Cobalt Marsh · strategy profile

Cobalt Marsh · 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	−0.9%	−74	2	1
This month	−0.1%	+7	19	15
This year	−13.3%	−1,142	143	99

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.1	−1.4	+0.2	+3.5	+2.2	+0.1	−1.0	+1.1	−4.0	+0.4	+2.7	−1.9	+1.7
2023	+1.4	−2.2	−0.9	+0.7	−0.5	−3.6	−1.8	+0.9	+0.4	−0.5	−3.1	+1.2	−8.1
2024	+1.0	+1.0	−1.2	−0.1	−1.1	0.0	−1.2	−1.3	−0.7	−2.5	−0.2	+0.9	−5.4
2025	−0.8	−4.2	+1.2	−5.9	−2.7	−1.1	−0.4	−1.8	−1.6	+1.2	−1.3	−3.0	−20.5
2026	−3.3	+0.3	−0.4	−1.2	−1.3	−3.0	−2.7	−0.2	−1.5	−0.3	0.0	·	−13.7

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −2.6%
Max weekly drawdown: −3.3%
Max drawdown · equity: −41.7%
Max drawdown · balance: −41.7%
Absolute drawdown: −$3,769
Longest drawdown: 1507 days · Nov
Recovery factor: −0.9
Max simultaneous risk: 0.0%

Symbol split

90 days

USDCAD

100%+37.5%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 27% · Tue 24% · Wed 15% · Thu 15% · Fri 18% · 52% in the New York session

Behaviour

from 993 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 2% · 1–4h 25% · 4–12h 31% · over 12h 42%. Automated share 100%.

Statistics993 closed trades

Trades993

Won / lost763 / 230

Long win rate78% (493)

Short win rate76% (500)

Avg win+$14.2 · 19.6 pip

Avg loss−$63.3 · −83.5 pip

Best trade+$16 · Apr 5

Worst trade−$267 · Sep 23

Total pips−4,215

Lots99.3

Commission + swap−$765

Expectancy / trade−$3.8

Profit factor0.74

Sharpe−2.02daily returns, annualised

Z-score0.6 (47%)dependence between runs

Standard deviation$39.0

AHPR / GHPR−0.05% / −0.05%

Recovery factor−0.9

Winning streak19 (+$191)

Losing streak4 (−$234)

Avg holding time1.5 days

Trades / week3.9

Risk / trade0.0%

Monthly average−0.8%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 19:46	USDCAD	BUY	0.1	1.39703 → 1.39901	18h 41m	+19.8	+$14	—
Nov 1 22:03	USDCAD	BUY	0.1	1.40507 → 1.39573	4.9 days	−93.4	−$69	—
Oct 27 12:55	USDCAD	SELL	0.1	1.40019 → 1.40248	3.7 days	−22.9	−$17	—
Oct 23 16:55	USDCAD	BUY	0.1	1.39853 → 1.40051	1h 30m	+19.8	+$14	—
Oct 23 12:39	USDCAD	SELL	0.1	1.40044 → 1.39846	14h 29m	+19.8	+$14	—
Oct 22 17:11	USDCAD	SELL	0.1	1.40331 → 1.40133	2.1 days	+19.8	+$12	—
Oct 20 07:27	USDCAD	SELL	0.1	1.40873 → 1.40675	20h 57m	+19.8	+$14	—
Oct 19 10:15	USDCAD	BUY	0.1	1.42008 → 1.40898	3.7 days	−111	−$80	—
Oct 15 14:32	USDCAD	SELL	0.1	1.41969 → 1.41771	10h 47m	+19.8	+$14	—
Oct 14 18:16	USDCAD	SELL	0.1	1.42709 → 1.42511	2h 1m	+19.8	+$14	—
Oct 14 13:20	USDCAD	BUY	0.1	1.42610 → 1.42808	0h 35m	+19.8	+$14	—
Oct 14 12:30	USDCAD	BUY	0.1	1.42180 → 1.42378	19h 10m	+19.8	+$13	—
Oct 13 12:23	USDCAD	SELL	0.1	1.42595 → 1.42397	1.5 days	+19.8	+$13	—
Oct 11 21:03	USDCAD	SELL	0.1	1.42048 → 1.42677	5 days	−62.9	−$47	—
Oct 6 21:00	USDCAD	SELL	0.1	1.42256 → 1.42058	6h 0m	+19.8	+$13	—
Oct 6 11:40	USDCAD	SELL	0.1	1.42710 → 1.42512	3h 10m	+19.8	+$14	—
Oct 6 06:06	USDCAD	BUY	0.1	1.42524 → 1.42722	19h 1m	+19.8	+$13	—
Oct 5 07:45	USDCAD	SELL	0.1	1.42784 → 1.42586	1h 45m	+19.8	+$14	—
Oct 5 02:36	USDCAD	BUY	0.1	1.42534 → 1.42732	3h 31m	+19.8	+$14	—
Oct 4 21:03	USDCAD	SELL	0.1	1.41611 → 1.42493	4.3 days	−88.2	−$64	—
Sep 30 12:31	USDCAD	SELL	0.1	1.41859 → 1.41661	1 days	+19.8	+$13	—
Sep 29 09:30	USDCAD	SELL	0.1	1.41382 → 1.41986	3.7 days	−60.4	−$44	—
Sep 25 15:25	USDCAD	SELL	0.1	1.40262 → 1.41420	3.7 days	−115.8	−$84	—
Sep 21 16:48	USDCAD	BUY	0.1	1.40075 → 1.40273	3.2 days	+19.8	+$14	—
Sep 18 05:40	USDCAD	SELL	0.1	1.38858 → 1.39905	3.7 days	−104.7	−$78	—

1–25 of 993

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