Blue Hill · strategy profile

Blue Hill · 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	+0.6%	+76	3	2
This month	+1.8%	+227	12	9
This year	−0.2%	+156	103	63

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.4	−1.5	+0.8	+0.7	−0.8	−1.4	−0.3	−3.8	−5.1	+4.4	+3.0	−1.1	−5.5
2023	+3.3	−0.1	−0.5	−0.2	−3.7	+0.6	+0.2	−0.9	+1.6	+1.0	+2.0	−1.6	+1.8
2024	+1.5	+0.8	−0.6	−3.7	+0.6	−0.2	−0.5	−0.9	+1.3	−0.9	+0.4	−0.1	−2.4
2025	−0.8	−2.6	+1.3	−2.5	−0.2	+1.3	−1.2	−3.4	−2.0	−0.4	+1.3	−1.9	−11.0
2026	+0.3	+1.1	+0.6	+0.8	−1.6	+0.4	−0.8	−0.5	−2.0	+2.1	+0.1	·	+0.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −19.1%.

Max daily drawdown: −2.7%
Max weekly drawdown: −2.7%
Max drawdown · equity: −19.1%
Max drawdown · balance: −19.1%
Absolute drawdown: −$1,810
Longest drawdown: 1742 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 3.2%

Symbol split

90 days

USDCAD

100%+16.3%

Long 41% · Short 59%

Hour and day

trade opens · UTC

Mon 30% · Tue 23% · Wed 13% · Thu 12% · Fri 22% · 53% in the New York session

Behaviour

from 609 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 7% · 4–12h 25% · over 12h 68%. Automated share 100%.

Statistics609 closed trades

Trades609

Won / lost381 / 228

Long win rate66% (251)

Short win rate60% (358)

Avg win+$27.0 · 37.6 pip

Avg loss−$52.3 · −68.0 pip

Best trade+$32 · Apr 4

Worst trade−$244 · Apr 11

Total pips−1,176

Lots60.9

Commission + swap−$773

Expectancy / trade−$2.7

Profit factor0.86

Sharpe−0.93daily returns, annualised

Z-score−1.0 (69%)dependence between runs

Standard deviation$46.2

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.9

Winning streak17 (+$176)

Losing streak7 (−$270)

Avg holding time2.5 days

Trades / week2.4

Risk / trade3.2%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 05:10	USDCAD	SELL	0.1	1.39775 → 1.39808	3.7 days	−3.3	−$3	—
Oct 28 18:42	USDCAD	SELL	0.1	1.40554 → 1.40156	9h 57m	+39.8	+$28	—
Oct 28 01:00	USDCAD	BUY	0.1	1.40180 → 1.40578	1.8 days	+39.8	+$27	—
Oct 26 05:55	USDCAD	BUY	0.1	1.40364 → 1.40090	3.7 days	−27.4	−$21	—
Oct 22 06:55	USDCAD	SELL	0.1	1.40607 → 1.40209	2 days	+39.8	+$26	—
Oct 20 07:33	USDCAD	SELL	0.1	1.41057 → 1.40659	1 days	+39.8	+$28	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41732 → 1.41334	2.7 days	+39.8	+$28	—
Oct 16 01:40	USDCAD	BUY	0.1	1.42595 → 1.41943	3.7 days	−65.2	−$49	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42612 → 1.42658	4.2 days	+4.6	+$1	—
Oct 7 12:27	USDCAD	BUY	0.1	1.42257 → 1.42655	6h 27m	+39.8	+$28	—
Oct 6 21:00	USDCAD	SELL	0.1	1.42456 → 1.42058	1.5 days	+39.8	+$27	—
Oct 5 02:49	USDCAD	BUY	0.1	1.42383 → 1.42781	2.6 days	+39.8	+$27	—
Oct 2 03:48	USDCAD	SELL	0.1	1.42541 → 1.42143	11h 48m	+39.8	+$28	—
Oct 1 15:25	USDCAD	SELL	0.1	1.41358 → 1.42490	3.7 days	−113.2	−$82	—
Sep 27 21:03	USDCAD	SELL	0.1	1.40257 → 1.41351	5.6 days	−109.4	−$80	—
Sep 22 05:55	USDCAD	BUY	0.1	1.40116 → 1.40272	3.7 days	+15.6	+$10	—
Sep 18 08:40	USDCAD	SELL	0.1	1.39115 → 1.39997	3.7 days	−88.2	−$66	—
Sep 14 12:58	USDCAD	BUY	0.1	1.38751 → 1.39149	9h 13m	+39.8	+$29	—
Sep 13 21:03	USDCAD	SELL	0.1	1.37964 → 1.38595	5.3 days	−63.1	−$49	—
Sep 8 06:40	USDCAD	BUY	0.1	1.38646 → 1.37919	3.7 days	−72.7	−$54	—
Sep 4 12:30	USDCAD	BUY	0.1	1.37880 → 1.38278	10h 30m	+39.8	+$29	—
Sep 3 11:49	USDCAD	SELL	0.1	1.38373 → 1.37975	17h 19m	+39.8	+$27	—
Sep 2 13:46	USDCAD	SELL	0.1	1.39259 → 1.38861	2h 1m	+39.8	+$29	—
Sep 2 02:21	USDCAD	BUY	0.1	1.38678 → 1.39076	20h 21m	+39.8	+$28	—
Aug 31 21:00	USDCAD	SELL	0.1	1.38911 → 1.38513	19h 15m	+39.8	+$28	—

1–25 of 609

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