Vermilion Shell · strategy profile

Vermilion Shell · 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	−0.3%	−19	1	0
This month	−0.8%	−49	8	2
This year	−7.1%	−491	80	38

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.8	+0.7	+1.7	−3.3	+1.5	−2.3	−1.1	+0.8	+0.8	−0.2	−1.1	−1.4	−3.2
2021	+0.5	0.0	−1.1	−0.4	+0.3	+1.0	+1.4	+0.2	+0.3	−1.9	−0.5	−3.2	−3.5
2022	+1.9	+1.2	−2.5	+2.5	−2.3	−0.2	−1.5	+1.7	+1.1	−0.9	0.0	+2.5	+3.5
2023	−1.0	+1.1	+1.6	+0.5	+0.1	−2.0	−1.0	+0.6	+1.0	+2.8	−1.1	+0.4	+3.0
2024	−1.5	−0.2	−1.0	−0.8	−0.3	−0.7	−1.2	−1.6	−2.5	0.0	−0.5	−0.6	−10.9
2025	+0.5	−1.3	−1.2	−1.7	+0.2	+0.1	−1.0	−0.3	0.0	−0.3	−1.5	−2.1	−8.6
2026	−2.5	−1.3	+3.5	−1.7	−0.7	−1.7	−1.2	−1.2	+0.2	−0.5	−0.4	·	−7.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −29.2%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.4%
Max drawdown · equity: −29.2%
Max drawdown · balance: −29.2%
Absolute drawdown: −$2,428
Longest drawdown: 2411 days · Aug
Recovery factor: −0.8
Max simultaneous risk: 1.7%

Symbol split

90 days

AUDUSD

100%+24.1%

Long 17% · Short 83%

Hour and day

trade opens · UTC

Mon 27% · Tue 15% · Wed 22% · Thu 17% · Fri 18% · 42% in the New York session

Behaviour

from 677 trades

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

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

Statistics677 closed trades

Trades677

Won / lost315 / 362

Long win rate36% (118)

Short win rate49% (559)

Avg win+$40.4 · 41.5 pip

Avg loss−$41.8 · −40.7 pip

Best trade+$188 · Apr 22

Worst trade−$162 · Jul 13

Total pips−1,655

Lots67.7

Commission + swap−$759

Expectancy / trade−$3.6

Profit factor0.84

Sharpe−1.08daily returns, annualised

Z-score2.8 (100%)dependence between runs

Standard deviation$53.7

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.8

Winning streak7 (+$252)

Losing streak7 (−$324)

Avg holding time2.1 days

Trades / week1.9

Risk / trade1.7%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 03:35	AUDUSD	SELL	0.1	0.70240 → 0.70430	1.7 days	−19	−$21	—
Oct 27 23:35	AUDUSD	SELL	0.1	0.70216 → 0.70293	1.7 days	−7.7	−$9	—
Oct 23 19:20	AUDUSD	SELL	0.1	0.70150 → 0.70393	1.7 days	−24.3	−$25	—
Oct 22 00:20	AUDUSD	SELL	0.1	0.69937 → 0.70372	1.7 days	−43.5	−$46	—
Oct 15 21:20	AUDUSD	SELL	0.1	0.69945 → 0.69213	1.7 days	+73.2	+$71	—
Oct 13 18:20	AUDUSD	SELL	0.1	0.69892 → 0.69854	1.7 days	+3.8	+$3	—
Oct 9 18:05	AUDUSD	SELL	0.1	0.69540 → 0.69829	1.7 days	−28.9	−$29	—
Oct 7 17:20	AUDUSD	SELL	0.1	0.69657 → 0.69686	1.7 days	−2.9	−$3	—
Oct 1 19:05	AUDUSD	SELL	0.1	0.69616 → 0.69252	1.7 days	+36.4	+$35	—
Sep 25 01:20	AUDUSD	BUY	0.1	0.70844 → 0.70141	1.7 days	−70.3	−$72	—
Sep 22 16:20	AUDUSD	SELL	0.1	0.71223 → 0.71006	1.7 days	+21.7	+$21	—
Sep 17 14:50	AUDUSD	SELL	0.1	0.71203 → 0.71174	1.7 days	+2.9	+$1	—
Sep 15 21:20	AUDUSD	BUY	0.1	0.71488 → 0.71246	1.7 days	−24.2	−$25	—
Sep 10 23:20	AUDUSD	SELL	0.1	0.72291 → 0.71620	1.7 days	+67.1	+$65	—
Sep 9 02:20	AUDUSD	SELL	0.1	0.72176 → 0.72243	1.7 days	−6.7	−$8	—
Sep 6 21:03	AUDUSD	SELL	0.1	0.71913 → 0.71949	3.4 days	−3.6	−$5	—
Sep 3 04:20	AUDUSD	BUY	0.1	0.71448 → 0.71695	1.7 days	+24.7	+$23	—
Aug 30 21:03	AUDUSD	SELL	0.1	0.71898 → 0.71523	2.3 days	+37.5	+$37	—
Aug 27 21:20	AUDUSD	SELL	0.1	0.71812 → 0.71886	1.7 days	−7.4	−$9	—
Aug 26 01:50	AUDUSD	SELL	0.1	0.71581 → 0.71811	1.7 days	−23	−$24	—
Aug 23 21:03	AUDUSD	SELL	0.1	0.71079 → 0.71564	3.4 days	−48.5	−$50	—
Aug 18 22:20	AUDUSD	SELL	0.1	0.71006 → 0.70867	1.7 days	+13.9	+$13	—
Aug 12 14:20	AUDUSD	SELL	0.1	0.70463 → 0.70865	1.7 days	−40.2	−$41	—
Aug 9 21:04	AUDUSD	SELL	0.1	0.70306 → 0.70603	3.2 days	−29.7	−$31	—
Aug 6 13:20	AUDUSD	SELL	0.1	0.70451 → 0.70373	1.7 days	+7.8	+$6	—

1–25 of 677

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