Ruby Willow · strategy profile

Ruby Willow · 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	−0.7%	−74	7	1
This month	−1.2%	−132	29	12
This year	−5.7%	−658	294	123

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.1	−0.8	−1.0	+0.5	−1.4	+0.9	+1.2	+1.6	−0.3	−1.2	+0.4	−0.4	−0.4
2023	+0.8	−0.8	+0.3	+0.1	+0.2	−0.2	−0.5	+1.2	+0.6	−0.2	−1.5	−2.3	−2.4
2024	+0.3	−0.1	−0.2	−0.6	−0.1	−0.1	−0.3	−0.8	−1.0	+0.3	−1.3	0.0	−3.8
2025	−0.4	+0.5	+0.3	−0.7	−0.3	−1.6	−0.2	−0.7	−1.0	−0.3	+0.3	−2.5	−6.5
2026	−1.9	+0.5	−1.3	−0.7	0.0	+0.2	−1.3	+0.3	+0.1	−1.3	−0.3	·	−5.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.8%.

Max daily drawdown: −0.7%
Max weekly drawdown: −1.3%
Max drawdown · equity: −18.8%
Max drawdown · balance: −18.8%
Absolute drawdown: −$1,749
Longest drawdown: 1125 days · Nov
Recovery factor: −0.9
Max simultaneous risk: 0.5%

Symbol split

90 days

USDCAD

100%+17.5%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 21% · Thu 19% · Fri 20% · 48% in the London session

Behaviour

from 1,661 trades

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

Holding time: under 1h 0% · 1–4h 97% · 4–12h 0% · over 12h 3%. Automated share 100%.

Statistics1,661 closed trades

Trades1,661

Won / lost732 / 929

Long win rate44% (1,661)

Short win rate0% (0)

Avg win+$12.0 · 16.3 pip

Avg loss−$11.3 · −15.2 pip

Best trade+$125 · Feb 2

Worst trade−$56 · Apr 12

Total pips−2,187

Lots166.1

Commission + swap−$137

Expectancy / trade−$1.1

Profit factor0.83

Sharpe−1.28daily returns, annualised

Z-score0.7 (50%)dependence between runs

Standard deviation$16.2

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.9

Winning streak6 (+$89)

Losing streak9 (−$138)

Avg holding time5h 15m

Trades / week6.6

Risk / trade0.5%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 22:55	USDCAD	BUY	0.1	1.39823 → 1.39830	3h 55m	+0.7	$0	—
Nov 2 14:55	USDCAD	BUY	0.1	1.39836 → 1.39608	3h 55m	−22.8	−$16	—
Nov 1 22:03	USDCAD	BUY	0.1	1.39677 → 1.39573	2.1 days	−10.4	−$8	—
Oct 30 17:55	USDCAD	BUY	0.1	1.39687 → 1.39559	3h 55m	−12.8	−$9	—
Oct 29 23:55	USDCAD	BUY	0.1	1.39918 → 1.39849	3h 55m	−6.9	−$5	—
Oct 29 16:55	USDCAD	BUY	0.1	1.39980 → 1.39739	3h 55m	−24.1	−$17	—
Oct 29 09:55	USDCAD	BUY	0.1	1.39911 → 1.39938	3h 55m	+2.7	+$2	—
Oct 27 17:55	USDCAD	BUY	0.1	1.40338 → 1.40482	3h 55m	+14.4	+$10	—
Oct 27 09:55	USDCAD	BUY	0.1	1.40203 → 1.40211	3h 55m	+0.8	+$1	—
Oct 26 09:55	USDCAD	BUY	0.1	1.40092 → 1.40160	3h 55m	+6.8	+$5	—
Oct 23 19:55	USDCAD	BUY	0.1	1.39965 → 1.40048	3h 55m	+8.3	+$6	—
Oct 23 05:55	USDCAD	BUY	0.1	1.40076 → 1.40130	3h 55m	+5.4	+$4	—
Oct 22 14:55	USDCAD	BUY	0.1	1.40334 → 1.40326	3h 55m	−0.8	−$1	—
Oct 21 17:55	USDCAD	BUY	0.1	1.40762 → 1.40477	3h 55m	−28.5	−$20	—
Oct 20 21:55	USDCAD	BUY	0.1	1.40630 → 1.40604	3h 55m	−2.6	−$2	—
Oct 19 17:55	USDCAD	BUY	0.1	1.41037 → 1.40957	3h 55m	−8	−$6	—
Oct 19 09:55	USDCAD	BUY	0.1	1.41256 → 1.40965	3h 55m	−29.1	−$21	—
Oct 16 16:55	USDCAD	BUY	0.1	1.41722 → 1.41573	3h 55m	−14.9	−$11	—
Oct 16 03:55	USDCAD	BUY	0.1	1.41951 → 1.41713	3h 55m	−23.8	−$17	—
Oct 15 10:55	USDCAD	BUY	0.1	1.42172 → 1.42022	3h 55m	−15	−$11	—
Oct 14 10:55	USDCAD	BUY	0.1	1.42064 → 1.42130	3h 55m	+6.6	+$5	—
Oct 12 12:55	USDCAD	BUY	0.1	1.42635 → 1.42624	3h 55m	−1.1	−$1	—
Oct 12 08:55	USDCAD	BUY	0.1	1.42611 → 1.42616	3h 55m	+0.5	$0	—
Oct 9 10:55	USDCAD	BUY	0.1	1.42191 → 1.42371	3h 55m	+18	+$13	—
Oct 8 15:55	USDCAD	BUY	0.1	1.42734 → 1.42473	3h 55m	−26.1	−$18	—

1–25 of 1661

Ruby Willow◇Strategy

Rules

Research records

Version timeline