Blue Sparrow · strategy profile

Blue Sparrow · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.1%	+17	1	1
This week	+0.7%	+89	4	3
This month	−0.7%	−60	15	8
This year	−6.3%	−630	142	68

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.5	+1.0	−0.9	+2.8	+0.7	−0.6	+2.8	−0.9	−2.7	+0.3	−3.1	+0.8	−0.4
2023	+1.4	−3.3	+0.2	−2.3	+2.5	+0.3	+0.7	−3.5	+1.0	−1.8	−1.1	−0.5	−6.3
2024	−2.3	−0.8	+0.3	−1.4	+1.9	+1.2	−0.5	−0.7	−0.3	−0.1	0.0	+0.7	−2.0
2025	−2.9	+1.2	−0.2	+1.2	+0.6	−1.0	−0.9	−1.7	+0.6	+0.2	+0.6	−0.7	−3.0
2026	−2.2	−0.6	−0.8	−2.3	−0.6	−1.3	−0.2	+1.5	+1.1	−0.9	+0.1	·	−6.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −23.9%.

Max daily drawdown: −1.4%
Max weekly drawdown: −3.1%
Max drawdown · equity: −23.9%
Max drawdown · balance: −23.9%
Absolute drawdown: −$1,859
Longest drawdown: 1547 days · Aug
Recovery factor: −0.7
Max simultaneous risk: 1.4%

Symbol split

90 days

USDCAD

100%+16.9%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 22% · Tue 22% · Wed 20% · Thu 18% · Fri 18% · 53% in the London session

Behaviour

from 811 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 1% · over 12h 99%. Automated share 100%.

Statistics811 closed trades

Trades811

Won / lost385 / 426

Long win rate49% (381)

Short win rate47% (430)

Avg win+$27.8 · 38.6 pip

Avg loss−$29.1 · −38.6 pip

Best trade+$201 · Feb 4

Worst trade−$133 · Dec 5

Total pips−1,559

Lots81.1

Commission + swap−$582

Expectancy / trade−$2.1

Profit factor0.86

Sharpe−0.85daily returns, annualised

Z-score0.3 (22%)dependence between runs

Standard deviation$38.7

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.7

Winning streak7 (+$165)

Losing streak11 (−$211)

Avg holding time1.3 days

Trades / week3.2

Risk / trade1.4%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 01:25	USDCAD	BUY	0.1	1.39719 → 1.39886	1.1 days	+16.7	+$11	—
Oct 30 15:25	USDCAD	BUY	0.1	1.40040 → 1.39517	1.1 days	−52.3	−$38	—
Oct 29 11:25	USDCAD	SELL	0.1	1.40589 → 1.39764	1.1 days	+82.5	+$58	—
Oct 28 03:25	USDCAD	BUY	0.1	1.40197 → 1.40621	1.1 days	+42.4	+$30	—
Oct 27 00:25	USDCAD	BUY	0.1	1.40168 → 1.40131	1.1 days	−3.7	−$3	—
Oct 25 21:03	USDCAD	SELL	0.1	1.39987 → 1.40409	2.1 days	−42.2	−$31	—
Oct 23 17:25	USDCAD	SELL	0.1	1.40205 → 1.40106	1.1 days	+9.9	+$7	—
Oct 22 15:25	USDCAD	BUY	0.1	1.40762 → 1.40332	1.1 days	−43	−$32	—
Oct 15 14:25	USDCAD	BUY	0.1	1.42675 → 1.41841	1.1 days	−83.4	−$60	—
Oct 13 08:25	USDCAD	SELL	0.1	1.42464 → 1.42612	1.1 days	−14.8	−$11	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42400 → 1.42658	2.4 days	+25.8	+$18	—
Oct 9 09:25	USDCAD	SELL	0.1	1.42470 → 1.42276	1.1 days	+19.4	+$13	—
Oct 8 07:25	USDCAD	BUY	0.1	1.42257 → 1.42505	1.1 days	+24.8	+$16	—
Oct 7 04:25	USDCAD	BUY	0.1	1.42667 → 1.42227	1.1 days	−44	−$31	—
Oct 6 02:25	USDCAD	BUY	0.1	1.42601 → 1.42620	1.1 days	+1.9	+$1	—
Oct 4 21:03	USDCAD	SELL	0.1	1.42509 → 1.42493	2 days	+1.6	+$1	—
Oct 2 19:25	USDCAD	SELL	0.1	1.42409 → 1.42529	1.1 days	−12	−$9	—
Oct 1 17:25	USDCAD	BUY	0.1	1.42126 → 1.42365	1.1 days	+23.9	+$15	—
Sep 30 14:25	USDCAD	SELL	0.1	1.41818 → 1.41897	1.1 days	−7.9	−$6	—
Sep 27 21:03	USDCAD	SELL	0.1	1.41393 → 1.41351	2.4 days	+4.2	+$2	—
Sep 22 04:25	USDCAD	BUY	0.1	1.40036 → 1.40252	1.1 days	+21.6	+$15	—
Sep 20 21:03	USDCAD	SELL	0.1	1.39783 → 1.39802	2.7 days	−1.9	−$2	—
Sep 16 09:25	USDCAD	SELL	0.1	1.39014 → 1.39298	1.1 days	−28.4	−$21	—
Sep 10 16:25	USDCAD	BUY	0.1	1.37963 → 1.38042	1.1 days	+7.9	+$4	—
Sep 8 10:25	USDCAD	SELL	0.1	1.38252 → 1.38088	1.1 days	+16.4	+$11	—

1–25 of 811

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