Ochre Delta · strategy profile

Ochre Delta · 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	+2.4%	+141	5	4
This month	−1.3%	−70	24	11
This year	−8.3%	−427	256	123

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−2.4	−4.5	−0.2	+0.8	−3.5	+1.4	+2.7	+3.4	−1.9	−0.8	+1.8	+0.4	−2.9
2023	−2.0	0.0	+1.3	−0.9	−2.3	−0.6	+1.0	−0.6	+2.5	+1.3	−1.7	−0.5	−2.5
2024	−1.0	+1.1	+1.4	−1.7	−1.8	−0.6	−1.2	+5.7	−3.7	−1.0	−2.9	−0.4	−6.1
2025	+0.9	+1.6	−1.8	−10.4	−2.2	+2.4	+0.8	−4.9	−1.7	+1.9	+3.9	−0.6	−10.2
2026	+1.6	+2.1	−0.2	−2.8	−2.3	−3.6	−0.7	−3.1	+2.8	−3.5	+1.3	·	−8.4

Risk

1/10

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

Max daily drawdown: −3.4%
Max weekly drawdown: −6.9%
Max drawdown · equity: −30.1%
Max drawdown · balance: −30.1%
Absolute drawdown: −$2,972
Longest drawdown: 1766 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 1.0%

Symbol split

90 days

USDCHF

100%+27.4%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 20% · Thu 20% · Fri 19% · 49% in the New York session

Behaviour

from 1,470 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 85% · over 12h 15%. Automated share 100%.

Statistics1,470 closed trades

Trades1,470

Won / lost709 / 761

Long win rate49% (781)

Short win rate48% (689)

Avg win+$31.8 · 28.4 pip

Avg loss−$33.2 · −28.7 pip

Best trade+$200 · Jan 25

Worst trade−$104 · Jan 28

Total pips−1,731

Lots147.0

Commission + swap−$713

Expectancy / trade−$1.9

Profit factor0.89

Sharpe−0.68daily returns, annualised

Z-score0.7 (52%)dependence between runs

Standard deviation$42.8

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak9 (+$214)

Losing streak14 (−$281)

Avg holding time1 days

Trades / week5.8

Risk / trade1.0%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 17:50	USDCHF	SELL	0.1	0.82483 → 0.81806	18h 45m	+67.7	+$83	—
Nov 1 22:03	USDCHF	SELL	0.1	0.82406 → 0.82260	2.1 days	+14.6	+$17	—
Oct 30 08:00	USDCHF	SELL	0.1	0.82874 → 0.82194	18h 45m	+68	+$82	—
Oct 29 11:00	USDCHF	BUY	0.1	0.83005 → 0.82823	18h 45m	−18.2	−$23	—
Oct 28 12:10	USDCHF	BUY	0.1	0.82847 → 0.82937	18h 45m	+9	+$10	—
Oct 27 12:05	USDCHF	BUY	0.1	0.82674 → 0.82830	18h 45m	+15.6	+$18	—
Oct 26 15:55	USDCHF	BUY	0.1	0.82369 → 0.82752	18h 45m	+38.3	+$46	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82186 → 0.82277	2.6 days	−9.1	−$12	—
Oct 23 05:25	USDCHF	SELL	0.1	0.82133 → 0.82172	18h 45m	−3.9	−$5	—
Oct 22 06:50	USDCHF	BUY	0.1	0.82424 → 0.82051	18h 45m	−37.3	−$47	—
Oct 21 11:55	USDCHF	SELL	0.1	0.82616 → 0.82473	18h 45m	+14.3	+$17	—
Oct 20 16:05	USDCHF	BUY	0.1	0.82560 → 0.82573	18h 45m	+1.3	+$2	—
Oct 19 16:00	USDCHF	SELL	0.1	0.82534 → 0.82702	18h 45m	−16.8	−$20	—
Oct 16 17:30	USDCHF	SELL	0.1	0.82733 → 0.82482	18h 45m	+25.1	+$30	—
Oct 15 21:00	USDCHF	BUY	0.1	0.82860 → 0.82566	18h 45m	−29.4	−$36	—
Oct 15 01:02	USDCHF	BUY	0.1	0.83811 → 0.83009	7h 52m	−80.2	−$98	—
Oct 14 17:00	USDCHF	SELL	0.1	0.83266 → 0.83850	18h 45m	−58.4	−$70	—
Oct 13 19:45	USDCHF	BUY	0.1	0.83419 → 0.83252	18h 45m	−16.7	−$20	—
Oct 12 16:45	USDCHF	SELL	0.1	0.83003 → 0.83479	18h 45m	−47.6	−$57	—
Oct 9 09:05	USDCHF	BUY	0.1	0.83327 → 0.83098	18h 45m	−22.9	−$28	—
Oct 8 12:55	USDCHF	BUY	0.1	0.83297 → 0.83378	18h 45m	+8.1	+$8	—
Oct 7 15:50	USDCHF	BUY	0.1	0.83082 → 0.83400	18h 45m	+31.8	+$38	—
Oct 6 15:45	USDCHF	BUY	0.1	0.83040 → 0.83032	18h 45m	−0.8	−$1	—
Oct 5 19:30	USDCHF	SELL	0.1	0.82867 → 0.83092	18h 45m	−22.5	−$27	—
Oct 4 21:03	USDCHF	SELL	0.1	0.82874 → 0.82784	2.4 days	+9	+$10	—

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