Camellia · strategy profile

Camellia · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.1%	+29	1	1
This week	−0.7%	−333	13	1
This month	−2.8%	−1,266	65	11
This year	−2.0%	−304	588	173

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.5	+5.1	+20.4	−4.9	+0.9	+4.4	+0.8	+0.2	−2.6	−1.8	+2.3	−3.1	+23.3
2021	+2.4	+1.2	+0.8	−1.4	−1.6	+0.4	+0.5	+1.4	+3.8	+3.4	+2.9	−3.0	+10.7
2022	+2.7	+0.6	+5.0	+5.6	−2.1	+5.4	+6.3	+6.4	−0.2	+5.7	+2.7	+3.1	+41.1
2023	+1.1	+2.4	+4.6	+0.5	+1.0	−3.4	+3.2	+1.7	−1.4	+0.9	+2.5	+4.6	+17.8
2024	+2.8	−1.0	−0.5	+1.2	−0.7	+0.3	+2.3	−2.6	+0.5	+2.3	+0.4	+3.1	+7.9
2025	−1.6	+0.5	−3.0	−3.1	+8.4	+1.4	+4.6	−2.9	+3.0	+5.1	−0.5	+3.2	+15.1
2026	+1.7	+1.1	+0.2	+0.8	−1.5	−0.7	+1.2	−0.3	−1.6	−2.6	·	·	−1.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.1%.

Max daily drawdown: −2.5%
Max weekly drawdown: −5.8%
Max drawdown · equity: −11.1%
Max drawdown · balance: −11.1%
Absolute drawdown: −$2,945
Longest drawdown: 549 days · Apr
Recovery factor: 17.7
Max simultaneous risk: 0.4%

Symbol split

90 days

USDJPY

100%+196.8%

Long 55% · Short 45%

Hour and day

trade opens · UTC

Mon 23% · Tue 19% · Wed 19% · Thu 18% · Fri 20% · 54% in the London session

Behaviour

from 4,644 trades

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

Holding time: under 1h 2% · 1–4h 22% · 4–12h 26% · over 12h 49%. Automated share 100%.

Statistics4,644 closed trades

Trades4,644

Won / lost1,619 / 3,025

Long win rate37% (2,540)

Short win rate32% (2,104)

Avg win+$60.2 · 83.7 pip

Avg loss−$25.7 · −34.5 pip

Best trade+$277 · Mar 8

Worst trade−$234 · Mar 30

Total pips+31,100

Lots464.4

Commission + swap−$3,465

Expectancy / trade+$4.2

Profit factor1.25

Sharpe0.88daily returns, annualised

Z-score−25.8 (100%)dependence between runs

Standard deviation$52.8

AHPR / GHPR0.01% / 0.01%

Recovery factor17.7

Winning streak25 (+$917)

Losing streak52 (−$538)

Avg holding time1.4 days

Trades / week13.0

Risk / trade0.1%

Monthly average+1.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 11:19	USDJPY	BUY	0.1	156.816 → 157.106	7 days	+29	+$15	—
Oct 29 13:35	USDJPY	BUY	0.1	158.071 → 157.769	0h 35m	−30.2	−$19	—
Oct 29 13:35	USDJPY	BUY	0.1	158.071 → 157.769	0h 35m	−30.2	−$19	—
Oct 29 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 29 01:53	USDJPY	BUY	0.1	157.989 → 157.687	12h 23m	−30.2	−$21	—
Oct 29 01:53	USDJPY	BUY	0.1	157.989 → 157.687	12h 23m	−30.2	−$21	—
Oct 28 20:01	USDJPY	BUY	0.1	158.110 → 157.808	6h 1m	−30.2	−$19	—
Oct 28 13:24	USDJPY	SELL	0.1	157.690 → 157.992	4h 24m	−30.2	−$19	—
Oct 28 13:24	USDJPY	SELL	0.1	157.690 → 157.992	4h 24m	−30.2	−$19	—
Oct 28 13:24	USDJPY	SELL	0.1	157.690 → 157.992	4h 24m	−30.2	−$19	—
Oct 26 01:17	USDJPY	BUY	0.1	157.132 → 156.830	0h 17m	−30.2	−$19	—
Oct 26 01:17	USDJPY	BUY	0.1	157.132 → 156.830	0h 17m	−30.2	−$19	—
Oct 26 01:17	USDJPY	BUY	0.1	157.132 → 156.830	0h 17m	−30.2	−$19	—
Oct 23 17:15	USDJPY	SELL	0.1	157.878 → 156.906	1.6 days	+97.2	+$61	—
Oct 23 16:10	USDJPY	SELL	0.1	157.878 → 156.904	1.5 days	+97.4	+$62	—
Oct 23 16:10	USDJPY	SELL	0.1	157.878 → 156.904	1.5 days	+97.4	+$62	—
Oct 23 09:59	USDJPY	BUY	0.1	157.923 → 156.618	7 days	−130.5	−$87	—
Oct 22 02:16	USDJPY	BUY	0.1	158.297 → 157.995	7h 16m	−30.2	−$21	—
Oct 22 02:16	USDJPY	BUY	0.1	158.297 → 157.995	7h 16m	−30.2	−$21	—
Oct 21 19:02	USDJPY	SELL	0.1	158.025 → 158.327	8h 2m	−30.2	−$19	—
Oct 21 04:07	USDJPY	BUY	0.1	158.356 → 158.054	3h 7m	−30.2	−$19	—
Oct 21 04:07	USDJPY	BUY	0.1	158.356 → 158.054	3h 7m	−30.2	−$19	—
Oct 21 04:07	USDJPY	BUY	0.1	158.356 → 158.054	3h 7m	−30.2	−$19	—
Oct 20 18:15	USDJPY	BUY	0.1	158.095 → 158.164	1.6 days	+6.9	+$4	—
Oct 20 12:26	USDJPY	BUY	0.1	158.172 → 157.870	1.2 days	−30.2	−$20	—

1–25 of 4644

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