Sage Umbriel · strategy profile

Sage Umbriel · 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%	+13	2	1
This month	−1.6%	−135	4	1
This year	−1.3%	−63	47	23

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.2	+2.0	−2.6	−0.4	+0.4	+1.0	+0.8	−0.6	−1.1	+1.4	0.0	+1.2	+2.2
2021	−1.1	−1.7	+0.4	+0.9	−1.5	+0.6	−0.9	−0.3	+1.5	−0.4	+0.1	−0.2	−2.7
2022	0.0	+2.0	+2.5	+1.1	+1.5	+0.7	−0.3	−0.2	−1.0	−2.2	−1.7	+1.1	+3.6
2023	−0.3	−0.4	−2.2	−1.2	+0.3	+0.6	+1.6	−1.6	−1.0	−1.5	−0.5	+0.5	−5.6
2024	−1.1	−1.5	−0.3	−0.6	−0.4	−0.6	−0.2	+0.4	−0.8	+1.6	−1.5	−0.7	−5.6
2025	+0.7	−2.4	+0.9	−1.4	−1.8	+0.2	+1.4	−2.7	+0.1	+0.4	0.0	−0.9	−5.6
2026	+2.1	−0.8	−0.9	−2.2	+0.9	−0.5	−0.5	+0.6	+1.3	−1.2	+0.1	·	−1.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −23.1%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.3%
Max drawdown · equity: −23.1%
Max drawdown · balance: −23.1%
Absolute drawdown: −$1,568
Longest drawdown: 1575 days · Jul
Recovery factor: −0.6
Max simultaneous risk: 1.0%

Symbol split

90 days

EURUSD

100%+14.5%

Long 48% · Short 52%

Hour and day

trade opens · UTC

Mon 18% · Tue 16% · Wed 21% · Thu 24% · Fri 21% · 64% in the New York session

Behaviour

from 419 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 12% · over 12h 87%. Automated share 100%.

Statistics419 closed trades

Trades419

Won / lost188 / 231

Long win rate44% (202)

Short win rate46% (217)

Avg win+$46.2 · 47.2 pip

Avg loss−$43.8 · −42.8 pip

Best trade+$90 · Jul 30

Worst trade−$102 · Oct 28

Total pips−1,004

Lots41.9

Commission + swap−$443

Expectancy / trade−$3.5

Profit factor0.86

Sharpe−0.96daily returns, annualised

Z-score1.8 (93%)dependence between runs

Standard deviation$55.8

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.6

Winning streak7 (+$304)

Losing streak7 (−$211)

Avg holding time1.9 days

Trades / week1.2

Risk / trade1.0%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURUSD	SELL	0.1	1.11508 → 1.11572	2.2 days	−6.4	−$7	—
Oct 29 00:55	EURUSD	SELL	0.1	1.11598 → 1.11399	1.7 days	+19.9	+$18	—
Oct 15 02:11	EURUSD	SELL	0.1	1.11220 → 1.12222	10h 11m	−100.2	−$102	—
Oct 9 04:55	EURUSD	SELL	0.1	1.11819 → 1.12300	1.7 days	−48.1	−$50	—
Oct 4 21:03	EURUSD	SELL	0.1	1.12651 → 1.12566	3.3 days	+8.5	+$8	—
Oct 1 08:55	EURUSD	SELL	0.1	1.13348 → 1.12917	1.7 days	+43.1	+$41	—
Sep 24 20:55	EURUSD	SELL	0.1	1.14269 → 1.13800	1.7 days	+46.9	+$45	—
Sep 20 21:03	EURUSD	SELL	0.1	1.14781 → 1.14796	2.6 days	−1.5	−$2	—
Sep 18 01:55	EURUSD	SELL	0.1	1.15389 → 1.14818	1.7 days	+57.1	+$55	—
Sep 16 00:55	EURUSD	SELL	0.1	1.15438 → 1.15348	1.7 days	+9	+$8	—
Aug 30 21:03	EURUSD	SELL	0.1	1.15850 → 1.15794	2 days	+5.6	+$5	—
Aug 23 21:03	EURUSD	BUY	0.1	1.16916 → 1.16724	2.8 days	−19.2	−$20	—
Aug 20 07:42	EURUSD	BUY	0.1	1.16036 → 1.16934	19h 42m	+89.8	+$88	—
Aug 19 00:55	EURUSD	BUY	0.1	1.16073 → 1.15767	1.7 days	−30.6	−$32	—
Aug 2 21:03	EURUSD	BUY	0.1	1.15190 → 1.15461	2.2 days	+27.1	+$27	—
Jul 31 12:55	EURUSD	BUY	0.1	1.14486 → 1.14886	1.7 days	+40	+$38	—
Jul 26 21:03	EURUSD	SELL	0.1	1.13719 → 1.13915	3.2 days	−19.6	−$21	—
Jul 17 12:55	EURUSD	BUY	0.1	1.14647 → 1.14277	1.7 days	−37	−$39	—
Jul 15 12:55	EURUSD	SELL	0.1	1.13827 → 1.14257	1.7 days	−43	−$44	—
Jun 28 21:03	EURUSD	SELL	0.1	1.13519 → 1.13846	3.6 days	−32.7	−$34	—
Jun 23 18:55	EURUSD	SELL	0.1	1.14628 → 1.13784	1.7 days	+84.4	+$84	—
Jun 19 12:55	EURUSD	SELL	0.1	1.14932 → 1.14697	1.7 days	+23.5	+$22	—
Jun 17 19:10	EURUSD	BUY	0.1	1.16147 → 1.15145	1.1 days	−100.2	−$101	—
Jun 7 21:03	EURUSD	SELL	0.1	1.15317 → 1.15085	2.2 days	+23.2	+$23	—
Jun 5 08:55	EURUSD	SELL	0.1	1.16040 → 1.16379	1.7 days	−33.9	−$36	—

1–25 of 419

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