Umber Estuary · strategy profile

Umber Estuary · 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%	−3	2	1
This month	−0.3%	−24	8	4
This year	+0.4%	+122	86	45

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.6	−0.9	−3.4	+1.4	+0.4	−0.3	−0.8	+2.2	+0.6	+1.2	−3.1	−1.1	−4.5
2023	+4.0	+1.2	−2.5	−0.4	+0.9	−0.3	−1.3	+0.5	+0.9	+0.9	−1.4	−0.9	+1.6
2024	+0.6	+0.5	−1.4	−0.3	+0.7	−1.2	+0.6	+0.4	−0.6	+0.1	+0.1	+0.7	+0.2
2025	−0.5	−1.2	−0.2	−1.4	+1.5	−0.1	+0.5	−0.8	+0.4	+0.1	+0.4	−0.6	−1.9
2026	+0.3	+1.1	−0.6	−1.0	−0.1	+0.7	−0.2	+0.5	−0.1	−0.3	0.0	·	+0.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −7.8%.

Max daily drawdown: −2.3%
Max weekly drawdown: −2.4%
Max drawdown · equity: −7.8%
Max drawdown · balance: −7.8%
Absolute drawdown: −$787
Longest drawdown: 1475 days · May
Recovery factor: −0.6
Max simultaneous risk: 3.7%

Symbol split

90 days

USDCAD

100%+4.6%

Long 66% · Short 34%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 21% · Thu 21% · Fri 20% · 61% in the New York session

Behaviour

from 572 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 81% · over 12h 19%. Automated share 100%.

Statistics572 closed trades

Trades572

Won / lost296 / 276

Long win rate53% (379)

Short win rate50% (193)

Avg win+$24.1 · 33.3 pip

Avg loss−$27.5 · −36.2 pip

Best trade+$64 · Apr 5

Worst trade−$220 · Feb 2

Total pips−153

Lots57.2

Commission + swap−$338

Expectancy / trade−$0.8

Profit factor0.94

Sharpe−0.34daily returns, annualised

Z-score−0.0 (1%)dependence between runs

Standard deviation$34.9

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak7 (+$165)

Losing streak7 (−$208)

Avg holding time1.1 days

Trades / week2.3

Risk / trade3.7%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 08:56	USDCAD	BUY	0.1	1.40446 → 1.39937	19h 50m	−50.9	−$38	—
Oct 28 06:11	USDCAD	BUY	0.1	1.40148 → 1.40626	19h 50m	+47.8	+$33	—
Oct 27 09:50	USDCAD	BUY	0.1	1.40485 → 1.40200	19h 50m	−28.5	−$21	—
Oct 15 08:50	USDCAD	BUY	0.1	1.42675 → 1.41993	19h 50m	−68.2	−$50	—
Oct 14 09:50	USDCAD	SELL	0.1	1.42308 → 1.42141	19h 50m	+16.7	+$11	—
Oct 9 15:05	USDCAD	BUY	0.1	1.42215 → 1.42744	19h 50m	+52.9	+$37	—
Oct 8 07:50	USDCAD	BUY	0.1	1.42461 → 1.42466	19h 50m	+0.5	−$1	—
Oct 7 11:16	USDCAD	BUY	0.1	1.42217 → 1.42278	19h 50m	+6.1	+$4	—
Sep 10 16:11	USDCAD	BUY	0.1	1.38126 → 1.38116	19h 50m	−1	−$2	—
Sep 8 06:35	USDCAD	BUY	0.1	1.38186 → 1.37903	19h 50m	−28.3	−$21	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38676 → 1.38264	2.3 days	−41.2	−$30	—
Sep 3 09:50	USDCAD	SELL	0.1	1.38665 → 1.38122	19h 50m	+54.3	+$38	—
Sep 2 10:47	USDCAD	BUY	0.1	1.39039 → 1.39342	19h 50m	+30.3	+$21	—
Sep 1 12:27	USDCAD	SELL	0.1	1.38617 → 1.38797	19h 50m	−18	−$13	—
Aug 28 16:20	USDCAD	BUY	0.1	1.38562 → 1.39061	19h 50m	+49.9	+$35	—
Aug 24 19:14	USDCAD	SELL	0.1	1.37935 → 1.38502	19h 50m	−56.7	−$41	—
Aug 20 07:58	USDCAD	SELL	0.1	1.38596 → 1.37798	18h 58m	+79.8	+$56	—
Aug 19 12:50	USDCAD	BUY	0.1	1.38980 → 1.38592	19h 50m	−38.8	−$29	—
Aug 16 21:03	USDCAD	BUY	0.1	1.39182 → 1.38660	2.7 days	−52.2	−$38	—
Aug 14 03:42	USDCAD	SELL	0.1	1.39504 → 1.39235	19h 50m	+26.9	+$19	—
Aug 7 13:50	USDCAD	SELL	0.1	1.40154 → 1.39521	19h 50m	+63.3	+$45	—
Aug 6 09:56	USDCAD	BUY	0.1	1.40358 → 1.40083	19h 50m	−27.5	−$21	—
Aug 4 14:42	USDCAD	BUY	0.1	1.40444 → 1.40605	19h 50m	+16.1	+$11	—
Jul 30 11:33	USDCAD	SELL	0.1	1.40897 → 1.40471	19h 50m	+42.6	+$29	—
Jul 29 13:15	USDCAD	BUY	0.1	1.41016 → 1.40965	19h 50m	−5.1	−$4	—

1–25 of 572

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