Mahogany · strategy profile

Mahogany · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	+12	2	1
This week	−0.6%	−357	25	6
This month	−3.1%	−1,908	118	28
This year	−1.5%	+447	1,089	396

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.7	+5.7	+7.7	−5.8	−0.8	+2.3	+0.2	−0.6	−5.0	+0.2	+0.5	−0.4	+2.4
2021	+0.9	−0.4	+0.3	−1.6	−3.5	+5.5	+0.1	+2.3	+6.3	+8.2	+4.3	−3.0	+19.4
2022	+1.2	0.0	+9.0	+14.9	−0.3	+11.5	+4.8	+9.2	+9.8	+4.9	+0.8	+8.6	+74.6
2023	+2.4	+5.0	+7.0	−0.8	+1.8	+0.4	−1.4	+1.7	−1.0	−0.7	+1.4	+3.4	+19.2
2024	+2.7	−0.5	−0.6	+4.3	+2.2	0.0	+5.4	0.0	−0.4	+1.7	−0.6	+3.8	+17.8
2025	−0.3	−0.6	−0.7	−0.4	+2.8	+2.2	+5.4	−3.3	+1.6	+4.4	−0.4	+3.5	+14.3
2026	+1.0	+1.3	+1.4	−0.3	−1.5	−0.2	+0.1	−0.3	0.0	−2.9	·	·	−1.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.4%.

Max daily drawdown: −5.4%
Max weekly drawdown: −8.4%
Max drawdown · equity: −22.4%
Max drawdown · balance: −22.4%
Absolute drawdown: −$2,717
Longest drawdown: 582 days · May
Recovery factor: 13.6
Max simultaneous risk: 2.3%

Symbol split

90 days

USDJPY

100%+304.2%

Long 62% · Short 38%

Hour and day

trade opens · UTC

Mon 23% · Tue 20% · Wed 19% · Thu 19% · Fri 20% · 48% in the London session

Behaviour

from 8,668 trades

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

Holding time: under 1h 1% · 1–4h 12% · 4–12h 37% · over 12h 50%. Automated share 100%.

Statistics8,668 closed trades

Trades8,668

Won / lost3,602 / 5,066

Long win rate44% (5,400)

Short win rate37% (3,268)

Avg win+$53.3 · 74.4 pip

Avg loss−$31.9 · −42.6 pip

Best trade+$298 · Mar 13

Worst trade−$345 · Mar 19

Total pips+52,238

Lots866.8

Commission + swap−$7,177

Expectancy / trade+$3.5

Profit factor1.19

Sharpe1.45daily returns, annualised

Z-score−14.7 (100%)dependence between runs

Standard deviation$53.6

AHPR / GHPR0.01% / 0.01%

Recovery factor13.6

Winning streak13 (+$572)

Losing streak25 (−$716)

Avg holding time1.6 days

Trades / week24.3

Risk / trade0.3%

Monthly average+1.8%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 11:40	USDJPY	SELL	0.1	156.706 → 157.025	7 days	−31.9	−$24	—
Oct 30 06:20	USDJPY	BUY	0.1	157.119 → 157.560	7 days	+44.1	+$24	—
Oct 29 22:20	USDJPY	BUY	0.1	157.809 → 157.624	8h 25m	−18.5	−$12	—
Oct 29 15:00	USDJPY	BUY	0.1	156.881 → 157.888	3.5 days	+100.7	+$61	—
Oct 29 14:10	USDJPY	SELL	0.1	157.921 → 157.922	1.6 days	−0.1	−$2	—
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 13:35	USDJPY	BUY	0.1	158.071 → 157.769	0h 35m	−30.2	−$19	—
Oct 29 10:25	USDJPY	SELL	0.1	157.763 → 157.996	8h 25m	−23.3	−$15	—
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 29 01:53	USDJPY	BUY	0.1	157.989 → 157.687	12h 23m	−30.2	−$21	—
Oct 29 00:25	USDJPY	BUY	0.1	158.241 → 158.040	8h 25m	−20.1	−$14	—
Oct 28 14:25	USDJPY	SELL	0.1	157.813 → 158.197	8h 25m	−38.4	−$24	—
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 21:55	USDJPY	SELL	0.1	156.976 → 157.928	1.6 days	−95.2	−$61	—
Oct 26 07:00	USDJPY	BUY	0.1	156.874 → 156.972	8h 25m	+9.8	+$6	—
Oct 26 03:00	USDJPY	SELL	0.1	157.101 → 156.746	3.5 days	+35.5	+$22	—
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 25 21:03	USDJPY	BUY	0.1	156.578 → 156.959	2.3 days	+38.1	+$24	—
Oct 25 21:03	USDJPY	BUY	0.1	156.908 → 156.959	3 days	+5.1	+$2	—

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