Umber Swan · strategy profile

Umber Swan · 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	0.0%	−3	3	1
This month	0.0%	−2	15	5
This year	−2.9%	−197	119	52

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.0	0.0	−1.5	−0.1	0.0	−0.3	−1.4	−0.4	+0.2	+0.7	−2.3	−1.6	−5.6
2023	+0.3	−0.1	−0.1	−1.0	+1.1	+1.1	−0.5	+0.4	+0.5	+0.4	−1.0	−0.2	+0.8
2024	+1.3	+0.8	+0.7	−0.8	−0.4	+0.2	−0.4	−0.8	−0.8	−0.2	+0.1	+0.2	+0.1
2025	+0.4	−0.5	−1.3	0.0	−1.2	−1.2	+0.3	−0.5	−1.0	−0.1	−1.2	−0.2	−6.4
2026	−1.5	+1.0	−0.2	+0.3	−1.5	+0.6	+0.2	−0.1	−1.0	−0.8	0.0	·	−2.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.0%.

Max daily drawdown: −1.5%
Max weekly drawdown: −1.8%
Max drawdown · equity: −15.0%
Max drawdown · balance: −15.0%
Absolute drawdown: −$1,520
Longest drawdown: 1723 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 0.5%

Symbol split

90 days

USDCHF

100%+13.2%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 19% · Tue 20% · Wed 18% · Thu 21% · Fri 22% · 49% in the London session

Behaviour

from 762 trades

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

Holding time: under 1h 0% · 1–4h 6% · 4–12h 91% · over 12h 3%. Automated share 100%.

Statistics762 closed trades

Trades762

Won / lost347 / 415

Long win rate46% (762)

Short win rate0% (0)

Avg win+$16.2 · 14.3 pip

Avg loss−$16.7 · −14.5 pip

Best trade+$169 · Apr 9

Worst trade−$52 · Jan 26

Total pips−1,055

Lots76.2

Commission + swap−$78

Expectancy / trade−$1.7

Profit factor0.81

Sharpe−1.48daily returns, annualised

Z-score0.3 (26%)dependence between runs

Standard deviation$22.7

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak8 (+$89)

Losing streak9 (−$163)

Avg holding time5h 21m

Trades / week3.0

Risk / trade0.5%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 17:05	USDCHF	BUY	0.1	0.82273 → 0.82360	4h 5m	+8.7	+$11	—
Oct 30 08:05	USDCHF	BUY	0.1	0.82209 → 0.82129	4h 5m	−8	−$10	—
Oct 29 14:05	USDCHF	BUY	0.1	0.82892 → 0.82859	4h 5m	−3.3	−$4	—
Oct 23 07:05	USDCHF	BUY	0.1	0.82146 → 0.82307	4h 5m	+16.1	+$20	—
Oct 22 15:05	USDCHF	BUY	0.1	0.82127 → 0.82305	4h 5m	+17.8	+$22	—
Oct 21 23:05	USDCHF	BUY	0.1	0.82545 → 0.82441	4h 5m	−10.4	−$14	—
Oct 21 18:05	USDCHF	BUY	0.1	0.82448 → 0.82382	4h 5m	−6.6	−$8	—
Oct 19 12:05	USDCHF	BUY	0.1	0.82498 → 0.82485	4h 5m	−1.3	−$2	—
Oct 19 03:05	USDCHF	BUY	0.1	0.82463 → 0.82462	4h 5m	−0.1	$0	—
Oct 16 17:05	USDCHF	BUY	0.1	0.82496 → 0.82502	4h 5m	+0.6	+$1	—
Oct 15 16:05	USDCHF	BUY	0.1	0.83039 → 0.82977	4h 5m	−6.2	−$7	—
Oct 15 09:05	USDCHF	BUY	0.1	0.83007 → 0.82939	4h 5m	−6.8	−$8	—
Oct 12 10:05	USDCHF	BUY	0.1	0.83079 → 0.83299	4h 5m	+22	+$26	—
Oct 9 17:05	USDCHF	BUY	0.1	0.83181 → 0.83000	4h 5m	−18.1	−$22	—
Oct 9 01:05	USDCHF	BUY	0.1	0.83167 → 0.83103	4h 5m	−6.4	−$8	—
Oct 2 18:05	USDCHF	BUY	0.1	0.82804 → 0.82876	4h 5m	+7.2	+$9	—
Oct 2 06:04	USDCHF	BUY	0.1	0.83218 → 0.82816	4h 4m	−40.2	−$49	—
Oct 1 21:05	USDCHF	BUY	0.1	0.83219 → 0.83038	4h 5m	−18.1	−$22	—
Sep 23 03:05	USDCHF	BUY	0.1	0.82068 → 0.82157	4h 5m	+8.9	+$11	—
Sep 22 17:05	USDCHF	BUY	0.1	0.82035 → 0.82159	4h 5m	+12.4	+$15	—
Sep 22 12:05	USDCHF	BUY	0.1	0.82183 → 0.81905	4h 5m	−27.8	−$34	—
Sep 21 18:05	USDCHF	BUY	0.1	0.82255 → 0.82124	4h 5m	−13.1	−$16	—
Sep 9 20:05	USDCHF	BUY	0.1	0.81048 → 0.81034	4h 5m	−1.4	−$2	—
Sep 9 13:05	USDCHF	BUY	0.1	0.80974 → 0.80756	4h 5m	−21.8	−$27	—
Sep 8 21:05	USDCHF	BUY	0.1	0.80934 → 0.80834	4h 5m	−10	−$13	—

1–25 of 762

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