Northern Elm · strategy profile

Northern Elm · 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%	+14	1	1
This month	−0.5%	−79	4	2
This year	−1.5%	−121	51	23

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.5	+0.3	0.0	−4.2	+0.5	−1.7	−2.1	−1.2	+1.9	−0.8	−2.5	+0.8	−7.4
2021	−0.9	−1.8	−0.6	+2.1	−1.3	−0.1	+0.2	+1.1	−0.7	+0.4	+0.5	−1.2	−2.0
2022	−1.7	−1.2	+5.8	−0.3	−0.7	+0.8	−0.7	+3.6	+0.6	+2.8	+1.2	+1.3	+11.5
2023	+1.3	+1.6	−1.8	−0.8	+0.2	−0.2	−0.1	−0.6	0.0	−1.5	0.0	−1.3	−3.0
2024	+0.5	+0.8	−0.2	+4.0	+1.4	+0.9	+3.9	−5.4	+1.2	+5.2	−1.8	+2.5	+13.1
2025	+2.2	+1.5	−2.0	+2.8	−1.1	+1.9	+4.1	−2.8	−2.2	+0.8	+1.0	−1.6	+4.6
2026	+1.7	+2.7	−0.9	−2.8	+0.4	+1.1	−1.3	−1.2	−0.1	−1.1	+0.1	·	−1.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.6%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.9%
Max drawdown · equity: −15.6%
Max drawdown · balance: −15.6%
Absolute drawdown: −$1,609
Longest drawdown: 959 days · Mar
Recovery factor: 0.9
Max simultaneous risk: 0.6%

Symbol split

90 days

USDJPY

100%+14.8%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 19% · Tue 23% · Wed 22% · Thu 18% · Fri 18% · 55% in the New York session

Behaviour

from 442 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 18% · over 12h 79%. Automated share 100%.

Statistics442 closed trades

Trades442

Won / lost172 / 270

Long win rate47% (225)

Short win rate31% (217)

Avg win+$104.2 · 149.0 pip

Avg loss−$60.9 · −80.8 pip

Best trade+$225 · Mar 13

Worst trade−$106 · Jul 30

Total pips+3,808

Lots44.2

Commission + swap−$914

Expectancy / trade+$3.3

Profit factor1.09

Sharpe0.63daily returns, annualised

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

Standard deviation$91.3

AHPR / GHPR0.04% / 0.03%

Recovery factor0.9

Winning streak5 (+$540)

Losing streak11 (−$266)

Avg holding time4 days

Trades / week1.2

Risk / trade0.6%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 14:30	USDJPY	BUY	0.1	157.585 → 157.723	6.9 days	+13.8	+$5	—
Oct 25 21:30	USDJPY	SELL	0.1	157.899 → 157.019	6.9 days	+88	+$53	—
Oct 15 01:08	USDJPY	BUY	0.1	158.585 → 157.683	2.6 days	−90.2	−$60	—
Oct 8 17:28	USDJPY	BUY	0.1	158.420 → 157.518	1.7 days	−90.2	−$59	—
Oct 1 14:32	USDJPY	BUY	0.1	158.408 → 157.506	6h 32m	−90.2	−$57	—
Sep 27 21:30	USDJPY	BUY	0.1	157.076 → 157.239	6.9 days	+16.3	+$7	—
Sep 18 05:23	USDJPY	BUY	0.1	154.892 → 157.290	2.9 days	+239.8	+$150	—
Sep 15 05:26	USDJPY	SELL	0.1	154.018 → 154.920	10h 26m	−90.2	−$59	—
Sep 14 07:22	USDJPY	SELL	0.1	153.455 → 154.357	2.8 days	−90.2	−$59	—
Sep 2 13:25	USDJPY	BUY	0.1	159.956 → 159.054	1.3 days	−90.2	−$57	—
Sep 1 01:30	USDJPY	BUY	0.1	159.370 → 159.814	6.9 days	+44.4	+$24	—
Aug 25 02:51	USDJPY	SELL	0.1	158.446 → 159.348	5.5 days	−90.2	−$60	—
Aug 19 12:34	USDJPY	BUY	0.1	159.602 → 158.700	1.7 days	−90.2	−$58	—
Aug 17 10:30	USDJPY	BUY	0.1	158.823 → 159.138	6.9 days	+31.5	+$16	—
Aug 10 09:40	USDJPY	SELL	0.1	157.892 → 158.794	3.9 days	−90.2	−$58	—
Jul 30 10:14	USDJPY	BUY	0.1	163.945 → 163.043	2 days	−90.2	−$57	—
Jul 28 07:30	USDJPY	BUY	0.1	162.695 → 163.749	6.9 days	+105.4	+$61	—
Jul 20 14:30	USDJPY	BUY	0.1	162.332 → 162.551	6.9 days	+21.9	+$10	—
Jul 13 14:55	USDJPY	SELL	0.1	161.511 → 162.413	3.5 days	−90.2	−$56	—
Jul 10 02:08	USDJPY	BUY	0.1	162.377 → 161.475	2.1 days	−90.2	−$58	—
Jul 6 09:53	USDJPY	SELL	0.1	161.426 → 162.328	4.1 days	−90.2	−$57	—
Jun 30 23:30	USDJPY	BUY	0.1	161.633 → 162.571	6.9 days	+93.8	+$54	—
Jun 23 13:30	USDJPY	BUY	0.1	160.409 → 161.473	6.9 days	+106.4	+$62	—
Jun 16 02:30	USDJPY	BUY	0.1	160.263 → 160.125	6.9 days	−13.8	−$12	—
Jun 8 14:30	USDJPY	BUY	0.1	159.668 → 160.136	6.9 days	+46.8	+$26	—

1–25 of 442

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