Umber Quartz · strategy profile

Umber Quartz · 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	+0.1%	+10	4	2
This month	+0.3%	+30	17	11
This year	−6.8%	−547	128	56

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.4	−0.6	0.0	−1.7	+2.5	+1.3	−0.5	−1.4	−0.8	0.0	+3.3	+2.4	+3.3
2023	−1.0	−2.1	−0.7	+1.5	−1.0	−2.1	+2.2	0.0	−0.6	+0.8	+1.3	+3.0	+1.1
2024	−1.2	−0.6	+0.1	0.0	−0.2	+0.2	+1.9	+3.2	0.0	−0.7	−0.3	−0.8	+1.7
2025	−0.2	0.0	+1.2	+4.5	−0.4	+0.8	−0.4	−0.1	−0.9	−1.7	+0.4	+0.8	+4.0
2026	+1.9	−2.1	−1.2	−0.7	−1.2	−1.8	−0.6	−1.3	−0.4	+0.3	+0.3	·	−6.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.5%.

Max daily drawdown: −1.9%
Max weekly drawdown: −1.8%
Max drawdown · equity: −11.5%
Max drawdown · balance: −11.5%
Absolute drawdown: −$1,317
Longest drawdown: 560 days · Oct
Recovery factor: 0.2
Max simultaneous risk: 3.9%

Symbol split

90 days

USDCHF

100%+2.8%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 19% · Tue 19% · Wed 21% · Thu 21% · Fri 21% · 62% in the New York session

Behaviour

from 870 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%.

Statistics870 closed trades

Trades870

Won / lost434 / 436

Long win rate0% (0)

Short win rate50% (870)

Avg win+$35.2 · 31.1 pip

Avg loss−$34.4 · −29.5 pip

Best trade+$92 · Jan 27

Worst trade−$191 · Mar 16

Total pips+634

Lots87.0

Commission + swap−$473

Expectancy / trade+$0.3

Profit factor1.02

Sharpe0.14daily returns, annualised

Z-score0.2 (19%)dependence between runs

Standard deviation$44.9

AHPR / GHPR0.00% / 0.00%

Recovery factor0.2

Winning streak9 (+$334)

Losing streak9 (−$165)

Avg holding time1.1 days

Trades / week3.4

Risk / trade3.9%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCHF	SELL	0.1	0.82317 → 0.82455	2.2 days	−13.8	−$17	—
Oct 30 16:18	USDCHF	SELL	0.1	0.82597 → 0.82335	20h 50m	+26.2	+$31	—
Oct 29 17:51	USDCHF	SELL	0.1	0.82685 → 0.82604	20h 50m	+8.1	+$10	—
Oct 27 17:49	USDCHF	SELL	0.1	0.82754 → 0.82864	20h 50m	−11	−$14	—
Oct 26 20:10	USDCHF	SELL	0.1	0.82480 → 0.82784	20h 50m	−30.4	−$37	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82387 → 0.82277	2.4 days	+11	+$13	—
Oct 23 10:38	USDCHF	SELL	0.1	0.82336 → 0.82319	20h 50m	+1.7	+$2	—
Oct 22 12:10	USDCHF	SELL	0.1	0.82525 → 0.82179	20h 50m	+34.6	+$41	—
Oct 21 14:13	USDCHF	SELL	0.1	0.82585 → 0.82473	20h 50m	+11.2	+$13	—
Oct 20 15:39	USDCHF	SELL	0.1	0.82628 → 0.82533	20h 50m	+9.5	+$11	—
Oct 19 18:03	USDCHF	SELL	0.1	0.82362 → 0.82605	20h 50m	−24.3	−$29	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82711 → 0.82372	2.8 days	+33.9	+$41	—
Oct 16 02:39	USDCHF	SELL	0.1	0.82992 → 0.82748	20h 50m	+24.4	+$29	—
Oct 12 18:27	USDCHF	SELL	0.1	0.82907 → 0.83477	20h 50m	−57	−$68	—
Oct 11 21:03	USDCHF	SELL	0.1	0.83096 → 0.82910	2.5 days	+18.6	+$22	—
Oct 5 19:37	USDCHF	SELL	0.1	0.82825 → 0.83077	20h 50m	−25.2	−$30	—
Oct 4 21:03	USDCHF	SELL	0.1	0.82908 → 0.82784	2.7 days	+12.4	+$14	—
Sep 10 07:01	USDCHF	SELL	0.1	0.81010 → 0.80932	20h 50m	+7.8	+$8	—
Sep 4 15:06	USDCHF	SELL	0.1	0.80622 → 0.80995	20h 50m	−37.3	−$47	—
Aug 31 06:49	USDCHF	SELL	0.1	0.80395 → 0.80901	2.8 days	−50.6	−$63	—
Aug 28 11:30	USDCHF	SELL	0.1	0.80371 → 0.80386	20h 50m	−1.5	−$2	—
Aug 27 10:19	USDCHF	SELL	0.1	0.80456 → 0.80560	20h 50m	−10.4	−$14	—
Aug 26 12:25	USDCHF	SELL	0.1	0.80231 → 0.80379	20h 50m	−14.8	−$19	—
Aug 25 15:06	USDCHF	SELL	0.1	0.80249 → 0.80310	20h 50m	−6.1	−$8	—
Aug 24 17:59	USDCHF	SELL	0.1	0.80147 → 0.80278	20h 50m	−13.1	−$16	—

1–25 of 870

Umber Quartz◇Strategy

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