Valley Crest · strategy profile

Valley Crest · 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	−0.1%	−10	1	0
This month	−1.8%	−143	10	3
This year	−2.9%	−196	110	46

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.8	−0.1	+0.5	−1.1	+0.8	−2.0	−0.5	−0.4	+0.8	−0.6	+0.3	−0.6	−2.2
2023	+1.7	−0.2	+2.3	−0.8	−2.4	−0.1	+0.1	−1.4	−0.1	+0.5	+0.4	+0.5	+0.5
2024	−2.7	−1.0	+0.5	+0.9	+0.9	−0.6	+1.0	+1.2	−0.4	+0.9	+0.4	−0.3	+0.8
2025	+0.2	+1.6	−0.7	+2.8	−3.2	+0.4	−1.1	−1.5	+1.0	−0.1	+0.1	−0.8	−1.2
2026	−1.6	−1.4	−0.1	+3.6	−0.3	−1.3	−0.4	+0.2	−0.1	−1.6	0.0	·	−2.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −8.8%.

Max daily drawdown: −1.0%
Max weekly drawdown: −1.4%
Max drawdown · equity: −8.8%
Max drawdown · balance: −8.8%
Absolute drawdown: −$907
Longest drawdown: 759 days · Mar
Recovery factor: −0.6
Max simultaneous risk: 0.5%

Symbol split

90 days

USDCHF

100%+5.3%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 19% · Tue 22% · Wed 21% · Thu 21% · Fri 17% · 60% in the New York session

Behaviour

from 586 trades

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

Holding time: under 1h 0% · 1–4h 5% · 4–12h 81% · over 12h 13%. Automated share 100%.

Statistics586 closed trades

Trades586

Won / lost279 / 307

Long win rate45% (292)

Short win rate51% (294)

Avg win+$24.1 · 21.6 pip

Avg loss−$23.6 · −20.3 pip

Best trade+$180 · Mar 15

Worst trade−$91 · Oct 26

Total pips−196

Lots58.6

Commission + swap−$260

Expectancy / trade−$0.9

Profit factor0.93

Sharpe−0.45daily returns, annualised

Z-score−1.0 (67%)dependence between runs

Standard deviation$31.7

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak8 (+$108)

Losing streak10 (−$179)

Avg holding time16h 38m

Trades / week2.3

Risk / trade0.5%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 09:55	USDCHF	SELL	0.1	0.82781 → 0.82877	11h 55m	−9.6	−$12	—
Oct 25 21:03	USDCHF	BUY	0.1	0.82543 → 0.82258	2.1 days	−28.5	−$35	—
Oct 22 07:04	USDCHF	BUY	0.1	0.82431 → 0.82029	7h 4m	−40.2	−$49	—
Oct 20 17:55	USDCHF	BUY	0.1	0.82546 → 0.82517	11h 55m	−2.9	−$4	—
Oct 15 13:55	USDCHF	SELL	0.1	0.82967 → 0.82732	11h 55m	+23.5	+$28	—
Oct 14 18:31	USDCHF	BUY	0.1	0.83861 → 0.83459	4h 31m	−40.2	−$48	—
Oct 14 12:31	USDCHF	SELL	0.1	0.83210 → 0.83612	6h 31m	−40.2	−$48	—
Oct 13 03:55	USDCHF	BUY	0.1	0.83483 → 0.83302	11h 55m	−18.1	−$22	—
Oct 9 05:55	USDCHF	SELL	0.1	0.83129 → 0.83053	11h 55m	+7.6	+$9	—
Oct 6 09:55	USDCHF	BUY	0.1	0.83066 → 0.83122	11h 55m	+5.6	+$7	—
Oct 2 03:55	USDCHF	SELL	0.1	0.83129 → 0.82934	11h 55m	+19.5	+$23	—
Sep 23 21:55	USDCHF	BUY	0.1	0.82313 → 0.82441	11h 55m	+12.8	+$14	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82205 → 0.82202	2.1 days	+0.3	$0	—
Sep 16 01:55	USDCHF	SELL	0.1	0.81828 → 0.81967	11h 55m	−13.9	−$17	—
Sep 10 23:55	USDCHF	BUY	0.1	0.81191 → 0.81312	11h 55m	+12.1	+$14	—
Sep 9 23:55	USDCHF	SELL	0.1	0.80767 → 0.81009	11h 55m	−24.2	−$31	—
Sep 8 19:55	USDCHF	SELL	0.1	0.81060 → 0.80978	11h 55m	+8.2	+$10	—
Sep 7 13:55	USDCHF	BUY	0.1	0.81037 → 0.80888	11h 55m	−14.9	−$18	—
Sep 3 19:55	USDCHF	SELL	0.1	0.80906 → 0.80751	11h 55m	+15.5	+$19	—
Aug 31 06:49	USDCHF	BUY	0.1	0.80974 → 0.80882	2.5 days	−9.2	−$12	—
Aug 28 16:11	USDCHF	SELL	0.1	0.80507 → 0.80909	10h 11m	−40.2	−$50	—
Aug 26 17:55	USDCHF	SELL	0.1	0.80327 → 0.80554	11h 55m	−22.7	−$28	—
Aug 23 21:03	USDCHF	BUY	0.1	0.80016 → 0.80094	2.3 days	+7.8	+$9	—
Aug 20 01:55	USDCHF	SELL	0.1	0.80247 → 0.79959	11h 55m	+28.8	+$35	—
Aug 19 07:55	USDCHF	BUY	0.1	0.81266 → 0.81088	11h 55m	−17.8	−$22	—

1–25 of 586

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