Lilac Horizon · strategy profile

Lilac Horizon · 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%	−15	2	1
This month	−0.5%	−67	8	3
This year	+1.6%	+478	83	46

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.3	+0.4	+3.6	−0.8	−0.1	+0.6	−1.3	−1.4	−1.4	−0.5	−1.7	−1.7	−5.6
2021	−0.1	+0.3	+2.4	−1.7	−0.3	+1.5	−0.9	+0.8	+0.6	+0.9	−0.3	+1.4	+4.5
2022	−0.9	+0.1	+2.5	+4.3	−1.7	+4.2	−0.5	+2.1	+3.1	+2.0	−3.7	−1.4	+10.1
2023	−0.3	+2.9	−1.9	−0.7	+1.5	+1.8	−2.1	+0.8	+0.1	+0.5	−0.3	−0.6	+1.9
2024	+2.4	+1.2	+1.6	+3.3	+0.4	+1.1	−1.3	−2.1	+0.5	+4.2	−2.1	+2.1	+11.3
2025	−1.0	−1.4	−0.9	−4.5	+0.5	+0.9	+2.2	−1.3	+0.1	+2.5	−0.7	−0.2	−3.8
2026	+0.8	+1.6	+0.3	−0.9	−0.1	+0.9	−0.3	+0.5	−1.0	−0.4	+0.1	·	+1.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.5%.

Max daily drawdown: −1.2%
Max weekly drawdown: −2.7%
Max drawdown · equity: −10.5%
Max drawdown · balance: −10.5%
Absolute drawdown: −$1,316
Longest drawdown: 768 days · Jan
Recovery factor: 2.0
Max simultaneous risk: 0.5%

Symbol split

90 days

USDJPY

100%+20.6%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 31% · Tue 18% · Wed 11% · Thu 20% · Fri 21% · 44% in the Asia session

Behaviour

from 685 trades

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

Holding time: under 1h 0% · 1–4h 4% · 4–12h 17% · over 12h 79%. Automated share 100%.

Statistics685 closed trades

Trades685

Won / lost319 / 366

Long win rate47% (685)

Short win rate0% (0)

Avg win+$59.5 · 84.3 pip

Avg loss−$46.3 · −61.8 pip

Best trade+$361 · Mar 19

Worst trade−$80 · Dec 17

Total pips+4,272

Lots68.5

Commission + swap−$832

Expectancy / trade+$3.0

Profit factor1.12

Sharpe0.77daily returns, annualised

Z-score0.4 (28%)dependence between runs

Standard deviation$66.4

AHPR / GHPR0.03% / 0.03%

Recovery factor2.0

Winning streak14 (+$662)

Losing streak14 (−$345)

Avg holding time2.3 days

Trades / week1.9

Risk / trade0.5%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 01:04	USDJPY	BUY	0.1	158.068 → 157.266	12h 49m	−80.2	−$52	—
Oct 29 01:45	USDJPY	BUY	0.1	157.181 → 157.828	2.7 days	+64.7	+$38	—
Oct 26 00:39	USDJPY	BUY	0.1	157.101 → 157.094	2.7 days	−0.7	−$1	—
Oct 22 02:15	USDJPY	BUY	0.1	158.173 → 157.998	2.7 days	−17.5	−$14	—
Oct 18 21:03	USDJPY	BUY	0.1	158.189 → 157.915	3.2 days	−27.4	−$18	—
Oct 15 00:15	USDJPY	BUY	0.1	158.457 → 157.871	2.7 days	−58.6	−$40	—
Oct 11 21:03	USDJPY	BUY	0.1	158.058 → 158.236	4 days	+17.8	+$10	—
Oct 7 15:22	USDJPY	BUY	0.1	157.794 → 158.144	2.7 days	+35	+$21	—
Oct 4 21:04	USDJPY	BUY	0.1	157.338 → 157.617	4.2 days	+27.9	+$15	—
Sep 30 01:41	USDJPY	BUY	0.1	157.422 → 156.620	1.1 days	−80.2	−$52	—
Sep 28 08:01	USDJPY	BUY	0.1	157.699 → 156.897	4h 58m	−80.2	−$51	—
Sep 25 11:08	USDJPY	BUY	0.1	158.414 → 157.612	1.2 days	−80.2	−$51	—
Sep 24 00:30	USDJPY	BUY	0.1	157.186 → 158.179	2.7 days	+99.3	+$60	—
Sep 16 21:45	USDJPY	BUY	0.1	154.051 → 156.201	2.7 days	+215	+$135	—
Sep 13 21:04	USDJPY	BUY	0.1	153.722 → 153.529	3.5 days	−19.3	−$14	—
Sep 8 18:59	USDJPY	BUY	0.1	154.352 → 153.550	7h 44m	−80.2	−$52	—
Sep 7 08:03	USDJPY	BUY	0.1	156.113 → 155.311	3h 17m	−80.2	−$52	—
Sep 6 21:03	USDJPY	BUY	0.1	156.065 → 155.950	2.7 days	−11.5	−$8	—
Sep 2 13:25	USDJPY	BUY	0.1	159.784 → 158.982	1.6 days	−80.2	−$51	—
Aug 30 21:03	USDJPY	BUY	0.1	159.495 → 159.997	3.5 days	+50.2	+$30	—
Aug 27 00:15	USDJPY	BUY	0.1	159.095 → 159.140	2.7 days	+4.5	$0	—
Aug 23 21:03	USDJPY	BUY	0.1	158.645 → 158.937	3.6 days	+29.2	+$17	—
Aug 19 12:37	USDJPY	BUY	0.1	159.368 → 158.566	2 days	−80.2	−$52	—
Aug 17 12:17	USDJPY	BUY	0.1	159.393 → 159.225	2.7 days	−16.8	−$11	—
Aug 14 12:30	USDJPY	BUY	0.1	159.467 → 158.665	19h 45m	−80.2	−$51	—

1–25 of 685

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