Blue Thorn · strategy profile

Blue Thorn · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.1%	−14	2	0
This month	−0.1%	0	13	5
This year	−1.2%	−159	139	59

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.7	−0.5	−1.7	−1.4	+0.2	+1.4	+1.3	+0.3	−0.3	−1.2	+0.4	−0.2	−2.3
2021	+0.6	−0.9	−0.6	+0.1	−0.9	0.0	+0.7	+0.4	0.0	−0.6	−1.0	−1.2	−3.4
2022	−1.0	+0.8	−0.3	−1.7	−2.3	−0.5	−0.5	+0.6	+0.6	+2.2	+1.4	+0.1	−0.5
2023	0.0	+1.3	+2.2	−2.5	−1.4	0.0	−3.3	−0.4	+0.6	+0.7	+0.3	+0.3	−2.2
2024	+0.3	0.0	−0.2	+1.0	+3.4	−0.5	+1.1	+0.1	+0.1	+0.2	−0.2	−0.9	+4.5
2025	−0.2	−0.7	+1.0	+1.2	+1.3	−0.3	+0.3	+0.1	+1.3	−1.3	−0.4	+0.6	+2.9
2026	−0.2	−1.9	+0.7	+3.5	+0.2	−0.7	−0.9	−0.5	−1.0	−0.4	−0.1	·	−1.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.2%.

Max daily drawdown: −1.2%
Max weekly drawdown: −2.0%
Max drawdown · equity: −12.2%
Max drawdown · balance: −12.2%
Absolute drawdown: −$1,216
Longest drawdown: 2310 days · Sep
Recovery factor: −0.2
Max simultaneous risk: 2.8%

Symbol split

90 days

USDJPY

100%+2.7%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 18% · Tue 20% · Wed 22% · Thu 19% · Fri 21% · 55% in the London session

Behaviour

from 1,100 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 99% · over 12h 1%. Automated share 100%.

Statistics1,100 closed trades

Trades1,100

Won / lost503 / 597

Long win rate47% (554)

Short win rate44% (546)

Avg win+$20.1 · 28.0 pip

Avg loss−$17.4 · −23.5 pip

Best trade+$281 · May 1

Worst trade−$112 · Apr 4

Total pips+21

Lots110.0

Commission + swap−$96

Expectancy / trade−$0.3

Profit factor0.97

Sharpe−0.11daily returns, annualised

Z-score−0.6 (43%)dependence between runs

Standard deviation$29.4

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.2

Winning streak12 (+$348)

Losing streak9 (−$142)

Avg holding time5h 4m

Trades / week3.1

Risk / trade2.8%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 05:25	USDJPY	BUY	0.1	157.803 → 157.696	4h 25m	−10.7	−$7	—
Oct 29 01:25	USDJPY	SELL	0.1	157.797 → 157.827	4h 25m	−3	−$2	—
Oct 23 07:25	USDJPY	BUY	0.1	157.042 → 157.016	4h 25m	−2.6	−$2	—
Oct 22 07:55	USDJPY	SELL	0.1	157.669 → 157.251	4h 25m	+41.8	+$27	—
Oct 21 23:25	USDJPY	BUY	0.1	158.297 → 158.149	4h 25m	−14.8	−$11	—
Oct 20 08:55	USDJPY	SELL	0.1	158.187 → 158.129	4h 25m	+5.8	+$4	—
Oct 19 17:25	USDJPY	BUY	0.1	158.358 → 158.505	4h 25m	+14.7	+$9	—
Oct 14 22:55	USDJPY	SELL	0.1	158.235 → 158.055	4h 25m	+18	+$10	—
Oct 13 18:25	USDJPY	BUY	0.1	158.402 → 158.319	4h 25m	−8.3	−$5	—
Oct 13 06:25	USDJPY	SELL	0.1	158.285 → 158.352	4h 25m	−6.7	−$4	—
Oct 9 10:55	USDJPY	BUY	0.1	158.222 → 158.316	4h 25m	+9.4	+$6	—
Oct 7 22:25	USDJPY	SELL	0.1	157.939 → 157.993	4h 25m	−5.4	−$5	—
Oct 5 08:25	USDJPY	BUY	0.1	158.123 → 157.737	4h 25m	−38.6	−$24	—
Oct 1 19:55	USDJPY	SELL	0.1	157.485 → 158.061	4h 25m	−57.6	−$36	—
Sep 30 20:25	USDJPY	BUY	0.1	157.264 → 157.462	4h 25m	+19.8	+$13	—
Sep 30 05:55	USDJPY	SELL	0.1	156.901 → 156.931	4h 25m	−3	−$2	—
Sep 29 14:25	USDJPY	BUY	0.1	157.711 → 157.409	4h 25m	−30.2	−$19	—
Sep 25 09:55	USDJPY	SELL	0.1	158.162 → 158.116	4h 25m	+4.6	+$3	—
Sep 23 05:25	USDJPY	BUY	0.1	157.594 → 157.585	4h 25m	−0.9	−$1	—
Sep 22 11:55	USDJPY	BUY	0.1	157.722 → 157.122	4h 25m	−60	−$38	—
Sep 18 20:25	USDJPY	SELL	0.1	156.867 → 156.780	4h 25m	+8.7	+$6	—
Sep 18 04:25	USDJPY	BUY	0.1	156.164 → 156.961	4h 25m	+79.7	+$51	—
Sep 17 16:55	USDJPY	SELL	0.1	155.313 → 156.043	4h 25m	−73	−$47	—
Sep 15 06:55	USDJPY	BUY	0.1	154.859 → 154.926	4h 25m	+6.7	+$4	—
Sep 14 23:25	USDJPY	SELL	0.1	154.018 → 154.376	4h 25m	−35.8	−$24	—

1–25 of 1100

Blue Thorn◇Strategy

Rules