Crimson Zenith · strategy profile

Crimson Zenith · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	+2	1	1
This week	0.0%	+2	1	1
This month	−1.3%	−180	13	6
This year	+0.1%	+72	67	36

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.7	+1.2	−4.7	−0.4	−0.8	+0.6	−0.6	−0.2	−0.3	−0.6	+0.3	−0.2	−5.0
2021	−0.2	+0.3	−0.4	−0.5	−0.8	−0.2	0.0	+0.2	+0.6	+0.8	+0.8	−0.3	+0.3
2022	−1.0	+0.3	+0.4	+1.0	−0.5	−0.4	+1.7	−0.2	+1.2	−0.1	−2.8	+1.4	+1.0
2023	−0.6	+1.9	+0.4	−1.5	+0.4	+0.2	−0.4	−0.2	−0.2	+1.1	−0.2	−0.2	+0.7
2024	0.0	+0.2	−0.2	+0.8	+0.5	−0.1	−1.2	+1.2	−2.1	+0.7	−0.9	+0.7	−0.5
2025	0.0	+0.2	+0.7	−3.2	+0.9	−0.2	+0.9	−1.1	+1.3	0.0	−0.6	+0.2	−1.0
2026	+0.2	+0.5	−0.5	+0.3	0.0	+0.1	+0.8	+0.3	−0.5	−1.1	0.0	·	+0.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.1%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.6%
Max drawdown · equity: −9.1%
Max drawdown · balance: −9.1%
Absolute drawdown: −$714
Longest drawdown: 2437 days · Jul
Recovery factor: −0.5
Max simultaneous risk: 3.3%

Symbol split

90 days

USDJPY

100%+4.6%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 22% · Tue 25% · Wed 17% · Thu 19% · Fri 17% · 58% in the New York session

Behaviour

from 455 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 89% · over 12h 11%. Automated share 100%.

Statistics455 closed trades

Trades455

Won / lost217 / 238

Long win rate48% (455)

Short win rate0% (0)

Avg win+$23.8 · 33.3 pip

Avg loss−$23.6 · −31.2 pip

Best trade+$189 · Aug 7

Worst trade−$209 · Dec 1

Total pips−185

Lots45.5

Commission + swap−$182

Expectancy / trade−$1.0

Profit factor0.92

Sharpe−0.41daily returns, annualised

Z-score1.4 (83%)dependence between runs

Standard deviation$36.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak6 (+$133)

Losing streak7 (−$229)

Avg holding time15h 10m

Trades / week1.3

Risk / trade3.3%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 02:30	USDJPY	BUY	0.1	157.886 → 157.908	10h 30m	+2.2	+$1	—
Oct 26 18:30	USDJPY	BUY	0.1	157.144 → 157.384	10h 30m	+24	+$15	—
Oct 22 06:30	USDJPY	BUY	0.1	158.212 → 157.210	10h 30m	−100.2	−$65	—
Oct 21 06:30	USDJPY	BUY	0.1	158.271 → 158.139	10h 30m	−13.2	−$9	—
Oct 19 22:30	USDJPY	BUY	0.1	158.242 → 158.534	10h 30m	+29.2	+$18	—
Oct 18 21:03	USDJPY	BUY	0.1	157.774 → 157.915	2.3 days	+14.1	+$8	—
Oct 15 02:30	USDJPY	BUY	0.1	158.850 → 157.692	10h 30m	−115.8	−$75	—
Oct 14 02:30	USDJPY	BUY	0.1	158.375 → 158.376	10h 30m	+0.1	$0	—
Oct 12 18:30	USDJPY	BUY	0.1	158.470 → 158.654	10h 30m	+18.4	+$12	—
Oct 9 18:30	USDJPY	BUY	0.1	158.340 → 158.276	10h 30m	−6.4	−$4	—
Oct 8 18:30	USDJPY	BUY	0.1	158.198 → 157.913	10h 30m	−28.5	−$18	—
Oct 6 02:30	USDJPY	BUY	0.1	157.979 → 157.914	10h 30m	−6.5	−$5	—
Oct 5 14:30	USDJPY	BUY	0.1	158.123 → 158.147	10h 30m	+2.4	+$2	—
Oct 1 11:30	USDJPY	BUY	0.1	157.926 → 158.174	10h 30m	+24.8	+$16	—
Sep 30 09:30	USDJPY	BUY	0.1	157.378 → 157.072	10h 30m	−30.6	−$19	—
Sep 29 18:30	USDJPY	BUY	0.1	157.393 → 157.240	10h 30m	−15.3	−$10	—
Sep 22 18:30	USDJPY	BUY	0.1	157.749 → 157.437	10h 30m	−31.2	−$20	—
Sep 18 11:30	USDJPY	BUY	0.1	156.188 → 157.744	10h 30m	+155.6	+$99	—
Sep 14 22:30	USDJPY	BUY	0.1	154.589 → 154.351	10h 30m	−23.8	−$16	—
Sep 10 22:30	USDJPY	BUY	0.1	154.167 → 154.430	10h 30m	+26.3	+$17	—
Sep 7 14:30	USDJPY	BUY	0.1	156.062 → 154.390	10h 30m	−167.2	−$108	—
Sep 2 00:30	USDJPY	BUY	0.1	160.022 → 160.205	10h 30m	+18.3	+$11	—
Aug 27 06:30	USDJPY	BUY	0.1	159.356 → 159.350	10h 30m	−0.6	−$2	—
Aug 24 22:30	USDJPY	BUY	0.1	159.076 → 159.106	10h 30m	+3	+$1	—
Aug 21 15:30	USDJPY	BUY	0.1	159.013 → 158.963	10h 30m	−5	−$3	—

1–25 of 455

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