Ivory Falcon · strategy profile

Ivory Falcon · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	+5	1	1
This week	−0.3%	−46	3	2
This month	−2.6%	−385	15	3
This year	−4.8%	−636	109	49

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.4	+1.0	−1.0	−1.2	−0.7	+0.4	−1.0	−0.5	−0.2	+0.7	+0.6	−0.1	−2.5
2021	+0.2	+0.5	−0.3	−2.7	−1.1	+0.3	+0.3	−0.6	+1.7	−0.6	−0.6	+0.3	−2.7
2022	−1.4	+0.2	+0.8	+3.5	−1.4	+1.1	−1.4	+1.8	−0.3	+0.3	0.0	+1.3	+4.4
2023	+0.3	+0.6	+1.3	−2.8	−0.9	0.0	−0.6	0.0	−0.4	+1.3	+1.0	+3.1	+3.0
2024	0.0	+1.7	+0.4	+0.3	+1.6	+0.4	+1.0	−2.5	−4.5	−0.5	−2.1	−2.0	−6.0
2025	−2.9	−0.6	+1.1	+4.6	+1.0	−0.2	+1.6	−1.2	−0.2	−0.3	−0.9	+0.7	+2.7
2026	−0.7	+0.9	+0.2	+0.4	−2.2	+0.5	+0.4	+0.1	−2.0	−2.4	0.0	·	−4.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −14.7%.

Max daily drawdown: −1.4%
Max weekly drawdown: −2.5%
Max drawdown · equity: −14.7%
Max drawdown · balance: −14.7%
Absolute drawdown: −$796
Longest drawdown: 1051 days · Feb
Recovery factor: −0.4
Max simultaneous risk: 0.4%

Symbol split

90 days

USDJPY

100%+6.4%

Long 74% · Short 26%

Hour and day

trade opens · UTC

Mon 21% · Tue 22% · Wed 18% · Thu 19% · Fri 20% · 45% in the New York session

Behaviour

from 900 trades

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

Holding time: under 1h 0% · 1–4h 7% · 4–12h 76% · over 12h 17%. Automated share 100%.

Statistics900 closed trades

Trades900

Won / lost388 / 512

Long win rate45% (668)

Short win rate39% (232)

Avg win+$36.6 · 51.1 pip

Avg loss−$29.0 · −39.0 pip

Best trade+$245 · Dec 13

Worst trade−$140 · Oct 5

Total pips−141

Lots90.0

Commission + swap−$502

Expectancy / trade−$0.7

Profit factor0.96

Sharpe−0.24daily returns, annualised

Z-score1.6 (88%)dependence between runs

Standard deviation$42.5

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.4

Winning streak6 (+$245)

Losing streak14 (−$187)

Avg holding time1 days

Trades / week2.5

Risk / trade0.4%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 08:00	USDJPY	SELL	0.1	157.936 → 157.884	22h 0m	+5.2	+$3	—
Oct 30 00:56	USDJPY	BUY	0.1	158.026 → 157.424	12h 56m	−60.2	−$39	—
Oct 29 04:00	USDJPY	SELL	0.1	157.813 → 157.721	22h 0m	+9.2	+$4	—
Oct 26 12:01	USDJPY	SELL	0.1	156.862 → 157.464	8h 1m	−60.2	−$38	—
Oct 23 02:00	USDJPY	SELL	0.1	157.690 → 156.892	22h 0m	+79.8	+$50	—
Oct 22 03:35	USDJPY	BUY	0.1	158.212 → 157.610	7h 35m	−60.2	−$40	—
Oct 20 12:00	USDJPY	BUY	0.1	158.354 → 158.126	22h 0m	−22.8	−$15	—
Oct 19 12:40	USDJPY	SELL	0.1	157.789 → 158.391	12h 40m	−60.2	−$38	—
Oct 16 16:00	USDJPY	BUY	0.1	158.116 → 157.995	22h 0m	−12.1	−$8	—
Oct 15 00:00	USDJPY	BUY	0.1	158.401 → 157.919	22h 0m	−48.2	−$32	—
Oct 13 08:46	USDJPY	BUY	0.1	158.540 → 157.938	8h 46m	−60.2	−$38	—
Oct 12 15:22	USDJPY	SELL	0.1	158.106 → 158.708	13h 22m	−60.2	−$38	—
Oct 11 21:03	USDJPY	BUY	0.1	158.340 → 158.236	2.5 days	−10.4	−$7	—
Oct 8 06:00	USDJPY	SELL	0.1	158.096 → 158.191	22h 0m	−9.5	−$8	—
Oct 6 14:00	USDJPY	SELL	0.1	157.960 → 158.106	22h 0m	−14.6	−$10	—
Oct 1 22:00	USDJPY	BUY	0.1	157.570 → 158.053	22h 0m	+48.3	+$30	—
Sep 30 10:00	USDJPY	SELL	0.1	157.159 → 157.019	22h 0m	+14	+$8	—
Sep 27 21:03	USDJPY	SELL	0.1	158.353 → 157.233	2.7 days	+112	+$71	—
Sep 24 06:40	USDJPY	SELL	0.1	157.876 → 158.478	4h 40m	−60.2	−$38	—
Sep 22 15:35	USDJPY	SELL	0.1	156.866 → 157.468	5h 35m	−60.2	−$38	—
Sep 22 08:50	USDJPY	BUY	0.1	157.498 → 156.896	4h 50m	−60.2	−$38	—
Sep 21 09:35	USDJPY	SELL	0.1	156.709 → 157.311	7h 35m	−60.2	−$38	—
Sep 20 21:04	USDJPY	SELL	0.1	156.867 → 156.760	2.2 days	+10.7	+$6	—
Sep 18 00:42	USDJPY	SELL	0.1	155.663 → 156.265	10h 42m	−60.2	−$39	—
Sep 15 06:57	USDJPY	SELL	0.1	154.347 → 154.949	10h 57m	−60.2	−$39	—

1–25 of 900

Ivory Falcon◇Strategy

Rules

Research records

Version timeline