Ivory Stream · strategy profile

Ivory Stream · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.1%	+6	1	1
This week	+0.7%	+56	3	3
This month	−2.4%	−175	10	4
This year	−10.9%	−829	105	47

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.9	+0.6	+1.8	+1.0	+1.8	+3.2	−1.3	0.0	−0.6	−1.5	−2.7	+1.0	+1.5
2021	−0.8	+0.3	−1.5	−2.0	+0.2	−1.2	+0.4	+1.4	−1.3	+0.2	+2.8	−0.8	−2.2
2022	+2.3	−2.1	+0.2	+1.3	+0.7	−6.6	+3.6	+0.2	+2.3	−1.6	−4.7	−3.0	−7.5
2023	+0.7	−3.7	+3.9	+0.7	−0.2	+2.4	+2.2	−4.0	+0.6	−0.9	+1.4	+1.0	+4.1
2024	−1.6	−3.7	+0.3	+0.5	−0.9	−1.4	+1.5	+1.4	−0.2	−2.2	−5.1	−0.1	−11.5
2025	+2.0	−2.6	−0.8	+4.3	−0.7	−1.4	+0.9	−1.4	−1.9	−0.5	−0.5	+1.1	−1.3
2026	−1.4	−2.1	−1.8	−2.1	−5.3	+0.9	+3.5	+0.2	+0.1	−3.3	+0.1	·	−11.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −33.5%.

Max daily drawdown: −3.5%
Max weekly drawdown: −5.4%
Max drawdown · equity: −33.5%
Max drawdown · balance: −33.5%
Absolute drawdown: −$2,702
Longest drawdown: 2306 days · Jun
Recovery factor: −0.8
Max simultaneous risk: 5.3%

Symbol split

90 days

GBPUSD

100%+25.9%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 22% · Thu 20% · Fri 18% · 59% in the New York session

Behaviour

from 786 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 82% · over 12h 18%. Automated share 100%.

Statistics786 closed trades

Trades786

Won / lost369 / 417

Long win rate49% (388)

Short win rate46% (398)

Avg win+$48.2 · 48.9 pip

Avg loss−$48.9 · −48.1 pip

Best trade+$280 · Mar 18

Worst trade−$355 · Mar 26

Total pips−2,021

Lots78.6

Commission + swap−$573

Expectancy / trade−$3.3

Profit factor0.87

Sharpe−0.78daily returns, annualised

Z-score−0.5 (39%)dependence between runs

Standard deviation$67.7

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.8

Winning streak8 (+$278)

Losing streak13 (−$463)

Avg holding time1.2 days

Trades / week2.2

Risk / trade5.3%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:55	GBPUSD	BUY	0.1	1.34159 → 1.34214	23h 55m	+5.5	+$5	—
Oct 30 15:55	GBPUSD	BUY	0.1	1.33765 → 1.33883	23h 55m	+11.8	+$11	—
Oct 28 07:55	GBPUSD	SELL	0.1	1.33241 → 1.32859	23h 55m	+38.2	+$38	—
Oct 23 17:55	GBPUSD	BUY	0.1	1.34073 → 1.33674	23h 55m	−39.9	−$40	—
Oct 21 07:55	GBPUSD	BUY	0.1	1.33498 → 1.33871	23h 55m	+37.3	+$37	—
Oct 15 01:55	GBPUSD	BUY	0.1	1.32684 → 1.32340	23h 55m	−34.4	−$36	—
Oct 13 15:55	GBPUSD	SELL	0.1	1.32039 → 1.32505	23h 55m	−46.6	−$47	—
Oct 9 05:55	GBPUSD	SELL	0.1	1.31985 → 1.32440	23h 55m	−45.5	−$46	—
Oct 7 11:55	GBPUSD	BUY	0.1	1.32788 → 1.32054	23h 55m	−73.4	−$74	—
Oct 6 03:55	GBPUSD	SELL	0.1	1.31949 → 1.32227	23h 55m	−27.8	−$28	—
Oct 2 09:55	GBPUSD	SELL	0.1	1.31994 → 1.32119	23h 55m	−12.5	−$13	—
Oct 1 09:55	GBPUSD	BUY	0.1	1.32816 → 1.32084	23h 55m	−73.2	−$75	—
Sep 30 03:55	GBPUSD	SELL	0.1	1.32389 → 1.32303	23h 55m	+8.6	+$8	—
Sep 22 19:55	GBPUSD	SELL	0.1	1.33663 → 1.33446	23h 55m	+21.7	+$21	—
Sep 20 21:03	GBPUSD	SELL	0.1	1.33463 → 1.33746	2.4 days	−28.3	−$29	—
Sep 18 11:55	GBPUSD	SELL	0.1	1.33690 → 1.33448	23h 55m	+24.2	+$24	—
Sep 17 09:55	GBPUSD	SELL	0.1	1.34665 → 1.33979	23h 55m	+68.6	+$67	—
Sep 15 07:55	GBPUSD	SELL	0.1	1.34913 → 1.34803	23h 55m	+11	+$11	—
Sep 13 21:03	GBPUSD	BUY	0.1	1.35332 → 1.35168	2.3 days	−16.4	−$17	—
Sep 9 13:55	GBPUSD	BUY	0.1	1.35532 → 1.35594	23h 55m	+6.2	+$6	—
Sep 6 21:03	GBPUSD	SELL	0.1	1.35046 → 1.35109	2.3 days	−6.3	−$7	—
Sep 3 17:55	GBPUSD	SELL	0.1	1.34864 → 1.35431	23h 55m	−56.7	−$58	—
Aug 30 21:03	GBPUSD	SELL	0.1	1.35675 → 1.35265	2.3 days	+41	+$41	—
Aug 28 09:55	GBPUSD	SELL	0.1	1.35745 → 1.35851	23h 55m	−10.6	−$11	—
Aug 26 19:55	GBPUSD	BUY	0.1	1.36541 → 1.35920	23h 55m	−62.1	−$63	—

1–25 of 786

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