Ivory Swan · strategy profile

Ivory Swan · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	−2	1	0
This week	−0.1%	−13	9	5
This month	−0.4%	−38	38	21
This year	−7.4%	−850	407	200

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.3	−0.5	+0.3	−0.1	+0.6	+0.2	−1.7	−1.1	−1.3	−1.6	−1.9	−2.1	−10.6
2021	+0.7	0.0	+0.2	−1.6	−0.9	0.0	−0.3	+0.3	−1.1	+1.0	−2.0	−0.5	−4.2
2022	+0.6	0.0	+1.1	+3.9	+0.9	+0.5	−0.6	+3.0	+5.3	−0.8	−6.6	−4.0	+3.3
2023	−3.6	+5.9	−4.9	−1.3	+2.8	+1.3	−3.9	+0.5	+0.5	+0.4	−1.1	−4.3	−7.8
2024	+4.4	+0.8	−0.4	+2.5	−0.6	+1.1	−6.6	−3.0	−0.3	+6.2	−2.3	+3.7	+5.4
2025	−0.4	−0.1	+3.6	+1.0	+0.9	−0.7	+2.4	−0.3	+0.2	−0.8	+0.7	+0.2	+6.7
2026	−2.7	−0.4	−0.1	−3.6	+1.6	+1.8	−1.8	+1.2	−2.4	−1.3	+0.3	·	−7.4

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −2.9%
Max weekly drawdown: −4.7%
Max drawdown · equity: −24.1%
Max drawdown · balance: −24.1%
Absolute drawdown: −$2,099
Longest drawdown: 2414 days · Sep
Recovery factor: −0.7
Max simultaneous risk: 0.0%

Symbol split

90 days

USDJPY

100%+15.6%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 20% · Tue 19% · Wed 21% · Thu 22% · Fri 19% · 46% in the New York session

Behaviour

from 2,616 trades

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

Holding time: under 1h 1% · 1–4h 6% · 4–12h 85% · over 12h 9%. Automated share 100%.

Statistics2,616 closed trades

Trades2,616

Won / lost1,261 / 1,355

Long win rate48% (2,616)

Short win rate0% (0)

Avg win+$27.9 · 39.1 pip

Avg loss−$27.1 · −36.8 pip

Best trade+$171 · Mar 10

Worst trade−$135 · Oct 26

Total pips−575

Lots261.6

Commission + swap−$775

Expectancy / trade−$0.6

Profit factor0.96

Sharpe−0.01daily returns, annualised

Z-score0.6 (44%)dependence between runs

Standard deviation$38.9

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.7

Winning streak10 (+$279)

Losing streak11 (−$224)

Avg holding time14h 7m

Trades / week7.3

Risk / trade0.0%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 08:50	USDJPY	BUY	0.1	157.943 → 157.925	11h 30m	−1.8	−$1	—
Nov 2 21:14	USDJPY	BUY	0.1	157.906 → 157.923	11h 30m	+1.7	+$1	—
Nov 2 09:39	USDJPY	BUY	0.1	157.503 → 157.860	11h 30m	+35.7	+$23	—
Nov 1 22:03	USDJPY	BUY	0.1	157.099 → 157.444	2.4 days	+34.5	+$21	—
Oct 30 12:30	USDJPY	BUY	0.1	157.368 → 157.053	11h 30m	−31.5	−$20	—
Oct 30 00:45	USDJPY	BUY	0.1	158.070 → 157.498	11h 30m	−57.2	−$37	—
Oct 29 12:57	USDJPY	BUY	0.1	157.848 → 158.053	11h 30m	+20.5	+$13	—
Oct 29 01:21	USDJPY	BUY	0.1	158.098 → 157.864	11h 30m	−23.4	−$16	—
Oct 28 13:38	USDJPY	BUY	0.1	157.959 → 158.041	11h 30m	+8.2	+$5	—
Oct 27 08:20	USDJPY	BUY	0.1	157.503 → 157.831	11h 30m	+32.8	+$20	—
Oct 26 20:33	USDJPY	BUY	0.1	157.302 → 157.520	11h 30m	+21.8	+$14	—
Oct 26 08:58	USDJPY	BUY	0.1	156.998 → 157.237	11h 30m	+23.9	+$15	—
Oct 25 21:03	USDJPY	BUY	0.1	156.892 → 156.959	2.4 days	+6.7	+$4	—
Oct 23 11:42	USDJPY	BUY	0.1	156.299 → 156.866	11h 30m	+56.7	+$36	—
Oct 23 00:06	USDJPY	BUY	0.1	157.073 → 156.271	7h 46m	−80.2	−$52	—
Oct 22 04:50	USDJPY	BUY	0.1	158.102 → 157.701	11h 30m	−40.1	−$27	—
Oct 21 17:13	USDJPY	BUY	0.1	158.181 → 158.067	11h 30m	−11.4	−$7	—
Oct 21 05:09	USDJPY	BUY	0.1	158.143 → 158.086	11h 30m	−5.7	−$4	—
Oct 20 17:33	USDJPY	BUY	0.1	158.178 → 158.123	11h 30m	−5.5	−$3	—
Oct 15 18:17	USDJPY	BUY	0.1	158.035 → 158.037	11h 30m	+0.2	$0	—
Oct 15 06:44	USDJPY	BUY	0.1	158.200 → 157.972	11h 30m	−22.8	−$16	—
Oct 14 19:01	USDJPY	BUY	0.1	158.264 → 158.171	11h 30m	−9.3	−$6	—
Oct 14 07:08	USDJPY	BUY	0.1	158.325 → 158.246	11h 30m	−7.9	−$5	—
Oct 13 19:35	USDJPY	BUY	0.1	158.235 → 158.291	11h 30m	+5.6	+$4	—
Oct 13 08:02	USDJPY	BUY	0.1	158.652 → 158.210	11h 30m	−44.2	−$28	—

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