Umber Heron · strategy profile

Umber Heron · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.1%	−8	2	1
This month	−0.5%	−34	8	3
This year	−3.2%	−197	97	44

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.0	−0.8	−1.0	+0.9	−1.2	−0.2	+0.5	+0.6	−1.0	−0.8	+0.4	−0.2	−3.8
2021	0.0	−0.7	−1.3	+0.6	−0.3	−0.7	−0.1	−0.5	0.0	−0.6	−1.0	0.0	−4.6
2022	+0.6	−1.0	+0.5	−1.8	−0.1	−4.2	−0.2	−0.2	−0.6	+1.2	+1.2	−0.7	−5.3
2023	+0.3	−1.5	+0.2	+0.9	−1.7	−0.3	−0.5	−1.5	+0.4	+0.7	−0.1	+1.8	−1.3
2024	−3.6	−1.2	−0.7	−0.8	−0.4	−0.5	−0.3	+0.6	+0.6	−1.9	+0.4	−0.8	−8.5
2025	+0.7	−1.4	−0.9	−1.2	+2.0	0.0	−1.9	+0.2	−0.4	0.0	−0.1	−0.4	−3.4
2026	0.0	+0.3	−0.6	+0.7	+0.8	−3.5	+0.3	+1.1	−1.6	−0.3	−0.2	·	−3.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −26.6%.

Max daily drawdown: −1.5%
Max weekly drawdown: −1.9%
Max drawdown · equity: −26.6%
Max drawdown · balance: −26.6%
Absolute drawdown: −$2,637
Longest drawdown: 2494 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 4.3%

Symbol split

90 days

AUDUSD

100%+26.4%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 22% · Tue 19% · Wed 20% · Thu 21% · Fri 20% · 46% in the New York session

Behaviour

from 783 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 87% · over 12h 13%. Automated share 100%.

Statistics783 closed trades

Trades783

Won / lost349 / 434

Long win rate45% (783)

Short win rate0% (0)

Avg win+$24.2 · 24.6 pip

Avg loss−$25.5 · −25.1 pip

Best trade+$130 · Nov 4

Worst trade−$135 · Dec 5

Total pips−2,284

Lots78.3

Commission + swap−$353

Expectancy / trade−$3.4

Profit factor0.76

Sharpe−1.60daily returns, annualised

Z-score1.9 (94%)dependence between runs

Standard deviation$33.2

AHPR / GHPR−0.04% / −0.04%

Recovery factor−1.0

Winning streak7 (+$172)

Losing streak10 (−$257)

Avg holding time18h 36m

Trades / week2.2

Risk / trade4.3%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 15:05	AUDUSD	BUY	0.1	0.70324 → 0.70175	13h 5m	−14.9	−$15	—
Oct 28 01:05	AUDUSD	BUY	0.1	0.70310 → 0.70375	13h 5m	+6.5	+$6	—
Oct 26 23:05	AUDUSD	BUY	0.1	0.70377 → 0.70093	13h 5m	−28.4	−$29	—
Oct 25 21:03	AUDUSD	BUY	0.1	0.70336 → 0.70238	2.3 days	−9.8	−$10	—
Oct 20 21:05	AUDUSD	BUY	0.1	0.69975 → 0.69947	13h 5m	−2.8	−$3	—
Oct 16 17:05	AUDUSD	BUY	0.1	0.69475 → 0.69390	13h 5m	−8.5	−$9	—
Oct 13 23:05	AUDUSD	BUY	0.1	0.69737 → 0.69820	13h 5m	+8.3	+$8	—
Oct 9 09:05	AUDUSD	BUY	0.1	0.69611 → 0.69767	13h 5m	+15.6	+$15	—
Oct 2 13:05	AUDUSD	BUY	0.1	0.69296 → 0.69670	13h 5m	+37.4	+$37	—
Oct 1 17:05	AUDUSD	BUY	0.1	0.69549 → 0.69171	13h 5m	−37.8	−$38	—
Sep 25 01:05	AUDUSD	BUY	0.1	0.70283 → 0.70125	13h 5m	−15.8	−$16	—
Sep 17 23:05	AUDUSD	BUY	0.1	0.71111 → 0.71088	13h 5m	−2.3	−$3	—
Sep 15 09:05	AUDUSD	BUY	0.1	0.71406 → 0.71265	13h 5m	−14.1	−$15	—
Sep 13 21:03	AUDUSD	BUY	0.1	0.71744 → 0.71565	2.4 days	−17.9	−$18	—
Sep 9 19:05	AUDUSD	BUY	0.1	0.72310 → 0.72150	13h 5m	−16	−$16	—
Sep 8 03:05	AUDUSD	BUY	0.1	0.72222 → 0.72075	13h 5m	−14.7	−$15	—
Sep 3 03:05	AUDUSD	BUY	0.1	0.71734 → 0.71621	13h 5m	−11.3	−$13	—
Sep 1 09:05	AUDUSD	BUY	0.1	0.71670 → 0.71428	13h 5m	−24.2	−$25	—
Aug 28 03:05	AUDUSD	BUY	0.1	0.71931 → 0.72034	13h 5m	+10.3	+$10	—
Aug 26 09:05	AUDUSD	BUY	0.1	0.71654 → 0.71788	13h 5m	+13.4	+$13	—
Aug 21 15:05	AUDUSD	BUY	0.1	0.71347 → 0.71674	13h 5m	+32.7	+$33	—
Aug 20 03:05	AUDUSD	BUY	0.1	0.71193 → 0.71129	13h 5m	−6.4	−$8	—
Aug 14 13:05	AUDUSD	BUY	0.1	0.70644 → 0.70791	13h 5m	+14.7	+$15	—
Aug 13 01:05	AUDUSD	BUY	0.1	0.70717 → 0.70594	13h 5m	−12.3	−$14	—
Aug 12 05:05	AUDUSD	BUY	0.1	0.70622 → 0.70543	13h 5m	−7.9	−$8	—

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