Ruby Fern · strategy profile

Ruby Fern · 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	−0.2%	−9	1	0
This month	−1.5%	−87	12	3
This year	−2.1%	−104	115	51

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.1	−0.4	+1.5	−1.5	+0.3	−1.0	−1.1	0.0	+0.2	−0.8	−4.1	−2.1	−9.3
2023	+0.9	+0.5	+0.1	−0.1	−0.6	0.0	−0.6	−2.1	−0.7	−1.6	−0.2	−1.9	−6.3
2024	−2.7	0.0	−1.4	−1.2	+1.3	−1.2	−0.4	+0.3	−0.6	−0.4	+0.1	−1.3	−7.6
2025	−2.2	+0.3	−1.7	+2.0	−1.9	−0.5	−1.5	−1.7	+1.3	−1.3	−0.3	−0.2	−7.9
2026	0.0	+0.2	−1.9	−0.1	+0.9	−1.9	−0.2	+2.5	−0.2	−1.4	0.0	·	−2.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −30.1%.

Max daily drawdown: −1.7%
Max weekly drawdown: −3.2%
Max drawdown · equity: −30.1%
Max drawdown · balance: −30.1%
Absolute drawdown: −$2,921
Longest drawdown: 1678 days · Jul
Recovery factor: −1.0
Max simultaneous risk: 2.2%

Symbol split

90 days

USDCHF

100%+28.6%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 21% · Tue 22% · Wed 19% · Thu 22% · Fri 15% · 54% in the New York session

Behaviour

from 646 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 94% · over 12h 6%. Automated share 100%.

Statistics646 closed trades

Trades646

Won / lost250 / 396

Long win rate37% (326)

Short win rate41% (320)

Avg win+$17.7 · 15.6 pip

Avg loss−$18.4 · −15.9 pip

Best trade+$139 · Apr 10

Worst trade−$165 · Nov 10

Total pips−2,416

Lots64.6

Commission + swap−$149

Expectancy / trade−$4.4

Profit factor0.61

Sharpe−2.68daily returns, annualised

Z-score−0.4 (32%)dependence between runs

Standard deviation$26.0

AHPR / GHPR−0.05% / −0.05%

Recovery factor−1.0

Winning streak8 (+$177)

Losing streak11 (−$123)

Avg holding time8h 40m

Trades / week2.6

Risk / trade2.2%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 07:20	USDCHF	SELL	0.1	0.82757 → 0.82846	5h 50m	−8.9	−$11	—
Oct 23 20:20	USDCHF	BUY	0.1	0.82484 → 0.82524	5h 50m	+4	+$5	—
Oct 21 19:20	USDCHF	SELL	0.1	0.82402 → 0.82520	5h 50m	−11.8	−$14	—
Oct 21 09:50	USDCHF	BUY	0.1	0.82566 → 0.82519	5h 50m	−4.7	−$6	—
Oct 20 18:20	USDCHF	SELL	0.1	0.82263 → 0.82509	5h 50m	−24.6	−$30	—
Oct 20 00:50	USDCHF	BUY	0.1	0.82658 → 0.82571	5h 50m	−8.7	−$11	—
Oct 15 10:20	USDCHF	SELL	0.1	0.82949 → 0.83030	5h 50m	−8.1	−$10	—
Oct 14 19:20	USDCHF	BUY	0.1	0.83796 → 0.83443	5h 50m	−35.3	−$42	—
Oct 14 00:20	USDCHF	SELL	0.1	0.83270 → 0.83272	5h 50m	−0.2	−$1	—
Oct 12 18:20	USDCHF	BUY	0.1	0.83318 → 0.83458	5h 50m	+14	+$17	—
Oct 9 02:50	USDCHF	SELL	0.1	0.83148 → 0.83059	5h 50m	+8.9	+$11	—
Oct 5 20:20	USDCHF	BUY	0.1	0.83185 → 0.83066	5h 50m	−11.9	−$14	—
Oct 1 23:20	USDCHF	SELL	0.1	0.83160 → 0.83104	5h 50m	+5.6	+$6	—
Sep 23 12:50	USDCHF	BUY	0.1	0.82205 → 0.82340	5h 50m	+13.5	+$16	—
Sep 20 21:04	USDCHF	SELL	0.1	0.82185 → 0.82202	2.1 days	−1.7	−$3	—
Sep 10 05:20	USDCHF	BUY	0.1	0.80963 → 0.80898	5h 50m	−6.5	−$8	—
Sep 9 05:50	USDCHF	SELL	0.1	0.80898 → 0.80871	5h 50m	+2.7	+$3	—
Sep 8 15:50	USDCHF	BUY	0.1	0.81129 → 0.80896	5h 50m	−23.3	−$29	—
Sep 8 00:20	USDCHF	SELL	0.1	0.80941 → 0.80899	5h 50m	+4.2	+$5	—
Sep 6 21:03	USDCHF	BUY	0.1	0.81028 → 0.80912	2.1 days	−11.6	−$15	—
Sep 3 13:50	USDCHF	SELL	0.1	0.80906 → 0.80802	5h 50m	+10.4	+$13	—
Aug 31 06:49	USDCHF	BUY	0.1	0.80966 → 0.80882	2.6 days	−8.4	−$11	—
Aug 28 02:50	USDCHF	SELL	0.1	0.80404 → 0.80454	5h 50m	−5	−$6	—
Aug 26 14:20	USDCHF	BUY	0.1	0.80299 → 0.80564	5h 50m	+26.5	+$33	—
Aug 26 05:20	USDCHF	SELL	0.1	0.80163 → 0.80344	5h 50m	−18.1	−$23	—

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