Cobalt Brook · strategy profile

Cobalt 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	−0.2%	−16	2	1
This month	−0.4%	−21	12	4
This year	+2.0%	+248	113	58

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.1	−1.9	0.0	−1.9	−1.8	+0.8	+0.7	−2.1	−2.3	+3.1	+1.2	−1.8	−6.1
2023	+0.2	−0.5	+0.6	+1.2	+1.6	+0.7	−0.9	−0.4	−0.4	+0.1	+2.6	−0.7	+4.2
2024	+0.6	+0.4	−1.5	−0.6	+0.4	+0.5	−1.1	0.0	+0.4	−3.4	+1.6	+0.5	−2.2
2025	−0.2	+0.8	−0.4	+1.3	−0.1	−1.3	+0.4	+0.9	+1.0	+0.6	+1.1	−0.9	+3.2
2026	−0.1	+0.5	+0.9	+0.9	+1.2	+0.2	−0.3	+0.1	−1.1	−0.1	−0.3	·	+1.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.7%.

Max daily drawdown: −2.1%
Max weekly drawdown: −2.4%
Max drawdown · equity: −11.7%
Max drawdown · balance: −11.7%
Absolute drawdown: −$1,180
Longest drawdown: 1526 days · Sep
Recovery factor: 0.0
Max simultaneous risk: 1.2%

Symbol split

90 days

EURGBP

100%+0.5%

Long 20% · Short 80%

Hour and day

trade opens · UTC

Mon 32% · Tue 4% · Wed 32% · Thu 10% · Fri 22% · 52% in the London session

Behaviour

from 645 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 2% · over 12h 98%. Automated share 100%.

Statistics645 closed trades

Trades645

Won / lost332 / 313

Long win rate41% (126)

Short win rate54% (519)

Avg win+$33.0 · 26.9 pip

Avg loss−$34.8 · −26.6 pip

Best trade+$219 · Sep 29

Worst trade−$123 · Feb 4

Total pips+625

Lots64.5

Commission + swap−$780

Expectancy / trade+$0.1

Profit factor1.01

Sharpe0.07daily returns, annualised

Z-score2.8 (99%)dependence between runs

Standard deviation$46.3

AHPR / GHPR0.00% / 0.00%

Recovery factor0.0

Winning streak8 (+$281)

Losing streak6 (−$196)

Avg holding time2.2 days

Trades / week2.6

Risk / trade1.2%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	BUY	0.1	0.83478 → 0.83244	2.6 days	−23.4	−$32	—
Oct 30 04:30	EURGBP	SELL	0.1	0.83646 → 0.83574	2 days	+7.2	+$8	—
Oct 27 21:15	EURGBP	SELL	0.1	0.83863 → 0.83622	2 days	+24.1	+$31	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83768 → 0.83876	2.3 days	−10.8	−$15	—
Oct 23 08:00	EURGBP	BUY	0.1	0.83832 → 0.83710	2 days	−12.2	−$18	—
Oct 20 21:15	EURGBP	BUY	0.1	0.84037 → 0.83955	2 days	−8.2	−$12	—
Oct 18 21:03	EURGBP	BUY	0.1	0.84236 → 0.84238	2.3 days	+0.2	$0	—
Oct 16 09:15	EURGBP	BUY	0.1	0.84378 → 0.84390	2 days	+1.2	$0	—
Oct 14 00:30	EURGBP	SELL	0.1	0.84644 → 0.84492	2 days	+15.2	+$19	—
Oct 11 21:03	EURGBP	BUY	0.1	0.84640 → 0.84526	2.3 days	−11.4	−$16	—
Oct 9 06:15	EURGBP	BUY	0.1	0.84740 → 0.84812	2 days	+7.2	+$8	—
Oct 7 01:15	EURGBP	BUY	0.1	0.84906 → 0.84801	2 days	−10.5	−$15	—
Oct 4 21:03	EURGBP	SELL	0.1	0.85257 → 0.84967	2.6 days	+29	+$38	—
Oct 2 07:00	EURGBP	BUY	0.1	0.85594 → 0.85198	2 days	−39.6	−$54	—
Sep 30 06:45	EURGBP	BUY	0.1	0.85928 → 0.85662	2 days	−26.6	−$36	—
Sep 27 21:03	EURGBP	SELL	0.1	0.86010 → 0.85948	3.5 days	+6.2	+$7	—
Sep 24 01:30	EURGBP	SELL	0.1	0.85776 → 0.85999	2 days	−22.3	−$32	—
Sep 20 21:03	EURGBP	BUY	0.1	0.85752 → 0.85729	2.2 days	−2.3	−$4	—
Sep 18 07:25	EURGBP	SELL	0.1	0.85693 → 0.85899	2 days	−20.6	−$30	—
Sep 16 04:00	EURGBP	BUY	0.1	0.85661 → 0.85613	2 days	−4.8	−$7	—
Sep 11 11:00	EURGBP	SELL	0.1	0.85915 → 0.85846	2 days	+6.9	+$7	—
Sep 9 01:00	EURGBP	SELL	0.1	0.85936 → 0.85869	2 days	+6.7	+$8	—
Sep 6 21:03	EURGBP	SELL	0.1	0.85950 → 0.85807	2.3 days	+14.3	+$19	—
Sep 4 09:50	EURGBP	SELL	0.1	0.85801 → 0.85917	2 days	−11.6	−$18	—
Sep 2 09:00	EURGBP	SELL	0.1	0.85638 → 0.85734	2 days	−9.6	−$14	—

1–25 of 645

Cobalt Brook◇Strategy

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