Sepia Valley · strategy profile

Sepia Valley · 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%	−1	1	0
This week	+0.3%	+21	4	1
This month	+1.0%	+78	17	8
This year	+0.9%	+172	169	88

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.4	−0.7	−2.4	+0.2	−4.0	+0.2	+0.2	−3.9	−0.6	+4.4	+2.7	−2.2	−4.6
2023	−3.5	−3.4	−0.5	−2.8	+2.7	−1.6	+1.3	+1.0	+1.6	+0.3	+1.3	−0.8	−4.4
2024	+1.1	+0.5	+1.9	0.0	−0.4	+0.1	+1.4	−1.3	+1.7	+0.4	−0.8	−0.7	+3.9
2025	−0.9	+2.4	−0.3	−4.2	+0.2	−2.6	−0.2	+2.2	−0.5	−1.4	−0.5	+0.6	−5.2
2026	+1.2	−2.6	+0.6	+0.1	−1.8	−1.2	+2.8	+0.7	+0.1	+1.3	−0.1	·	+1.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.8%.

Max daily drawdown: −2.2%
Max weekly drawdown: −3.1%
Max drawdown · equity: −16.8%
Max drawdown · balance: −16.8%
Absolute drawdown: −$1,720
Longest drawdown: 1734 days · Apr
Recovery factor: −0.6
Max simultaneous risk: 1.2%

Symbol split

90 days

EURGBP

100%+9.7%

Long 21% · Short 79%

Hour and day

trade opens · UTC

Mon 6% · Tue 32% · Wed 6% · Thu 29% · Fri 28% · 46% in the New York session

Behaviour

from 970 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 1% · over 12h 99%. Automated share 100%.

Statistics970 closed trades

Trades970

Won / lost491 / 479

Long win rate45% (202)

Short win rate52% (768)

Avg win+$27.2 · 22.2 pip

Avg loss−$29.9 · −22.9 pip

Best trade+$221 · Sep 27

Worst trade−$123 · Feb 4

Total pips−88

Lots97.0

Commission + swap−$867

Expectancy / trade−$1.0

Profit factor0.93

Sharpe−0.35daily returns, annualised

Z-score0.2 (13%)dependence between runs

Standard deviation$39.8

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak10 (+$186)

Losing streak9 (−$160)

Avg holding time1.7 days

Trades / week3.8

Risk / trade1.2%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 10:45	EURGBP	BUY	0.1	0.83392 → 0.83386	1.5 days	−0.6	−$1	—
Nov 1 22:03	EURGBP	SELL	0.1	0.83363 → 0.83417	2.1 days	−5.4	−$8	—
Oct 30 18:55	EURGBP	SELL	0.1	0.83667 → 0.83383	1.5 days	+28.4	+$38	—
Oct 29 02:15	EURGBP	SELL	0.1	0.83675 → 0.83685	1.5 days	−1	−$3	—
Oct 27 12:40	EURGBP	SELL	0.1	0.83851 → 0.83661	1.5 days	+19	+$25	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83743 → 0.83876	2.2 days	−13.3	−$18	—
Oct 23 14:10	EURGBP	SELL	0.1	0.83871 → 0.83780	1.5 days	+9.1	+$12	—
Oct 22 01:05	EURGBP	BUY	0.1	0.83950 → 0.83851	1.5 days	−9.9	−$15	—
Oct 20 09:45	EURGBP	BUY	0.1	0.84053 → 0.84040	1.5 days	−1.3	−$2	—
Oct 18 21:03	EURGBP	BUY	0.1	0.84264 → 0.84238	2.3 days	−2.6	−$4	—
Oct 16 13:40	EURGBP	SELL	0.1	0.84621 → 0.84286	1.5 days	+33.5	+$44	—
Oct 15 00:15	EURGBP	SELL	0.1	0.84488 → 0.84629	1.5 days	−14.1	−$21	—
Oct 13 10:50	EURGBP	SELL	0.1	0.84627 → 0.84497	1.5 days	+13	+$17	—
Oct 11 21:03	EURGBP	BUY	0.1	0.84617 → 0.84526	2.2 days	−9.1	−$13	—
Oct 9 14:20	EURGBP	SELL	0.1	0.84778 → 0.84629	1.5 days	+14.9	+$19	—
Oct 8 00:50	EURGBP	SELL	0.1	0.84904 → 0.84793	1.5 days	+11.1	+$13	—
Oct 6 09:45	EURGBP	SELL	0.1	0.85005 → 0.84939	1.5 days	+6.6	+$8	—
Oct 4 21:03	EURGBP	BUY	0.1	0.85028 → 0.84948	2.1 days	−8	−$11	—
Oct 2 15:05	EURGBP	SELL	0.1	0.85424 → 0.85155	1.5 days	+26.9	+$35	—
Oct 1 01:05	EURGBP	SELL	0.1	0.85742 → 0.85423	1.5 days	+31.9	+$40	—
Sep 29 11:25	EURGBP	SELL	0.1	0.86016 → 0.85718	1.5 days	+29.8	+$39	—
Sep 27 21:03	EURGBP	SELL	0.1	0.86054 → 0.85948	2.3 days	+10.6	+$14	—
Sep 25 12:35	EURGBP	SELL	0.1	0.85969 → 0.86050	1.5 days	−8.1	−$11	—
Sep 23 23:30	EURGBP	SELL	0.1	0.85795 → 0.85980	1.5 days	−18.5	−$26	—
Sep 22 09:55	EURGBP	SELL	0.1	0.85774 → 0.85791	1.5 days	−1.7	−$3	—

1–25 of 970

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