Blue Brook · strategy profile

Blue Brook · 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%	0	0	0
This week	+0.1%	+11	3	2
This month	−0.1%	−10	5	3
This year	−3.6%	−309	81	33

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.5	+0.2	+1.9	0.0	−0.3	+0.1	+0.2	−0.7	+1.0	+0.6	+0.2	−0.3	+3.4
2021	−1.6	+0.1	−0.2	+0.7	−1.1	+0.7	−0.4	0.0	+0.8	−0.4	−0.8	+0.2	−2.1
2022	−0.8	+0.3	−0.2	+0.2	−0.9	−0.6	−0.6	−0.9	−1.1	−0.5	−0.9	−1.0	−7.0
2023	−1.6	0.0	−0.1	−0.4	−0.1	−0.3	−0.2	−0.7	−1.3	−0.5	−0.2	−0.2	−5.6
2024	+0.2	−0.4	−1.3	+0.5	−0.2	−0.4	+1.3	+0.8	+0.1	+1.3	−1.0	+1.2	+2.2
2025	−0.2	+0.2	−0.9	+0.3	+0.4	−0.1	+1.1	−0.8	−0.5	+1.8	−0.2	+0.3	+1.4
2026	+0.1	−1.0	−1.1	−0.7	+0.1	−0.6	−0.9	−0.5	+1.0	0.0	+0.1	·	−3.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.2%.

Max daily drawdown: −2.3%
Max weekly drawdown: −1.2%
Max drawdown · equity: −17.2%
Max drawdown · balance: −17.2%
Absolute drawdown: −$1,824
Longest drawdown: 2420 days · Jun
Recovery factor: −0.6
Max simultaneous risk: 5.2%

Symbol split

90 days

AUDUSD

100%+10.9%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 20% · Thu 19% · Fri 21% · 43% in the New York session

Behaviour

from 628 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 90% · over 12h 10%. Automated share 100%.

Statistics628 closed trades

Trades628

Won / lost287 / 341

Long win rate0% (0)

Short win rate46% (628)

Avg win+$22.2 · 22.5 pip

Avg loss−$21.9 · −21.6 pip

Best trade+$176 · Mar 18

Worst trade−$241 · Mar 20

Total pips−901

Lots62.8

Commission + swap−$190

Expectancy / trade−$1.7

Profit factor0.85

Sharpe−0.92daily returns, annualised

Z-score0.3 (24%)dependence between runs

Standard deviation$31.0

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.6

Winning streak6 (+$169)

Losing streak9 (−$242)

Avg holding time13h 52m

Trades / week1.8

Risk / trade5.2%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 14:25	AUDUSD	SELL	0.1	0.70185 → 0.70063	9h 40m	+12.2	+$12	—
Nov 1 22:03	AUDUSD	SELL	0.1	0.70219 → 0.70342	2.3 days	−12.3	−$13	—
Oct 30 12:55	AUDUSD	SELL	0.1	0.70366 → 0.70259	9h 40m	+10.7	+$11	—
Oct 18 21:03	AUDUSD	SELL	0.1	0.69376 → 0.69630	2.2 days	−25.4	−$26	—
Oct 8 13:10	AUDUSD	SELL	0.1	0.69556 → 0.69511	9h 40m	+4.5	+$5	—
Oct 1 17:10	AUDUSD	SELL	0.1	0.69387 → 0.69170	9h 40m	+21.7	+$22	—
Sep 29 09:55	AUDUSD	SELL	0.1	0.70120 → 0.69856	9h 40m	+26.4	+$26	—
Sep 28 22:25	AUDUSD	SELL	0.1	0.70219 → 0.70197	9h 40m	+2.2	+$2	—
Sep 28 07:10	AUDUSD	SELL	0.1	0.70115 → 0.70168	9h 40m	−5.3	−$5	—
Sep 25 00:40	AUDUSD	SELL	0.1	0.70202 → 0.70085	9h 40m	+11.7	+$11	—
Sep 23 15:10	AUDUSD	SELL	0.1	0.71027 → 0.70479	9h 40m	+54.8	+$55	—
Sep 22 18:10	AUDUSD	SELL	0.1	0.70945 → 0.71135	9h 40m	−19	−$19	—
Sep 18 06:55	AUDUSD	SELL	0.1	0.71087 → 0.71266	9h 40m	−17.9	−$18	—
Sep 17 04:10	AUDUSD	SELL	0.1	0.71100 → 0.71064	9h 40m	+3.6	+$2	—
Sep 16 07:10	AUDUSD	SELL	0.1	0.71203 → 0.71334	9h 40m	−13.1	−$13	—
Sep 15 13:25	AUDUSD	SELL	0.1	0.71243 → 0.71290	9h 40m	−4.7	−$5	—
Sep 14 09:55	AUDUSD	SELL	0.1	0.71489 → 0.71283	9h 40m	+20.6	+$21	—
Sep 13 21:03	AUDUSD	SELL	0.1	0.71737 → 0.71584	2.3 days	+15.3	+$15	—
Sep 2 10:55	AUDUSD	SELL	0.1	0.71395 → 0.71299	9h 40m	+9.6	+$10	—
Sep 1 17:25	AUDUSD	SELL	0.1	0.71530 → 0.71495	9h 40m	+3.5	+$4	—
Aug 31 22:55	AUDUSD	SELL	0.1	0.71597 → 0.71663	9h 40m	−6.6	−$7	—
Aug 25 17:55	AUDUSD	SELL	0.1	0.71391 → 0.71588	9h 40m	−19.7	−$20	—
Aug 14 11:10	AUDUSD	SELL	0.1	0.70587 → 0.70766	9h 40m	−17.9	−$18	—
Jul 30 17:10	AUDUSD	SELL	0.1	0.69534 → 0.70269	9h 40m	−73.5	−$74	—
Jul 29 11:25	AUDUSD	SELL	0.1	0.69475 → 0.69450	9h 40m	+2.5	+$3	—

1–25 of 628

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