Ruby Reef · strategy profile

Ruby Reef · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.6%	+39	1	1
This week	+1.6%	+109	2	2
This month	+3.0%	+198	9	6
This year	+0.5%	+82	109	52

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.2	+0.4	−0.1	−2.8	−1.1	−2.0	+0.3	−2.7	−3.7	−0.5	+1.5	−1.3	−13.2
2023	+1.1	−2.9	+1.1	+1.2	−2.1	+0.9	−0.2	−1.6	−2.4	−0.6	+0.5	+1.2	−3.9
2024	−0.8	−1.5	−2.8	−1.8	+0.6	+2.3	+2.3	−0.5	+2.7	−0.9	0.0	−1.5	−1.9
2025	−1.7	−0.5	−1.7	+1.9	+2.2	+2.4	−2.8	+1.8	+0.3	−2.3	+0.4	−1.3	−1.2
2026	+1.8	−0.4	+0.1	+2.0	−0.1	−2.0	−1.5	−0.9	−1.9	+3.0	+0.6	·	+0.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.1%.

Max daily drawdown: −2.3%
Max weekly drawdown: −3.7%
Max drawdown · equity: −22.1%
Max drawdown · balance: −22.1%
Absolute drawdown: −$2,208
Longest drawdown: 1765 days · May
Recovery factor: −0.8
Max simultaneous risk: 4.8%

Symbol split

90 days

USDCHF

100%+18.4%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 21% · Tue 20% · Wed 19% · Thu 21% · Fri 19% · 71% in the London session

Behaviour

from 623 trades

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

Holding time: under 1h 0% · 1–4h 2% · 4–12h 81% · over 12h 17%. Automated share 100%.

Statistics623 closed trades

Trades623

Won / lost289 / 334

Long win rate0% (0)

Short win rate46% (623)

Avg win+$34.6 · 30.7 pip

Avg loss−$35.5 · −30.9 pip

Best trade+$89 · Jan 23

Worst trade−$195 · Apr 23

Total pips−1,443

Lots62.3

Commission + swap−$396

Expectancy / trade−$3.0

Profit factor0.84

Sharpe−0.93daily returns, annualised

Z-score−0.0 (2%)dependence between runs

Standard deviation$45.7

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.8

Winning streak8 (+$166)

Losing streak12 (−$215)

Avg holding time1.1 days

Trades / week2.5

Risk / trade4.8%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 04:50	USDCHF	SELL	0.1	0.82247 → 0.81856	20h 50m	+39.1	+$47	—
Oct 30 01:18	USDCHF	SELL	0.1	0.82672 → 0.81974	10h 18m	+69.8	+$85	—
Oct 23 15:20	USDCHF	SELL	0.1	0.82061 → 0.82490	20h 50m	−42.9	−$53	—
Oct 22 09:50	USDCHF	SELL	0.1	0.82380 → 0.82015	20h 50m	+36.5	+$43	—
Oct 21 01:20	USDCHF	SELL	0.1	0.82474 → 0.82620	20h 50m	−14.6	−$18	—
Oct 16 10:50	USDCHF	SELL	0.1	0.82721 → 0.82299	20h 50m	+42.2	+$51	—
Oct 15 01:04	USDCHF	SELL	0.1	0.83664 → 0.82966	7h 34m	+69.8	+$83	—
Oct 13 22:50	USDCHF	SELL	0.1	0.83306 → 0.83281	20h 50m	+2.5	+$3	—
Oct 9 14:20	USDCHF	SELL	0.1	0.83090 → 0.83137	20h 50m	−4.7	−$6	—
Oct 2 04:50	USDCHF	SELL	0.1	0.83393 → 0.82970	20h 50m	+42.3	+$50	—
Sep 25 04:20	USDCHF	SELL	0.1	0.82286 → 0.82925	20h 50m	−63.9	−$78	—
Sep 23 06:50	USDCHF	SELL	0.1	0.81888 → 0.82175	20h 50m	−28.7	−$35	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82329 → 0.82202	2.2 days	+12.7	+$15	—
Sep 18 09:20	USDCHF	SELL	0.1	0.82303 → 0.82504	20h 50m	−20.1	−$25	—
Sep 15 06:20	USDCHF	SELL	0.1	0.81697 → 0.81854	20h 50m	−15.7	−$20	—
Sep 10 08:20	USDCHF	SELL	0.1	0.80782 → 0.80978	20h 50m	−19.6	−$26	—
Sep 9 09:50	USDCHF	SELL	0.1	0.80993 → 0.81032	20h 50m	−3.9	−$5	—
Sep 8 05:20	USDCHF	SELL	0.1	0.80868 → 0.80917	20h 50m	−4.9	−$7	—
Sep 3 10:35	USDCHF	SELL	0.1	0.81250 → 0.80984	20h 50m	+26.6	+$31	—
Aug 31 06:49	USDCHF	SELL	0.1	0.80360 → 0.80901	2.8 days	−54.1	−$67	—
Aug 28 10:20	USDCHF	SELL	0.1	0.80330 → 0.80390	20h 50m	−6	−$8	—
Aug 26 10:20	USDCHF	SELL	0.1	0.80224 → 0.80414	20h 50m	−19	−$24	—
Aug 19 13:52	USDCHF	SELL	0.1	0.81026 → 0.80328	7h 22m	+69.8	+$87	—
Aug 18 01:20	USDCHF	SELL	0.1	0.81132 → 0.81094	20h 50m	+3.8	+$4	—
Aug 16 21:03	USDCHF	SELL	0.1	0.81233 → 0.81088	2.4 days	+14.5	+$17	—

1–25 of 623

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