Blue Rain · strategy profile

Blue Rain · 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	−0.3%	−33	2	0
This month	−1.8%	−243	17	8
This year	+1.0%	+242	238	109

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.5	+2.3	+2.1	−0.3	−2.5	+0.1	−0.9	−1.5	+0.5	−1.7	−0.5	−2.4	−3.3
2021	+0.4	−0.9	+2.0	+0.6	+0.2	−0.8	−1.1	−1.4	+0.3	+2.1	−2.3	−1.4	−2.5
2022	+0.8	−2.8	+5.1	+2.1	−1.8	+2.8	+0.1	−0.1	+1.6	+0.4	−4.5	+0.1	+3.8
2023	−2.8	+0.5	−1.2	+0.5	−0.2	−0.3	+0.7	−0.5	−0.5	0.0	−0.4	+0.1	−4.1
2024	+1.1	−1.5	+2.5	−0.2	+0.8	−1.4	+0.2	+1.4	−2.9	+4.7	+1.4	+1.9	+8.2
2025	−3.0	+1.5	−3.4	−3.1	+2.1	−2.1	−1.3	−4.0	−1.1	+1.2	+0.3	−1.0	−13.8
2026	−0.2	+2.3	−0.2	−2.7	+0.5	−0.2	0.0	+0.3	+2.8	−1.5	0.0	·	+1.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.0%.

Max daily drawdown: −2.6%
Max weekly drawdown: −2.8%
Max drawdown · equity: −21.0%
Max drawdown · balance: −21.0%
Absolute drawdown: −$1,489
Longest drawdown: 2394 days · Jul
Recovery factor: −0.5
Max simultaneous risk: 1.3%

Symbol split

90 days

USDJPY

100%+11.3%

Long 71% · Short 29%

Hour and day

trade opens · UTC

Mon 12% · Tue 19% · Wed 22% · Thu 25% · Fri 22% · 47% in the New York session

Behaviour

from 1,884 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 89% · over 12h 11%. Automated share 100%.

Statistics1,884 closed trades

Trades1,884

Won / lost911 / 973

Long win rate49% (1,334)

Short win rate47% (550)

Avg win+$28.4 · 39.4 pip

Avg loss−$27.8 · −37.5 pip

Best trade+$211 · Mar 28

Worst trade−$142 · Jul 30

Total pips−553

Lots188.4

Commission + swap−$654

Expectancy / trade−$0.6

Profit factor0.96

Sharpe−0.25daily returns, annualised

Z-score1.0 (70%)dependence between runs

Standard deviation$41.1

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak8 (+$367)

Losing streak10 (−$229)

Avg holding time16h 8m

Trades / week5.3

Risk / trade1.3%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 01:41	USDJPY	BUY	0.1	158.137 → 157.865	11h 40m	−27.2	−$19	—
Oct 28 06:22	USDJPY	BUY	0.1	157.918 → 157.858	11h 40m	−6	−$4	—
Oct 27 18:40	USDJPY	BUY	0.1	157.816 → 157.896	11h 40m	+8	+$5	—
Oct 26 20:40	USDJPY	BUY	0.1	157.278 → 157.501	11h 40m	+22.3	+$14	—
Oct 26 08:55	USDJPY	SELL	0.1	156.974 → 157.258	11h 40m	−28.4	−$18	—
Oct 25 21:03	USDJPY	SELL	0.1	156.836 → 156.978	2.1 days	−14.2	−$10	—
Oct 23 17:32	USDJPY	SELL	0.1	156.908 → 156.870	11h 40m	+3.8	+$2	—
Oct 23 05:49	USDJPY	SELL	0.1	156.928 → 156.910	11h 40m	+1.8	+$1	—
Oct 22 18:00	USDJPY	SELL	0.1	157.185 → 156.866	11h 40m	+31.9	+$20	—
Oct 20 00:41	USDJPY	BUY	0.1	158.361 → 158.546	11h 40m	+18.5	+$11	—
Oct 18 21:03	USDJPY	BUY	0.1	158.271 → 157.915	2.2 days	−35.6	−$23	—
Oct 16 01:35	USDJPY	SELL	0.1	157.549 → 158.151	11h 40m	−60.2	−$39	—
Oct 15 00:15	USDJPY	BUY	0.1	158.802 → 157.871	11h 40m	−93.1	−$60	—
Oct 13 07:25	USDJPY	BUY	0.1	158.680 → 158.169	11h 40m	−51.1	−$33	—
Oct 12 19:41	USDJPY	BUY	0.1	158.473 → 158.644	11h 40m	+17.1	+$11	—
Oct 7 11:40	USDJPY	BUY	0.1	158.313 → 158.347	11h 40m	+3.4	+$2	—
Oct 5 23:41	USDJPY	BUY	0.1	158.230 → 157.885	11h 40m	−34.5	−$22	—
Oct 1 11:40	USDJPY	BUY	0.1	157.570 → 158.015	11h 40m	+44.5	+$28	—
Sep 25 06:55	USDJPY	BUY	0.1	158.953 → 157.987	11h 40m	−96.6	−$62	—
Sep 24 18:40	USDJPY	BUY	0.1	158.446 → 158.820	11h 40m	+37.4	+$24	—
Sep 23 20:40	USDJPY	BUY	0.1	157.886 → 158.339	11h 40m	+45.3	+$29	—
Sep 22 18:41	USDJPY	BUY	0.1	157.685 → 157.486	11h 40m	−19.9	−$13	—
Sep 21 09:23	USDJPY	BUY	0.1	156.790 → 157.220	11h 40m	+43	+$27	—
Sep 20 21:04	USDJPY	BUY	0.1	156.706 → 156.741	2.2 days	+3.5	+$2	—
Sep 18 17:18	USDJPY	BUY	0.1	157.287 → 156.722	11h 40m	−56.5	−$36	—

1–25 of 1884

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