Umbria · strategy profile

Umbria · 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	+1.7%	+628	28	20
This month	+3.6%	+1,373	181	97
This year	+26.9%	+8,695	1,685	815

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+19.8	+5.6	+6.7	−8.1	−15.2	−14.7	+4.5	+14.8	+5.7	+5.1	−8.4	+10.7	+26.5
2024	+0.3	+4.0	−6.1	−15.5	−1.1	−7.2	−1.8	−2.2	+24.1	+24.7	+11.5	0.0	+30.7
2025	+1.3	+5.5	+20.6	−5.7	−2.6	+4.1	+6.1	+0.1	−2.7	−8.4	−4.3	+5.6	+19.7
2026	−0.6	−4.2	−4.1	+16.3	−2.3	+3.1	+9.4	−5.0	+6.7	+7.2	−0.1	·	+26.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −52.7%.

Max daily drawdown: −10.6%
Max weekly drawdown: −15.0%
Max drawdown · equity: −52.7%
Max drawdown · balance: −52.7%
Absolute drawdown: −$8,152
Longest drawdown: 608 days · Jul
Recovery factor: 2.4
Max simultaneous risk: 9.1%

Symbol split

90 days

EURJPY

100%+128.8%

Long 41% · Short 59%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 20% · Thu 21% · Fri 19% · 46% in the London session

Behaviour

from 7,626 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 82% · over 12h 17%. Automated share 100%.

Statistics7,626 closed trades

Trades7,626

Won / lost3,772 / 3,854

Long win rate55% (3,127)

Short win rate46% (4,499)

Avg win+$34.5 · 51.8 pip

Avg loss−$30.5 · −44.6 pip

Best trade+$303 · Sep 22

Worst trade−$345 · Aug 5

Total pips+23,566

Lots762.6

Commission + swap−$3,098

Expectancy / trade+$1.7

Profit factor1.11

Sharpe1.05daily returns, annualised

Z-score−22.4 (100%)dependence between runs

Standard deviation$42.2

AHPR / GHPR0.01% / 0.01%

Recovery factor2.4

Winning streak27 (+$1,143)

Losing streak36 (−$712)

Avg holding time18h 36m

Trades / week38.1

Risk / trade0.9%

Monthly average+2.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURJPY	BUY	0.1	175.812 → 175.641	2.3 days	−17.1	−$11	—
Nov 1 22:03	EURJPY	SELL	0.1	176.189 → 175.879	3.1 days	+31	+$19	—
Oct 30 20:45	EURJPY	SELL	0.1	176.163 → 175.986	16h 45m	+17.7	+$11	—
Oct 30 19:15	EURJPY	SELL	0.1	175.657 → 175.893	5h 45m	−23.6	−$15	—
Oct 30 17:45	EURJPY	SELL	0.1	176.200 → 175.604	16h 45m	+59.6	+$38	—
Oct 30 17:45	EURJPY	SELL	0.1	176.200 → 175.604	16h 45m	+59.6	+$38	—
Oct 30 17:05	EURJPY	SELL	0.1	176.326 → 175.707	11h 25m	+61.9	+$39	—
Oct 30 14:00	EURJPY	SELL	0.1	176.200 → 175.401	13h 0m	+79.9	+$51	—
Oct 30 13:00	EURJPY	SELL	0.1	176.200 → 175.655	12h 0m	+54.5	+$35	—
Oct 30 13:00	EURJPY	SELL	0.1	176.200 → 175.655	12h 0m	+54.5	+$35	—
Oct 30 12:50	EURJPY	SELL	0.1	176.200 → 175.697	11h 50m	+50.3	+$32	—
Oct 30 04:40	EURJPY	SELL	0.1	176.335 → 175.981	11h 25m	+35.4	+$22	—
Oct 29 16:45	EURJPY	SELL	0.1	176.155 → 176.252	5h 45m	−9.7	−$6	—
Oct 29 12:20	EURJPY	BUY	0.1	175.770 → 176.078	1.5 days	+30.8	+$18	—
Oct 29 04:45	EURJPY	BUY	0.1	175.761 → 175.816	16h 45m	+5.5	+$2	—
Oct 29 03:45	EURJPY	BUY	0.1	175.659 → 175.821	16h 45m	+16.2	+$9	—
Oct 29 03:45	EURJPY	BUY	0.1	175.659 → 175.821	16h 45m	+16.2	+$9	—
Oct 29 03:25	EURJPY	SELL	0.1	176.250 → 175.877	11h 25m	+37.3	+$22	—
Oct 29 00:00	EURJPY	BUY	0.1	175.659 → 176.080	13h 0m	+42.1	+$25	—
Oct 28 23:00	EURJPY	BUY	0.1	175.659 → 175.935	12h 0m	+27.6	+$16	—
Oct 28 23:00	EURJPY	BUY	0.1	175.659 → 175.935	12h 0m	+27.6	+$16	—
Oct 28 22:50	EURJPY	BUY	0.1	175.659 → 175.962	11h 50m	+30.3	+$18	—
Oct 28 19:45	EURJPY	BUY	0.1	176.054 → 176.171	5h 45m	+11.7	+$7	—
Oct 28 11:30	EURJPY	BUY	0.1	175.740 → 175.682	11h 25m	−5.8	−$4	—
Oct 27 21:25	EURJPY	BUY	0.1	175.759 → 175.716	11h 25m	−4.3	−$3	—

1–25 of 7626

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