Vermilion Heath · strategy profile

Vermilion Heath · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.5%	−52	1	0
This week	−0.3%	−27	3	1
This month	−0.9%	−84	12	5
This year	−8.0%	−752	140	58

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+1.9	+0.6	−2.6	−2.4	−0.6	+3.8	−0.1	−1.4	+0.6	−0.1	−1.6	−1.9	−3.9
2021	+1.3	+2.8	−0.3	+0.5	+1.1	+0.8	+0.3	−0.7	−0.3	+0.7	−0.2	−1.2	+5.0
2022	−0.8	−0.2	+0.3	−2.5	−2.2	+1.8	+0.9	+5.0	+4.6	−1.9	−1.2	+2.5	+6.3
2023	−0.1	−1.7	+1.4	+0.3	+0.3	−1.6	+0.2	−0.7	+0.6	−1.5	−2.2	−0.5	−5.5
2024	−0.9	+0.6	−1.0	−1.5	−0.4	+0.2	−0.5	+1.8	−0.5	+1.1	−0.2	+1.8	+0.4
2025	−0.6	+0.7	−0.9	+1.9	+1.0	+1.5	+0.3	−0.3	+1.2	+1.4	−1.3	−0.4	+4.6
2026	−0.6	−1.1	+0.2	−1.7	−0.8	−0.9	−1.9	0.0	−0.3	−0.3	−0.7	·	−8.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.6%.

Max daily drawdown: −3.7%
Max weekly drawdown: −3.0%
Max drawdown · equity: −11.6%
Max drawdown · balance: −11.6%
Absolute drawdown: −$1,257
Longest drawdown: 1002 days · Jul
Recovery factor: −0.2
Max simultaneous risk: 1.9%

Symbol split

90 days

AUDUSD

100%+2.1%

Long 38% · Short 62%

Hour and day

trade opens · UTC

Mon 24% · Tue 19% · Wed 18% · Thu 20% · Fri 19% · 43% in the New York session

Behaviour

from 1,143 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 80% · over 12h 20%. Automated share 100%.

Statistics1,143 closed trades

Trades1,143

Won / lost566 / 577

Long win rate46% (438)

Short win rate52% (705)

Avg win+$32.1 · 32.8 pip

Avg loss−$31.9 · −31.2 pip

Best trade+$197 · Sep 14

Worst trade−$192 · Mar 19

Total pips+563

Lots114.3

Commission + swap−$772

Expectancy / trade−$0.2

Profit factor0.99

Sharpe−0.03daily returns, annualised

Z-score−0.3 (23%)dependence between runs

Standard deviation$43.9

AHPR / GHPR−0.00% / −0.00%

Recovery factor−0.2

Winning streak13 (+$201)

Losing streak9 (−$224)

Avg holding time1.3 days

Trades / week3.2

Risk / trade1.9%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 09:19	AUDUSD	BUY	0.1	0.70204 → 0.69683	1.1 days	−52.1	−$53	—
Nov 1 22:03	AUDUSD	BUY	0.1	0.70238 → 0.70206	2.3 days	−3.2	−$4	—
Oct 29 23:55	AUDUSD	SELL	0.1	0.70556 → 0.70270	23h 55m	+28.6	+$28	—
Oct 27 04:55	AUDUSD	BUY	0.1	0.70305 → 0.70219	23h 55m	−8.6	−$9	—
Oct 25 21:03	AUDUSD	SELL	0.1	0.70337 → 0.70257	2.2 days	+8	+$8	—
Oct 23 10:55	AUDUSD	BUY	0.1	0.70104 → 0.70156	23h 55m	+5.2	+$5	—
Oct 22 02:55	AUDUSD	SELL	0.1	0.70166 → 0.70184	23h 55m	−1.8	−$3	—
Oct 16 19:55	AUDUSD	SELL	0.1	0.69178 → 0.69462	23h 55m	−28.4	−$29	—
Oct 15 17:55	AUDUSD	BUY	0.1	0.69634 → 0.69172	23h 55m	−46.2	−$48	—
Oct 13 15:55	AUDUSD	BUY	0.1	0.69589 → 0.69815	23h 55m	+22.6	+$22	—
Oct 8 23:55	AUDUSD	SELL	0.1	0.69607 → 0.69586	23h 55m	+2.1	+$2	—
Oct 6 10:55	AUDUSD	SELL	0.1	0.69606 → 0.69712	23h 55m	−10.6	−$11	—
Oct 2 07:55	AUDUSD	SELL	0.1	0.69387 → 0.69433	23h 55m	−4.6	−$5	—
Sep 30 23:55	AUDUSD	SELL	0.1	0.69879 → 0.69460	23h 55m	+41.9	+$40	—
Sep 29 05:55	AUDUSD	SELL	0.1	0.70220 → 0.69873	23h 55m	+34.7	+$34	—
Sep 27 21:03	AUDUSD	SELL	0.1	0.70178 → 0.70075	2.6 days	+10.3	+$10	—
Sep 24 07:55	AUDUSD	BUY	0.1	0.70844 → 0.70399	23h 55m	−44.5	−$46	—
Sep 23 06:55	AUDUSD	SELL	0.1	0.71176 → 0.70971	23h 55m	+20.5	+$20	—
Sep 21 22:55	AUDUSD	SELL	0.1	0.71223 → 0.71214	23h 55m	+0.9	$0	—
Sep 18 07:55	AUDUSD	SELL	0.1	0.71161 → 0.71266	23h 55m	−10.5	−$11	—
Sep 17 07:55	AUDUSD	SELL	0.1	0.71287 → 0.71163	23h 55m	+12.4	+$11	—
Sep 16 07:55	AUDUSD	BUY	0.1	0.71274 → 0.71301	23h 55m	+2.7	+$2	—
Sep 15 01:55	AUDUSD	BUY	0.1	0.71504 → 0.71309	23h 55m	−19.5	−$20	—
Sep 11 11:55	AUDUSD	BUY	0.1	0.71921 → 0.71730	23h 55m	−19.1	−$20	—
Sep 10 07:55	AUDUSD	SELL	0.1	0.72312 → 0.72160	23h 55m	+15.2	+$14	—

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