Vermilion Cliff · strategy profile

Vermilion Cliff · 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	+0.1%	+12	2	1
This month	+0.3%	+31	12	5
This year	−3.3%	−147	130	60

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	0.0	−0.1	−1.2	−3.6	−2.9	+1.9	−3.0	−0.9	+4.2	+3.1	+1.4	+0.4	−0.6
2023	+2.9	−3.5	+1.0	+2.9	+0.3	+1.3	+0.1	+2.2	−0.5	−0.5	−0.5	−2.1	+3.7
2024	−0.7	+1.9	+0.4	−1.5	−0.7	−0.6	+0.2	−2.0	+0.8	−1.3	+2.3	+2.1	+0.7
2025	+0.7	+1.2	+0.3	+1.4	−1.1	−1.0	+1.7	−1.5	+0.3	0.0	+0.1	−1.5	+0.6
2026	−0.9	−0.2	0.0	+1.5	−2.1	+0.5	+0.2	−0.4	−2.2	+0.4	−0.1	·	−3.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −10.6%.

Max daily drawdown: −1.2%
Max weekly drawdown: −2.1%
Max drawdown · equity: −10.6%
Max drawdown · balance: −10.6%
Absolute drawdown: −$1,070
Longest drawdown: 583 days · Aug
Recovery factor: 0.0
Max simultaneous risk: 1.1%

Symbol split

90 days

EURGBP

100%+0.3%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 28% · Tue 2% · Wed 34% · Thu 6% · Fri 30% · 46% in the London session

Behaviour

from 703 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 2% · over 12h 98%. Automated share 100%.

Statistics703 closed trades

Trades703

Won / lost349 / 354

Long win rate42% (344)

Short win rate57% (359)

Avg win+$32.9 · 27.0 pip

Avg loss−$32.3 · −24.5 pip

Best trade+$224 · Oct 13

Worst trade−$124 · Feb 5

Total pips+767

Lots70.3

Commission + swap−$817

Expectancy / trade+$0.1

Profit factor1.00

Sharpe0.06daily returns, annualised

Z-score−0.8 (59%)dependence between runs

Standard deviation$45.6

AHPR / GHPR0.00% / 0.00%

Recovery factor0.0

Winning streak8 (+$331)

Losing streak12 (−$266)

Avg holding time2.2 days

Trades / week2.8

Risk / trade1.1%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	SELL	0.1	0.83562 → 0.83417	3 days	+14.5	+$19	—
Oct 29 20:50	EURGBP	BUY	0.1	0.83595 → 0.83565	2 days	−3	−$6	—
Oct 27 20:55	EURGBP	SELL	0.1	0.83883 → 0.83619	2 days	+26.4	+$35	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83727 → 0.83876	2.3 days	−14.9	−$20	—
Oct 23 06:45	EURGBP	BUY	0.1	0.83892 → 0.83731	2 days	−16.1	−$24	—
Oct 21 03:45	EURGBP	SELL	0.1	0.84247 → 0.83955	2 days	+29.2	+$38	—
Oct 18 21:03	EURGBP	BUY	0.1	0.84442 → 0.84238	2.7 days	−20.4	−$28	—
Oct 16 03:45	EURGBP	BUY	0.1	0.84463 → 0.84447	2 days	−1.6	−$4	—
Oct 14 00:10	EURGBP	SELL	0.1	0.84636 → 0.84505	2 days	+13.1	+$16	—
Oct 11 21:03	EURGBP	SELL	0.1	0.84764 → 0.84545	2.8 days	+21.9	+$28	—
Oct 9 01:45	EURGBP	BUY	0.1	0.84786 → 0.84750	2 days	−3.6	−$7	—
Oct 7 00:25	EURGBP	BUY	0.1	0.84954 → 0.84811	2 days	−14.3	−$20	—
Oct 4 21:03	EURGBP	SELL	0.1	0.85246 → 0.84967	2.6 days	+27.9	+$36	—
Oct 2 01:50	EURGBP	BUY	0.1	0.85704 → 0.85193	2 days	−51.1	−$69	—
Sep 29 21:00	EURGBP	BUY	0.1	0.85992 → 0.85684	2 days	−30.8	−$42	—
Sep 27 21:03	EURGBP	SELL	0.1	0.86088 → 0.85948	2.6 days	+14	+$18	—
Sep 25 00:20	EURGBP	SELL	0.1	0.85803 → 0.86097	2 days	−29.4	−$41	—
Sep 22 23:40	EURGBP	BUY	0.1	0.85742 → 0.85776	2 days	+3.4	+$4	—
Sep 20 21:03	EURGBP	BUY	0.1	0.85800 → 0.85729	2.3 days	−7.1	−$10	—
Sep 18 06:45	EURGBP	SELL	0.1	0.85651 → 0.85881	2 days	−23	−$33	—
Sep 16 03:15	EURGBP	BUY	0.1	0.85690 → 0.85619	2 days	−7.1	−$11	—
Sep 13 21:03	EURGBP	BUY	0.1	0.85786 → 0.85622	2.2 days	−16.4	−$23	—
Sep 11 07:45	EURGBP	SELL	0.1	0.85859 → 0.85851	2 days	+0.8	−$1	—
Sep 9 00:55	EURGBP	SELL	0.1	0.85934 → 0.85870	2 days	+6.4	+$8	—
Sep 6 21:03	EURGBP	BUY	0.1	0.85874 → 0.85788	2.6 days	−8.6	−$12	—

1–25 of 703

Vermilion Cliff◇Strategy

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