Ivy Umbriel · strategy profile

Ivy Umbriel · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.3%	−18	1	0
This week	−0.1%	−6	4	2
This month	−0.1%	−8	14	6
This year	−4.1%	−272	99	48

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.1	+0.5	−3.4	−0.5	−0.1	+0.8	−0.5	+1.1	−4.7	+3.1	−1.9	+1.5	−3.1
2021	+1.1	+1.0	−1.4	+0.6	−0.1	−2.6	0.0	+0.4	+0.5	+1.2	−1.1	0.0	−0.5
2022	0.0	−0.4	+0.1	−0.7	−0.7	+0.4	−0.2	−0.4	+5.9	−1.0	+1.5	−1.4	+3.2
2023	−2.7	−1.6	−1.2	−0.5	−1.7	+0.1	−2.1	−1.0	+0.1	−0.1	−0.5	+0.6	−10.5
2024	−3.3	−2.5	−0.5	−1.8	−1.9	−0.6	−0.3	+0.5	−2.8	−0.5	−3.1	−3.4	−20.2
2025	−0.4	+1.4	−1.2	+1.9	−0.8	+1.9	−0.4	−0.8	+1.4	−2.1	−2.2	−0.6	−2.0
2026	+0.5	−1.5	−1.4	+0.7	−0.4	−3.0	+0.8	−0.5	+0.8	+0.5	−0.6	·	−4.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −34.4%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.6%
Max drawdown · equity: −34.4%
Max drawdown · balance: −34.4%
Absolute drawdown: −$3,266
Longest drawdown: 2428 days · Aug
Recovery factor: −0.9
Max simultaneous risk: 1.2%

Symbol split

90 days

GBPUSD

100%+31.9%

Long 66% · Short 34%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 21% · Thu 19% · Fri 19% · 43% in the Asia session

Behaviour

from 830 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 93% · over 12h 6%. Automated share 100%.

Statistics830 closed trades

Trades830

Won / lost371 / 459

Long win rate46% (547)

Short win rate42% (283)

Avg win+$30.8 · 30.9 pip

Avg loss−$31.8 · −31.6 pip

Best trade+$310 · Sep 26

Worst trade−$110 · Mar 16

Total pips−3,016

Lots83.0

Commission + swap−$172

Expectancy / trade−$3.8

Profit factor0.78

Sharpe−1.58daily returns, annualised

Z-score0.4 (29%)dependence between runs

Standard deviation$44.0

AHPR / GHPR−0.04% / −0.05%

Recovery factor−0.9

Winning streak7 (+$471)

Losing streak10 (−$204)

Avg holding time10h 57m

Trades / week2.3

Risk / trade1.2%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 06:10	GBPUSD	SELL	0.1	1.33981 → 1.34165	8h 10m	−18.4	−$18	—
Nov 2 17:10	GBPUSD	BUY	0.1	1.34427 → 1.34190	8h 10m	−23.7	−$24	—
Oct 30 09:10	GBPUSD	BUY	0.1	1.33976 → 1.34172	8h 10m	+19.6	+$20	—
Oct 28 16:10	GBPUSD	BUY	0.1	1.32906 → 1.33068	8h 10m	+16.2	+$16	—
Oct 20 22:10	GBPUSD	BUY	0.1	1.33931 → 1.33746	8h 10m	−18.5	−$19	—
Oct 20 13:55	GBPUSD	BUY	0.1	1.33349 → 1.33916	8h 10m	+56.7	+$57	—
Oct 18 21:03	GBPUSD	BUY	0.1	1.33606 → 1.32958	2.3 days	−64.8	−$65	—
Oct 16 12:10	GBPUSD	BUY	0.1	1.33038 → 1.33343	8h 10m	+30.5	+$31	—
Oct 15 17:55	GBPUSD	BUY	0.1	1.32736 → 1.32719	8h 10m	−1.7	−$2	—
Oct 15 06:40	GBPUSD	BUY	0.1	1.31982 → 1.32328	8h 10m	+34.6	+$35	—
Oct 14 20:55	GBPUSD	BUY	0.1	1.32141 → 1.31889	8h 10m	−25.2	−$25	—
Oct 14 06:25	GBPUSD	SELL	0.1	1.32515 → 1.32690	8h 10m	−17.5	−$18	—
Oct 8 11:40	GBPUSD	SELL	0.1	1.32071 → 1.31987	8h 10m	+8.4	+$8	—
Oct 6 19:55	GBPUSD	BUY	0.1	1.32790 → 1.32744	8h 10m	−4.6	−$5	—
Sep 30 14:40	GBPUSD	BUY	0.1	1.32601 → 1.32792	8h 10m	+19.1	+$19	—
Sep 17 12:40	GBPUSD	BUY	0.1	1.33784 → 1.33860	8h 10m	+7.6	+$8	—
Sep 14 09:40	GBPUSD	SELL	0.1	1.35156 → 1.34855	8h 10m	+30.1	+$30	—
Aug 27 10:40	GBPUSD	SELL	0.1	1.35889 → 1.35774	8h 10m	+11.5	+$12	—
Aug 25 12:25	GBPUSD	SELL	0.1	1.36250 → 1.36350	8h 10m	−10	−$10	—
Aug 25 00:10	GBPUSD	SELL	0.1	1.36289 → 1.36400	8h 10m	−11.1	−$12	—
Aug 19 22:10	GBPUSD	BUY	0.1	1.35963 → 1.36047	9h 10m	+8.4	+$7	—
Aug 17 23:10	GBPUSD	SELL	0.1	1.35519 → 1.35472	8h 10m	+4.7	+$4	—
Aug 14 16:25	GBPUSD	BUY	0.1	1.35183 → 1.35488	8h 10m	+30.5	+$31	—
Aug 12 01:40	GBPUSD	SELL	0.1	1.34978 → 1.35065	8h 10m	−8.7	−$9	—
Aug 9 21:03	GBPUSD	BUY	0.1	1.35015 → 1.34886	2.3 days	−12.9	−$13	—

1–25 of 830

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