Umber Hazel · strategy profile

Umber Hazel · 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	−0.1%	−19	1	0
This month	−0.9%	−134	9	2
This year	+0.3%	+79	73	31

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.5	0.0	−3.7	+0.1	+0.1	+0.4	−0.4	+0.4	−0.5	0.0	0.0	−0.5	−3.5
2021	0.0	0.0	+0.2	−0.6	−0.6	−1.2	+0.5	−0.3	−0.1	0.0	0.0	−1.7	−3.9
2022	−0.7	−0.8	−0.4	−1.4	0.0	−0.1	+0.2	−1.4	−1.7	−0.6	−0.4	+2.7	−4.7
2023	+1.0	−3.3	+1.2	+1.4	−0.7	−2.4	−1.8	−0.1	−0.9	−0.1	+0.3	+4.9	−0.4
2024	−0.1	+0.8	+0.2	−0.9	+3.2	−1.4	+2.1	+0.5	−0.2	−1.6	−0.5	−0.1	+2.0
2025	−0.1	+1.7	−1.0	+4.2	−1.1	−0.5	−0.1	−0.5	−0.5	−0.4	+0.4	+0.8	+2.9
2026	+0.6	+0.3	+1.5	+0.4	−0.4	−0.7	−0.3	+0.6	−0.4	−1.1	0.0	·	+0.3

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.9%.

Max daily drawdown: −2.0%
Max weekly drawdown: −2.4%
Max drawdown · equity: −17.9%
Max drawdown · balance: −17.9%
Absolute drawdown: −$1,684
Longest drawdown: 2428 days · Oct
Recovery factor: −0.4
Max simultaneous risk: 3.9%

Symbol split

90 days

USDJPY

100%+7.6%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 17% · Tue 21% · Wed 20% · Thu 22% · Fri 20% · 57% in the New York session

Behaviour

from 542 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 87% · over 12h 13%. Automated share 100%.

Statistics542 closed trades

Trades542

Won / lost250 / 292

Long win rate0% (0)

Short win rate46% (542)

Avg win+$27.3 · 38.7 pip

Avg loss−$26.0 · −34.7 pip

Best trade+$253 · Dec 14

Worst trade−$181 · Oct 4

Total pips−474

Lots54.2

Commission + swap−$217

Expectancy / trade−$1.4

Profit factor0.90

Sharpe−0.49daily returns, annualised

Z-score−1.4 (83%)dependence between runs

Standard deviation$40.2

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.4

Winning streak8 (+$191)

Losing streak9 (−$302)

Avg holding time16h 24m

Trades / week1.5

Risk / trade3.9%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 15:01	USDJPY	SELL	0.1	157.702 → 157.895	11h 0m	−19.3	−$12	—
Oct 20 19:43	USDJPY	SELL	0.1	158.160 → 158.217	11h 0m	−5.7	−$4	—
Oct 16 16:37	USDJPY	SELL	0.1	157.853 → 158.279	11h 0m	−42.6	−$27	—
Oct 15 12:01	USDJPY	SELL	0.1	157.806 → 157.943	11h 0m	−13.7	−$9	—
Oct 13 15:45	USDJPY	SELL	0.1	158.235 → 158.440	11h 0m	−20.5	−$13	—
Oct 9 07:51	USDJPY	SELL	0.1	157.876 → 158.356	11h 0m	−48	−$31	—
Oct 7 23:34	USDJPY	SELL	0.1	158.195 → 158.006	11h 0m	+18.9	+$10	—
Oct 6 16:35	USDJPY	SELL	0.1	158.109 → 158.166	11h 0m	−5.7	−$4	—
Oct 5 21:05	USDJPY	SELL	0.1	157.897 → 157.873	11h 0m	+2.4	+$1	—
Oct 2 19:56	USDJPY	SELL	0.1	157.565 → 157.864	11h 0m	−29.9	−$19	—
Sep 30 15:57	USDJPY	SELL	0.1	157.114 → 157.256	11h 0m	−14.2	−$9	—
Sep 30 00:52	USDJPY	SELL	0.1	157.392 → 157.324	11h 0m	+6.8	+$4	—
Sep 25 16:05	USDJPY	SELL	0.1	158.366 → 157.050	11h 0m	+131.6	+$84	—
Sep 24 15:00	USDJPY	SELL	0.1	158.026 → 158.895	11h 0m	−86.9	−$55	—
Sep 21 09:02	USDJPY	SELL	0.1	156.773 → 157.263	11h 0m	−49	−$31	—
Sep 17 03:28	USDJPY	SELL	0.1	155.155 → 156.140	11h 0m	−98.5	−$65	—
Sep 14 09:06	USDJPY	SELL	0.1	153.366 → 154.519	11h 0m	−115.3	−$75	—
Sep 13 21:04	USDJPY	SELL	0.1	153.696 → 153.548	2 days	+14.8	+$9	—
Sep 7 23:20	USDJPY	SELL	0.1	154.650 → 153.863	11h 0m	+78.7	+$51	—
Sep 2 19:24	USDJPY	SELL	0.1	159.657 → 158.942	11h 0m	+71.5	+$45	—
Aug 31 20:16	USDJPY	SELL	0.1	159.686 → 159.762	11h 0m	−7.6	−$5	—
Aug 26 07:46	USDJPY	SELL	0.1	159.186 → 159.021	11h 0m	+16.5	+$10	—
Aug 19 15:12	USDJPY	SELL	0.1	159.392 → 158.443	11h 0m	+94.9	+$60	—
Aug 12 11:03	USDJPY	SELL	0.1	159.227 → 159.175	11h 0m	+5.2	+$3	—
Aug 9 21:03	USDJPY	SELL	0.1	157.392 → 157.629	2.2 days	−23.7	−$16	—

1–25 of 542

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