Baltic Crest · strategy profile

Baltic Crest · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.5%	+102	4	2
This month	+0.3%	+76	18	8
This year	+0.4%	+221	210	58

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.8	+1.3	0.0	−4.1	+0.2	+0.9	+0.7	+1.1	−1.7	−0.1	+1.1	−2.1	−1.7
2021	+2.0	−1.6	−0.9	−0.2	+1.1	−2.7	+1.8	−0.5	+2.0	−0.5	−0.6	0.0	−0.2
2022	+0.5	−1.0	+1.8	+0.8	−1.7	+0.1	+1.9	−0.4	−0.6	+2.2	+2.0	+4.6	+10.2
2023	+0.4	+2.6	+1.9	−2.1	+0.2	−3.7	+1.3	−1.0	−1.4	−0.2	+4.2	−1.2	+1.0
2024	−0.5	−0.9	−2.3	+0.4	+1.4	−1.3	+2.7	−2.3	+1.1	−1.2	+0.9	+0.4	−1.6
2025	−1.7	+2.1	−2.0	−2.4	+7.7	+0.1	+2.8	−0.4	+2.7	+2.8	−1.5	+2.3	+12.5
2026	+0.8	+2.0	−0.6	+1.5	−1.7	−2.1	+1.2	−0.7	+0.2	−0.1	−0.1	·	+0.5

Risk

1/10

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

Max daily drawdown: −1.2%
Max weekly drawdown: −1.9%
Max drawdown · equity: −10.6%
Max drawdown · balance: −10.6%
Absolute drawdown: −$1,214
Longest drawdown: 965 days · Apr
Recovery factor: 2.0
Max simultaneous risk: 0.2%

Symbol split

90 days

USDJPY

100%+21.2%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 25% · Tue 17% · Wed 21% · Thu 17% · Fri 20% · 49% in the London session

Behaviour

from 1,687 trades

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

Holding time: under 1h 3% · 1–4h 25% · 4–12h 31% · over 12h 41%. Automated share 100%.

Statistics1,687 closed trades

Trades1,687

Won / lost496 / 1,191

Long win rate31% (850)

Short win rate28% (837)

Avg win+$55.7 · 77.7 pip

Avg loss−$21.4 · −28.8 pip

Best trade+$269 · Mar 13

Worst trade−$89 · Jul 30

Total pips+4,166

Lots168.7

Commission + swap−$803

Expectancy / trade+$1.3

Profit factor1.08

Sharpe0.51daily returns, annualised

Z-score−0.2 (18%)dependence between runs

Standard deviation$45.6

AHPR / GHPR0.01% / 0.01%

Recovery factor2.0

Winning streak5 (+$283)

Losing streak19 (−$179)

Avg holding time22h 7m

Trades / week4.7

Risk / trade0.2%

Monthly average+0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	BUY	0.1	157.531 → 157.448	2.2 days	−8.3	−$6	—
Oct 30 09:45	USDJPY	SELL	0.1	157.866 → 157.318	1.6 days	+54.8	+$33	—
Oct 28 13:30	USDJPY	SELL	0.1	157.705 → 158.007	5h 0m	−30.2	−$19	—
Oct 27 19:45	USDJPY	BUY	0.1	157.034 → 157.894	1.6 days	+86	+$54	—
Oct 23 16:45	USDJPY	SELL	0.1	157.973 → 156.941	1.6 days	+103.2	+$65	—
Oct 21 18:15	USDJPY	SELL	0.1	158.263 → 158.169	1.6 days	+9.4	+$5	—
Oct 19 09:42	USDJPY	SELL	0.1	157.915 → 158.217	2h 42m	−30.2	−$19	—
Oct 19 03:05	USDJPY	SELL	0.1	157.808 → 158.110	3h 35m	−30.2	−$19	—
Oct 18 21:03	USDJPY	BUY	0.1	158.159 → 157.915	2.2 days	−24.4	−$16	—
Oct 16 16:08	USDJPY	SELL	0.1	157.755 → 158.057	2h 8m	−30.2	−$19	—
Oct 16 08:45	USDJPY	SELL	0.1	158.235 → 158.003	1.6 days	+23.2	+$13	—
Oct 14 12:37	USDJPY	SELL	0.1	158.530 → 158.832	1.5 days	−30.2	−$20	—
Oct 12 07:00	USDJPY	SELL	0.1	158.107 → 158.409	6h 0m	−30.2	−$19	—
Oct 11 21:03	USDJPY	BUY	0.1	158.093 → 158.236	2.7 days	+14.3	+$9	—
Oct 9 02:15	USDJPY	SELL	0.1	158.189 → 157.968	1.6 days	+22.1	+$12	—
Oct 7 08:14	USDJPY	BUY	0.1	158.227 → 157.925	8h 44m	−30.2	−$19	—
Oct 6 16:45	USDJPY	BUY	0.1	157.813 → 158.135	1.6 days	+32.2	+$20	—
Oct 4 21:04	USDJPY	BUY	0.1	157.870 → 157.617	2.2 days	−25.3	−$17	—
Oct 2 07:26	USDJPY	SELL	0.1	157.626 → 157.928	0h 56m	−30.2	−$19	—
Oct 1 23:16	USDJPY	BUY	0.1	158.239 → 157.937	4h 46m	−30.2	−$20	—
Oct 1 18:09	USDJPY	SELL	0.1	157.937 → 158.239	6h 9m	−30.2	−$19	—
Sep 30 19:46	USDJPY	SELL	0.1	157.111 → 157.413	18h 46m	−30.2	−$19	—
Sep 29 16:35	USDJPY	BUY	0.1	157.693 → 157.391	1h 5m	−30.2	−$19	—
Sep 29 12:01	USDJPY	BUY	0.1	157.410 → 157.108	17h 1m	−30.2	−$20	—
Sep 28 16:20	USDJPY	BUY	0.1	157.556 → 157.254	1h 20m	−30.2	−$19	—

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