Marble Canyon · strategy profile

Marble Canyon · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.4%	−22	1	0
This week	−0.9%	−47	5	1
This month	+0.2%	+13	26	11
This year	−6.8%	−332	261	129

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.5	−2.6	−1.9	+1.7	0.0	+0.1	−0.9	+2.3	−0.2	+1.0	−2.9	−3.9	−8.0
2023	−0.2	+0.8	−0.9	−1.0	+0.8	−0.7	−3.9	+1.3	−0.7	−3.8	−3.3	−2.9	−14.6
2024	+0.8	+1.5	+0.3	+0.1	−2.0	−0.5	−1.8	+1.4	−1.0	−0.2	−1.6	+1.6	−1.3
2025	−1.5	+0.7	+0.6	−7.2	+1.3	−2.3	+0.6	−2.0	−0.3	−1.4	−0.4	−3.7	−15.6
2026	0.0	−0.4	+1.4	−1.6	−3.0	+0.4	−1.1	−0.4	−0.5	−1.0	−0.7	·	−6.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −38.7%.

Max daily drawdown: −3.2%
Max weekly drawdown: −7.0%
Max drawdown · equity: −38.7%
Max drawdown · balance: −38.7%
Absolute drawdown: −$3,799
Longest drawdown: 1765 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 4.5%

Symbol split

90 days

USDCHF

100%+37.8%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 21% · Wed 20% · Thu 21% · Fri 21% · 47% in the London session

Behaviour

from 1,508 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 95% · over 12h 3%. Automated share 100%.

Statistics1,508 closed trades

Trades1,508

Won / lost681 / 827

Long win rate45% (1,508)

Short win rate0% (0)

Avg win+$16.9 · 15.0 pip

Avg loss−$18.5 · −16.1 pip

Best trade+$64 · Feb 11

Worst trade−$160 · Apr 10

Total pips−3,099

Lots150.8

Commission + swap−$170

Expectancy / trade−$2.5

Profit factor0.75

Sharpe−1.89daily returns, annualised

Z-score0.8 (55%)dependence between runs

Standard deviation$24.6

AHPR / GHPR−0.03% / −0.03%

Recovery factor−1.0

Winning streak12 (+$155)

Losing streak12 (−$231)

Avg holding time6h 33m

Trades / week6.0

Risk / trade4.5%

Monthly average−0.8%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 07:20	USDCHF	BUY	0.1	0.81965 → 0.81741	5h 20m	−22.4	−$27	—
Nov 2 16:05	USDCHF	BUY	0.1	0.82190 → 0.82012	5h 20m	−17.8	−$22	—
Oct 30 18:05	USDCHF	BUY	0.1	0.82244 → 0.82392	5h 20m	+14.8	+$18	—
Oct 30 10:20	USDCHF	BUY	0.1	0.82244 → 0.82126	5h 20m	−11.8	−$14	—
Oct 29 05:50	USDCHF	BUY	0.1	0.82983 → 0.82889	5h 20m	−9.4	−$11	—
Oct 26 12:50	USDCHF	BUY	0.1	0.82512 → 0.82555	5h 20m	+4.3	+$5	—
Oct 23 15:35	USDCHF	BUY	0.1	0.82298 → 0.82491	5h 20m	+19.3	+$23	—
Oct 23 08:20	USDCHF	BUY	0.1	0.82146 → 0.82317	5h 20m	+17.1	+$21	—
Oct 22 17:05	USDCHF	BUY	0.1	0.82256 → 0.82171	5h 20m	−8.5	−$10	—
Oct 21 03:05	USDCHF	BUY	0.1	0.82493 → 0.82573	5h 20m	+8	+$10	—
Oct 20 20:20	USDCHF	BUY	0.1	0.82556 → 0.82457	5h 20m	−9.9	−$12	—
Oct 19 15:20	USDCHF	BUY	0.1	0.82538 → 0.82585	5h 20m	+4.7	+$6	—
Oct 18 21:03	USDCHF	BUY	0.1	0.82552 → 0.82353	2.2 days	−19.9	−$25	—
Oct 16 05:35	USDCHF	BUY	0.1	0.82813 → 0.82717	5h 20m	−9.6	−$12	—
Oct 15 12:05	USDCHF	BUY	0.1	0.83115 → 0.83021	5h 20m	−9.4	−$11	—
Oct 14 13:02	USDCHF	BUY	0.1	0.83306 → 0.83804	5h 2m	+49.8	+$59	—
Oct 14 02:05	USDCHF	BUY	0.1	0.83287 → 0.83210	5h 20m	−7.7	−$10	—
Oct 12 09:50	USDCHF	BUY	0.1	0.83016 → 0.83308	5h 20m	+29.2	+$35	—
Oct 12 03:35	USDCHF	BUY	0.1	0.83054 → 0.82996	5h 20m	−5.8	−$7	—
Oct 9 14:35	USDCHF	BUY	0.1	0.83148 → 0.83094	5h 20m	−5.4	−$7	—
Oct 8 05:20	USDCHF	BUY	0.1	0.83323 → 0.83285	5h 20m	−3.8	−$5	—
Oct 7 14:05	USDCHF	BUY	0.1	0.83334 → 0.83266	5h 20m	−6.8	−$8	—
Oct 7 03:35	USDCHF	BUY	0.1	0.83187 → 0.83303	5h 20m	+11.6	+$14	—
Oct 6 19:20	USDCHF	BUY	0.1	0.83237 → 0.83119	5h 20m	−11.8	−$14	—
Oct 6 05:20	USDCHF	BUY	0.1	0.83148 → 0.83158	5h 20m	+1	+$1	—

1–25 of 1508

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