Ruby Swan · strategy profile

Ruby Swan · 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	−0.7%	−34	2	0
This month	−0.8%	−40	17	5
This year	−8.2%	−440	184	88

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.2	−0.8	−1.8	+2.0	−1.1	+2.1	−1.6	+0.4	−0.2	−1.6	−3.9	−2.9	−9.1
2023	−0.9	+0.4	−1.3	−1.4	−0.1	−0.1	−2.3	−0.5	+0.1	−2.2	−3.5	−2.0	−13.8
2024	+0.4	+1.1	+1.6	−1.2	−1.4	−1.2	−1.5	+0.9	−1.0	−1.0	−0.9	+0.7	−3.6
2025	−0.9	+0.3	+0.2	−5.0	+1.5	−1.5	0.0	−1.3	−0.3	+0.8	−0.6	−2.0	−8.9
2026	+0.1	−0.3	−1.1	−0.7	−1.2	−1.4	−0.8	−0.2	−0.8	−1.9	+0.1	·	−8.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −37.3%.

Max daily drawdown: −1.8%
Max weekly drawdown: −4.7%
Max drawdown · equity: −37.3%
Max drawdown · balance: −37.3%
Absolute drawdown: −$3,602
Longest drawdown: 1601 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 2.9%

Symbol split

90 days

USDCHF

100%+36.0%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 22% · Wed 20% · Thu 21% · Fri 19% · 63% in the London session

Behaviour

from 1,082 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 98% · over 12h 2%. Automated share 100%.

Statistics1,082 closed trades

Trades1,082

Won / lost477 / 605

Long win rate44% (1,082)

Short win rate0% (0)

Avg win+$17.3 · 15.3 pip

Avg loss−$19.6 · −17.1 pip

Best trade+$106 · Sep 13

Worst trade−$147 · Dec 13

Total pips−3,040

Lots108.2

Commission + swap−$117

Expectancy / trade−$3.3

Profit factor0.70

Sharpe−2.27daily returns, annualised

Z-score0.6 (47%)dependence between runs

Standard deviation$26.0

AHPR / GHPR−0.04% / −0.04%

Recovery factor−1.0

Winning streak9 (+$134)

Losing streak10 (−$295)

Avg holding time5h 44m

Trades / week4.3

Risk / trade2.9%

Monthly average−0.7%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 18:15	USDCHF	BUY	0.1	0.82404 → 0.82380	4h 45m	−2.4	−$3	—
Oct 30 11:45	USDCHF	BUY	0.1	0.82360 → 0.82042	4h 45m	−31.8	−$39	—
Oct 26 13:45	USDCHF	BUY	0.1	0.82612 → 0.82623	4h 45m	+1.1	+$1	—
Oct 23 19:15	USDCHF	BUY	0.1	0.82484 → 0.82519	4h 45m	+3.5	+$4	—
Oct 23 09:45	USDCHF	BUY	0.1	0.82165 → 0.82158	4h 45m	−0.7	−$1	—
Oct 22 17:15	USDCHF	BUY	0.1	0.82287 → 0.82131	4h 45m	−15.6	−$19	—
Oct 21 03:15	USDCHF	BUY	0.1	0.82585 → 0.82575	4h 45m	−1	−$1	—
Oct 20 19:15	USDCHF	BUY	0.1	0.82465 → 0.82487	4h 45m	+2.2	+$3	—
Oct 16 17:45	USDCHF	BUY	0.1	0.82496 → 0.82445	4h 45m	−5.1	−$6	—
Oct 15 11:45	USDCHF	BUY	0.1	0.83105 → 0.82996	4h 45m	−10.9	−$13	—
Oct 14 12:45	USDCHF	BUY	0.1	0.83306 → 0.83722	4h 45m	+41.6	+$50	—
Oct 13 18:45	USDCHF	BUY	0.1	0.83320 → 0.83257	4h 45m	−6.3	−$8	—
Oct 12 10:15	USDCHF	BUY	0.1	0.83097 → 0.83268	4h 45m	+17.1	+$21	—
Oct 9 17:45	USDCHF	BUY	0.1	0.83181 → 0.83013	4h 45m	−16.8	−$20	—
Oct 8 13:45	USDCHF	BUY	0.1	0.83396 → 0.83370	4h 45m	−2.6	−$3	—
Oct 6 18:45	USDCHF	BUY	0.1	0.83237 → 0.83142	4h 45m	−9.5	−$11	—
Oct 5 07:15	USDCHF	BUY	0.1	0.83002 → 0.82978	4h 45m	−2.4	−$3	—
Oct 1 14:45	USDCHF	BUY	0.1	0.83707 → 0.83067	4h 45m	−64	−$77	—
Sep 30 16:45	USDCHF	BUY	0.1	0.83471 → 0.83503	4h 45m	+3.2	+$4	—
Sep 29 20:15	USDCHF	BUY	0.1	0.83508 → 0.83411	4h 45m	−9.7	−$12	—
Sep 28 03:45	USDCHF	BUY	0.1	0.82982 → 0.82940	4h 45m	−4.2	−$5	—
Sep 24 12:45	USDCHF	BUY	0.1	0.82755 → 0.82738	4h 45m	−1.7	−$2	—
Sep 23 08:45	USDCHF	BUY	0.1	0.82182 → 0.82215	4h 45m	+3.3	+$4	—
Sep 22 19:45	USDCHF	BUY	0.1	0.82097 → 0.81972	4h 45m	−12.5	−$15	—
Sep 22 11:15	USDCHF	BUY	0.1	0.82168 → 0.81911	4h 45m	−25.7	−$31	—

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