Woven Valley · strategy profile

Woven Valley · 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	−0.4%	−62	1	0
This month	−1.1%	−177	8	2
This year	+0.3%	+95	84	34

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.6	+1.0	−4.5	−2.0	−1.5	+1.1	+1.0	+0.6	−0.5	−0.5	−0.4	−0.3	−5.5
2021	+0.4	+0.6	−1.0	−0.3	−0.1	−0.2	+0.6	−0.1	+0.1	+0.2	+0.1	−0.8	−0.4
2022	+0.4	−0.2	+2.3	+1.0	−0.8	−0.8	−1.9	0.0	+0.3	−1.3	+1.9	+3.1	+4.1
2023	−0.8	+1.6	+0.9	−0.5	0.0	−1.3	−0.9	−0.2	−0.2	+0.4	+0.8	+1.9	+1.8
2024	−1.2	+0.2	−0.9	−1.6	+0.6	+0.3	+1.1	+1.8	+1.5	−0.4	+0.4	−0.3	+1.6
2025	−1.2	+0.4	−0.6	−2.6	+0.8	+0.6	+1.5	+0.3	−1.8	+1.3	+0.1	−1.0	−2.3
2026	+1.4	−0.3	+0.2	+1.0	−1.2	−0.8	+1.9	+0.4	−0.8	−1.2	0.0	·	+0.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.8%.

Max daily drawdown: −1.3%
Max weekly drawdown: −2.2%
Max drawdown · equity: −9.8%
Max drawdown · balance: −9.8%
Absolute drawdown: −$998
Longest drawdown: 1694 days · Oct
Recovery factor: −0.1
Max simultaneous risk: 1.2%

Symbol split

90 days

USDJPY

100%+0.9%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 18% · Tue 19% · Wed 21% · Thu 21% · Fri 21% · 54% in the New York session

Behaviour

from 693 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 86% · over 12h 13%. Automated share 100%.

Statistics693 closed trades

Trades693

Won / lost322 / 371

Long win rate48% (350)

Short win rate45% (343)

Avg win+$30.6 · 42.7 pip

Avg loss−$26.8 · −36.1 pip

Best trade+$144 · Mar 28

Worst trade−$124 · Apr 6

Total pips+373

Lots69.3

Commission + swap−$276

Expectancy / trade−$0.1

Profit factor0.99

Sharpe−0.02daily returns, annualised

Z-score−0.5 (37%)dependence between runs

Standard deviation$40.0

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.1

Winning streak9 (+$230)

Losing streak13 (−$325)

Avg holding time16h 7m

Trades / week1.9

Risk / trade1.2%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	SELL	0.1	156.970 → 157.588	2.4 days	−61.8	−$40	—
Oct 27 00:30	USDJPY	BUY	0.1	157.505 → 157.558	10h 30m	+5.3	+$3	—
Oct 25 21:03	USDJPY	SELL	0.1	156.379 → 156.978	2.3 days	−59.9	−$39	—
Oct 21 00:30	USDJPY	SELL	0.1	157.991 → 158.361	10h 30m	−37	−$24	—
Oct 15 12:30	USDJPY	SELL	0.1	157.701 → 158.068	10h 30m	−36.7	−$23	—
Oct 14 00:30	USDJPY	BUY	0.1	158.402 → 158.352	10h 30m	−5	−$4	—
Oct 9 18:30	USDJPY	BUY	0.1	158.340 → 158.276	10h 30m	−6.4	−$4	—
Oct 5 13:30	USDJPY	BUY	0.1	158.009 → 158.252	10h 30m	+24.3	+$15	—
Oct 1 12:30	USDJPY	BUY	0.1	158.157 → 157.986	10h 30m	−17.1	−$11	—
Sep 30 12:30	USDJPY	SELL	0.1	156.741 → 156.790	10h 30m	−4.9	−$3	—
Sep 28 19:30	USDJPY	SELL	0.1	156.897 → 157.383	10h 30m	−48.6	−$31	—
Sep 27 21:03	USDJPY	SELL	0.1	157.017 → 157.233	2.3 days	−21.6	−$14	—
Sep 23 17:30	USDJPY	BUY	0.1	157.717 → 158.328	10h 30m	+61.1	+$39	—
Sep 22 17:30	USDJPY	BUY	0.1	157.621 → 157.483	10h 30m	−13.8	−$9	—
Sep 15 17:30	USDJPY	BUY	0.1	154.923 → 155.161	10h 30m	+23.8	+$15	—
Sep 14 18:30	USDJPY	BUY	0.1	154.405 → 154.266	10h 30m	−13.9	−$9	—
Sep 11 11:30	USDJPY	BUY	0.1	154.513 → 154.024	10h 30m	−48.9	−$32	—
Sep 9 16:30	USDJPY	SELL	0.1	153.294 → 153.614	10h 30m	−32	−$21	—
Sep 7 19:30	USDJPY	SELL	0.1	154.459 → 154.367	10h 30m	+9.2	+$6	—
Sep 4 14:30	USDJPY	BUY	0.1	156.377 → 156.018	10h 30m	−35.9	−$23	—
Sep 3 00:30	USDJPY	SELL	0.1	158.555 → 158.818	10h 30m	−26.3	−$18	—
Sep 1 18:30	USDJPY	BUY	0.1	159.994 → 160.229	10h 30m	+23.5	+$15	—
Aug 24 20:30	USDJPY	BUY	0.1	159.213 → 159.141	10h 30m	−7.2	−$5	—
Aug 21 19:30	USDJPY	SELL	0.1	158.519 → 159.042	10h 30m	−52.3	−$33	—
Aug 19 23:30	USDJPY	SELL	0.1	158.586 → 158.233	10h 30m	+35.3	+$21	—

1–25 of 693

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