Lilac Falcon · strategy profile

Lilac Falcon · 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	−0.7%	−99	5	1
This month	−0.6%	−78	21	10
This year	−6.5%	−854	226	114

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.3	+2.3	+4.7	−0.6	−1.5	−0.3	−0.9	−1.2	+0.1	−1.8	+0.4	−2.7	−1.1
2021	+0.6	+2.0	+1.6	−0.2	−0.5	−0.3	−0.5	+0.3	+0.5	+0.4	−1.2	0.0	+2.6
2022	+1.1	−0.8	+4.5	+3.0	−1.5	+1.8	+0.9	+3.4	−0.5	+1.2	+0.2	+0.6	+14.0
2023	−0.9	+1.2	−2.8	−1.1	+1.1	+1.8	+0.5	−0.4	−0.5	−0.8	−2.5	−2.0	−6.5
2024	+0.8	−0.1	+0.5	+3.3	−0.4	+2.0	−2.2	+1.1	−0.7	+3.3	−2.2	0.0	+5.5
2025	−2.4	−1.7	−3.7	−4.6	+1.3	−0.3	+2.3	−5.4	−2.7	+3.5	−0.5	−0.5	−14.6
2026	−2.1	−0.3	−1.8	−3.9	−0.3	+0.9	+1.2	+0.3	+0.6	−1.2	0.0	·	−6.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −25.7%.

Max daily drawdown: −2.6%
Max weekly drawdown: −3.8%
Max drawdown · equity: −25.7%
Max drawdown · balance: −25.7%
Absolute drawdown: −$1,015
Longest drawdown: 1388 days · May
Recovery factor: −0.3
Max simultaneous risk: 2.4%

Symbol split

90 days

USDJPY

100%+7.8%

Long 88% · Short 12%

Hour and day

trade opens · UTC

Mon 17% · Tue 23% · Wed 20% · Thu 22% · Fri 18% · 51% in the New York session

Behaviour

from 1,593 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 88% · over 12h 12%. Automated share 100%.

Statistics1,593 closed trades

Trades1,593

Won / lost778 / 815

Long win rate49% (1,405)

Short win rate49% (188)

Avg win+$30.5 · 42.4 pip

Avg loss−$30.0 · −41.0 pip

Best trade+$203 · Dec 7

Worst trade−$282 · Jan 18

Total pips−429

Lots159.3

Commission + swap−$703

Expectancy / trade−$0.5

Profit factor0.97

Sharpe−0.18daily returns, annualised

Z-score1.4 (83%)dependence between runs

Standard deviation$44.8

AHPR / GHPR−0.00% / −0.01%

Recovery factor−0.3

Winning streak10 (+$265)

Losing streak11 (−$255)

Avg holding time20h 21m

Trades / week4.5

Risk / trade2.4%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	SELL	0.1	156.970 → 157.463	2.4 days	−49.3	−$32	—
Oct 30 07:56	USDJPY	BUY	0.1	157.877 → 157.585	15h 25m	−29.2	−$19	—
Oct 29 16:20	USDJPY	BUY	0.1	157.973 → 157.813	15h 25m	−16	−$10	—
Oct 29 00:44	USDJPY	BUY	0.1	157.774 → 157.907	15h 25m	+13.3	+$7	—
Oct 28 09:12	USDJPY	BUY	0.1	157.904 → 157.725	15h 25m	−17.9	−$12	—
Oct 27 17:42	USDJPY	BUY	0.1	157.650 → 157.861	15h 25m	+21.1	+$13	—
Oct 23 15:25	USDJPY	SELL	0.1	156.532 → 156.785	15h 25m	−25.3	−$16	—
Oct 22 23:25	USDJPY	SELL	0.1	157.227 → 156.656	15h 25m	+57.1	+$36	—
Oct 15 11:27	USDJPY	BUY	0.1	158.365 → 157.768	15h 25m	−59.7	−$39	—
Oct 14 19:42	USDJPY	BUY	0.1	158.201 → 158.306	15h 25m	+10.5	+$7	—
Oct 14 04:06	USDJPY	BUY	0.1	158.176 → 158.189	15h 25m	+1.3	$0	—
Oct 13 12:36	USDJPY	BUY	0.1	158.605 → 158.122	15h 25m	−48.3	−$31	—
Oct 12 12:42	USDJPY	BUY	0.1	158.207 → 158.619	15h 25m	+41.2	+$26	—
Oct 11 21:03	USDJPY	BUY	0.1	158.275 → 158.236	2.5 days	−3.9	−$3	—
Oct 9 09:51	USDJPY	BUY	0.1	157.932 → 158.246	15h 25m	+31.4	+$19	—
Oct 8 18:18	USDJPY	BUY	0.1	158.163 → 157.884	15h 25m	−27.9	−$18	—
Oct 8 02:51	USDJPY	BUY	0.1	158.404 → 158.134	15h 25m	−27	−$19	—
Oct 7 11:14	USDJPY	BUY	0.1	158.172 → 158.340	15h 25m	+16.8	+$10	—
Oct 6 19:44	USDJPY	BUY	0.1	158.082 → 158.146	15h 25m	+6.4	+$4	—
Oct 6 04:12	USDJPY	BUY	0.1	158.262 → 158.058	15h 25m	−20.4	−$13	—
Oct 5 12:34	USDJPY	BUY	0.1	157.693 → 158.171	15h 25m	+47.8	+$30	—
Oct 4 21:04	USDJPY	BUY	0.1	157.525 → 157.617	2.3 days	+9.2	+$5	—
Oct 2 13:30	USDJPY	BUY	0.1	158.120 → 157.444	15h 25m	−67.6	−$43	—
Oct 1 21:45	USDJPY	BUY	0.1	158.258 → 158.053	15h 25m	−20.5	−$13	—
Sep 25 11:44	USDJPY	BUY	0.1	158.927 → 157.625	15h 25m	−130.2	−$83	—

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