Ochre Wren · strategy profile

Ochre Wren · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.4%	+31	1	1
This week	+0.4%	+30	7	4
This month	−0.2%	−1	30	14
This year	−5.3%	−298	296	140

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.8	+0.1	+4.1	−4.3	−0.5	−1.6	−0.9	−2.5	+1.8	+1.3	−2.8	−3.8	−7.0
2021	−1.4	−0.7	+1.3	−1.7	−1.9	+2.3	−0.7	−0.1	0.0	−4.3	+2.2	−2.4	−7.5
2022	+2.3	−2.6	−1.7	+4.4	−3.6	+3.4	−1.4	+0.3	+6.2	−1.0	−3.7	+1.1	+3.8
2023	−0.6	+2.3	−0.1	−1.1	−0.5	−2.0	−2.9	+1.7	+1.1	−0.2	−2.9	−2.7	−7.7
2024	+1.8	−0.6	−0.1	+0.8	−1.3	−1.1	+0.6	−2.9	−0.2	+3.5	−0.1	+3.2	+3.6
2025	−0.9	−0.4	−0.9	−4.0	−0.5	−2.1	+0.8	−1.0	0.0	+1.1	−0.8	−1.5	−10.3
2026	−3.2	−0.8	+2.1	−3.5	−0.4	+2.2	−1.9	−1.7	+2.4	−1.3	+0.8	·	−5.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −37.2%.

Max daily drawdown: −1.9%
Max weekly drawdown: −3.1%
Max drawdown · equity: −37.2%
Max drawdown · balance: −37.2%
Absolute drawdown: −$2,959
Longest drawdown: 2420 days · Sep
Recovery factor: −0.7
Max simultaneous risk: 3.5%

Symbol split

90 days

AUDUSD

100%+27.5%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 20% · Thu 20% · Fri 19% · 42% in the New York session

Behaviour

from 2,440 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 89% · over 12h 12%. Automated share 100%.

Statistics2,440 closed trades

Trades2,440

Won / lost1,163 / 1,277

Long win rate0% (0)

Short win rate48% (2,440)

Avg win+$24.8 · 25.2 pip

Avg loss−$24.8 · −24.4 pip

Best trade+$147 · Sep 13

Worst trade−$169 · Apr 9

Total pips−1,812

Lots244.0

Commission + swap−$939

Expectancy / trade−$1.1

Profit factor0.91

Sharpe−0.52daily returns, annualised

Z-score0.6 (45%)dependence between runs

Standard deviation$32.2

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.7

Winning streak10 (+$222)

Losing streak11 (−$224)

Avg holding time18h 46m

Trades / week6.8

Risk / trade3.5%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 06:35	AUDUSD	SELL	0.1	0.70158 → 0.69853	14h 5m	+30.5	+$30	—
Nov 2 14:22	AUDUSD	SELL	0.1	0.70305 → 0.70070	14h 5m	+23.5	+$24	—
Nov 1 22:03	AUDUSD	SELL	0.1	0.70319 → 0.70221	2.1 days	+9.8	+$9	—
Oct 30 17:56	AUDUSD	SELL	0.1	0.70367 → 0.70310	14h 5m	+5.7	+$6	—
Oct 30 02:05	AUDUSD	SELL	0.1	0.70291 → 0.70331	14h 5m	−4	−$5	—
Oct 29 02:45	AUDUSD	SELL	0.1	0.70325 → 0.70572	14h 5m	−24.7	−$26	—
Oct 28 01:16	AUDUSD	SELL	0.1	0.70288 → 0.70394	14h 5m	−10.6	−$11	—
Oct 27 07:52	AUDUSD	SELL	0.1	0.70234 → 0.70205	14h 5m	+2.9	+$2	—
Oct 26 12:57	AUDUSD	SELL	0.1	0.70359 → 0.70274	14h 5m	+8.5	+$9	—
Oct 25 21:03	AUDUSD	SELL	0.1	0.70315 → 0.70257	2.2 days	+5.8	+$5	—
Oct 23 15:56	AUDUSD	SELL	0.1	0.70171 → 0.70364	14h 5m	−19.3	−$19	—
Oct 22 22:20	AUDUSD	SELL	0.1	0.70137 → 0.70201	14h 5m	−6.4	−$7	—
Oct 22 01:45	AUDUSD	SELL	0.1	0.70304 → 0.70214	14h 5m	+9	+$8	—
Oct 21 04:54	AUDUSD	SELL	0.1	0.70077 → 0.70119	14h 5m	−4.2	−$5	—
Oct 20 12:49	AUDUSD	SELL	0.1	0.69787 → 0.69948	14h 5m	−16.1	−$16	—
Oct 19 12:57	AUDUSD	SELL	0.1	0.69618 → 0.69829	14h 5m	−21.1	−$21	—
Oct 18 21:03	AUDUSD	SELL	0.1	0.69556 → 0.69630	2.5 days	−7.4	−$8	—
Oct 16 05:36	AUDUSD	SELL	0.1	0.69144 → 0.69447	14h 5m	−30.3	−$31	—
Oct 15 11:05	AUDUSD	SELL	0.1	0.69653 → 0.69220	14h 5m	+43.3	+$43	—
Oct 14 17:23	AUDUSD	SELL	0.1	0.69972 → 0.69632	14h 5m	+34	+$34	—
Oct 14 02:38	AUDUSD	SELL	0.1	0.69752 → 0.69968	14h 5m	−21.6	−$22	—
Oct 13 11:06	AUDUSD	SELL	0.1	0.69508 → 0.69759	14h 5m	−25.1	−$25	—
Oct 12 15:29	AUDUSD	SELL	0.1	0.69892 → 0.69620	14h 5m	+27.2	+$27	—
Oct 11 21:03	AUDUSD	SELL	0.1	0.69862 → 0.69659	2 days	+20.3	+$20	—
Oct 9 19:30	AUDUSD	SELL	0.1	0.69801 → 0.69853	14h 5m	−5.2	−$5	—

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