	0.82507 → 0.82227	9h 45m	−28	−$34	—
Oct 15 15:45	USDCHF	SELL	0.1	0.82982 → 0.82936	9h 45m	+4.6	+$6	—
Oct 14 16:45	USDCHF	SELL	0.1	0.83210 → 0.83858	9h 45m	−64.8	−$77	—
Oct 13 02:45	USDCHF	BUY	0.1	0.83472 → 0.83287	9h 45m	−18.5	−$23	—
Oct 9 10:45	USDCHF	SELL	0.1	0.83122 → 0.83109	9h 45m	+1.3	+$2	—
Oct 6 06:45	USDCHF	BUY	0.1	0.83040 → 0.83188	9h 45m	+14.8	+$18	—
Oct 2 04:45	USDCHF	SELL	0.1	0.83161 → 0.82963	9h 45m	+19.8	+$23	—
Sep 23 21:45	USDCHF	BUY	0.1	0.82293 → 0.82443	9h 45m	+15	+$17	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82185 → 0.82202	2 days	−1.7	−$3	—
Sep 10 22:45	USDCHF	BUY	0.1	0.81313 → 0.81301	9h 45m	−1.2	−$2	—
Sep 9 00:45	USDCHF	SELL	0.1	0.80838 → 0.80914	9h 45m	−7.6	−$10	—
Sep 7 15:45	USDCHF	BUY	0.1	0.81051 → 0.80895	9h 45m	−15.6	−$19	—
Sep 3 21:45	USDCHF	SELL	0.1	0.80863 → 0.80706	9h 45m	+15.7	+$19	—
Aug 31 06:49	USDCHF	BUY	0.1	0.80974 → 0.80882	2.5 days	−9.2	−$12	—
Aug 28 17:45	USDCHF	SELL	0.1	0.80452 → 0.80977	9h 45m	−52.5	−$65	—
Aug 23 21:03	USDCHF	BUY	0.1	0.80124 → 0.80094	2.1 days	−3	−$4	—
Aug 19 23:45	USDCHF	SELL	0.1	0.80247 → 0.79780	9h 45m	+46.7	+$57	—
Aug 19 04:45	USDCHF	BUY	0.1	0.81254 → 0.81135	9h 45m	−11.9	−$15	—
Aug 16 21:03	USDCHF	SELL	0.1	0.81312 → 0.81088	2.1 days	+22.4	+$27	—
Aug 11 18:45	USDCHF	BUY	0.1	0.81116 → 0.81081	9h 45m	−3.5	−$4	—
Aug 10 15:45	USDCHF	SELL	0.1	0.80884 → 0.80960	9h 45m	−7.6	−$9	—
Aug 7 02:45	USDCHF	BUY	0.1	0.81247 → 0.81256	9h 45m	+0.9	+$1	—

1–25 of 508

Cerulean Vale◇Strategy

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