Saffron Peak · strategy profile

Saffron Peak · 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%	+3	1	1
This month	−0.9%	−176	10	2
This year	+1.7%	+434	83	40

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.5	+0.8	+1.8	+1.3	0.0	+1.1	−1.6	−0.2	−1.3	+0.9	+1.6	−0.3	+3.7
2021	0.0	+0.9	−0.7	−0.4	−0.5	−0.8	+0.2	+1.0	+0.6	+1.5	+2.4	−0.8	+3.3
2022	+0.5	−0.3	+0.4	+0.8	+0.9	−2.8	+3.8	+1.8	−1.4	−2.1	+0.1	+2.1	+3.6
2023	+1.8	+1.6	−2.0	−0.5	+0.1	−2.7	−1.1	−0.3	−0.5	+1.5	+1.9	+2.3	+2.2
2024	−1.3	+0.5	−0.4	−0.4	+1.6	+0.2	+3.4	−0.3	+2.2	0.0	+0.1	+0.7	+6.3
2025	−1.9	+0.2	+0.7	−2.2	+2.5	−0.5	+0.4	+0.8	−0.1	+1.0	0.0	+1.8	+3.0
2026	−0.6	−0.1	+0.6	+1.5	−0.1	−0.5	+0.4	+0.9	0.0	−0.6	0.0	·	+1.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −8.5%.

Max daily drawdown: −1.8%
Max weekly drawdown: −2.7%
Max drawdown · equity: −8.5%
Max drawdown · balance: −8.5%
Absolute drawdown: −$981
Longest drawdown: 535 days · Sep
Recovery factor: 3.1
Max simultaneous risk: 1.9%

Symbol split

90 days

USDJPY

100%+25.9%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 21% · Thu 18% · Fri 20% · 55% in the New York session

Behaviour

from 732 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 79% · over 12h 21%. Automated share 100%.

Statistics732 closed trades

Trades732

Won / lost368 / 364

Long win rate54% (359)

Short win rate47% (373)

Avg win+$40.8 · 56.2 pip

Avg loss−$34.1 · −45.2 pip

Best trade+$237 · Mar 10

Worst trade−$225 · Dec 20

Total pips+4,231

Lots73.2

Commission + swap−$518

Expectancy / trade+$3.6

Profit factor1.21

Sharpe1.11daily returns, annualised

Z-score−0.1 (9%)dependence between runs

Standard deviation$54.6

AHPR / GHPR0.03% / 0.03%

Recovery factor3.1

Winning streak7 (+$396)

Losing streak9 (−$260)

Avg holding time1.2 days

Trades / week2.1

Risk / trade1.9%

Monthly average+0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 00:20	USDJPY	SELL	0.1	157.763 → 157.735	22h 20m	+2.8	+$1	—
Oct 25 21:03	USDJPY	BUY	0.1	156.890 → 156.959	2.1 days	+6.9	+$4	—
Oct 21 06:20	USDJPY	SELL	0.1	158.075 → 158.169	22h 20m	−9.4	−$6	—
Oct 16 16:20	USDJPY	BUY	0.1	158.116 → 158.094	22h 20m	−2.2	−$2	—
Oct 15 12:20	USDJPY	BUY	0.1	158.953 → 157.973	22h 20m	−98	−$64	—
Oct 14 00:20	USDJPY	SELL	0.1	158.285 → 158.343	22h 20m	−5.8	−$4	—
Oct 9 16:20	USDJPY	SELL	0.1	157.718 → 158.350	22h 20m	−63.2	−$40	—
Oct 8 14:20	USDJPY	SELL	0.1	158.099 → 158.116	22h 20m	−1.7	−$3	—
Oct 6 12:20	USDJPY	BUY	0.1	158.152 → 158.153	22h 20m	+0.1	$0	—
Oct 4 21:04	USDJPY	SELL	0.1	157.581 → 157.636	2.5 days	−5.5	−$4	—
Oct 1 18:20	USDJPY	BUY	0.1	157.401 → 158.187	22h 20m	+78.6	+$48	—
Sep 27 21:03	USDJPY	SELL	0.1	158.353 → 157.233	2.7 days	+112	+$71	—
Sep 24 12:20	USDJPY	BUY	0.1	158.248 → 158.790	22h 20m	+54.2	+$33	—
Sep 20 21:04	USDJPY	SELL	0.1	156.668 → 156.760	2.1 days	−9.2	−$6	—
Sep 14 22:20	USDJPY	SELL	0.1	153.411 → 154.367	22h 20m	−95.6	−$62	—
Sep 9 12:20	USDJPY	BUY	0.1	153.822 → 153.296	22h 20m	−52.6	−$35	—
Sep 8 10:20	USDJPY	SELL	0.1	154.719 → 154.038	22h 20m	+68.1	+$44	—
Sep 6 21:03	USDJPY	BUY	0.1	156.347 → 155.950	2.6 days	−39.7	−$26	—
Sep 2 08:20	USDJPY	BUY	0.1	160.063 → 159.736	22h 20m	−32.7	−$21	—
Sep 1 04:20	USDJPY	SELL	0.1	159.820 → 159.837	22h 20m	−1.7	−$2	—
Aug 27 00:20	USDJPY	SELL	0.1	159.040 → 159.183	22h 20m	−14.3	−$10	—
Aug 21 14:20	USDJPY	BUY	0.1	158.862 → 158.857	22h 20m	−0.5	−$1	—
Aug 20 02:20	USDJPY	SELL	0.1	159.415 → 158.509	22h 20m	+90.6	+$56	—
Aug 18 16:20	USDJPY	BUY	0.1	159.501 → 159.553	22h 20m	+5.2	+$3	—
Aug 13 12:20	USDJPY	SELL	0.1	159.012 → 159.362	22h 20m	−35	−$23	—

1–25 of 732

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