Lilac Raven · strategy profile

Lilac Raven · 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%	+19	1	1
This month	0.0%	+11	4	3
This year	−2.7%	−355	55	21

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.9	+0.7	+0.4	+1.4	−0.1	+2.1	+0.7	−1.5	−0.4	+0.7	−1.0	+0.8	+1.9
2021	−0.4	−0.8	+0.3	−1.1	−0.7	−1.9	−0.6	+0.5	−0.5	−0.1	+3.3	−1.4	−3.4
2022	+1.4	+0.2	+0.3	−5.0	+0.9	+1.9	−0.6	+4.1	−1.0	+1.4	+1.2	+3.7	+8.6
2023	+3.7	+2.4	−1.6	−0.5	+1.9	−2.6	+5.1	−1.3	−1.1	−2.1	+0.1	−0.2	+3.8
2024	+1.2	+0.9	−0.3	−3.3	+1.9	+1.2	−0.6	−0.9	−1.4	−2.3	−1.0	−0.5	−5.2
2025	−1.7	+1.3	−0.2	−1.1	−0.3	+2.2	+2.5	+1.3	+1.2	+3.5	+2.5	+2.2	+13.3
2026	+1.8	+1.2	−1.1	−0.1	−1.7	−1.1	−2.0	−1.0	+1.2	+0.1	−0.2	·	−3.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.5%.

Max daily drawdown: −1.8%
Max weekly drawdown: −2.3%
Max drawdown · equity: −13.5%
Max drawdown · balance: −13.5%
Absolute drawdown: −$1,578
Longest drawdown: 845 days · May
Recovery factor: 1.2
Max simultaneous risk: 0.6%

Symbol split

90 days

USDJPY

100%+15.7%

Long 46% · Short 54%

Hour and day

trade opens · UTC

Mon 21% · Tue 17% · Wed 20% · Thu 19% · Fri 23% · 50% in the New York session

Behaviour

from 467 trades

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

Holding time: under 1h 0% · 1–4h 5% · 4–12h 18% · over 12h 78%. Automated share 100%.

Statistics467 closed trades

Trades467

Won / lost187 / 280

Long win rate44% (214)

Short win rate37% (253)

Avg win+$98.7 · 139.6 pip

Avg loss−$60.3 · −80.9 pip

Best trade+$214 · Mar 13

Worst trade−$139 · Sep 1

Total pips+3,442

Lots46.7

Commission + swap−$912

Expectancy / trade+$3.4

Profit factor1.09

Sharpe0.67daily returns, annualised

Z-score0.3 (25%)dependence between runs

Standard deviation$89.0

AHPR / GHPR0.04% / 0.03%

Recovery factor1.2

Winning streak6 (+$413)

Losing streak11 (−$240)

Avg holding time3.9 days

Trades / week1.3

Risk / trade0.6%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 20:30	USDJPY	SELL	0.1	158.081 → 157.889	6.9 days	+19.2	+$10	—
Oct 21 19:31	USDJPY	SELL	0.1	158.251 → 158.202	6.9 days	+4.9	+$1	—
Oct 14 12:31	USDJPY	SELL	0.1	157.842 → 158.744	1.1 days	−90.2	−$57	—
Oct 9 08:06	USDJPY	BUY	0.1	157.624 → 158.393	6.9 days	+76.9	+$45	—
Oct 2 08:30	USDJPY	SELL	0.1	158.048 → 157.609	6.9 days	+43.9	+$24	—
Sep 23 14:19	USDJPY	SELL	0.1	157.431 → 158.333	1.9 days	−90.2	−$58	—
Sep 16 03:20	USDJPY	BUY	0.1	153.468 → 155.271	6.9 days	+180.3	+$113	—
Sep 7 08:07	USDJPY	BUY	0.1	156.106 → 155.204	2.6 days	−90.2	−$59	—
Sep 3 06:00	USDJPY	SELL	0.1	159.588 → 157.290	23h 0m	+229.8	+$145	—
Sep 1 18:33	USDJPY	SELL	0.1	159.359 → 160.261	6.1 days	−90.2	−$59	—
Aug 26 13:28	USDJPY	BUY	0.1	158.379 → 159.260	6.9 days	+88.1	+$52	—
Aug 19 14:33	USDJPY	BUY	0.1	158.989 → 158.087	2.3 days	−90.2	−$58	—
Aug 17 06:30	USDJPY	BUY	0.1	158.497 → 159.026	6.9 days	+52.9	+$30	—
Aug 10 01:54	USDJPY	SELL	0.1	157.379 → 158.281	2.5 days	−90.2	−$57	—
Aug 6 15:16	USDJPY	SELL	0.1	157.553 → 158.455	2.4 days	−90.2	−$59	—
Jul 30 17:39	USDJPY	BUY	0.1	159.459 → 158.557	2h 9m	−90.2	−$57	—
Jul 30 13:36	USDJPY	BUY	0.1	162.965 → 162.063	2h 6m	−90.2	−$56	—
Jul 30 10:16	USDJPY	BUY	0.1	163.695 → 162.793	3.5 days	−90.2	−$58	—
Jul 23 07:47	USDJPY	SELL	0.1	162.418 → 163.320	5.6 days	−90.2	−$58	—
Jul 16 15:30	USDJPY	SELL	0.1	162.306 → 162.463	6.9 days	−15.7	−$13	—
Jul 8 19:31	USDJPY	SELL	0.1	162.512 → 162.453	6.9 days	+5.9	+$2	—
Jun 29 04:09	USDJPY	BUY	0.1	161.663 → 161.782	6.9 days	+11.9	+$4	—
Jun 18 15:35	USDJPY	SELL	0.1	160.114 → 161.016	6.9 days	−90.2	−$60	—
Jun 11 14:30	USDJPY	SELL	0.1	159.963 → 160.554	6.9 days	−59.1	−$40	—
Jun 4 13:30	USDJPY	SELL	0.1	159.216 → 159.876	6.9 days	−66	−$45	—

1–25 of 467

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