Marble Birch · strategy profile

Marble Birch · 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%	−4	3	1
This month	−1.3%	−54	16	6
This year	−5.2%	−195	136	57

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.3	−3.3	−1.0	−0.2	−1.7	−2.3	−1.9	+0.4	−0.6	−3.7	+0.4	−0.3	−15.5
2023	−0.3	−0.6	+0.3	−0.6	−1.3	+0.4	+0.4	−1.8	−1.9	−2.1	+0.4	−0.8	−7.9
2024	−1.2	−0.6	−2.1	+0.4	−0.8	−0.8	−2.4	−1.0	−0.7	−0.4	−0.5	−1.2	−11.2
2025	−0.4	−1.3	+0.1	+1.4	−1.8	−0.7	−1.7	−1.1	0.0	−2.1	−1.5	−2.1	−11.3
2026	−0.7	−0.8	−0.2	−1.2	−1.1	−1.7	+0.1	+0.2	+0.9	−1.2	+0.3	·	−5.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −40.9%.

Max daily drawdown: −2.1%
Max weekly drawdown: −2.4%
Max drawdown · equity: −40.9%
Max drawdown · balance: −40.9%
Absolute drawdown: −$4,076
Longest drawdown: 1765 days · Aug
Recovery factor: −1.0
Max simultaneous risk: 4.7%

Symbol split

90 days

EURGBP

100%+40.4%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 21% · Thu 21% · Fri 19% · 68% in the London session

Behaviour

from 807 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%.

Statistics807 closed trades

Trades807

Won / lost327 / 480

Long win rate39% (380)

Short win rate42% (427)

Avg win+$18.2 · 14.7 pip

Avg loss−$20.8 · −16.1 pip

Best trade+$160 · Sep 26

Worst trade−$139 · Oct 12

Total pips−2,920

Lots80.7

Commission + swap−$318

Expectancy / trade−$5.0

Profit factor0.60

Sharpe−3.07daily returns, annualised

Z-score−0.4 (31%)dependence between runs

Standard deviation$27.7

AHPR / GHPR−0.06% / −0.06%

Recovery factor−1.0

Winning streak6 (+$101)

Losing streak9 (−$240)

Avg holding time15h 30m

Trades / week3.2

Risk / trade4.7%

Monthly average−0.9%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	SELL	0.1	0.83381 → 0.83263	2.5 days	+11.8	+$15	—
Oct 30 00:10	EURGBP	SELL	0.1	0.83542 → 0.83598	11h 10m	−5.6	−$8	—
Oct 29 00:10	EURGBP	BUY	0.1	0.83803 → 0.83701	11h 10m	−10.2	−$15	—
Oct 27 21:10	EURGBP	SELL	0.1	0.83661 → 0.83615	11h 10m	+4.6	+$6	—
Oct 26 20:10	EURGBP	BUY	0.1	0.83972 → 0.83752	11h 10m	−22	−$29	—
Oct 23 01:10	EURGBP	SELL	0.1	0.83694 → 0.83726	11h 10m	−3.2	−$5	—
Oct 21 19:10	EURGBP	SELL	0.1	0.83830 → 0.83863	11h 10m	−3.3	−$4	—
Oct 20 21:10	EURGBP	SELL	0.1	0.84001 → 0.84003	11h 10m	−0.2	−$1	—
Oct 19 10:10	EURGBP	SELL	0.1	0.84145 → 0.84123	11h 10m	+2.2	+$3	—
Oct 18 21:03	EURGBP	SELL	0.1	0.84321 → 0.84257	2.3 days	+6.4	+$8	—
Oct 15 13:10	EURGBP	BUY	0.1	0.84706 → 0.84587	11h 10m	−11.9	−$16	—
Oct 15 00:10	EURGBP	SELL	0.1	0.84276 → 0.84613	11h 10m	−33.7	−$46	—
Oct 13 08:10	EURGBP	SELL	0.1	0.84443 → 0.84537	11h 10m	−9.4	−$12	—
Oct 12 18:10	EURGBP	SELL	0.1	0.84544 → 0.84505	11h 10m	+3.9	+$5	—
Oct 7 18:10	EURGBP	SELL	0.1	0.84716 → 0.84740	11h 10m	−2.4	−$3	—
Oct 5 12:10	EURGBP	SELL	0.1	0.84920 → 0.84732	11h 10m	+18.8	+$25	—
Oct 1 18:10	EURGBP	SELL	0.1	0.85324 → 0.85158	11h 10m	+16.6	+$22	—
Sep 30 18:10	EURGBP	SELL	0.1	0.85621 → 0.85471	11h 10m	+15	+$20	—
Sep 28 18:10	EURGBP	SELL	0.1	0.85909 → 0.85766	11h 10m	+14.3	+$19	—
Sep 25 11:10	EURGBP	BUY	0.1	0.86113 → 0.86064	11h 10m	−4.9	−$6	—
Sep 24 19:10	EURGBP	BUY	0.1	0.86019 → 0.86063	11h 10m	+4.4	+$6	—
Sep 23 21:10	EURGBP	BUY	0.1	0.85914 → 0.85939	11h 10m	+2.5	+$2	—
Sep 17 23:10	EURGBP	BUY	0.1	0.85827 → 0.85908	11h 10m	+8.1	+$10	—
Sep 16 19:10	EURGBP	BUY	0.1	0.85729 → 0.85712	11h 10m	−1.7	−$2	—
Sep 15 06:10	EURGBP	SELL	0.1	0.85526 → 0.85583	11h 10m	−5.7	−$8	—

1–25 of 807

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