Frosted Lake · strategy profile

Frosted Lake · 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	+0.8%	+142	1	1
This month	−2.9%	−490	8	1
This year	−0.1%	+250	72	32

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.2	−0.4	−3.8	−1.1	−1.6	+3.5	0.0	0.0	−1.0	−0.9	−0.8	−2.0	−8.3
2021	+1.3	+1.3	+3.8	−1.8	+0.3	+1.2	−1.9	+1.1	+0.9	+2.9	+0.3	−0.4	+9.0
2022	−0.5	−1.0	+6.1	+4.4	+1.5	+2.6	+1.8	+3.2	−0.8	−0.4	−4.8	+2.4	+14.4
2023	+3.2	+1.6	−3.7	+0.9	−0.5	−0.1	+0.4	+1.0	−0.8	+0.1	−0.5	−3.1	−1.4
2024	+2.8	+0.1	+0.8	+2.8	+1.4	+0.9	−5.1	−2.8	−4.0	+1.8	−2.3	+2.1	−1.6
2025	−3.9	−3.6	+0.5	+2.0	−1.2	+1.5	+2.3	−2.8	−0.2	+3.5	−0.3	−0.4	−2.6
2026	−0.2	−0.2	−0.1	−1.5	+0.2	+1.4	+0.9	+1.8	+0.6	−3.1	+0.2	·	0.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.1%.

Max daily drawdown: −1.9%
Max weekly drawdown: −3.3%
Max drawdown · equity: −18.1%
Max drawdown · balance: −18.1%
Absolute drawdown: −$2,244
Longest drawdown: 852 days · Feb
Recovery factor: 0.4
Max simultaneous risk: 0.6%

Symbol split

90 days

USDJPY

100%+7.8%

Long 89% · Short 11%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 19% · Thu 18% · Fri 22% · 48% in the New York session

Behaviour

from 675 trades

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

Holding time: under 1h 0% · 1–4h 7% · 4–12h 22% · over 12h 70%. Automated share 100%.

Statistics675 closed trades

Trades675

Won / lost263 / 412

Long win rate40% (600)

Short win rate32% (75)

Avg win+$100.7 · 141.9 pip

Avg loss−$62.5 · −84.4 pip

Best trade+$191 · Mar 10

Worst trade−$130 · Mar 15

Total pips+2,549

Lots67.5

Commission + swap−$1,162

Expectancy / trade+$1.1

Profit factor1.03

Sharpe0.29daily returns, annualised

Z-score0.6 (45%)dependence between runs

Standard deviation$87.0

AHPR / GHPR0.01% / 0.01%

Recovery factor0.4

Winning streak7 (+$347)

Losing streak11 (−$310)

Avg holding time3.4 days

Trades / week1.9

Risk / trade0.6%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 23:53	USDJPY	BUY	0.1	156.386 → 157.803	6.9 days	+141.7	+$86	—
Oct 23 00:06	USDJPY	BUY	0.1	157.133 → 156.231	11h 47m	−90.2	−$58	—
Oct 22 03:34	USDJPY	BUY	0.1	158.547 → 157.645	2.5 days	−90.2	−$60	—
Oct 19 16:07	USDJPY	SELL	0.1	157.646 → 158.548	4.6 days	−90.2	−$58	—
Oct 15 01:03	USDJPY	BUY	0.1	158.642 → 157.740	2.6 days	−90.2	−$60	—
Oct 12 10:27	USDJPY	SELL	0.1	157.718 → 158.620	3.7 days	−90.2	−$58	—
Oct 8 17:28	USDJPY	BUY	0.1	158.419 → 157.517	1.7 days	−90.2	−$59	—
Oct 7 01:01	USDJPY	SELL	0.1	157.581 → 158.483	4.7 days	−90.2	−$58	—
Oct 2 04:35	USDJPY	SELL	0.1	158.192 → 157.868	6.9 days	+32.4	+$17	—
Sep 25 02:15	USDJPY	BUY	0.1	157.130 → 158.451	6.9 days	+132.1	+$80	—
Sep 18 02:55	USDJPY	BUY	0.1	154.780 → 156.778	2.9 days	+199.8	+$125	—
Sep 15 04:25	USDJPY	BUY	0.1	153.553 → 154.721	6.9 days	+116.8	+$72	—
Sep 7 23:17	USDJPY	BUY	0.1	154.776 → 153.874	11h 2m	−90.2	−$59	—
Sep 7 08:07	USDJPY	BUY	0.1	156.061 → 155.159	3.3 days	−90.2	−$59	—
Sep 3 09:49	USDJPY	BUY	0.1	157.088 → 156.186	1h 31m	−90.2	−$58	—
Sep 3 02:35	USDJPY	BUY	0.1	158.913 → 158.011	8h 39m	−90.2	−$59	—
Sep 2 12:07	USDJPY	BUY	0.1	159.360 → 159.588	6.9 days	+22.8	+$11	—
Aug 26 11:55	USDJPY	BUY	0.1	158.488 → 159.093	6.9 days	+60.5	+$35	—
Aug 19 12:37	USDJPY	BUY	0.1	159.545 → 158.643	1.8 days	−90.2	−$58	—
Aug 17 18:01	USDJPY	BUY	0.1	159.290 → 159.496	6.9 days	+20.6	+$9	—
Aug 10 18:51	USDJPY	BUY	0.1	157.212 → 159.210	3.3 days	+199.8	+$125	—
Aug 7 12:30	USDJPY	BUY	0.1	158.466 → 157.564	20h 35m	−90.2	−$58	—
Aug 6 15:16	USDJPY	BUY	0.1	156.429 → 158.427	3.5 days	+199.8	+$124	—
Jul 31 20:17	USDJPY	BUY	0.1	159.065 → 158.163	0h 58m	−90.2	−$57	—
Jul 31 13:33	USDJPY	BUY	0.1	160.102 → 159.200	3h 16m	−90.2	−$57	—

1–25 of 675

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