Russet Brook · strategy profile

Russet Brook · 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	0.0%	0	0	0
This month	−0.2%	−32	8	2
This year	−5.0%	−766	70	29

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.3	0.0	−0.4	−0.4	+0.2	+0.1	−0.4	−0.8	+0.6	+0.1	0.0	−0.7	−1.4
2021	−0.5	−0.3	+0.3	−1.1	+0.2	+0.1	+0.3	−0.4	−0.4	+0.1	−0.3	0.0	−1.9
2022	−0.1	+0.2	+0.2	+0.6	0.0	+1.0	−0.7	+0.7	+0.3	+0.7	+0.6	+0.6	+4.0
2023	−0.2	0.0	+0.3	+0.7	−0.6	+0.5	−1.4	−0.5	0.0	−0.1	+0.6	−1.0	−1.7
2024	+0.1	+0.2	0.0	+0.3	+0.2	+0.1	−1.1	−1.4	−0.1	+0.5	−0.6	+0.4	−1.2
2025	+0.4	−0.3	−0.2	−0.8	+0.8	−0.4	−0.3	−0.1	−0.2	0.0	−0.2	+0.5	−0.8
2026	−0.5	+0.1	−0.3	−1.7	0.0	+0.1	−1.6	−0.5	−0.7	−0.1	0.0	·	−5.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.8%.

Max daily drawdown: −1.3%
Max weekly drawdown: −2.1%
Max drawdown · equity: −9.8%
Max drawdown · balance: −9.8%
Absolute drawdown: −$816
Longest drawdown: 1232 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 1.4%

Symbol split

90 days

USDJPY

100%+8.1%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 22% · Tue 17% · Wed 22% · Thu 20% · Fri 18% · 46% in the London session

Behaviour

from 629 trades

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

Holding time: under 1h 1% · 1–4h 99% · 4–12h 0% · over 12h 1%. Automated share 100%.

Statistics629 closed trades

Trades629

Won / lost302 / 327

Long win rate48% (629)

Short win rate0% (0)

Avg win+$10.5 · 14.4 pip

Avg loss−$12.2 · −16.7 pip

Best trade+$39 · Mar 9

Worst trade−$127 · Apr 30

Total pips−1,095

Lots62.9

Commission + swap−$22

Expectancy / trade−$1.3

Profit factor0.80

Sharpe−1.27daily returns, annualised

Z-score−1.6 (88%)dependence between runs

Standard deviation$17.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak9 (+$62)

Losing streak10 (−$198)

Avg holding time2h 4m

Trades / week1.8

Risk / trade1.4%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 23 01:45	USDJPY	BUY	0.1	156.551 → 156.697	1h 45m	+14.6	+$9	—
Oct 22 07:45	USDJPY	BUY	0.1	157.336 → 157.323	1h 45m	−1.3	−$1	—
Oct 20 07:15	USDJPY	BUY	0.1	158.197 → 158.052	1h 45m	−14.5	−$9	—
Oct 15 02:30	USDJPY	BUY	0.1	157.823 → 157.692	1h 45m	−13.1	−$8	—
Oct 13 08:45	USDJPY	BUY	0.1	158.200 → 158.094	1h 45m	−10.6	−$7	—
Oct 13 04:45	USDJPY	BUY	0.1	158.239 → 158.258	1h 45m	+1.9	+$1	—
Oct 12 17:15	USDJPY	BUY	0.1	158.751 → 158.666	1h 45m	−8.5	−$5	—
Oct 12 13:30	USDJPY	BUY	0.1	158.618 → 158.610	1h 45m	−0.8	−$1	—
Oct 1 03:00	USDJPY	BUY	0.1	157.933 → 158.091	1h 45m	+15.8	+$10	—
Sep 25 07:30	USDJPY	BUY	0.1	158.234 → 158.061	1h 45m	−17.3	−$11	—
Sep 18 07:00	USDJPY	BUY	0.1	157.249 → 156.940	1h 45m	−30.9	−$20	—
Sep 14 11:00	USDJPY	BUY	0.1	154.499 → 154.544	1h 45m	+4.5	+$3	—
Sep 8 01:30	USDJPY	BUY	0.1	153.907 → 153.424	1h 45m	−48.3	−$31	—
Sep 7 10:27	USDJPY	BUY	0.1	154.260 → 154.658	0h 57m	+39.8	+$26	—
Sep 3 03:30	USDJPY	BUY	0.1	158.376 → 157.774	1h 45m	−60.2	−$38	—
Sep 2 15:30	USDJPY	BUY	0.1	158.599 → 158.629	1h 45m	+3	+$2	—
Sep 2 09:15	USDJPY	BUY	0.1	159.673 → 159.796	1h 45m	+12.3	+$8	—
Aug 26 06:00	USDJPY	BUY	0.1	159.014 → 158.998	1h 45m	−1.6	−$1	—
Aug 19 15:45	USDJPY	BUY	0.1	158.453 → 158.419	1h 45m	−3.4	−$2	—
Aug 19 10:15	USDJPY	BUY	0.1	159.109 → 159.031	1h 45m	−7.8	−$5	—
Aug 14 08:45	USDJPY	BUY	0.1	159.254 → 159.120	1h 45m	−13.4	−$8	—
Aug 12 12:30	USDJPY	BUY	0.1	159.109 → 159.148	1h 45m	+3.9	+$2	—
Aug 10 11:30	USDJPY	BUY	0.1	158.783 → 158.793	1h 45m	+1	+$1	—
Aug 2 21:03	USDJPY	BUY	0.1	157.665 → 157.133	2 days	−53.2	−$34	—
Jul 31 18:00	USDJPY	BUY	0.1	159.225 → 158.589	1h 45m	−63.6	−$40	—

1–25 of 629

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