Umber Path · strategy profile

Umber Path · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.2%	−18	1	0
This week	−0.3%	−34	4	1
This month	+0.2%	+35	20	10
This year	−7.9%	−863	187	79

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.8	−0.9	−0.9	+1.7	+0.7	−0.1	−0.8	+0.7	+1.5	−0.4	−0.2	−0.9	+1.3
2023	+1.8	−0.7	−2.4	−2.1	−0.4	+0.4	+0.4	−0.7	+0.3	−1.1	+1.1	0.0	−3.3
2024	−0.8	+1.1	+0.1	−0.5	−0.5	−0.2	−0.8	−0.2	−0.7	−0.4	+0.7	−2.5	−4.7
2025	+0.2	−3.3	−1.5	−0.4	+1.4	+2.1	−1.3	−0.3	−0.5	+0.3	+0.7	−1.9	−4.3
2026	−1.4	−1.4	−1.9	+0.1	−0.9	−0.6	−3.2	+0.6	+0.3	+0.7	−0.6	·	−8.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.6%.

Max daily drawdown: −1.6%
Max weekly drawdown: −2.3%
Max drawdown · equity: −22.6%
Max drawdown · balance: −22.6%
Absolute drawdown: −$1,936
Longest drawdown: 1504 days · Aug
Recovery factor: −0.8
Max simultaneous risk: 1.0%

Symbol split

90 days

USDCAD

100%+17.8%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 20% · Tue 22% · Wed 19% · Thu 20% · Fri 19% · 58% in the New York session

Behaviour

from 1,116 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 88% · over 12h 12%. Automated share 100%.

Statistics1,116 closed trades

Trades1,116

Won / lost507 / 609

Long win rate45% (545)

Short win rate46% (571)

Avg win+$19.1 · 26.4 pip

Avg loss−$18.8 · −25.1 pip

Best trade+$72 · Apr 20

Worst trade−$145 · Feb 2

Total pips−1,897

Lots111.6

Commission + swap−$454

Expectancy / trade−$1.6

Profit factor0.84

Sharpe−1.07daily returns, annualised

Z-score−1.2 (77%)dependence between runs

Standard deviation$26.3

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak9 (+$127)

Losing streak15 (−$167)

Avg holding time15h 39m

Trades / week4.4

Risk / trade1.0%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 06:55	USDCAD	BUY	0.1	1.39878 → 1.39698	10h 55m	−18	−$13	—
Nov 2 14:55	USDCAD	BUY	0.1	1.39858 → 1.39608	10h 55m	−25	−$18	—
Oct 30 10:55	USDCAD	BUY	0.1	1.39877 → 1.39553	10h 55m	−32.4	−$23	—
Oct 28 22:55	USDCAD	SELL	0.1	1.40332 → 1.39918	10h 55m	+41.4	+$28	—
Oct 27 14:55	USDCAD	SELL	0.1	1.40098 → 1.40381	10h 55m	−28.3	−$20	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40078 → 1.40390	2 days	+31.2	+$22	—
Oct 23 18:55	USDCAD	BUY	0.1	1.40135 → 1.40008	10h 55m	−12.7	−$9	—
Oct 22 02:55	USDCAD	BUY	0.1	1.40648 → 1.40356	10h 55m	−29.2	−$22	—
Oct 21 10:55	USDCAD	BUY	0.1	1.40680 → 1.40395	10h 55m	−28.5	−$20	—
Oct 20 06:55	USDCAD	BUY	0.1	1.41122 → 1.40777	10h 55m	−34.5	−$25	—
Oct 15 10:55	USDCAD	SELL	0.1	1.42124 → 1.42041	10h 55m	+8.3	+$6	—
Oct 14 22:55	USDCAD	BUY	0.1	1.42202 → 1.42240	10h 55m	+3.8	+$1	—
Oct 13 14:55	USDCAD	SELL	0.1	1.42645 → 1.42170	10h 55m	+47.5	+$33	—
Oct 12 18:55	USDCAD	SELL	0.1	1.42571 → 1.42872	10h 55m	−30.1	−$21	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42307 → 1.42658	2.4 days	+35.1	+$24	—
Oct 9 02:55	USDCAD	SELL	0.1	1.42465 → 1.42140	10h 55m	+32.5	+$22	—
Oct 7 18:55	USDCAD	BUY	0.1	1.42293 → 1.42539	10h 55m	+24.6	+$17	—
Oct 6 22:55	USDCAD	SELL	0.1	1.42499 → 1.42103	10h 55m	+39.6	+$27	—
Oct 6 10:55	USDCAD	BUY	0.1	1.42651 → 1.42754	10h 55m	+10.3	+$7	—
Oct 5 22:55	USDCAD	SELL	0.1	1.42587 → 1.42597	10h 55m	−1	−$1	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42383 → 1.42474	2.4 days	+9.1	+$6	—
Oct 2 06:55	USDCAD	SELL	0.1	1.42247 → 1.42205	10h 55m	+4.2	+$2	—
Sep 30 18:55	USDCAD	SELL	0.1	1.41843 → 1.42299	10h 55m	−45.6	−$32	—
Sep 27 21:03	USDCAD	SELL	0.1	1.41401 → 1.41351	2.2 days	+5	+$3	—
Sep 21 18:55	USDCAD	BUY	0.1	1.40159 → 1.40354	10h 55m	+19.5	+$14	—

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