Cobalt Lotus · strategy profile

Cobalt Lotus · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.4%	−65	3	0
This month	−1.5%	−237	11	1
This year	+3.7%	+638	65	20

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.5	0.0	−0.2	−0.6	−1.2	+1.2	−0.1	−0.5	−0.2	−0.1	+0.3	0.0	−0.9
2021	−0.6	+0.3	+1.1	−0.2	+1.0	−0.4	0.0	0.0	+0.6	−0.5	−0.5	−0.2	+0.5
2022	+1.2	−0.6	+0.5	0.0	−0.4	+1.0	−0.6	−0.7	−0.1	−0.2	+0.1	+0.7	+0.9
2023	+1.6	+0.6	−0.9	0.0	−0.7	−1.0	−0.7	+0.5	−0.4	−0.6	+0.1	−0.2	−1.5
2024	+1.2	−0.1	+0.5	+0.1	−0.1	−0.6	−0.2	+0.2	+0.7	−0.4	+0.1	+0.2	+1.5
2025	0.0	+0.2	−1.4	−0.2	+1.5	−1.4	+0.7	−0.9	−0.4	+2.2	−0.8	+0.3	−0.2
2026	+1.8	+0.1	+0.8	−0.9	−0.8	+0.2	+1.3	+0.4	+2.3	−1.8	0.0	·	+3.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −5.1%.

Max daily drawdown: −0.6%
Max weekly drawdown: −1.0%
Max drawdown · equity: −5.1%
Max drawdown · balance: −5.1%
Absolute drawdown: −$525
Longest drawdown: 1102 days · Sep
Recovery factor: 0.7
Max simultaneous risk: 0.2%

Symbol split

90 days

USDJPY

100%+3.7%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 13% · Tue 21% · Wed 21% · Thu 24% · Fri 20% · 53% in the New York session

Behaviour

from 433 trades

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

Holding time: under 1h 1% · 1–4h 17% · 4–12h 34% · over 12h 48%. Automated share 100%.

Statistics433 closed trades

Trades433

Won / lost139 / 294

Long win rate33% (215)

Short win rate31% (218)

Avg win+$45.3 · 63.2 pip

Avg loss−$20.2 · −26.8 pip

Best trade+$225 · Jan 13

Worst trade−$50 · Sep 10

Total pips+913

Lots43.3

Commission + swap−$296

Expectancy / trade+$0.8

Profit factor1.06

Sharpe0.37daily returns, annualised

Z-score1.7 (92%)dependence between runs

Standard deviation$40.1

AHPR / GHPR0.01% / 0.01%

Recovery factor0.7

Winning streak4 (+$198)

Losing streak13 (−$92)

Avg holding time1.2 days

Trades / week1.2

Risk / trade0.2%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	SELL	0.1	157.543 → 157.588	2.6 days	−4.5	−$3	—
Oct 28 18:38	USDJPY	BUY	0.1	158.241 → 157.939	2h 38m	−30.2	−$19	—
Oct 28 08:18	USDJPY	BUY	0.1	158.004 → 157.702	8h 18m	−30.2	−$19	—
Oct 21 00:22	USDJPY	SELL	0.1	158.075 → 158.377	16h 22m	−30.2	−$20	—
Oct 20 04:25	USDJPY	BUY	0.1	158.506 → 158.204	12h 25m	−30.2	−$20	—
Oct 16 14:15	USDJPY	SELL	0.1	157.969 → 157.807	1.6 days	+16.2	+$10	—
Oct 14 18:00	USDJPY	BUY	0.1	158.850 → 158.548	2h 0m	−30.2	−$19	—
Oct 14 01:04	USDJPY	SELL	0.1	158.207 → 158.509	17h 4m	−30.2	−$20	—
Oct 13 00:19	USDJPY	BUY	0.1	158.722 → 158.420	8h 19m	−30.2	−$20	—
Oct 11 21:03	USDJPY	SELL	0.1	158.179 → 158.255	3.5 days	−7.6	−$6	—
Oct 7 08:03	USDJPY	BUY	0.1	158.313 → 158.011	8h 3m	−30.2	−$19	—
Oct 1 17:54	USDJPY	SELL	0.1	157.623 → 157.925	1h 54m	−30.2	−$19	—
Oct 1 10:51	USDJPY	BUY	0.1	158.408 → 158.106	2h 51m	−30.2	−$19	—
Sep 27 21:03	USDJPY	SELL	0.1	157.168 → 157.233	2.2 days	−6.5	−$5	—
Sep 17 22:15	USDJPY	BUY	0.1	154.992 → 155.975	1.6 days	+98.3	+$61	—
Sep 3 07:02	USDJPY	SELL	0.1	159.683 → 156.785	23h 2m	+289.8	+$183	—
Aug 30 21:03	USDJPY	BUY	0.1	159.273 → 159.997	3.2 days	+72.4	+$44	—
Jul 30 13:42	USDJPY	SELL	0.1	163.673 → 160.775	1.2 days	+289.8	+$179	—
Jul 22 07:30	USDJPY	BUY	0.1	163.027 → 162.725	15h 30m	−30.2	−$19	—
Jul 12 21:03	USDJPY	SELL	0.1	161.686 → 161.665	2.5 days	+2.1	+$1	—
Jul 8 06:40	USDJPY	BUY	0.1	162.377 → 162.075	6h 40m	−30.2	−$19	—
Jul 7 01:30	USDJPY	BUY	0.1	162.293 → 161.991	9h 30m	−30.2	−$19	—
Jul 5 21:03	USDJPY	SELL	0.1	161.426 → 161.258	3.5 days	+16.8	+$9	—
Jun 19 14:15	USDJPY	BUY	0.1	160.616 → 161.278	1.6 days	+66.2	+$41	—
Jun 14 21:04	USDJPY	SELL	0.1	160.127 → 160.115	2.9 days	+1.2	$0	—

1–25 of 433

Cobalt Lotus◇Strategy

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