River Heath · strategy profile

River Heath · 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	−0.1%	−11	2	0
This month	+0.1%	+24	10	4
This year	+8.6%	+1,165	87	35

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.2	+1.0	−4.5	−2.1	+0.5	0.0	+1.8	0.0	−0.9	−0.1	−0.9	+0.4	−4.6
2021	−0.5	−0.6	−1.2	+0.5	−1.0	−1.8	+1.0	−1.3	−0.4	−0.1	+2.4	−0.6	−3.5
2022	−0.1	−0.9	−0.8	+0.6	−0.1	−1.8	+1.5	−3.6	−1.6	−1.3	0.0	+3.7	−4.3
2023	+1.9	−1.1	+1.6	−2.1	−1.4	−2.7	−2.6	−0.7	−0.7	+0.4	−0.8	+5.5	−2.7
2024	−1.3	+0.2	−0.7	−0.2	+2.2	−1.5	+2.4	−1.1	−0.5	−2.1	−1.2	+1.7	−2.1
2025	−2.5	+1.4	+0.5	+1.8	+0.4	+0.3	−1.3	0.0	+0.9	−2.0	−0.4	−0.7	−1.4
2026	+0.7	+0.4	+1.7	+1.1	−0.4	−1.4	+2.4	+0.4	+3.5	+0.1	0.0	·	+8.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.8%.

Max daily drawdown: −2.3%
Max weekly drawdown: −4.8%
Max drawdown · equity: −21.8%
Max drawdown · balance: −21.8%
Absolute drawdown: −$1,908
Longest drawdown: 2430 days · Nov
Recovery factor: −0.5
Max simultaneous risk: 4.1%

Symbol split

90 days

USDJPY

100%+10.8%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 19% · Tue 19% · Wed 20% · Thu 22% · Fri 20% · 48% in the New York session

Behaviour

from 712 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 85% · over 12h 15%. Automated share 100%.

Statistics712 closed trades

Trades712

Won / lost319 / 393

Long win rate0% (0)

Short win rate45% (712)

Avg win+$36.2 · 50.3 pip

Avg loss−$32.1 · −42.6 pip

Best trade+$206 · Dec 20

Worst trade−$228 · Mar 13

Total pips−695

Lots71.2

Commission + swap−$389

Expectancy / trade−$1.5

Profit factor0.91

Sharpe−0.40daily returns, annualised

Z-score0.9 (65%)dependence between runs

Standard deviation$49.5

AHPR / GHPR−0.01% / −0.02%

Recovery factor−0.5

Winning streak7 (+$338)

Losing streak10 (−$307)

Avg holding time22h 6m

Trades / week2.0

Risk / trade4.1%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 17:50	USDJPY	SELL	0.1	157.414 → 157.461	15h 50m	−4.7	−$3	—
Oct 29 15:50	USDJPY	SELL	0.1	157.824 → 157.886	15h 50m	−6.2	−$4	—
Oct 23 13:50	USDJPY	SELL	0.1	156.770 → 156.650	15h 50m	+12	+$8	—
Oct 22 19:50	USDJPY	SELL	0.1	157.690 → 156.867	15h 50m	+82.3	+$52	—
Oct 20 23:50	USDJPY	SELL	0.1	158.075 → 158.311	15h 50m	−23.6	−$15	—
Oct 18 21:03	USDJPY	SELL	0.1	157.755 → 157.934	2.3 days	−17.9	−$12	—
Oct 15 11:50	USDJPY	SELL	0.1	158.334 → 157.916	15h 50m	+41.8	+$25	—
Oct 13 21:50	USDJPY	SELL	0.1	158.233 → 158.330	15h 50m	−9.7	−$7	—
Oct 9 09:50	USDJPY	SELL	0.1	157.718 → 158.270	15h 50m	−55.2	−$35	—
Oct 8 17:50	USDJPY	SELL	0.1	157.797 → 157.747	15h 50m	+5	+$3	—
Oct 4 21:04	USDJPY	SELL	0.1	157.581 → 157.636	2.5 days	−5.5	−$4	—
Oct 2 07:50	USDJPY	SELL	0.1	157.623 → 157.672	15h 50m	−4.9	−$4	—
Sep 30 03:50	USDJPY	SELL	0.1	157.159 → 156.848	15h 50m	+31.1	+$19	—
Sep 28 23:50	USDJPY	SELL	0.1	157.215 → 157.345	15h 50m	−13	−$9	—
Sep 25 19:50	USDJPY	SELL	0.1	158.353 → 157.225	15h 50m	+112.8	+$72	—
Sep 23 01:50	USDJPY	SELL	0.1	156.866 → 157.610	15h 50m	−74.4	−$48	—
Sep 20 21:04	USDJPY	SELL	0.1	156.867 → 156.760	2.2 days	+10.7	+$6	—
Sep 17 23:50	USDJPY	SELL	0.1	155.673 → 156.083	15h 50m	−41	−$27	—
Sep 15 11:50	USDJPY	SELL	0.1	154.347 → 154.812	15h 50m	−46.5	−$31	—
Sep 13 21:04	USDJPY	SELL	0.1	153.410 → 153.548	2.3 days	−13.8	−$9	—
Sep 9 15:50	USDJPY	SELL	0.1	153.443 → 153.445	15h 50m	−0.2	$0	—
Sep 7 21:50	USDJPY	SELL	0.1	155.795 → 154.370	15h 50m	+142.5	+$92	—
Sep 6 21:03	USDJPY	SELL	0.1	155.832 → 155.969	2.3 days	−13.7	−$9	—
Sep 3 12:20	USDJPY	SELL	0.1	158.496 → 155.798	10h 20m	+269.8	+$173	—
Sep 2 21:50	USDJPY	SELL	0.1	159.813 → 158.694	15h 50m	+111.9	+$69	—

1–25 of 712

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