Umber Dune · strategy profile

Umber Dune · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	−0.1%	−8	1	0
This month	0.0%	+4	4	2
This year	−8.4%	−618	58	17

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.4	−0.5	+0.7	−2.3	+0.9	+1.0	−0.1	−0.4	+0.9	−1.1	+1.0	+3.3	+3.7
2021	−1.5	−1.0	−0.3	−1.2	0.0	−0.9	+0.6	−0.1	+0.2	+0.3	−1.1	+0.4	−4.8
2022	0.0	−1.4	−0.4	0.0	−0.9	−0.9	−0.5	−1.6	−2.4	−1.3	+2.6	−0.4	−7.2
2023	−0.1	+0.1	+0.1	+0.1	−0.5	+0.7	−1.9	−2.8	−0.7	0.0	−0.3	−0.1	−5.3
2024	−1.6	−0.4	−0.7	−0.4	−0.8	+0.5	−0.2	−2.7	−0.2	−3.0	−0.9	−2.0	−12.4
2025	+0.2	+0.8	+0.4	+1.0	0.0	+0.1	−2.3	−1.3	−0.4	−1.2	+1.4	+0.7	−0.6
2026	−0.5	−1.3	+0.5	−1.7	+0.2	−1.5	−1.8	−1.9	−0.6	−0.1	0.0	·	−8.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −33.0%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.8%
Max drawdown · equity: −33.0%
Max drawdown · balance: −33.0%
Absolute drawdown: −$3,012
Longest drawdown: 2128 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 3.4%

Symbol split

90 days

GBPUSD

100%+30.0%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 20% · Wed 23% · Thu 21% · Fri 19% · 58% in the New York session

Behaviour

from 461 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 89% · over 12h 11%. Automated share 100%.

Statistics461 closed trades

Trades461

Won / lost188 / 273

Long win rate41% (461)

Short win rate0% (0)

Avg win+$26.7 · 27.1 pip

Avg loss−$29.4 · −29.0 pip

Best trade+$114 · Nov 23

Worst trade−$185 · Oct 11

Total pips−2,843

Lots46.1

Commission + swap−$160

Expectancy / trade−$6.5

Profit factor0.63

Sharpe−2.77daily returns, annualised

Z-score1.2 (78%)dependence between runs

Standard deviation$38.2

AHPR / GHPR−0.08% / −0.08%

Recovery factor−0.9

Winning streak8 (+$219)

Losing streak11 (−$573)

Avg holding time12h 14m

Trades / week1.3

Risk / trade3.4%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 03:05	GBPUSD	BUY	0.1	1.33306 → 1.33223	7h 5m	−8.3	−$10	—
Oct 15 07:05	GBPUSD	BUY	0.1	1.32310 → 1.32423	7h 5m	+11.3	+$11	—
Oct 13 19:05	GBPUSD	BUY	0.1	1.32464 → 1.32550	7h 5m	+8.6	+$9	—
Oct 9 09:05	GBPUSD	BUY	0.1	1.32450 → 1.32377	7h 5m	−7.3	−$7	—
Oct 4 21:03	GBPUSD	BUY	0.1	1.32489 → 1.32388	2.3 days	−10.1	−$11	—
Sep 30 15:29	GBPUSD	BUY	0.1	1.32682 → 1.32755	7h 5m	+7.3	+$7	—
Sep 28 15:05	GBPUSD	BUY	0.1	1.32663 → 1.32502	7h 5m	−16.1	−$16	—
Sep 20 21:03	GBPUSD	BUY	0.1	1.33920 → 1.33722	2.1 days	−19.8	−$20	—
Sep 10 07:51	GBPUSD	BUY	0.1	1.35488 → 1.35537	7h 5m	+4.9	+$5	—
Sep 3 23:19	GBPUSD	BUY	0.1	1.35405 → 1.35248	7h 5m	−15.7	−$16	—
Aug 30 21:03	GBPUSD	BUY	0.1	1.35876 → 1.35241	2.3 days	−63.5	−$64	—
Aug 26 05:08	GBPUSD	BUY	0.1	1.36487 → 1.36303	7h 5m	−18.4	−$18	—
Aug 14 17:05	GBPUSD	BUY	0.1	1.35265 → 1.35352	7h 5m	+8.7	+$9	—
Aug 12 19:05	GBPUSD	BUY	0.1	1.35281 → 1.34872	7h 5m	−40.9	−$41	—
Aug 5 19:05	GBPUSD	BUY	0.1	1.34805 → 1.34677	7h 5m	−12.8	−$13	—
Aug 2 21:03	GBPUSD	BUY	0.1	1.34693 → 1.34839	2.2 days	+14.6	+$14	—
Jul 30 02:05	GBPUSD	BUY	0.1	1.33667 → 1.33545	7h 5m	−12.2	−$14	—
Jul 29 16:05	GBPUSD	BUY	0.1	1.33074 → 1.32813	7h 5m	−26.1	−$26	—
Jul 27 07:05	GBPUSD	BUY	0.1	1.33522 → 1.33449	7h 5m	−7.3	−$7	—
Jul 23 12:42	GBPUSD	BUY	0.1	1.33881 → 1.33364	7h 5m	−51.7	−$52	—
Jul 14 21:05	GBPUSD	BUY	0.1	1.34174 → 1.33813	7h 5m	−36.1	−$37	—
Jul 9 01:26	GBPUSD	BUY	0.1	1.34034 → 1.33902	7h 5m	−13.2	−$15	—
Jun 25 23:05	GBPUSD	BUY	0.1	1.32165 → 1.31880	7h 5m	−28.5	−$29	—
Jun 22 21:14	GBPUSD	BUY	0.1	1.32579 → 1.32452	7h 5m	−12.7	−$13	—
Jun 12 03:07	GBPUSD	BUY	0.1	1.34211 → 1.34059	7h 5m	−15.2	−$16	—

1–25 of 461

Umber Dune◇Strategy

Rules

Research records

Version timeline