Frosted Heath · strategy profile

Frosted Heath · 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	0.0%	0	0	0
This month	0.0%	0	0	0
This year	−1.8%	−232	54	31

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	0.0	0.0	0.0	0.0	0.0	−0.4	−2.4	0.0	0.0	0.0	0.0	0.0	−2.8
2021	0.0	−0.1	+2.9	−1.1	−0.6	+0.9	−0.6	+0.5	+0.3	+2.3	−1.7	+1.2	+4.0
2022	−0.7	0.0	+4.4	+4.4	−0.9	+3.2	−2.0	+2.9	+0.9	0.0	0.0	0.0	+12.1
2023	0.0	0.0	0.0	+1.7	+1.2	+1.8	−2.1	0.0	0.0	0.0	−0.8	−0.3	+1.4
2024	0.0	+0.2	+1.0	+4.2	+0.6	+1.3	−5.6	+1.5	0.0	0.0	−1.8	+3.5	+4.9
2025	−2.1	−4.1	0.0	0.0	0.0	0.0	+0.5	−2.0	+1.6	+2.5	+0.3	+0.6	−2.7
2026	−0.2	−1.2	0.0	0.0	0.0	+1.0	−2.0	+0.4	0.0	0.0	0.0	·	−1.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.6%.

Max daily drawdown: −1.6%
Max weekly drawdown: −2.5%
Max drawdown · equity: −10.6%
Max drawdown · balance: −10.6%
Absolute drawdown: −$1,321
Longest drawdown: 852 days · Aug
Recovery factor: 1.4
Max simultaneous risk: 0.6%

Symbol split

90 days

USDJPY

100%+14.9%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 29% · Tue 12% · Wed 17% · Thu 27% · Fri 16% · 45% in the Asia session

Behaviour

from 521 trades

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

Holding time: under 1h 0% · 1–4h 6% · 4–12h 18% · over 12h 76%. Automated share 100%.

Statistics521 closed trades

Trades521

Won / lost265 / 256

Long win rate51% (521)

Short win rate0% (0)

Avg win+$56.5 · 80.1 pip

Avg loss−$52.6 · −72.1 pip

Best trade+$128 · Mar 5

Worst trade−$95 · Jul 24

Total pips+2,752

Lots52.1

Commission + swap−$571

Expectancy / trade+$2.9

Profit factor1.11

Sharpe0.82daily returns, annualised

Z-score0.9 (62%)dependence between runs

Standard deviation$63.2

AHPR / GHPR0.03% / 0.03%

Recovery factor1.4

Winning streak7 (+$331)

Losing streak7 (−$380)

Avg holding time2.2 days

Trades / week1.5

Risk / trade0.6%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Aug 23 21:03	USDJPY	BUY	0.1	158.430 → 158.937	3.8 days	+50.7	+$31	—
Aug 19 12:37	USDJPY	BUY	0.1	159.283 → 158.281	2.6 days	−100.2	−$64	—
Aug 16 21:03	USDJPY	BUY	0.1	159.490 → 159.284	3.1 days	−20.6	−$14	—
Aug 13 16:47	USDJPY	BUY	0.1	159.260 → 159.451	2.9 days	+19.1	+$9	—
Aug 10 18:51	USDJPY	BUY	0.1	157.853 → 159.251	19h 21m	+139.8	+$88	—
Aug 7 12:34	USDJPY	BUY	0.1	157.817 → 156.815	1.2 days	−100.2	−$64	—
Aug 6 06:13	USDJPY	BUY	0.1	156.737 → 157.772	2.9 days	+103.5	+$63	—
Jul 31 17:39	USDJPY	BUY	0.1	159.340 → 158.338	2h 44m	−100.2	−$63	—
Jul 31 14:01	USDJPY	BUY	0.1	160.049 → 159.047	3h 36m	−100.2	−$63	—
Jul 31 08:55	USDJPY	BUY	0.1	160.469 → 159.467	7h 58m	−100.2	−$63	—
Jul 30 10:16	USDJPY	BUY	0.1	163.711 → 162.709	2h 12m	−100.2	−$62	—
Jul 29 18:58	USDJPY	BUY	0.1	163.568 → 163.335	2.9 days	−23.3	−$15	—
Jul 26 21:03	USDJPY	BUY	0.1	163.079 → 163.556	4 days	+47.7	+$28	—
Jul 22 20:23	USDJPY	BUY	0.1	162.520 → 163.143	2.9 days	+62.3	+$37	—
Jul 19 21:03	USDJPY	BUY	0.1	162.164 → 162.379	3.6 days	+21.5	+$12	—
Jul 16 06:42	USDJPY	BUY	0.1	162.085 → 162.147	2.9 days	+6.2	+$1	—
Jul 13 07:55	USDJPY	BUY	0.1	161.784 → 162.097	2.9 days	+31.3	+$19	—
Jul 10 02:15	USDJPY	BUY	0.1	162.400 → 161.398	5h 22m	−100.2	−$63	—
Jul 8 20:03	USDJPY	BUY	0.1	161.432 → 162.495	2.9 days	+106.3	+$64	—
Jul 5 21:03	USDJPY	BUY	0.1	161.117 → 161.239	3 days	+12.2	+$7	—
Jul 2 06:50	USDJPY	BUY	0.1	162.331 → 161.329	0h 51m	−100.2	−$62	—
Jul 1 19:28	USDJPY	BUY	0.1	161.721 → 162.513	2.9 days	+79.2	+$48	—
Jun 28 21:03	USDJPY	BUY	0.1	161.876 → 161.692	3.6 days	−18.4	−$12	—
Jun 24 20:45	USDJPY	BUY	0.1	161.449 → 161.799	2.9 days	+35	+$21	—
Jun 21 21:18	USDJPY	BUY	0.1	160.608 → 161.281	3.6 days	+67.3	+$41	—

1–25 of 521

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