Sepia Rose · strategy profile

Sepia Rose · 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%	+3	1	1
This month	+0.1%	+6	5	2
This year	−5.8%	−382	72	30

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.7	−0.6	−0.5	−1.0	−0.4	+1.6	+0.1	−2.0	+0.3	−1.9	+0.5	+0.4	−4.1
2021	+0.1	+0.2	−1.0	−0.8	−0.7	−1.8	−0.5	−0.5	+0.1	−0.8	−2.2	+0.6	−7.4
2022	+0.9	−1.3	+0.7	−0.8	+0.9	−1.5	−0.6	−0.7	−2.9	+0.1	+0.8	−0.1	−4.5
2023	+0.4	−1.0	+1.2	−1.6	−2.6	+1.1	−0.3	−1.4	+0.2	+0.5	+1.2	+1.9	−0.6
2024	−2.5	−1.1	+1.4	−0.1	+0.1	+0.2	−0.1	−0.4	−0.8	−1.5	0.0	−1.8	−6.7
2025	+0.4	+0.1	−0.8	−1.5	0.0	−1.4	−1.7	−0.4	−0.8	−0.9	+0.2	−1.1	−7.9
2026	0.0	+0.6	−4.5	−0.5	0.0	−2.9	+1.0	+0.4	−0.1	0.0	0.0	·	−5.8

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −1.9%
Max weekly drawdown: −1.9%
Max drawdown · equity: −32.7%
Max drawdown · balance: −32.7%
Absolute drawdown: −$3,238
Longest drawdown: 2491 days · Jul
Recovery factor: −1.0
Max simultaneous risk: 0.0%

Symbol split

90 days

AUDUSD

100%+31.2%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 19% · Thu 22% · Fri 19% · 51% in the New York session

Behaviour

from 563 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 83% · over 12h 17%. Automated share 100%.

Statistics563 closed trades

Trades563

Won / lost249 / 314

Long win rate44% (563)

Short win rate0% (0)

Avg win+$26.7 · 27.3 pip

Avg loss−$31.1 · −30.5 pip

Best trade+$130 · Apr 9

Worst trade−$167 · Sep 14

Total pips−2,761

Lots56.3

Commission + swap−$362

Expectancy / trade−$5.6

Profit factor0.68

Sharpe−2.32daily returns, annualised

Z-score0.8 (60%)dependence between runs

Standard deviation$39.3

AHPR / GHPR−0.07% / −0.07%

Recovery factor−1.0

Winning streak6 (+$173)

Losing streak8 (−$225)

Avg holding time1.1 days

Trades / week1.6

Risk / trade0.0%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 28 09:10	AUDUSD	BUY	0.1	0.70303 → 0.70333	19h 10m	+3	+$3	—
Oct 25 21:03	AUDUSD	BUY	0.1	0.70336 → 0.70238	2.3 days	−9.8	−$10	—
Oct 18 21:03	AUDUSD	BUY	0.1	0.69606 → 0.69611	2.5 days	+0.5	$0	—
Oct 14 07:10	AUDUSD	BUY	0.1	0.69788 → 0.70024	19h 10m	+23.6	+$23	—
Oct 11 21:03	AUDUSD	BUY	0.1	0.69756 → 0.69640	2.8 days	−11.6	−$12	—
Sep 18 08:10	AUDUSD	BUY	0.1	0.71215 → 0.71270	19h 10m	+5.5	+$5	—
Sep 15 18:10	AUDUSD	BUY	0.1	0.71413 → 0.71297	19h 10m	−11.6	−$12	—
Sep 13 21:03	AUDUSD	BUY	0.1	0.71742 → 0.71565	2.2 days	−17.7	−$18	—
Sep 9 13:10	AUDUSD	BUY	0.1	0.72232 → 0.72248	19h 10m	+1.6	+$1	—
Sep 3 11:10	AUDUSD	BUY	0.1	0.71698 → 0.71891	19h 10m	+19.3	+$18	—
Aug 27 23:10	AUDUSD	BUY	0.1	0.71835 → 0.71934	19h 10m	+9.9	+$9	—
Aug 26 15:10	AUDUSD	BUY	0.1	0.71654 → 0.71663	19h 10m	+0.9	$0	—
Aug 23 21:03	AUDUSD	BUY	0.1	0.71347 → 0.71545	2.8 days	+19.8	+$19	—
Aug 20 11:10	AUDUSD	BUY	0.1	0.71228 → 0.71171	19h 10m	−5.7	−$7	—
Aug 13 05:10	AUDUSD	BUY	0.1	0.70655 → 0.70506	19h 10m	−14.9	−$16	—
Aug 12 09:10	AUDUSD	BUY	0.1	0.70686 → 0.70604	19h 10m	−8.2	−$9	—
Aug 9 21:04	AUDUSD	BUY	0.1	0.70607 → 0.70584	2.3 days	−2.3	−$3	—
Aug 5 03:10	AUDUSD	BUY	0.1	0.70185 → 0.70508	19h 10m	+32.3	+$32	—
Jul 30 19:10	AUDUSD	BUY	0.1	0.69600 → 0.70309	19h 10m	+70.9	+$71	—
Jul 26 21:03	AUDUSD	BUY	0.1	0.69931 → 0.69918	2.5 days	−1.3	−$2	—
Jul 23 23:10	AUDUSD	BUY	0.1	0.70194 → 0.69667	19h 10m	−52.7	−$53	—
Jul 21 01:10	AUDUSD	BUY	0.1	0.69917 → 0.70045	19h 10m	+12.8	+$12	—
Jul 15 05:10	AUDUSD	BUY	0.1	0.69524 → 0.69824	19h 10m	+30	+$30	—
Jul 10 01:10	AUDUSD	BUY	0.1	0.69390 → 0.69462	19h 10m	+7.2	+$7	—
Jul 7 13:10	AUDUSD	BUY	0.1	0.69519 → 0.69448	19h 10m	−7.1	−$8	—

1–25 of 563

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