Cobalt Heath · strategy profile

Cobalt Heath · 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	+0.4%	+54	2	2
This month	+0.4%	+56	7	5
This year	+2.0%	+257	81	45

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.5	−1.4	+0.1	+0.1	+0.4	+0.3	+0.2	−1.6	+0.3	−0.9	−0.6	+0.4	−3.2
2023	+0.4	+0.2	−1.6	−0.3	−0.4	+0.9	−0.3	−0.1	+0.1	−0.4	+0.5	−0.1	−1.2
2024	+0.8	−0.5	−1.1	+0.3	+0.2	−0.6	−0.4	+0.2	−0.2	−0.1	−1.0	+0.4	−2.1
2025	−0.7	+1.5	−0.1	−0.1	−0.1	−0.5	−0.4	+0.2	+0.2	−0.8	0.0	−0.1	−0.9
2026	+0.8	−0.2	−0.4	+0.7	−0.4	+1.4	−1.1	+0.5	+0.5	+0.1	0.0	·	+2.0

Risk

1/10

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

Max daily drawdown: −0.6%
Max weekly drawdown: −1.5%
Max drawdown · equity: −7.8%
Max drawdown · balance: −7.8%
Absolute drawdown: −$785
Longest drawdown: 1752 days · Nov
Recovery factor: −0.7
Max simultaneous risk: 0.3%

Symbol split

90 days

USDCAD

100%+5.3%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 17% · Tue 21% · Wed 19% · Thu 24% · Fri 20% · 63% in the New York session

Behaviour

from 522 trades

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

Holding time: under 1h 0% · 1–4h 12% · 4–12h 87% · over 12h 1%. Automated share 100%.

Statistics522 closed trades

Trades522

Won / lost236 / 286

Long win rate44% (276)

Short win rate47% (246)

Avg win+$15.2 · 20.6 pip

Avg loss−$14.4 · −19.4 pip

Best trade+$145 · Feb 2

Worst trade−$32 · Jan 26

Total pips−667

Lots52.2

Commission + swap−$33

Expectancy / trade−$1.0

Profit factor0.87

Sharpe−0.80daily returns, annualised

Z-score−0.6 (47%)dependence between runs

Standard deviation$20.0

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.7

Winning streak10 (+$101)

Losing streak9 (−$64)

Avg holding time4h 48m

Trades / week2.1

Risk / trade0.3%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 20:35	USDCAD	SELL	0.1	1.40360 → 1.39961	4h 35m	+39.9	+$29	—
Oct 28 04:35	USDCAD	BUY	0.1	1.40517 → 1.40654	4h 35m	+13.7	+$10	—
Oct 22 05:35	USDCAD	SELL	0.1	1.40413 → 1.40328	4h 35m	+8.5	+$6	—
Oct 15 20:35	USDCAD	SELL	0.1	1.41978 → 1.41901	4h 35m	+7.7	+$5	—
Oct 14 17:35	USDCAD	BUY	0.1	1.42675 → 1.42555	4h 35m	−12	−$8	—
Oct 9 17:35	USDCAD	BUY	0.1	1.42861 → 1.42718	4h 35m	−14.3	−$10	—
Oct 7 16:35	USDCAD	BUY	0.1	1.42461 → 1.42590	4h 35m	+12.9	+$9	—
Oct 2 12:30	USDCAD	BUY	0.1	1.42459 → 1.42057	1h 0m	−40.2	−$28	—
Sep 11 12:35	USDCAD	BUY	0.1	1.38384 → 1.38677	4h 35m	+29.3	+$21	—
Sep 3 04:35	USDCAD	SELL	0.1	1.38448 → 1.38296	4h 35m	+15.2	+$11	—
Sep 1 16:05	USDCAD	BUY	0.1	1.38772 → 1.39035	4h 35m	+26.3	+$19	—
Aug 28 19:05	USDCAD	BUY	0.1	1.38904 → 1.39046	4h 35m	+14.2	+$10	—
Aug 26 12:35	USDCAD	BUY	0.1	1.38642 → 1.38642	4h 35m	0	$0	—
Aug 25 20:35	USDCAD	SELL	0.1	1.38337 → 1.38373	4h 35m	−3.6	−$3	—
Aug 25 12:35	USDCAD	BUY	0.1	1.38613 → 1.38592	4h 35m	−2.1	−$2	—
Aug 19 11:05	USDCAD	SELL	0.1	1.38753 → 1.38709	4h 35m	+4.4	+$3	—
Aug 13 17:35	USDCAD	SELL	0.1	1.39306 → 1.39369	4h 35m	−6.3	−$5	—
Aug 7 17:05	USDCAD	SELL	0.1	1.39988 → 1.39338	4h 35m	+65	+$47	—
Aug 5 17:05	USDCAD	SELL	0.1	1.40456 → 1.40284	4h 35m	+17.2	+$12	—
Aug 3 02:35	USDCAD	SELL	0.1	1.40055 → 1.40312	4h 35m	−25.7	−$18	—
Jul 30 04:35	USDCAD	SELL	0.1	1.40357 → 1.40563	4h 35m	−20.6	−$15	—
Jul 27 16:35	USDCAD	BUY	0.1	1.41091 → 1.41090	4h 35m	−0.1	$0	—
Jul 23 19:05	USDCAD	BUY	0.1	1.40892 → 1.40762	4h 35m	−13	−$9	—
Jul 20 20:35	USDCAD	BUY	0.1	1.40612 → 1.40681	4h 35m	+6.9	+$5	—
Jul 17 18:35	USDCAD	SELL	0.1	1.40099 → 1.40143	4h 35m	−4.4	−$3	—

1–25 of 522

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