Ruby Acorn · strategy profile

Ruby Acorn · 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%	−6	5	1
This month	−0.4%	−38	24	12
This year	−8.0%	−881	216	95

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−3.7	−0.5	+0.6	−2.0	−1.2	+2.7	+0.5	0.0	+2.0	−1.1	−1.4	−1.2	−5.3
2023	−1.8	+0.6	−2.4	−1.3	−0.8	−0.8	+1.0	−0.5	−0.3	−0.5	−1.8	+1.5	−7.1
2024	−0.8	−1.6	−0.2	+0.1	+0.4	+0.7	−0.2	−0.1	−0.5	−0.8	−0.7	−0.4	−4.0
2025	−0.7	−1.3	−1.2	0.0	+1.4	0.0	+0.9	−1.4	−0.3	−0.3	+0.3	−0.3	−2.8
2026	−1.4	−2.3	−0.9	+0.6	−1.9	−2.2	+0.7	+0.4	−0.8	−0.6	−0.1	·	−8.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −24.9%.

Max daily drawdown: −1.2%
Max weekly drawdown: −2.3%
Max drawdown · equity: −24.9%
Max drawdown · balance: −24.9%
Absolute drawdown: −$2,478
Longest drawdown: 1765 days · Jul
Recovery factor: −1.0
Max simultaneous risk: 3.4%

Symbol split

90 days

USDCAD

100%+24.5%

Long 41% · Short 59%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 21% · Thu 19% · Fri 20% · 53% in the London session

Behaviour

from 1,306 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 7% · 4–12h 90% · over 12h 3%. Automated share 100%.

Statistics1,306 closed trades

Trades1,306

Won / lost600 / 706

Long win rate47% (535)

Short win rate45% (771)

Avg win+$13.5 · 18.4 pip

Avg loss−$15.0 · −20.1 pip

Best trade+$32 · Mar 24

Worst trade−$99 · Jan 21

Total pips−3,159

Lots130.6

Commission + swap−$135

Expectancy / trade−$1.9

Profit factor0.77

Sharpe−1.81daily returns, annualised

Z-score−0.3 (26%)dependence between runs

Standard deviation$19.3

AHPR / GHPR−0.02% / −0.02%

Recovery factor−1.0

Winning streak10 (+$86)

Losing streak10 (−$135)

Avg holding time6h 59m

Trades / week5.2

Risk / trade3.4%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 20:00	USDCAD	BUY	0.1	1.39874 → 1.39859	6h 0m	−1.5	−$1	—
Nov 1 22:03	USDCAD	SELL	0.1	1.39520 → 1.39592	2.3 days	−7.2	−$6	—
Oct 30 14:05	USDCAD	SELL	0.1	1.39589 → 1.39765	6h 0m	−17.6	−$13	—
Oct 29 07:20	USDCAD	SELL	0.1	1.39762 → 1.39962	6h 0m	−20	−$14	—
Oct 28 19:19	USDCAD	SELL	0.1	1.40437 → 1.40039	5h 29m	+39.8	+$28	—
Oct 27 20:00	USDCAD	BUY	0.1	1.40338 → 1.40492	6h 0m	+15.4	+$11	—
Oct 27 08:10	USDCAD	SELL	0.1	1.40116 → 1.40273	6h 0m	−15.7	−$11	—
Oct 26 14:10	USDCAD	SELL	0.1	1.40122 → 1.40512	6h 0m	−39	−$28	—
Oct 25 21:03	USDCAD	SELL	0.1	1.39950 → 1.40409	2.1 days	−45.9	−$33	—
Oct 23 11:00	USDCAD	BUY	0.1	1.40138 → 1.40043	6h 0m	−9.5	−$7	—
Oct 22 15:40	USDCAD	SELL	0.1	1.40144 → 1.40252	6h 0m	−10.8	−$8	—
Oct 20 19:40	USDCAD	SELL	0.1	1.40387 → 1.40634	6h 0m	−24.7	−$18	—
Oct 19 11:49	USDCAD	SELL	0.1	1.41123 → 1.40725	5h 39m	+39.8	+$28	—
Oct 16 19:40	USDCAD	SELL	0.1	1.41523 → 1.41450	6h 0m	+7.3	+$5	—
Oct 16 12:45	USDCAD	SELL	0.1	1.41730 → 1.41711	6h 0m	+1.9	+$1	—
Oct 15 19:50	USDCAD	SELL	0.1	1.42020 → 1.41887	6h 0m	+13.3	+$9	—
Oct 13 13:20	USDCAD	SELL	0.1	1.42614 → 1.42280	6h 0m	+33.4	+$23	—
Oct 12 17:30	USDCAD	BUY	0.1	1.42669 → 1.42828	6h 0m	+15.9	+$11	—
Oct 12 04:20	USDCAD	SELL	0.1	1.42594 → 1.42581	6h 0m	+1.3	+$1	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42283 → 1.42681	3h 30m	+39.8	+$28	—
Oct 8 18:00	USDCAD	BUY	0.1	1.42734 → 1.42243	6h 0m	−49.1	−$35	—
Oct 7 08:30	USDCAD	BUY	0.1	1.42219 → 1.42252	6h 0m	+3.3	+$2	—
Oct 6 06:30	USDCAD	BUY	0.1	1.42692 → 1.42771	6h 0m	+7.9	+$6	—
Oct 5 20:50	USDCAD	SELL	0.1	1.42450 → 1.42609	6h 0m	−15.9	−$11	—
Oct 2 15:00	USDCAD	BUY	0.1	1.42349 → 1.42329	6h 0m	−2	−$1	—

1–25 of 1306

Ruby Acorn◇Strategy

Rules

Research records

Version timeline