Spring Reef · strategy profile

Spring Reef · 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	+0.3%	+65	1	1
This month	−0.9%	−147	7	2
This year	−1.5%	−89	79	29

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.8	+4.3	+2.7	−0.2	−0.6	+1.0	+0.4	−1.6	+1.1	−1.6	+2.5	−2.2	+5.2
2021	+0.3	+0.1	+3.4	−0.5	+0.1	+0.6	−1.6	−0.3	+0.2	+1.8	+0.4	−0.1	+4.3
2022	−0.6	−0.4	+3.4	+4.2	−2.4	+2.4	−1.0	+1.2	+0.1	+3.7	−1.1	+0.7	+10.2
2023	−1.8	+0.2	−3.4	−0.4	+0.3	+1.6	−0.5	−0.6	+0.2	−1.8	−2.0	+1.1	−7.2
2024	+1.7	−1.7	+2.8	+1.3	−0.6	+1.1	−0.7	+0.3	0.0	+4.4	0.0	+2.7	+11.2
2025	−1.6	+2.0	−0.8	−2.8	0.0	−1.2	+3.0	−4.1	−3.2	+2.6	−0.2	−1.8	−8.2
2026	−0.3	+3.3	−0.8	−2.5	+0.4	+0.8	−2.1	+0.4	+0.8	−1.5	−0.2	·	−1.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.9%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.2%
Max drawdown · equity: −10.9%
Max drawdown · balance: −10.9%
Absolute drawdown: −$1,385
Longest drawdown: 726 days · Oct
Recovery factor: 1.2
Max simultaneous risk: 0.4%

Symbol split

90 days

USDJPY

100%+13.2%

Long 83% · Short 17%

Hour and day

trade opens · UTC

Mon 20% · Tue 24% · Wed 19% · Thu 17% · Fri 20% · 48% in the New York session

Behaviour

from 757 trades

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

Holding time: under 1h 1% · 1–4h 7% · 4–12h 24% · over 12h 68%. Automated share 100%.

Statistics757 closed trades

Trades757

Won / lost277 / 480

Long win rate38% (625)

Short win rate30% (132)

Avg win+$84.2 · 117.5 pip

Avg loss−$45.8 · −61.5 pip

Best trade+$213 · Mar 30

Worst trade−$94 · Oct 5

Total pips+3,027

Lots75.7

Commission + swap−$991

Expectancy / trade+$1.8

Profit factor1.06

Sharpe0.50daily returns, annualised

Z-score0.3 (26%)dependence between runs

Standard deviation$72.1

AHPR / GHPR0.02% / 0.02%

Recovery factor1.2

Winning streak5 (+$255)

Losing streak11 (−$268)

Avg holding time2.5 days

Trades / week2.1

Risk / trade0.4%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 07:09	USDJPY	BUY	0.1	156.999 → 157.648	4 days	+64.9	+$38	—
Oct 22 05:42	USDJPY	BUY	0.1	158.228 → 157.526	2.8 days	−70.2	−$47	—
Oct 19 08:00	USDJPY	SELL	0.1	157.866 → 158.176	4 days	−31	−$21	—
Oct 15 00:45	USDJPY	BUY	0.1	158.460 → 157.758	12h 35m	−70.2	−$46	—
Oct 13 08:55	USDJPY	BUY	0.1	158.617 → 157.915	22h 28m	−70.2	−$45	—
Oct 11 21:03	USDJPY	SELL	0.1	158.100 → 158.255	5.5 days	−15.5	−$13	—
Oct 5 14:42	USDJPY	BUY	0.1	157.643 → 158.095	4 days	+45.2	+$28	—
Oct 1 14:33	USDJPY	BUY	0.1	157.933 → 157.231	13h 18m	−70.2	−$45	—
Oct 1 00:54	USDJPY	SELL	0.1	157.215 → 157.917	2.7 days	−70.2	−$47	—
Sep 27 21:03	USDJPY	BUY	0.1	157.591 → 157.214	5.2 days	−37.7	−$27	—
Sep 22 10:02	USDJPY	BUY	0.1	157.505 → 156.803	5h 20m	−70.2	−$45	—
Sep 22 03:44	USDJPY	BUY	0.1	157.129 → 157.457	4 days	+32.8	+$20	—
Sep 18 02:55	USDJPY	BUY	0.1	154.443 → 156.741	3.8 days	+229.8	+$144	—
Sep 14 07:30	USDJPY	SELL	0.1	153.701 → 154.403	2.6 days	−70.2	−$46	—
Sep 11 12:43	USDJPY	BUY	0.1	154.320 → 153.618	23h 24m	−70.2	−$46	—
Sep 3 07:08	USDJPY	SELL	0.1	158.784 → 156.486	15h 8m	+229.8	+$145	—
Sep 2 13:24	USDJPY	BUY	0.1	160.063 → 159.361	2.7 days	−70.2	−$45	—
Aug 30 21:03	USDJPY	BUY	0.1	159.355 → 159.997	5.7 days	+64.2	+$37	—
Aug 19 12:34	USDJPY	BUY	0.1	159.455 → 158.753	1.7 days	−70.2	−$45	—
Aug 16 21:03	USDJPY	BUY	0.1	159.243 → 159.284	5.3 days	+4.1	$0	—
Aug 11 12:45	USDJPY	BUY	0.1	157.275 → 159.239	4 days	+196.4	+$122	—
Aug 7 12:30	USDJPY	BUY	0.1	158.307 → 157.605	21h 19m	−70.2	−$45	—
Jul 30 10:14	USDJPY	BUY	0.1	163.673 → 162.971	3.5 days	−70.2	−$46	—
Jul 26 21:03	USDJPY	BUY	0.1	162.704 → 163.556	5.5 days	+85.2	+$49	—
Jul 20 08:00	USDJPY	SELL	0.1	162.073 → 162.377	4 days	−30.4	−$20	—

1–25 of 757

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