Caph 69 · strategy profile

Caph 69 · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	−4	1	0
This week	−0.8%	−124	3	0
This month	−1.3%	−188	13	4
This year	−2.4%	−283	87	37

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.6	+3.0	−0.8	+0.6	−0.8	+0.6	−1.3	+0.9	+0.1	−0.6	+1.2	−1.0	+2.6
2021	−0.6	+0.4	−0.7	+0.2	+0.3	−0.9	+0.2	+0.6	+0.7	−0.3	+0.6	−0.3	+0.2
2022	+0.6	−1.0	−0.8	+1.6	−2.8	−1.3	+0.2	+3.2	−0.8	−0.5	−1.6	+2.7	−0.6
2023	−1.1	+0.4	−4.3	−0.5	+0.9	−1.1	0.0	−0.1	−0.1	−0.3	−1.3	+3.4	−4.1
2024	+0.1	+1.1	+0.4	+0.3	+2.1	−0.3	+0.2	+1.4	−0.2	+0.6	−1.5	+0.6	+4.7
2025	−3.0	−2.3	+0.2	+1.8	−0.5	−0.2	+0.5	−2.8	+0.4	+0.7	−0.5	−0.1	−5.9
2026	−0.4	−0.3	−0.9	−0.6	−0.4	+0.3	+1.8	−0.5	−0.2	−1.0	0.0	·	−2.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.1%.

Max daily drawdown: −1.4%
Max weekly drawdown: −2.1%
Max drawdown · equity: −13.1%
Max drawdown · balance: −13.1%
Absolute drawdown: −$648
Longest drawdown: 2423 days · Jul
Recovery factor: −0.5
Max simultaneous risk: 0.4%

Symbol split

90 days

USDJPY

100%+5.9%

Long 59% · Short 41%

Hour and day

trade opens · UTC

Mon 21% · Tue 21% · Wed 19% · Thu 20% · Fri 19% · 61% in the New York session

Behaviour

from 703 trades

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

Holding time: under 1h 0% · 1–4h 7% · 4–12h 75% · over 12h 17%. Automated share 100%.

Statistics703 closed trades

Trades703

Won / lost303 / 400

Long win rate47% (414)

Short win rate38% (289)

Avg win+$38.0 · 52.3 pip

Avg loss−$30.2 · −40.7 pip

Best trade+$322 · Mar 13

Worst trade−$135 · Jul 30

Total pips−414

Lots70.3

Commission + swap−$394

Expectancy / trade−$0.8

Profit factor0.95

Sharpe−0.26daily returns, annualised

Z-score−0.1 (8%)dependence between runs

Standard deviation$46.6

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak6 (+$277)

Losing streak13 (−$223)

Avg holding time23h 54m

Trades / week2.0

Risk / trade0.4%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 02:00	USDJPY	BUY	0.1	157.926 → 157.887	22h 0m	−3.9	−$3	—
Oct 30 16:40	USDJPY	SELL	0.1	156.970 → 157.572	4h 40m	−60.2	−$38	—
Oct 30 00:56	USDJPY	BUY	0.1	158.026 → 157.424	12h 56m	−60.2	−$39	—
Oct 27 10:00	USDJPY	BUY	0.1	157.451 → 157.743	22h 0m	+29.2	+$18	—
Oct 23 06:00	USDJPY	SELL	0.1	157.227 → 156.907	22h 0m	+32	+$20	—
Oct 22 03:35	USDJPY	BUY	0.1	158.212 → 157.610	7h 35m	−60.2	−$40	—
Oct 18 21:03	USDJPY	BUY	0.1	158.016 → 157.915	2.2 days	−10.1	−$7	—
Oct 14 18:28	USDJPY	BUY	0.1	158.850 → 158.248	2h 28m	−60.2	−$38	—
Oct 14 14:00	USDJPY	BUY	0.1	158.375 → 158.905	22h 0m	+53	+$33	—
Oct 13 06:00	USDJPY	BUY	0.1	158.470 → 158.252	22h 0m	−21.8	−$14	—
Oct 11 21:03	USDJPY	BUY	0.1	158.275 → 158.236	2.4 days	−3.9	−$3	—
Oct 8 17:27	USDJPY	BUY	0.1	158.198 → 157.596	9h 27m	−60.2	−$38	—
Oct 6 06:00	USDJPY	BUY	0.1	157.674 → 158.057	22h 0m	+38.3	+$24	—
Oct 1 22:00	USDJPY	BUY	0.1	157.570 → 158.053	22h 0m	+48.3	+$30	—
Sep 30 20:03	USDJPY	SELL	0.1	156.865 → 157.467	16h 3m	−60.2	−$38	—
Sep 30 02:12	USDJPY	BUY	0.1	157.178 → 156.576	14h 12m	−60.2	−$39	—
Sep 27 21:03	USDJPY	SELL	0.1	157.168 → 157.233	2.2 days	−6.5	−$5	—
Sep 20 21:04	USDJPY	BUY	0.1	157.061 → 156.741	2.7 days	−32	−$21	—
Sep 14 18:59	USDJPY	BUY	0.1	154.589 → 153.987	6h 59m	−60.2	−$39	—
Sep 11 12:53	USDJPY	BUY	0.1	154.074 → 153.472	20h 53m	−60.2	−$40	—
Sep 10 15:00	USDJPY	BUY	0.1	153.587 → 153.901	22h 0m	+31.4	+$19	—
Sep 9 10:15	USDJPY	SELL	0.1	153.103 → 153.705	2h 15m	−60.2	−$39	—
Sep 8 10:00	USDJPY	SELL	0.1	154.719 → 153.977	22h 0m	+74.2	+$48	—
Sep 7 08:09	USDJPY	BUY	0.1	155.559 → 154.957	0h 9m	−60.2	−$39	—
Sep 3 14:00	USDJPY	SELL	0.1	158.784 → 155.533	22h 0m	+325.1	+$208	—

1–25 of 703

Caph 69◇Strategy

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