Vermilion Valley · strategy profile

Vermilion Valley · 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	−0.2%	−10	3	2
This month	−0.2%	−10	13	7
This year	−5.7%	−316	137	55

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.7	+0.5	+0.7	−0.7	0.0	−0.7	−1.9	0.0	−0.2	−4.1	−0.8	−1.2	−9.1
2023	+0.4	−1.7	−0.3	+1.2	−0.8	−0.3	−0.8	−0.7	−0.1	−0.9	−1.7	−1.6	−7.2
2024	−1.4	−0.6	−0.5	−0.9	−0.9	−0.1	−1.0	−0.5	−1.6	−0.1	−0.6	−0.2	−8.4
2025	−0.1	0.0	+0.4	+0.4	+0.5	−0.2	+1.3	−0.1	+0.3	−2.4	+0.5	−1.1	−0.5
2026	−0.9	−0.6	−0.3	−1.3	−0.9	−0.9	+0.1	−0.2	−0.2	−0.6	0.0	·	−5.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −27.8%.

Max daily drawdown: −1.5%
Max weekly drawdown: −1.5%
Max drawdown · equity: −27.8%
Max drawdown · balance: −27.8%
Absolute drawdown: −$2,692
Longest drawdown: 1602 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 5.4%

Symbol split

90 days

EURGBP

100%+26.9%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 19% · Thu 20% · Fri 20% · 54% in the London session

Behaviour

from 795 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

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

Statistics795 closed trades

Trades795

Won / lost314 / 481

Long win rate40% (795)

Short win rate0% (0)

Avg win+$14.4 · 11.4 pip

Avg loss−$15.0 · −11.8 pip

Best trade+$110 · Sep 23

Worst trade−$141 · Oct 13

Total pips−2,123

Lots79.5

Commission + swap−$42

Expectancy / trade−$3.4

Profit factor0.63

Sharpe−2.76daily returns, annualised

Z-score−0.5 (37%)dependence between runs

Standard deviation$20.7

AHPR / GHPR−0.04% / −0.04%

Recovery factor−1.0

Winning streak7 (+$114)

Losing streak13 (−$185)

Avg holding time6h 14m

Trades / week3.2

Risk / trade5.4%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 07:25	EURGBP	BUY	0.1	0.83437 → 0.83438	5h 25m	+0.1	$0	—
Oct 30 06:55	EURGBP	BUY	0.1	0.83639 → 0.83462	5h 25m	−17.7	−$24	—
Oct 28 09:55	EURGBP	BUY	0.1	0.83660 → 0.83738	5h 25m	+7.8	+$10	—
Oct 25 21:03	EURGBP	BUY	0.1	0.83763 → 0.83857	2.1 days	+9.4	+$12	—
Oct 23 09:55	EURGBP	BUY	0.1	0.83728 → 0.83703	5h 25m	−2.5	−$3	—
Oct 22 03:55	EURGBP	BUY	0.1	0.83875 → 0.83914	5h 25m	+3.9	+$5	—
Oct 19 17:25	EURGBP	BUY	0.1	0.84218 → 0.84254	5h 25m	+3.6	+$5	—
Oct 19 09:25	EURGBP	BUY	0.1	0.84266 → 0.84113	5h 25m	−15.3	−$20	—
Oct 14 20:25	EURGBP	BUY	0.1	0.84528 → 0.84558	5h 25m	+3	+$4	—
Oct 13 07:25	EURGBP	BUY	0.1	0.84517 → 0.84564	5h 25m	+4.7	+$6	—
Oct 9 09:25	EURGBP	BUY	0.1	0.84802 → 0.84741	5h 25m	−6.1	−$8	—
Oct 7 22:55	EURGBP	BUY	0.1	0.84752 → 0.84745	5h 25m	−0.7	−$2	—
Oct 6 00:55	EURGBP	BUY	0.1	0.84862 → 0.84855	5h 25m	−0.7	−$1	—
Oct 2 12:25	EURGBP	BUY	0.1	0.85215 → 0.85022	5h 25m	−19.3	−$25	—
Sep 29 20:25	EURGBP	BUY	0.1	0.85826 → 0.85698	5h 25m	−12.8	−$17	—
Sep 29 06:25	EURGBP	BUY	0.1	0.85812 → 0.85842	5h 25m	+3	+$4	—
Sep 22 21:55	EURGBP	BUY	0.1	0.85824 → 0.85785	5h 25m	−3.9	−$6	—
Sep 18 13:25	EURGBP	BUY	0.1	0.85934 → 0.85901	5h 25m	−3.3	−$4	—
Sep 17 11:55	EURGBP	BUY	0.1	0.85704 → 0.85804	5h 25m	+10	+$13	—
Sep 15 09:55	EURGBP	BUY	0.1	0.85566 → 0.85581	5h 25m	+1.5	+$2	—
Sep 8 21:25	EURGBP	BUY	0.1	0.85874 → 0.85849	5h 25m	−2.5	−$4	—
Sep 8 05:55	EURGBP	BUY	0.1	0.85857 → 0.85877	5h 25m	+2	+$3	—
Sep 4 19:25	EURGBP	BUY	0.1	0.85977 → 0.85907	5h 25m	−7	−$9	—
Sep 1 22:25	EURGBP	BUY	0.1	0.85738 → 0.85763	5h 25m	+2.5	+$3	—
Aug 31 19:55	EURGBP	BUY	0.1	0.85691 → 0.85724	5h 25m	+3.3	+$4	—

1–25 of 795

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