Ruby Cove · strategy profile

Ruby Cove · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.2%	−20	1	0
This week	−0.8%	−101	5	0
This month	−0.5%	−58	18	3
This year	−5.3%	−616	110	18

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−0.3	+1.6	+0.4	−0.4	−2.4	−0.3	−1.8	+0.1	−2.1	0.0	+0.7	−0.4	−5.1
2024	0.0	−0.4	−1.3	−0.7	−0.4	−2.9	−1.2	−0.5	−0.6	+0.1	−1.7	−2.3	−12.0
2025	−0.3	−1.0	−0.9	−1.5	+0.4	−0.5	+0.7	−1.9	0.0	0.0	−0.4	−0.2	−5.6
2026	−0.3	0.0	−1.4	−2.1	−1.1	+0.6	+0.1	−0.3	−0.2	−0.5	−0.2	·	−5.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −26.9%.

Max daily drawdown: −0.6%
Max weekly drawdown: −1.6%
Max drawdown · equity: −26.9%
Max drawdown · balance: −26.9%
Absolute drawdown: −$2,478
Longest drawdown: 1323 days · Sep
Recovery factor: −0.9
Max simultaneous risk: 0.2%

Symbol split

90 days

EURJPY

100%+24.7%

Long 65% · Short 35%

Hour and day

trade opens · UTC

Mon 19% · Tue 23% · Wed 19% · Thu 18% · Fri 21% · 47% in the London session

Behaviour

from 507 trades

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

Holding time: under 1h 8% · 1–4h 45% · 4–12h 32% · over 12h 14%. Automated share 100%.

Statistics507 closed trades

Trades507

Won / lost75 / 432

Long win rate17% (328)

Short win rate12% (179)

Avg win+$48.4 · 72.3 pip

Avg loss−$14.1 · −20.8 pip

Best trade+$77 · Jan 20

Worst trade−$50 · Sep 10

Total pips−3,540

Lots50.7

Commission + swap−$113

Expectancy / trade−$4.9

Profit factor0.60

Sharpe−3.38daily returns, annualised

Z-score−2.4 (98%)dependence between runs

Standard deviation$24.3

AHPR / GHPR−0.06% / −0.06%

Recovery factor−0.9

Winning streak4 (+$135)

Losing streak30 (−$244)

Avg holding time9h 58m

Trades / week2.5

Risk / trade0.2%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:56	EURJPY	SELL	0.1	176.603 → 176.805	4h 56m	−20.2	−$13	—
Oct 30 01:20	EURJPY	SELL	0.1	176.200 → 176.402	0h 20m	−20.2	−$13	—
Oct 29 22:31	EURJPY	SELL	0.1	176.203 → 176.405	1h 31m	−20.2	−$13	—
Oct 29 14:21	EURJPY	SELL	0.1	175.880 → 176.082	1h 21m	−20.2	−$13	—
Oct 29 00:09	EURJPY	SELL	0.1	175.962 → 176.164	3h 9m	−20.2	−$13	—
Oct 27 06:14	EURJPY	SELL	0.1	176.000 → 176.202	1h 14m	−20.2	−$13	—
Oct 27 01:24	EURJPY	SELL	0.1	176.001 → 176.203	3h 24m	−20.2	−$13	—
Oct 22 07:08	EURJPY	SELL	0.1	177.517 → 176.519	5h 8m	+99.8	+$64	—
Oct 22 00:30	EURJPY	SELL	0.1	177.567 → 177.769	2h 30m	−20.2	−$13	—
Oct 21 18:40	EURJPY	SELL	0.1	177.683 → 177.708	1.6 days	−2.5	−$2	—
Oct 19 22:24	EURJPY	SELL	0.1	177.596 → 177.798	1h 24m	−20.2	−$13	—
Oct 19 11:00	EURJPY	SELL	0.1	177.305 → 177.507	4h 0m	−20.2	−$13	—
Oct 19 00:08	EURJPY	SELL	0.1	177.023 → 177.225	1h 8m	−20.2	−$13	—
Oct 15 02:10	EURJPY	SELL	0.1	176.752 → 176.954	13h 10m	−20.2	−$14	—
Oct 14 00:32	EURJPY	SELL	0.1	177.228 → 177.430	1.5 days	−20.2	−$14	—
Oct 12 04:15	EURJPY	SELL	0.1	177.222 → 177.424	5h 15m	−20.2	−$13	—
Oct 11 21:03	EURJPY	SELL	0.1	177.246 → 176.964	2.3 days	+28.2	+$17	—
Oct 7 08:08	EURJPY	SELL	0.1	177.727 → 176.729	1h 8m	+99.8	+$63	—
Oct 1 10:32	EURJPY	SELL	0.1	178.461 → 178.663	0h 32m	−20.2	−$13	—
Sep 25 13:00	EURJPY	SELL	0.1	180.457 → 179.459	12h 0m	+99.8	+$63	—
Sep 24 06:22	EURJPY	SELL	0.1	180.179 → 180.381	13h 22m	−20.2	−$14	—
Sep 22 12:53	EURJPY	SELL	0.1	180.078 → 180.280	3h 53m	−20.2	−$13	—
Sep 22 01:19	EURJPY	SELL	0.1	180.361 → 180.563	3h 19m	−20.2	−$13	—
Sep 21 06:52	EURJPY	SELL	0.1	180.099 → 180.301	5h 52m	−20.2	−$13	—
Sep 20 21:03	EURJPY	SELL	0.1	180.472 → 180.063	2.3 days	+40.9	+$26	—

1–25 of 507

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