Cobalt Horizon · strategy profile

Cobalt Horizon · 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	−0.3%	−40	3	1
This month	−1.5%	−234	16	7
This year	−1.3%	+7	165	87

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.2	+1.3	+7.7	+0.1	−0.5	−1.3	−0.9	−2.0	−0.3	−1.5	−1.0	−0.8	−0.6
2021	+0.8	+0.4	+3.2	−0.3	−1.1	+1.1	−2.0	+0.1	+0.8	+1.1	−2.6	+0.8	+2.3
2022	−1.3	+0.2	+3.4	+5.2	−1.8	+0.4	−2.0	+1.1	−3.1	+2.7	−4.8	+2.2	+2.1
2023	+1.0	+2.9	−6.0	+0.9	+2.1	+2.2	−1.8	+2.0	−0.5	0.0	−1.9	−4.0	−3.2
2024	+2.8	+1.1	+2.2	+2.3	0.0	+0.5	−5.3	−0.3	+2.7	+4.4	−1.1	+2.1	+11.5
2025	−2.6	−3.2	−2.1	−4.0	−0.3	−0.8	+5.1	+0.1	+0.3	+0.8	+1.5	−0.7	−5.9
2026	+0.3	−0.3	−0.2	−2.0	+0.1	+1.2	−1.3	+1.7	+1.1	−1.7	+0.1	·	−1.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −14.1%.

Max daily drawdown: −2.4%
Max weekly drawdown: −4.5%
Max drawdown · equity: −14.1%
Max drawdown · balance: −14.1%
Absolute drawdown: −$1,594
Longest drawdown: 868 days · Jul
Recovery factor: 0.2
Max simultaneous risk: 1.4%

Symbol split

90 days

USDJPY

100%+3.1%

Long 96% · Short 4%

Hour and day

trade opens · UTC

Mon 14% · Tue 27% · Wed 17% · Thu 19% · Fri 23% · 43% in the Asia session

Behaviour

from 1,334 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 4% · over 12h 96%. Automated share 100%.

Statistics1,334 closed trades

Trades1,334

Won / lost673 / 661

Long win rate51% (1,281)

Short win rate43% (53)

Avg win+$40.9 · 57.0 pip

Avg loss−$41.2 · −55.4 pip

Best trade+$292 · Dec 20

Worst trade−$206 · Mar 8

Total pips+1,784

Lots133.4

Commission + swap−$995

Expectancy / trade+$0.2

Profit factor1.01

Sharpe0.11daily returns, annualised

Z-score−1.0 (69%)dependence between runs

Standard deviation$57.4

AHPR / GHPR0.00% / 0.00%

Recovery factor0.2

Winning streak13 (+$533)

Losing streak7 (−$297)

Avg holding time1.5 days

Trades / week3.7

Risk / trade1.4%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	BUY	0.1	157.595 → 157.448	2.2 days	−14.7	−$10	—
Oct 30 07:50	USDJPY	BUY	0.1	158.056 → 157.586	1.3 days	−47	−$30	—
Oct 28 13:20	USDJPY	BUY	0.1	157.731 → 157.950	1.3 days	+21.9	+$13	—
Oct 27 05:20	USDJPY	BUY	0.1	157.014 → 157.600	1.3 days	+58.6	+$37	—
Oct 25 21:03	USDJPY	BUY	0.1	156.834 → 156.959	2.8 days	+12.5	+$7	—
Oct 23 00:06	USDJPY	BUY	0.1	158.248 → 156.246	23h 31m	−200.2	−$129	—
Oct 21 23:20	USDJPY	BUY	0.1	158.208 → 158.141	1.3 days	−6.7	−$6	—
Oct 20 08:50	USDJPY	BUY	0.1	158.054 → 158.124	1.3 days	+7	+$4	—
Oct 18 21:03	USDJPY	BUY	0.1	158.159 → 157.915	2.2 days	−24.4	−$16	—
Oct 16 11:20	USDJPY	SELL	0.1	157.671 → 158.078	1.3 days	−40.7	−$26	—
Oct 14 20:50	USDJPY	BUY	0.1	158.291 → 158.322	1.3 days	+3.1	+$1	—
Oct 13 12:20	USDJPY	BUY	0.1	158.343 → 158.123	1.3 days	−22	−$14	—
Oct 11 21:03	USDJPY	BUY	0.1	158.222 → 158.236	2.6 days	+1.4	$0	—
Oct 9 04:20	USDJPY	BUY	0.1	158.065 → 158.061	1.3 days	−0.4	−$1	—
Oct 7 19:50	USDJPY	BUY	0.1	158.214 → 158.038	1.3 days	−17.6	−$12	—
Oct 6 10:00	USDJPY	BUY	0.1	157.851 → 158.204	1.3 days	+35.3	+$22	—
Oct 2 18:50	USDJPY	BUY	0.1	158.224 → 157.787	1.3 days	−43.7	−$28	—
Sep 30 17:35	USDJPY	BUY	0.1	157.674 → 157.282	1.3 days	−39.2	−$25	—
Sep 29 05:50	USDJPY	BUY	0.1	157.596 → 157.407	1.3 days	−18.9	−$13	—
Sep 25 01:25	USDJPY	BUY	0.1	158.225 → 158.649	1.3 days	+42.4	+$25	—
Sep 23 13:50	USDJPY	BUY	0.1	157.646 → 158.128	1.3 days	+48.2	+$30	—
Sep 22 05:50	USDJPY	BUY	0.1	156.928 → 157.462	1.3 days	+53.4	+$33	—
Sep 20 21:04	USDJPY	BUY	0.1	157.300 → 156.741	2.6 days	−55.9	−$36	—
Sep 18 01:50	USDJPY	BUY	0.1	155.515 → 156.271	1.3 days	+75.6	+$46	—
Sep 16 18:10	USDJPY	BUY	0.1	154.833 → 155.264	1.3 days	+43.1	+$27	—

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Cobalt Horizon◇Strategy

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