Vermilion Elm · strategy profile

Vermilion Elm · strategy profile · SocialCharts

Performance

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

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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	−1.0%	−87	8	2
This year	−6.3%	−585	61	18

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.1	0.0	+2.6	−1.4	−1.0	−1.4	−0.1	−0.4	+0.2	0.0	−0.7	−0.5	−2.5
2021	+0.3	−2.2	−0.6	+0.5	+0.4	+0.5	+0.6	+1.0	+0.6	−0.4	−0.5	−0.8	−0.7
2022	+1.3	−0.3	−1.2	+1.1	+0.1	−0.3	+0.3	−0.9	+1.0	+1.2	−0.4	−1.8	+0.2
2023	+0.4	+1.9	−1.1	+0.5	−0.2	+0.3	+0.3	0.0	+0.4	−0.5	−1.0	−0.9	0.0
2024	+0.7	+0.7	0.0	+0.7	0.0	−0.5	+0.4	−0.1	−0.2	−0.1	−0.7	+0.1	+1.1
2025	−0.1	−0.1	+0.8	+0.3	−0.1	−0.1	−0.5	0.0	−0.3	+0.1	−0.6	−0.9	−1.5
2026	−1.9	−0.6	−1.4	−1.0	−0.1	+0.2	−0.6	−0.2	+0.3	−1.0	0.0	·	−6.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −12.5%.

Max daily drawdown: −1.2%
Max weekly drawdown: −1.3%
Max drawdown · equity: −12.5%
Max drawdown · balance: −12.5%
Absolute drawdown: −$1,295
Longest drawdown: 2410 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 3.1%

Symbol split

90 days

AUDUSD

100%+9.6%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 20% · Thu 20% · Fri 21% · 50% in the London session

Behaviour

from 636 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 91% · over 12h 9%. Automated share 100%.

Statistics636 closed trades

Trades636

Won / lost293 / 343

Long win rate0% (0)

Short win rate46% (636)

Avg win+$22.0 · 22.3 pip

Avg loss−$21.6 · −21.4 pip

Best trade+$210 · Mar 18

Worst trade−$133 · Mar 9

Total pips−799

Lots63.6

Commission + swap−$166

Expectancy / trade−$1.5

Profit factor0.87

Sharpe−0.85daily returns, annualised

Z-score0.6 (45%)dependence between runs

Standard deviation$31.0

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak6 (+$110)

Losing streak8 (−$189)

Avg holding time13h 20m

Trades / week1.8

Risk / trade3.1%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 23 13:45	AUDUSD	SELL	0.1	0.70082 → 0.70262	9h 15m	−18	−$18	—
Oct 22 20:30	AUDUSD	SELL	0.1	0.69994 → 0.70199	9h 15m	−20.5	−$21	—
Oct 18 21:03	AUDUSD	SELL	0.1	0.69482 → 0.69630	2.2 days	−14.8	−$15	—
Oct 14 22:15	AUDUSD	SELL	0.1	0.69722 → 0.69733	9h 15m	−1.1	−$3	—
Oct 11 21:03	AUDUSD	SELL	0.1	0.69718 → 0.69659	2.3 days	+5.9	+$5	—
Oct 8 10:00	AUDUSD	SELL	0.1	0.69540 → 0.69526	9h 15m	+1.4	+$1	—
Oct 6 16:00	AUDUSD	SELL	0.1	0.69613 → 0.69837	9h 15m	−22.4	−$22	—
Oct 5 11:45	AUDUSD	SELL	0.1	0.69431 → 0.69608	9h 15m	−17.7	−$18	—
Sep 30 22:45	AUDUSD	SELL	0.1	0.69624 → 0.69457	9h 15m	+16.7	+$15	—
Sep 29 15:15	AUDUSD	SELL	0.1	0.69859 → 0.69807	9h 15m	+5.2	+$5	—
Sep 24 11:15	AUDUSD	SELL	0.1	0.70228 → 0.70326	9h 15m	−9.8	−$10	—
Sep 20 21:03	AUDUSD	SELL	0.1	0.71152 → 0.71064	2.4 days	+8.8	+$8	—
Sep 17 03:45	AUDUSD	SELL	0.1	0.71100 → 0.71032	9h 15m	+6.8	+$5	—
Sep 2 05:30	AUDUSD	SELL	0.1	0.71417 → 0.71424	9h 15m	−0.7	−$1	—
Aug 30 21:03	AUDUSD	SELL	0.1	0.71707 → 0.71523	2.3 days	+18.4	+$18	—
Aug 27 19:00	AUDUSD	SELL	0.1	0.71748 → 0.71966	9h 15m	−21.8	−$22	—
Aug 25 16:15	AUDUSD	SELL	0.1	0.71436 → 0.71568	9h 15m	−13.2	−$13	—
Aug 20 21:15	AUDUSD	SELL	0.1	0.71079 → 0.71099	9h 15m	−2	−$3	—
Aug 12 03:45	AUDUSD	SELL	0.1	0.70534 → 0.70578	9h 15m	−4.4	−$5	—
Aug 2 21:03	AUDUSD	SELL	0.1	0.70180 → 0.70386	2.4 days	−20.6	−$21	—
Jul 28 13:15	AUDUSD	SELL	0.1	0.69802 → 0.69723	9h 15m	+7.9	+$8	—
Jul 17 02:30	AUDUSD	SELL	0.1	0.69896 → 0.69844	9h 15m	+5.2	+$5	—
Jul 16 10:45	AUDUSD	SELL	0.1	0.69901 → 0.70055	9h 15m	−15.4	−$15	—
Jul 14 02:00	AUDUSD	SELL	0.1	0.69232 → 0.69217	9h 15m	+1.5	+$1	—
Jul 8 18:30	AUDUSD	SELL	0.1	0.69060 → 0.69362	9h 15m	−30.2	−$30	—

1–25 of 636

Vermilion Elm◇Strategy

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