Lilac Sky · strategy profile

Lilac Sky · 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	0.0%	−1	1	0
This month	−0.5%	−67	10	2
This year	+4.1%	+670	101	41

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.9	−0.2	−5.9	−1.7	+0.7	−0.7	+2.3	−0.1	−1.4	+0.4	+0.1	+0.3	−5.3
2021	−0.5	−0.5	−1.8	+0.1	−0.6	−1.1	+1.1	−1.4	−0.6	−1.8	+1.8	−0.6	−6.0
2022	+0.3	−0.9	−1.0	0.0	+0.4	−3.2	+1.9	−4.1	−2.7	+0.2	+2.6	+2.0	−4.5
2023	+3.4	−4.2	+5.5	−2.5	−0.9	−3.6	−3.6	+0.8	−1.2	0.0	+0.1	+8.2	+1.9
2024	−0.9	−0.4	−0.2	−1.0	+6.3	−1.0	+3.4	−2.0	+0.4	0.0	+1.8	−0.7	+5.6
2025	−0.9	+1.8	+0.6	+1.9	+1.7	+1.8	−2.6	+0.4	+0.3	−0.8	−0.3	−0.2	+3.6
2026	−0.2	+0.6	+2.1	+0.9	−1.3	−1.0	+0.8	−0.1	+2.8	−0.4	0.0	·	+4.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −23.3%.

Max daily drawdown: −3.2%
Max weekly drawdown: −6.0%
Max drawdown · equity: −23.3%
Max drawdown · balance: −23.3%
Absolute drawdown: −$2,380
Longest drawdown: 2430 days · Nov
Recovery factor: −0.1
Max simultaneous risk: 1.4%

Symbol split

90 days

USDJPY

100%+2.4%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 21% · Thu 21% · Fri 19% · 51% in the London session

Behaviour

from 781 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 84% · over 12h 16%. Automated share 100%.

Statistics781 closed trades

Trades781

Won / lost350 / 431

Long win rate0% (0)

Short win rate45% (781)

Avg win+$40.5 · 56.9 pip

Avg loss−$33.4 · −44.6 pip

Best trade+$289 · Dec 14

Worst trade−$165 · Mar 10

Total pips+712

Lots78.1

Commission + swap−$443

Expectancy / trade−$0.3

Profit factor0.98

Sharpe−0.03daily returns, annualised

Z-score−1.3 (80%)dependence between runs

Standard deviation$53.5

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.1

Winning streak7 (+$316)

Losing streak10 (−$262)

Avg holding time23h 19m

Trades / week2.2

Risk / trade1.4%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 16:15	USDJPY	SELL	0.1	157.791 → 157.805	17h 15m	−1.4	−$1	—
Oct 25 21:03	USDJPY	SELL	0.1	156.618 → 156.978	2.5 days	−36	−$23	—
Oct 22 20:15	USDJPY	SELL	0.1	157.878 → 156.902	17h 15m	+97.6	+$62	—
Oct 20 23:15	USDJPY	SELL	0.1	158.153 → 158.282	17h 15m	−12.9	−$9	—
Oct 19 17:15	USDJPY	SELL	0.1	157.789 → 158.536	17h 15m	−74.7	−$47	—
Oct 18 21:03	USDJPY	SELL	0.1	157.755 → 157.934	2.3 days	−17.9	−$12	—
Oct 15 11:15	USDJPY	SELL	0.1	158.551 → 157.824	17h 15m	+72.7	+$45	—
Oct 13 19:15	USDJPY	SELL	0.1	158.285 → 158.325	17h 15m	−4	−$3	—
Oct 9 11:15	USDJPY	SELL	0.1	157.718 → 158.292	17h 15m	−57.4	−$37	—
Oct 8 11:15	USDJPY	SELL	0.1	157.939 → 158.273	17h 15m	−33.4	−$23	—
Oct 2 08:15	USDJPY	SELL	0.1	157.724 → 157.591	17h 15m	+13.3	+$8	—
Sep 30 05:15	USDJPY	SELL	0.1	157.159 → 157.081	17h 15m	+7.8	+$4	—
Sep 29 01:15	USDJPY	SELL	0.1	157.215 → 157.279	17h 15m	−6.4	−$5	—
Sep 27 21:03	USDJPY	SELL	0.1	158.353 → 157.233	2.7 days	+112	+$71	—
Sep 23 03:15	USDJPY	SELL	0.1	156.866 → 157.640	17h 15m	−77.4	−$50	—
Sep 20 21:04	USDJPY	SELL	0.1	156.867 → 156.760	2.2 days	+10.7	+$6	—
Sep 18 00:15	USDJPY	SELL	0.1	155.635 → 156.193	17h 15m	−55.8	−$36	—
Sep 15 12:15	USDJPY	SELL	0.1	154.018 → 155.008	17h 15m	−99	−$64	—
Sep 13 21:04	USDJPY	SELL	0.1	153.455 → 153.548	2.3 days	−9.3	−$7	—
Sep 9 12:15	USDJPY	SELL	0.1	153.605 → 153.336	17h 15m	+26.9	+$17	—
Sep 8 01:15	USDJPY	SELL	0.1	155.540 → 153.674	17h 15m	+186.6	+$121	—
Sep 4 17:15	USDJPY	SELL	0.1	155.630 → 156.096	17h 15m	−46.6	−$30	—
Sep 3 19:15	USDJPY	SELL	0.1	158.496 → 155.718	17h 15m	+277.8	+$178	—
Sep 2 23:15	USDJPY	SELL	0.1	159.813 → 158.857	17h 15m	+95.6	+$59	—
Aug 31 19:15	USDJPY	SELL	0.1	159.815 → 159.776	17h 15m	+3.9	+$2	—

1–25 of 781

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