Slate Brook · strategy profile

Slate 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	5	2
This month	−0.8%	−71	9	3
This year	−3.2%	−273	104	42

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.0	−0.3	+1.5	−0.1	+0.4	−1.2	−0.5	−0.7	+1.2	−0.9	+0.5	+0.6	+1.5
2021	+0.1	0.0	0.0	+1.1	−0.3	+0.7	−0.2	+0.6	+0.6	−0.2	−0.3	+0.2	+2.2
2022	+0.1	0.0	−1.2	+0.3	−1.5	+0.4	−0.2	−1.7	0.0	−1.1	−0.2	−1.1	−6.4
2023	−1.0	+0.5	−0.6	+0.7	+0.2	−0.8	+0.3	−0.4	−1.4	−0.5	−0.6	−0.5	−4.2
2024	+0.7	−0.2	−1.3	−0.4	+0.1	0.0	+1.1	+0.4	−0.6	−0.3	−1.2	+0.3	−1.3
2025	−0.1	+1.3	+0.4	−0.4	+0.7	−0.7	0.0	−0.8	−0.6	+1.3	−1.3	−0.1	−0.3
2026	−0.3	−1.2	−0.6	+0.2	−0.4	+0.1	−1.0	−0.6	+0.9	−0.6	+0.2	·	−3.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.7%.

Max daily drawdown: −0.8%
Max weekly drawdown: −1.2%
Max drawdown · equity: −15.7%
Max drawdown · balance: −15.7%
Absolute drawdown: −$1,641
Longest drawdown: 1812 days · Sep
Recovery factor: −0.7
Max simultaneous risk: 0.2%

Symbol split

90 days

AUDUSD

100%+11.2%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 20% · Tue 18% · Wed 20% · Thu 20% · Fri 23% · 45% in the New York session

Behaviour

from 794 trades

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

Holding time: under 1h 2% · 1–4h 22% · 4–12h 68% · over 12h 8%. Automated share 100%.

Statistics794 closed trades

Trades794

Won / lost314 / 480

Long win rate0% (0)

Short win rate40% (794)

Avg win+$21.9 · 22.3 pip

Avg loss−$16.7 · −16.5 pip

Best trade+$184 · Mar 18

Worst trade−$36 · Nov 24

Total pips−933

Lots79.4

Commission + swap−$186

Expectancy / trade−$1.4

Profit factor0.86

Sharpe−1.02daily returns, annualised

Z-score−0.6 (45%)dependence between runs

Standard deviation$23.7

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.7

Winning streak6 (+$112)

Losing streak18 (−$81)

Avg holding time10h 44m

Trades / week2.2

Risk / trade0.2%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 21:00	AUDUSD	SELL	0.1	0.70092 → 0.69971	10h 0m	+12.1	+$12	—
Nov 2 10:00	AUDUSD	SELL	0.1	0.70273 → 0.70224	10h 0m	+4.9	+$5	—
Oct 30 17:00	AUDUSD	SELL	0.1	0.70284 → 0.70360	10h 0m	−7.6	−$8	—
Oct 28 13:00	AUDUSD	SELL	0.1	0.70341 → 0.70346	10h 0m	−0.5	−$1	—
Oct 28 00:30	AUDUSD	SELL	0.1	0.70238 → 0.70440	3h 30m	−20.2	−$20	—
Oct 27 15:00	AUDUSD	SELL	0.1	0.70211 → 0.70413	9h 0m	−20.2	−$20	—
Oct 23 13:54	AUDUSD	SELL	0.1	0.70132 → 0.70334	9h 54m	−20.2	−$20	—
Oct 9 01:23	AUDUSD	SELL	0.1	0.69547 → 0.69749	6h 23m	−20.2	−$21	—
Oct 8 14:00	AUDUSD	SELL	0.1	0.69552 → 0.69546	10h 0m	+0.6	+$1	—
Oct 1 16:00	AUDUSD	SELL	0.1	0.69468 → 0.69127	10h 0m	+34.1	+$34	—
Oct 1 00:00	AUDUSD	SELL	0.1	0.69569 → 0.69466	10h 0m	+10.3	+$9	—
Sep 30 07:00	AUDUSD	SELL	0.1	0.69839 → 0.69728	10h 0m	+11.1	+$11	—
Sep 24 19:00	AUDUSD	SELL	0.1	0.70293 → 0.70161	10h 0m	+13.2	+$13	—
Sep 23 14:00	AUDUSD	SELL	0.1	0.70991 → 0.70475	10h 0m	+51.6	+$52	—
Sep 22 23:00	AUDUSD	SELL	0.1	0.71067 → 0.71146	10h 0m	−7.9	−$8	—
Sep 20 21:03	AUDUSD	SELL	0.1	0.71090 → 0.71064	2.3 days	+2.6	+$2	—
Sep 18 03:00	AUDUSD	SELL	0.1	0.71117 → 0.71206	10h 0m	−8.9	−$9	—
Sep 17 04:00	AUDUSD	SELL	0.1	0.71337 → 0.71053	10h 0m	+28.4	+$27	—
Sep 16 10:00	AUDUSD	SELL	0.1	0.71244 → 0.71318	10h 0m	−7.4	−$7	—
Sep 15 12:00	AUDUSD	SELL	0.1	0.71319 → 0.71291	10h 0m	+2.8	+$3	—
Sep 3 08:07	AUDUSD	SELL	0.1	0.71647 → 0.71849	6h 7m	−20.2	−$20	—
Sep 2 07:00	AUDUSD	SELL	0.1	0.71427 → 0.71410	10h 0m	+1.7	+$2	—
Sep 1 18:00	AUDUSD	SELL	0.1	0.71537 → 0.71478	10h 0m	+5.9	+$6	—
Aug 31 18:00	AUDUSD	SELL	0.1	0.71595 → 0.71667	10h 0m	−7.2	−$7	—
Aug 25 14:49	AUDUSD	SELL	0.1	0.71436 → 0.71638	7h 49m	−20.2	−$20	—

1–25 of 794

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