Ruby Lotus · strategy profile

Ruby Lotus · 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	0.0%	0	0	0
This week	+0.7%	+46	2	2
This month	+1.1%	+74	10	4
This year	+0.6%	+47	115	57

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.7	−0.2	−0.9	−2.5	−1.5	−4.2	0.0	−1.1	−2.7	+3.4	+1.1	−0.5	−9.7
2023	+1.0	−0.9	−0.5	−0.2	−1.9	+0.6	−0.1	−0.5	−2.5	−0.4	+0.5	+0.4	−4.5
2024	+0.1	−1.5	−1.1	−0.9	+0.5	+0.2	+1.3	−0.6	−0.5	−1.6	−1.1	−2.9	−8.0
2025	−1.8	−0.6	+0.3	+4.1	−1.2	+2.1	−2.7	+2.0	−1.7	−1.6	−0.5	−1.4	−2.9
2026	+0.8	+0.3	+0.7	+2.4	−0.3	−0.8	−1.2	+0.3	−3.0	+1.0	+0.6	·	+0.7

Risk

1/10

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

Max daily drawdown: −1.7%
Max weekly drawdown: −2.4%
Max drawdown · equity: −23.9%
Max drawdown · balance: −23.9%
Absolute drawdown: −$2,387
Longest drawdown: 1766 days · Jan
Recovery factor: −0.9
Max simultaneous risk: 2.4%

Symbol split

90 days

USDCHF

100%+22.3%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 18% · Tue 22% · Wed 21% · Thu 20% · Fri 19% · 69% in the London session

Behaviour

from 705 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 93% · over 12h 7%. Automated share 100%.

Statistics705 closed trades

Trades705

Won / lost307 / 398

Long win rate0% (0)

Short win rate44% (705)

Avg win+$25.7 · 22.8 pip

Avg loss−$25.4 · −22.4 pip

Best trade+$238 · Apr 10

Worst trade−$129 · Aug 7

Total pips−1,906

Lots70.5

Commission + swap−$195

Expectancy / trade−$3.2

Profit factor0.78

Sharpe−1.31daily returns, annualised

Z-score0.1 (5%)dependence between runs

Standard deviation$36.1

AHPR / GHPR−0.03% / −0.04%

Recovery factor−0.9

Winning streak8 (+$238)

Losing streak13 (−$196)

Avg holding time10h 45m

Trades / week2.8

Risk / trade2.4%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 15:05	USDCHF	SELL	0.1	0.82269 → 0.81916	7h 35m	+35.3	+$43	—
Oct 28 19:35	USDCHF	SELL	0.1	0.82955 → 0.82849	7h 35m	+10.6	+$13	—
Oct 23 02:05	USDCHF	SELL	0.1	0.82061 → 0.82118	7h 35m	−5.7	−$7	—
Oct 21 20:05	USDCHF	SELL	0.1	0.82394 → 0.82445	7h 35m	−5.1	−$6	—
Oct 20 11:35	USDCHF	SELL	0.1	0.82488 → 0.82457	7h 35m	+3.1	+$4	—
Oct 15 01:35	USDCHF	SELL	0.1	0.83608 → 0.82963	7h 35m	+64.5	+$76	—
Oct 13 09:35	USDCHF	SELL	0.1	0.83306 → 0.83319	7h 35m	−1.3	−$2	—
Oct 9 01:05	USDCHF	SELL	0.1	0.83090 → 0.83122	7h 35m	−3.2	−$4	—
Oct 7 22:05	USDCHF	SELL	0.1	0.83195 → 0.83303	7h 35m	−10.8	−$14	—
Oct 6 19:35	USDCHF	SELL	0.1	0.83024 → 0.83159	7h 35m	−13.5	−$16	—
Oct 1 15:35	USDCHF	SELL	0.1	0.83393 → 0.83137	7h 35m	+25.6	+$31	—
Sep 30 02:35	USDCHF	SELL	0.1	0.83349 → 0.83387	7h 35m	−3.8	−$5	—
Sep 24 15:05	USDCHF	SELL	0.1	0.82286 → 0.82939	7h 35m	−65.3	−$79	—
Sep 22 17:35	USDCHF	SELL	0.1	0.81888 → 0.82186	7h 35m	−29.8	−$36	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82329 → 0.82202	2.2 days	+12.7	+$15	—
Sep 17 20:05	USDCHF	SELL	0.1	0.82303 → 0.82476	7h 35m	−17.3	−$21	—
Sep 17 01:35	USDCHF	SELL	0.1	0.81807 → 0.82573	7h 35m	−76.6	−$94	—
Sep 14 17:05	USDCHF	SELL	0.1	0.81697 → 0.81583	7h 35m	+11.4	+$14	—
Sep 9 19:05	USDCHF	SELL	0.1	0.80782 → 0.81071	7h 35m	−28.9	−$36	—
Sep 8 21:05	USDCHF	SELL	0.1	0.80922 → 0.80853	7h 35m	+6.9	+$8	—
Sep 7 16:05	USDCHF	SELL	0.1	0.80868 → 0.80934	7h 35m	−6.6	−$8	—
Sep 2 21:05	USDCHF	SELL	0.1	0.81310 → 0.81233	7h 35m	+7.7	+$8	—
Aug 28 18:05	USDCHF	SELL	0.1	0.80360 → 0.80978	7h 35m	−61.8	−$76	—
Aug 27 21:05	USDCHF	SELL	0.1	0.80330 → 0.80336	7h 35m	−0.6	−$1	—
Aug 25 17:35	USDCHF	SELL	0.1	0.80241 → 0.80245	7h 35m	−0.4	−$1	—

1–25 of 705

Ruby Lotus◇Strategy

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