Umber Laurel · strategy profile

Umber Laurel · 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%	−1	1	0
This week	+0.2%	+20	3	2
This month	+0.2%	+21	14	6
This year	−4.7%	−539	126	46

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.8	+0.5	−0.4	−1.3	+0.7	0.0	+0.1	−0.1	+0.4	+0.9	−0.1	−0.8	−1.9
2023	+0.1	+0.3	−0.4	−0.3	−0.2	0.0	−0.1	−1.1	−1.1	−0.5	+1.2	−0.5	−2.7
2024	−1.0	−1.3	−0.3	−0.2	−0.1	+0.1	−0.9	−0.4	−0.2	−0.7	+0.1	−0.3	−5.2
2025	−2.3	−1.4	−0.7	−1.2	+1.1	−0.4	−0.4	+0.1	−0.5	−1.1	+0.1	−0.5	−7.3
2026	+0.1	−0.8	−2.0	+0.7	−0.8	−0.5	−0.7	−0.3	−0.2	−0.3	0.0	·	−4.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −20.0%.

Max daily drawdown: −2.5%
Max weekly drawdown: −2.5%
Max drawdown · equity: −20.0%
Max drawdown · balance: −20.0%
Absolute drawdown: −$1,997
Longest drawdown: 1765 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 2.3%

Symbol split

90 days

USDCAD

100%+19.7%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 20% · Tue 22% · Wed 20% · Thu 19% · Fri 20% · 52% in the New York session

Behaviour

from 743 trades

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

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

Statistics743 closed trades

Trades743

Won / lost308 / 435

Long win rate0% (0)

Short win rate42% (743)

Avg win+$11.6 · 15.8 pip

Avg loss−$12.7 · −17.2 pip

Best trade+$74 · Feb 10

Worst trade−$220 · Feb 2

Total pips−2,615

Lots74.3

Commission + swap−$83

Expectancy / trade−$2.7

Profit factor0.64

Sharpe−2.38daily returns, annualised

Z-score0.1 (11%)dependence between runs

Standard deviation$18.7

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak7 (+$57)

Losing streak14 (−$224)

Avg holding time5h 27m

Trades / week2.9

Risk / trade2.3%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 12:15	USDCAD	SELL	0.1	1.39633 → 1.39642	4h 15m	−0.9	−$1	—
Oct 30 08:15	USDCAD	SELL	0.1	1.39711 → 1.39627	4h 15m	+8.4	+$6	—
Oct 28 14:15	USDCAD	SELL	0.1	1.40589 → 1.40468	4h 15m	+12.1	+$9	—
Oct 27 06:15	USDCAD	SELL	0.1	1.40178 → 1.40202	4h 15m	−2.4	−$2	—
Oct 23 18:15	USDCAD	SELL	0.1	1.39750 → 1.40039	4h 15m	−28.9	−$21	—
Oct 22 22:15	USDCAD	SELL	0.1	1.40032 → 1.40057	4h 15m	−2.5	−$2	—
Oct 22 02:15	USDCAD	SELL	0.1	1.40447 → 1.40471	4h 15m	−2.4	−$2	—
Oct 20 12:15	USDCAD	SELL	0.1	1.40607 → 1.40558	4h 15m	+4.9	+$3	—
Oct 15 06:15	USDCAD	SELL	0.1	1.42139 → 1.42187	4h 15m	−4.8	−$3	—
Oct 13 10:15	USDCAD	SELL	0.1	1.42613 → 1.42588	4h 15m	+2.5	+$2	—
Oct 12 12:15	USDCAD	SELL	0.1	1.42571 → 1.42613	4h 15m	−4.2	−$3	—
Oct 8 18:15	USDCAD	SELL	0.1	1.42422 → 1.42290	4h 15m	+13.2	+$9	—
Oct 6 18:15	USDCAD	SELL	0.1	1.42484 → 1.42095	4h 15m	+38.9	+$27	—
Oct 5 14:15	USDCAD	SELL	0.1	1.42456 → 1.42588	4h 15m	−13.2	−$9	—
Oct 2 18:15	USDCAD	SELL	0.1	1.42252 → 1.42588	4h 15m	−33.6	−$24	—
Oct 1 16:15	USDCAD	SELL	0.1	1.42394 → 1.42581	4h 15m	−18.7	−$13	—
Sep 29 18:15	USDCAD	SELL	0.1	1.41872 → 1.41873	4h 15m	−0.1	$0	—
Sep 25 10:15	USDCAD	SELL	0.1	1.41482 → 1.41438	4h 15m	+4.4	+$3	—
Sep 23 04:15	USDCAD	SELL	0.1	1.40651 → 1.40838	4h 15m	−18.7	−$13	—
Sep 22 12:15	USDCAD	SELL	0.1	1.40390 → 1.40440	4h 15m	−5	−$4	—
Sep 20 21:03	USDCAD	SELL	0.1	1.39906 → 1.39802	2 days	+10.4	+$7	—
Sep 17 16:15	USDCAD	SELL	0.1	1.39984 → 1.39909	4h 15m	+7.5	+$5	—
Sep 16 20:15	USDCAD	SELL	0.1	1.39343 → 1.39900	4h 15m	−55.7	−$40	—
Sep 15 00:15	USDCAD	SELL	0.1	1.39024 → 1.39021	4h 15m	+0.3	$0	—
Sep 14 04:15	USDCAD	SELL	0.1	1.38675 → 1.38749	4h 15m	−7.4	−$5	—

1–25 of 743

Umber Laurel◇Strategy

Rules

Research records

Version timeline