Lorena · strategy profile

Lorena · 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%	+5	3	2
This week	−0.2%	−117	29	9
This month	−3.7%	−2,691	157	28
This year	−3.0%	−557	1,486	424

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.9	+33.7	+13.6	+1.9	−8.5	+2.6	−7.5	+1.3	−2.1	−5.0	+9.8	−1.1	+37.8
2021	+4.0	+7.8	+7.7	+1.4	+0.4	+0.6	+4.7	+5.2	+4.7	−0.2	+1.1	−5.3	+32.1
2022	+1.6	−2.5	+15.6	+11.3	−5.2	+12.5	+5.8	+5.2	+1.3	+9.0	+5.7	+3.8	+64.1
2023	+2.0	+6.5	+0.6	−1.1	+1.7	−3.2	−0.7	+4.3	−2.5	+0.7	+2.3	+2.2	+12.9
2024	+1.2	−0.5	+0.5	+3.2	+0.3	+1.3	+1.3	+0.7	−2.8	+4.0	+1.1	+2.6	+13.0
2025	−4.9	−0.1	−2.2	−6.3	+9.2	+3.1	+4.5	−5.7	+4.3	+7.6	0.0	+3.4	+12.8
2026	−0.2	+1.3	+1.3	−0.5	−2.0	−2.1	+2.4	−0.6	+1.1	−3.4	·	·	−2.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −27.3%.

Max daily drawdown: −5.8%
Max weekly drawdown: −8.7%
Max drawdown · equity: −27.3%
Max drawdown · balance: −27.3%
Absolute drawdown: −$7,528
Longest drawdown: 349 days · Nov
Recovery factor: 13.8
Max simultaneous risk: 0.6%

Symbol split

90 days

USDJPY

100%+376.5%

Long 55% · Short 45%

Hour and day

trade opens · UTC

Mon 25% · Tue 17% · Wed 20% · Thu 18% · Fri 20% · 51% in the London session

Behaviour

from 11,725 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 51%. Automated share 100%.

Statistics11,725 closed trades

Trades11,725

Won / lost4,032 / 7,693

Long win rate37% (6,425)

Short win rate31% (5,300)

Avg win+$63.4 · 88.3 pip

Avg loss−$28.3 · −38.1 pip

Best trade+$285 · Mar 9

Worst trade−$278 · Mar 8

Total pips+62,711

Lots1,172.5

Commission + swap−$9,481

Expectancy / trade+$3.2

Profit factor1.17

Sharpe1.10daily returns, annualised

Z-score−29.2 (100%)dependence between runs

Standard deviation$49.7

AHPR / GHPR0.01% / 0.01%

Recovery factor13.8

Winning streak27 (+$587)

Losing streak66 (−$732)

Avg holding time1.6 days

Trades / week32.9

Risk / trade0.1%

Monthly average+2.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 13:40	USDJPY	BUY	0.1	156.868 → 157.248	7 days	+38	+$21	—
Oct 30 13:40	USDJPY	BUY	0.1	156.868 → 157.248	7 days	+38	+$21	—
Oct 30 08:10	USDJPY	SELL	0.1	156.793 → 157.504	7 days	−71.1	−$49	—
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 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 29 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 29 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 29 13:02	USDJPY	SELL	0.1	157.797 → 158.099	16h 2m	−30.2	−$19	—
Oct 28 20:01	USDJPY	BUY	0.1	158.110 → 157.808	6h 1m	−30.2	−$19	—
Oct 28 19:40	USDJPY	BUY	0.1	157.278 → 158.024	2.4 days	+74.6	+$46	—
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 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 27 23:15	USDJPY	BUY	0.1	157.278 → 157.967	1.6 days	+68.9	+$43	—
Oct 27 22:15	USDJPY	BUY	0.1	157.144 → 157.938	1.6 days	+79.4	+$49	—
Oct 27 20:15	USDJPY	BUY	0.1	157.107 → 157.916	1.6 days	+80.9	+$51	—
Oct 27 20:15	USDJPY	BUY	0.1	157.107 → 157.916	1.6 days	+80.9	+$51	—
Oct 27 20:15	USDJPY	BUY	0.1	157.107 → 157.916	1.6 days	+80.9	+$51	—
Oct 27 20:15	USDJPY	BUY	0.1	157.107 → 157.916	1.6 days	+80.9	+$51	—
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	—

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