Ivory Wren · strategy profile

Ivory Wren · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.2%	−10	1	0
This week	+0.5%	+26	4	1
This month	−0.1%	+6	16	8
This year	−10.9%	−469	160	68

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.9	−4.1	+2.1	+0.6	+0.6	−3.4	−0.6	−1.5	−3.1	−2.0	−4.7	+1.9	−15.2
2023	0.0	0.0	−0.6	−0.9	−0.7	−3.9	+2.4	−0.1	+0.1	−1.3	+0.7	−0.5	−4.9
2024	0.0	0.0	0.0	0.0	−0.8	+0.3	−1.1	−0.1	−0.7	0.0	0.0	−1.6	−3.9
2025	0.0	0.0	−0.2	+0.2	0.0	−0.1	−0.7	−3.3	+0.1	−1.3	−2.4	−1.6	−9.2
2026	−1.1	−1.8	0.0	−2.4	−2.5	−1.6	+1.7	−2.7	−1.6	+0.7	0.0	·	−11.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −37.7%.

Max daily drawdown: −3.0%
Max weekly drawdown: −2.9%
Max drawdown · equity: −37.7%
Max drawdown · balance: −37.7%
Absolute drawdown: −$3,722
Longest drawdown: 1762 days · Sep
Recovery factor: −1.0
Max simultaneous risk: 7.8%

Symbol split

90 days

EURGBP

100%+36.4%

Long 43% · Short 57%

Hour and day

trade opens · UTC

Mon 3% · Tue 32% · Wed 7% · Thu 30% · Fri 27% · 47% in the New York session

Behaviour

from 733 trades

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

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

Statistics733 closed trades

Trades733

Won / lost321 / 412

Long win rate41% (315)

Short win rate46% (418)

Avg win+$28.1 · 22.7 pip

Avg loss−$30.7 · −23.4 pip

Best trade+$159 · May 6

Worst trade−$275 · Sep 27

Total pips−2,351

Lots73.3

Commission + swap−$682

Expectancy / trade−$5.0

Profit factor0.71

Sharpe−1.95daily returns, annualised

Z-score1.7 (91%)dependence between runs

Standard deviation$40.9

AHPR / GHPR−0.06% / −0.06%

Recovery factor−1.0

Winning streak7 (+$202)

Losing streak9 (−$327)

Avg holding time1.8 days

Trades / week2.9

Risk / trade7.8%

Monthly average−0.8%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 11:24	EURGBP	SELL	0.1	0.83278 → 0.83379	1.6 days	−10.1	−$14	—
Nov 1 22:03	EURGBP	SELL	0.1	0.83236 → 0.83263	2.3 days	−2.7	−$4	—
Oct 30 14:13	EURGBP	SELL	0.1	0.83655 → 0.83250	1.6 days	+40.5	+$54	—
Oct 29 00:21	EURGBP	SELL	0.1	0.83691 → 0.83711	1.6 days	−2	−$5	—
Oct 27 10:41	EURGBP	SELL	0.1	0.83890 → 0.83701	1.6 days	+18.9	+$25	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83712 → 0.83876	2.3 days	−16.4	−$22	—
Oct 23 14:42	EURGBP	SELL	0.1	0.83863 → 0.83739	1.6 days	+12.4	+$16	—
Oct 22 01:24	EURGBP	SELL	0.1	0.84014 → 0.83884	1.6 days	+13	+$15	—
Oct 20 10:35	EURGBP	SELL	0.1	0.84037 → 0.84065	1.6 days	−2.8	−$4	—
Oct 18 21:03	EURGBP	SELL	0.1	0.84290 → 0.84257	2.2 days	+3.3	+$4	—
Oct 16 17:15	EURGBP	BUY	0.1	0.84758 → 0.84291	1.6 days	−46.7	−$63	—
Oct 14 23:59	EURGBP	SELL	0.1	0.84467 → 0.84628	1.6 days	−16.1	−$23	—
Oct 13 10:31	EURGBP	SELL	0.1	0.84590 → 0.84476	1.6 days	+11.4	+$15	—
Oct 11 21:03	EURGBP	SELL	0.1	0.84603 → 0.84545	2.2 days	+5.8	+$7	—
Oct 8 00:16	EURGBP	BUY	0.1	0.84895 → 0.84748	1.6 days	−14.7	−$21	—
Oct 6 10:44	EURGBP	SELL	0.1	0.85011 → 0.84886	1.6 days	+12.5	+$16	—
Oct 4 21:03	EURGBP	SELL	0.1	0.85051 → 0.84967	2.3 days	+8.4	+$11	—
Oct 2 13:30	EURGBP	SELL	0.1	0.85411 → 0.85085	1.6 days	+32.6	+$43	—
Sep 30 23:41	EURGBP	SELL	0.1	0.85714 → 0.85431	1.6 days	+28.3	+$36	—
Sep 29 10:24	EURGBP	BUY	0.1	0.85991 → 0.85719	1.6 days	−27.2	−$36	—
Sep 27 21:03	EURGBP	BUY	0.1	0.86027 → 0.85929	2.3 days	−9.8	−$13	—
Sep 25 13:42	EURGBP	BUY	0.1	0.86003 → 0.86008	1.6 days	+0.5	$0	—
Sep 24 00:15	EURGBP	SELL	0.1	0.85786 → 0.85999	1.6 days	−21.3	−$30	—
Sep 22 10:40	EURGBP	SELL	0.1	0.85747 → 0.85783	1.6 days	−3.6	−$5	—
Sep 20 21:03	EURGBP	BUY	0.1	0.85794 → 0.85729	2.3 days	−6.5	−$9	—

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