Lilac Grove · strategy profile

Lilac Grove · 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%	−18	4	2
This month	−0.7%	−86	15	7
This year	+3.8%	+688	127	41

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.8	+0.2	+1.3	−0.2	−0.5	−0.4	+2.1	−1.8	−2.8	−1.1	−0.3	+0.3	−2.5
2021	+0.5	−1.5	−0.4	−0.2	−2.9	−2.6	−0.4	−0.8	−1.8	−1.3	+2.1	−1.4	−10.6
2022	+0.2	−3.9	+5.2	+1.6	−1.4	−1.8	+3.1	−0.4	+0.9	−2.6	+7.6	+5.9	+14.6
2023	+1.7	−1.6	+4.1	+0.4	−2.4	−2.9	+0.2	−0.8	−2.2	−1.4	+1.0	+6.5	+2.6
2024	0.0	−0.6	+0.1	+1.6	−1.3	−0.7	+4.1	−2.2	0.0	+0.2	−0.7	−0.8	−0.5
2025	−1.5	+2.6	−0.5	+3.4	−1.5	−1.3	−0.9	−4.2	−0.7	−0.5	−0.1	+0.6	−4.7
2026	−0.5	+1.9	−0.6	+0.8	−0.6	−1.6	+3.6	0.0	+2.7	−2.0	+0.2	·	+3.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.6%.

Max daily drawdown: −1.5%
Max weekly drawdown: −2.0%
Max drawdown · equity: −19.6%
Max drawdown · balance: −19.6%
Absolute drawdown: −$2,045
Longest drawdown: 961 days · Feb
Recovery factor: 0.0
Max simultaneous risk: 0.3%

Symbol split

90 days

USDJPY

100%+0.9%

Long 29% · Short 71%

Hour and day

trade opens · UTC

Mon 28% · Tue 18% · Wed 17% · Thu 20% · Fri 17% · 41% in the London session

Behaviour

from 1,033 trades

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

Holding time: under 1h 1% · 1–4h 17% · 4–12h 31% · over 12h 53%. Automated share 100%.

Statistics1,033 closed trades

Trades1,033

Won / lost307 / 726

Long win rate33% (299)

Short win rate29% (734)

Avg win+$66.6 · 93.5 pip

Avg loss−$28.0 · −37.6 pip

Best trade+$366 · Jan 13

Worst trade−$145 · Oct 5

Total pips+1,414

Lots103.3

Commission + swap−$796

Expectancy / trade+$0.1

Profit factor1.00

Sharpe0.07daily returns, annualised

Z-score−0.0 (0%)dependence between runs

Standard deviation$59.4

AHPR / GHPR0.00% / 0.00%

Recovery factor0.0

Winning streak5 (+$301)

Losing streak15 (−$258)

Avg holding time1.5 days

Trades / week2.9

Risk / trade0.3%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 00:45	USDJPY	BUY	0.1	157.332 → 157.784	2.5 days	+45.2	+$28	—
Oct 30 11:06	USDJPY	BUY	0.1	157.507 → 157.105	5h 51m	−40.2	−$26	—
Oct 30 00:56	USDJPY	BUY	0.1	157.827 → 157.425	19h 56m	−40.2	−$26	—
Oct 29 03:15	USDJPY	BUY	0.1	157.585 → 157.753	2.5 days	+16.8	+$8	—
Oct 22 15:15	USDJPY	SELL	0.1	158.263 → 157.122	2.5 days	+114.1	+$71	—
Oct 19 12:32	USDJPY	SELL	0.1	157.899 → 158.301	11h 32m	−40.2	−$25	—
Oct 18 21:03	USDJPY	BUY	0.1	157.837 → 157.915	3.7 days	+7.8	+$4	—
Oct 15 00:45	USDJPY	BUY	0.1	158.163 → 157.761	1.5 days	−40.2	−$27	—
Oct 13 08:55	USDJPY	BUY	0.1	158.298 → 157.896	1.5 days	−40.2	−$26	—
Oct 11 21:03	USDJPY	BUY	0.1	158.035 → 158.236	2.8 days	+20.1	+$12	—
Oct 8 23:41	USDJPY	SELL	0.1	157.718 → 158.120	5h 41m	−40.2	−$26	—
Oct 8 17:26	USDJPY	BUY	0.1	158.047 → 157.645	14h 41m	−40.2	−$26	—
Oct 8 00:40	USDJPY	BUY	0.1	158.109 → 157.707	0h 40m	−40.2	−$25	—
Oct 7 20:15	USDJPY	BUY	0.1	157.861 → 158.078	2.5 days	+21.7	+$13	—
Oct 5 02:15	USDJPY	BUY	0.1	157.673 → 157.768	2.5 days	+9.5	+$6	—
Oct 2 12:30	USDJPY	BUY	0.1	157.720 → 157.318	1h 30m	−40.2	−$26	—
Oct 2 06:03	USDJPY	BUY	0.1	158.069 → 157.667	5h 18m	−40.2	−$26	—
Oct 1 18:01	USDJPY	SELL	0.1	157.724 → 158.126	3h 1m	−40.2	−$25	—
Oct 1 14:32	USDJPY	BUY	0.1	158.110 → 157.708	0h 17m	−40.2	−$25	—
Oct 1 11:40	USDJPY	BUY	0.1	158.408 → 158.006	3h 40m	−40.2	−$25	—
Sep 30 20:19	USDJPY	SELL	0.1	157.111 → 157.513	19h 19m	−40.2	−$26	—
Sep 28 14:38	USDJPY	SELL	0.1	156.897 → 157.299	5h 38m	−40.2	−$26	—
Sep 27 21:03	USDJPY	SELL	0.1	158.642 → 157.233	2.8 days	+140.9	+$89	—
Sep 25 00:00	USDJPY	BUY	0.1	157.272 → 158.807	2.5 days	+153.5	+$94	—
Sep 22 08:50	USDJPY	BUY	0.1	157.359 → 156.957	20h 20m	−40.2	−$26	—

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