Umber Wave · strategy profile

Umber Wave · 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	0.0%	0	0	0
This month	−0.4%	−59	10	4
This year	−2.1%	−322	71	28

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	0.0	0.0	+0.5	+0.3	−0.2	−0.8	−0.3	−1.1	+0.1	0.0	+0.2	0.0	−1.4
2021	+0.2	+0.3	−0.4	+0.1	+0.1	−0.7	−0.5	−0.2	+0.2	0.0	−0.4	−0.2	−1.6
2022	−0.2	0.0	+0.1	−0.1	−0.2	−0.2	−0.4	+0.2	0.0	+0.2	0.0	0.0	−0.7
2023	−0.2	+0.2	+1.7	−0.8	−0.5	−1.2	+0.8	0.0	−0.1	+0.3	+1.0	+0.4	+1.6
2024	+0.2	−0.2	−0.2	−0.1	−0.6	+0.1	+0.2	−0.4	−0.3	−0.3	−0.3	+0.6	−1.4
2025	+0.7	+0.2	−0.2	−1.3	−0.3	−0.2	−0.1	+0.1	−0.1	+0.5	+0.3	+0.1	−0.4
2026	+0.2	−0.1	+0.1	−0.1	−1.3	−0.2	−0.7	0.0	+0.5	−0.4	0.0	·	−2.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −6.9%.

Max daily drawdown: −0.7%
Max weekly drawdown: −1.2%
Max drawdown · equity: −6.9%
Max drawdown · balance: −6.9%
Absolute drawdown: −$617
Longest drawdown: 2365 days · Oct
Recovery factor: −0.9
Max simultaneous risk: 3.1%

Symbol split

90 days

USDJPY

100%+6.0%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 22% · Tue 18% · Wed 20% · Thu 19% · Fri 20% · 46% in the Asia session

Behaviour

from 671 trades

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

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

Statistics671 closed trades

Trades671

Won / lost292 / 379

Long win rate0% (0)

Short win rate44% (671)

Avg win+$10.1 · 13.8 pip

Avg loss−$9.3 · −12.6 pip

Best trade+$107 · Mar 10

Worst trade−$67 · Jul 31

Total pips−753

Lots67.1

Commission + swap−$15

Expectancy / trade−$0.9

Profit factor0.83

Sharpe−1.03daily returns, annualised

Z-score−1.3 (82%)dependence between runs

Standard deviation$14.7

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.9

Winning streak7 (+$92)

Losing streak9 (−$132)

Avg holding time1h 0m

Trades / week1.9

Risk / trade3.1%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 26 05:00	USDJPY	SELL	0.1	156.862 → 156.964	1h 0m	−10.2	−$7	—
Oct 23 15:30	USDJPY	SELL	0.1	156.849 → 156.837	1h 0m	+1.2	+$1	—
Oct 23 00:00	USDJPY	SELL	0.1	156.727 → 156.494	1h 0m	+23.3	+$15	—
Oct 22 04:00	USDJPY	SELL	0.1	157.878 → 157.751	1h 0m	+12.7	+$8	—
Oct 21 05:30	USDJPY	SELL	0.1	158.110 → 158.154	1h 0m	−4.4	−$3	—
Oct 19 01:30	USDJPY	SELL	0.1	157.858 → 158.034	1h 0m	−17.6	−$11	—
Oct 16 05:00	USDJPY	SELL	0.1	157.879 → 157.834	1h 0m	+4.5	+$3	—
Oct 15 15:00	USDJPY	SELL	0.1	157.583 → 158.107	1h 0m	−52.4	−$33	—
Oct 14 20:00	USDJPY	SELL	0.1	158.193 → 158.328	1h 0m	−13.5	−$9	—
Oct 14 04:30	USDJPY	SELL	0.1	158.197 → 158.222	1h 0m	−2.5	−$2	—
Sep 30 02:30	USDJPY	SELL	0.1	156.901 → 156.481	1h 0m	+42	+$27	—
Sep 29 12:00	USDJPY	SELL	0.1	157.184 → 157.172	1h 0m	+1.2	+$1	—
Sep 29 08:00	USDJPY	SELL	0.1	157.464 → 157.412	1h 0m	+5.2	+$3	—
Sep 29 02:30	USDJPY	SELL	0.1	157.374 → 157.349	1h 0m	+2.5	+$2	—
Sep 28 09:30	USDJPY	SELL	0.1	156.778 → 157.062	1h 0m	−28.4	−$18	—
Sep 10 06:00	USDJPY	SELL	0.1	153.464 → 153.599	1h 0m	−13.5	−$9	—
Sep 8 20:30	USDJPY	SELL	0.1	153.937 → 154.008	1h 0m	−7.1	−$5	—
Sep 8 00:30	USDJPY	SELL	0.1	153.933 → 153.539	1h 0m	+39.4	+$26	—
Sep 7 05:00	USDJPY	SELL	0.1	156.043 → 156.069	1h 0m	−2.6	−$2	—
Sep 3 03:30	USDJPY	SELL	0.1	158.080 → 157.793	1h 0m	+28.7	+$18	—
Aug 4 14:30	USDJPY	SELL	0.1	157.407 → 157.506	1h 0m	−9.9	−$6	—
Aug 3 17:00	USDJPY	SELL	0.1	156.960 → 156.909	1h 0m	+5.1	+$3	—
Jul 31 10:00	USDJPY	SELL	0.1	158.908 → 159.983	1h 0m	−107.5	−$67	—
Jul 30 11:30	USDJPY	SELL	0.1	162.868 → 162.951	1h 0m	−8.3	−$5	—
Jul 29 20:00	USDJPY	SELL	0.1	163.308 → 163.532	1h 0m	−22.4	−$14	—

1–25 of 671

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