Russet Frost · strategy profile

Russet Frost · 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	−0.3%	−46	3	1
This month	−0.8%	−149	11	3
This year	+3.5%	+783	97	50

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.4	+3.6	−2.8	−1.0	+0.3	+0.6	−0.9	−1.9	−0.7	−0.6	+2.0	−0.3	−2.1
2021	−0.6	+1.8	+0.2	+0.1	+1.3	−0.1	−0.7	+0.2	+1.2	−0.4	+1.4	−0.6	+3.8
2022	+2.1	−0.2	+1.0	+3.1	−0.1	+0.4	+3.5	−0.1	−2.3	+1.0	+1.5	+2.2	+12.3
2023	−1.6	−1.8	−1.0	−2.4	+2.7	−1.6	+0.1	+0.4	−0.4	+0.5	+0.5	+2.8	−1.9
2024	+0.6	−1.3	+0.9	−0.6	+1.4	−0.5	+1.9	−0.8	−1.1	+2.2	+1.5	+1.7	+5.9
2025	−2.1	+0.1	−1.9	+0.2	+1.0	−1.3	+2.3	−1.0	−0.9	+2.1	+0.3	+1.0	−0.1
2026	+0.5	+1.1	+0.3	+1.1	−0.5	−0.6	+1.4	+0.6	+0.3	−0.9	0.0	·	+3.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.0%.

Max daily drawdown: −1.1%
Max weekly drawdown: −2.1%
Max drawdown · equity: −9.0%
Max drawdown · balance: −9.0%
Absolute drawdown: −$1,000
Longest drawdown: 692 days · Apr
Recovery factor: 2.5
Max simultaneous risk: 0.5%

Symbol split

90 days

USDJPY

100%+22.6%

Long 46% · Short 54%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 21% · Thu 19% · Fri 21% · 52% in the New York session

Behaviour

from 794 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 17% · over 12h 80%. Automated share 100%.

Statistics794 closed trades

Trades794

Won / lost397 / 397

Long win rate54% (361)

Short win rate47% (433)

Avg win+$41.5 · 58.2 pip

Avg loss−$35.8 · −47.9 pip

Best trade+$233 · Jan 13

Worst trade−$86 · Sep 7

Total pips+4,077

Lots79.4

Commission + swap−$675

Expectancy / trade+$2.8

Profit factor1.16

Sharpe0.90daily returns, annualised

Z-score−0.2 (14%)dependence between runs

Standard deviation$52.1

AHPR / GHPR0.03% / 0.03%

Recovery factor2.5

Winning streak9 (+$258)

Losing streak8 (−$179)

Avg holding time1.5 days

Trades / week2.2

Risk / trade0.5%

Monthly average+0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	SELL	0.1	157.543 → 157.588	2.6 days	−4.5	−$3	—
Oct 30 00:56	USDJPY	BUY	0.1	158.232 → 157.430	1.3 days	−80.2	−$53	—
Oct 27 23:30	USDJPY	BUY	0.1	157.585 → 157.976	1.3 days	+39.1	+$24	—
Oct 23 15:30	USDJPY	SELL	0.1	157.227 → 156.837	1.3 days	+39	+$24	—
Oct 21 15:30	USDJPY	SELL	0.1	158.075 → 158.053	1.3 days	+2.2	+$1	—
Oct 18 21:03	USDJPY	BUY	0.1	158.132 → 157.915	3 days	−21.7	−$15	—
Oct 15 01:13	USDJPY	BUY	0.1	158.455 → 157.653	13h 13m	−80.2	−$52	—
Oct 11 21:03	USDJPY	BUY	0.1	158.340 → 158.236	2.5 days	−10.4	−$7	—
Oct 9 07:30	USDJPY	SELL	0.1	158.090 → 158.271	1.3 days	−18.1	−$12	—
Oct 6 19:30	USDJPY	BUY	0.1	158.220 → 158.134	1.3 days	−8.6	−$6	—
Oct 4 21:04	USDJPY	SELL	0.1	157.581 → 157.636	2.5 days	−5.5	−$4	—
Oct 1 00:09	USDJPY	SELL	0.1	156.890 → 157.692	16h 9m	−80.2	−$52	—
Sep 30 02:13	USDJPY	BUY	0.1	157.372 → 156.570	1.2 days	−80.2	−$52	—
Sep 27 21:03	USDJPY	SELL	0.1	158.082 → 157.233	2.5 days	+84.9	+$54	—
Sep 24 17:30	USDJPY	BUY	0.1	157.854 → 158.855	1.3 days	+100.1	+$62	—
Sep 18 15:30	USDJPY	BUY	0.1	155.692 → 156.894	1.3 days	+120.2	+$76	—
Sep 16 18:33	USDJPY	SELL	0.1	154.973 → 155.775	10h 33m	−80.2	−$51	—
Sep 13 21:04	USDJPY	SELL	0.1	153.410 → 153.548	2.3 days	−13.8	−$9	—
Sep 10 07:30	USDJPY	SELL	0.1	153.443 → 153.410	1.3 days	+3.3	+$1	—
Sep 8 19:30	USDJPY	SELL	0.1	154.719 → 153.962	1.3 days	+75.7	+$49	—
Sep 2 13:25	USDJPY	BUY	0.1	160.063 → 159.261	1.1 days	−80.2	−$51	—
Aug 30 21:03	USDJPY	BUY	0.1	159.459 → 159.997	2.7 days	+53.8	+$33	—
Aug 26 23:30	USDJPY	SELL	0.1	159.205 → 159.261	1.3 days	−5.6	−$6	—
Aug 25 15:30	USDJPY	BUY	0.1	159.173 → 159.260	1.3 days	+8.7	+$5	—
Aug 20 15:30	USDJPY	SELL	0.1	159.160 → 158.790	1.3 days	+37	+$22	—

1–25 of 794

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