Vermilion Estuary · strategy profile

Vermilion Estuary · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	0.0%	+1	1	0
This month	−0.3%	−24	8	3
This year	−1.4%	−52	80	44

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.7	+0.7	+1.3	−1.3	+0.2	−1.1	−2.3	−1.0	+0.7	0.0	−3.8	−2.4	−7.3
2021	−1.0	+0.2	−1.5	+0.4	−0.3	+1.5	+1.0	+1.1	+0.4	−0.6	+2.3	−1.0	+2.5
2022	0.0	−3.1	−2.0	+4.1	+0.5	+1.9	−0.6	−0.7	+2.9	+0.6	−1.5	−2.5	−0.3
2023	−1.2	+2.1	−0.3	+1.9	+1.9	−1.7	−1.0	+1.9	+1.1	+0.6	−2.1	−3.2	+0.1
2024	+0.8	−0.4	+1.7	+1.5	−1.6	+0.3	+1.3	−1.3	+0.1	+0.9	+1.6	+3.5	+8.4
2025	−0.5	−1.6	+0.6	−0.9	−1.4	−1.2	−0.1	−0.4	−0.7	+0.3	−0.3	+0.2	−5.9
2026	−0.6	−1.7	+1.1	−0.8	−0.6	+2.0	−1.0	−1.3	+1.9	−0.4	0.0	·	−1.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −17.3%.

Max daily drawdown: −1.7%
Max weekly drawdown: −3.1%
Max drawdown · equity: −17.3%
Max drawdown · balance: −17.3%
Absolute drawdown: −$1,870
Longest drawdown: 2420 days · Feb
Recovery factor: −0.3
Max simultaneous risk: 1.7%

Symbol split

90 days

AUDUSD

100%+4.8%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 28% · Tue 16% · Wed 20% · Thu 20% · Fri 17% · 42% in the London session

Behaviour

from 655 trades

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

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

Statistics655 closed trades

Trades655

Won / lost326 / 329

Long win rate0% (0)

Short win rate50% (655)

Avg win+$41.2 · 42.2 pip

Avg loss−$42.3 · −41.2 pip

Best trade+$418 · Mar 19

Worst trade−$162 · Dec 14

Total pips+221

Lots65.5

Commission + swap−$705

Expectancy / trade−$0.7

Profit factor0.97

Sharpe−0.15daily returns, annualised

Z-score0.5 (36%)dependence between runs

Standard deviation$57.9

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.3

Winning streak9 (+$351)

Losing streak8 (−$346)

Avg holding time2.1 days

Trades / week1.8

Risk / trade1.7%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	AUDUSD	SELL	0.1	0.70351 → 0.70342	3.6 days	+0.9	$0	—
Oct 27 17:15	AUDUSD	SELL	0.1	0.70259 → 0.70314	1.7 days	−5.5	−$6	—
Oct 18 21:03	AUDUSD	SELL	0.1	0.69482 → 0.69630	2.2 days	−14.8	−$15	—
Oct 16 06:30	AUDUSD	SELL	0.1	0.69765 → 0.69450	1.7 days	+31.5	+$30	—
Oct 14 02:00	AUDUSD	SELL	0.1	0.69718 → 0.69928	1.7 days	−21	−$22	—
Oct 11 21:03	AUDUSD	SELL	0.1	0.69721 → 0.69659	2.3 days	+6.2	+$6	—
Oct 8 17:45	AUDUSD	SELL	0.1	0.69789 → 0.69614	1.7 days	+17.5	+$16	—
Oct 6 20:00	AUDUSD	SELL	0.1	0.69448 → 0.69834	1.7 days	−38.6	−$39	—
Oct 4 21:03	AUDUSD	SELL	0.1	0.69331 → 0.69449	3.5 days	−11.8	−$13	—
Sep 29 15:15	AUDUSD	SELL	0.1	0.70115 → 0.69807	1.7 days	+30.8	+$30	—
Sep 27 21:03	AUDUSD	SELL	0.1	0.70152 → 0.70075	2.3 days	+7.7	+$7	—
Sep 24 21:45	AUDUSD	SELL	0.1	0.70991 → 0.70130	1.7 days	+86.1	+$84	—
Sep 23 01:45	AUDUSD	SELL	0.1	0.71255 → 0.71127	1.7 days	+12.8	+$12	—
Sep 20 21:03	AUDUSD	SELL	0.1	0.71152 → 0.71064	2.4 days	+8.8	+$8	—
Sep 18 12:00	AUDUSD	SELL	0.1	0.71129 → 0.71231	1.7 days	−10.2	−$12	—
Sep 15 15:15	AUDUSD	SELL	0.1	0.71604 → 0.71292	1.7 days	+31.2	+$31	—
Sep 13 21:03	AUDUSD	SELL	0.1	0.72059 → 0.71584	3.5 days	+47.5	+$47	—
Sep 6 21:03	AUDUSD	SELL	0.1	0.71687 → 0.71949	3.7 days	−26.2	−$27	—
Sep 3 00:30	AUDUSD	SELL	0.1	0.71635 → 0.71652	1.7 days	−1.7	−$4	—
Aug 28 07:45	AUDUSD	SELL	0.1	0.71747 → 0.71965	1.7 days	−21.8	−$24	—
Aug 20 12:00	AUDUSD	SELL	0.1	0.70848 → 0.71102	1.7 days	−25.4	−$27	—
Aug 18 15:15	AUDUSD	SELL	0.1	0.70773 → 0.70973	1.7 days	−20	−$21	—
Aug 14 15:15	AUDUSD	SELL	0.1	0.70558 → 0.70937	1.7 days	−37.9	−$38	—
Aug 11 21:45	AUDUSD	SELL	0.1	0.70580 → 0.70584	1.7 days	−0.4	−$1	—
Aug 7 03:45	AUDUSD	SELL	0.1	0.70453 → 0.70252	1.7 days	+20.1	+$18	—

1–25 of 655

Vermilion Estuary◇Strategy

Rules