Caph 84 · strategy profile

Caph 84 · 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	−0.2%	−32	7	3
This month	−0.7%	−110	30	13
This year	+2.3%	+504	308	138

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.0	+3.0	+3.3	−1.3	−1.3	−1.1	+0.2	+0.8	−0.2	−2.1	+0.5	−1.1	+1.8
2021	−0.6	+0.2	+2.2	−0.1	−1.4	−0.9	−1.1	−0.6	−0.4	+2.1	+2.2	−0.8	+0.8
2022	−1.5	−0.9	+4.3	+1.8	+0.5	+5.1	+0.7	−0.4	+0.4	+1.4	−3.8	−4.0	+3.6
2023	−0.6	+1.0	−0.6	−2.2	0.0	+2.0	+0.5	−0.2	−0.4	+0.2	+0.2	−1.4	−1.6
2024	+3.8	+0.4	+2.3	−0.4	+2.8	−0.6	+1.2	−1.4	+1.5	+2.4	−1.0	+1.7	+12.7
2025	−0.6	−1.3	−2.6	−5.0	+0.9	−1.2	+3.7	−2.5	−0.8	+2.5	−0.2	+0.2	−6.9
2026	+1.6	+1.2	+0.9	−2.5	−0.2	−0.5	+3.0	−1.0	+0.8	−0.8	+0.1	·	+2.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.8%.

Max daily drawdown: −2.6%
Max weekly drawdown: −2.6%
Max drawdown · equity: −12.8%
Max drawdown · balance: −12.8%
Absolute drawdown: −$1,495
Longest drawdown: 802 days · Apr
Recovery factor: 0.9
Max simultaneous risk: 2.8%

Symbol split

90 days

USDJPY

100%+12.1%

Long 86% · Short 14%

Hour and day

trade opens · UTC

Mon 21% · Tue 21% · Wed 21% · Thu 19% · Fri 18% · 41% in the New York session

Behaviour

from 2,659 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 93% · over 12h 7%. Automated share 100%.

Statistics2,659 closed trades

Trades2,659

Won / lost1,267 / 1,392

Long win rate48% (2,292)

Short win rate48% (367)

Avg win+$23.7 · 32.7 pip

Avg loss−$20.7 · −27.8 pip

Best trade+$240 · May 1

Worst trade−$316 · Dec 20

Total pips+2,680

Lots265.9

Commission + swap−$625

Expectancy / trade+$0.5

Profit factor1.04

Sharpe0.45daily returns, annualised

Z-score0.5 (38%)dependence between runs

Standard deviation$36.3

AHPR / GHPR0.01% / 0.01%

Recovery factor0.9

Winning streak10 (+$240)

Losing streak10 (−$316)

Avg holding time11h 29m

Trades / week7.4

Risk / trade2.8%

Monthly average+0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 20:15	USDJPY	BUY	0.1	157.887 → 157.889	8h 25m	+0.2	$0	—
Nov 2 10:25	USDJPY	BUY	0.1	157.799 → 157.938	8h 25m	+13.9	+$9	—
Oct 30 08:25	USDJPY	SELL	0.1	157.802 → 157.246	8h 25m	+55.6	+$35	—
Oct 29 22:20	USDJPY	BUY	0.1	157.809 → 157.624	8h 25m	−18.5	−$12	—
Oct 29 03:15	USDJPY	BUY	0.1	157.908 → 157.753	8h 25m	−15.5	−$11	—
Oct 28 18:25	USDJPY	SELL	0.1	157.833 → 158.312	8h 25m	−47.9	−$30	—
Oct 28 08:45	USDJPY	BUY	0.1	157.927 → 157.732	8h 25m	−19.5	−$12	—
Oct 27 23:15	USDJPY	BUY	0.1	157.781 → 157.967	8h 25m	+18.6	+$11	—
Oct 27 12:35	USDJPY	BUY	0.1	157.635 → 157.788	8h 25m	+15.3	+$10	—
Oct 27 01:10	USDJPY	BUY	0.1	157.544 → 157.712	8h 25m	+16.8	+$10	—
Oct 26 15:10	USDJPY	BUY	0.1	157.002 → 157.522	8h 25m	+52	+$33	—
Oct 25 21:03	USDJPY	SELL	0.1	156.727 → 156.978	2.3 days	−25.1	−$16	—
Oct 23 02:25	USDJPY	SELL	0.1	156.860 → 156.901	8h 25m	−4.1	−$3	—
Oct 22 04:25	USDJPY	BUY	0.1	158.212 → 157.687	8h 25m	−52.5	−$35	—
Oct 21 09:25	USDJPY	BUY	0.1	158.356 → 158.132	8h 25m	−22.4	−$14	—
Oct 20 10:40	USDJPY	BUY	0.1	158.477 → 158.105	8h 25m	−37.2	−$24	—
Oct 20 02:05	USDJPY	BUY	0.1	158.517 → 158.501	8h 25m	−1.6	−$2	—
Oct 19 15:00	USDJPY	BUY	0.1	158.081 → 158.423	8h 25m	+34.2	+$22	—
Oct 19 06:30	USDJPY	BUY	0.1	157.909 → 158.103	8h 25m	+19.4	+$12	—
Oct 18 21:03	USDJPY	BUY	0.1	158.059 → 157.915	2.1 days	−14.4	−$10	—
Oct 16 14:25	USDJPY	SELL	0.1	157.836 → 157.796	8h 25m	+4	+$3	—
Oct 15 04:25	USDJPY	SELL	0.1	158.334 → 157.861	8h 25m	+47.3	+$28	—
Oct 14 19:00	USDJPY	BUY	0.1	158.438 → 158.157	8h 25m	−28.1	−$18	—
Oct 13 05:35	USDJPY	BUY	0.1	158.597 → 158.331	8h 25m	−26.6	−$17	—
Oct 12 20:15	USDJPY	BUY	0.1	158.590 → 158.647	8h 25m	+5.7	+$4	—

1–25 of 2659

Caph 84◇Strategy

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