Sepia Rock · strategy profile

Sepia Rock · 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	−0.5%	−29	2	1
This month	−0.7%	−33	8	3
This year	−1.4%	−10	86	42

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.2	+1.9	−0.6	−1.2	−0.8	−0.4	+1.4	−2.1	+0.9	−3.7	−1.4	+0.2	−5.6
2023	−0.2	+0.9	−2.8	−1.0	−2.3	+1.1	+0.1	−2.2	−0.5	−1.2	+0.1	−0.6	−8.8
2024	−0.1	−0.8	−0.5	+1.1	−0.8	−1.7	−1.8	−2.0	+0.1	0.0	+0.5	+0.1	−5.9
2025	+0.3	+0.2	0.0	−2.0	−0.8	+1.0	+2.4	+0.3	−0.2	−0.9	−2.0	−2.4	−4.1
2026	−1.3	+0.3	−0.4	0.0	+0.6	−1.3	+0.9	+1.8	−0.8	−1.1	−0.4	·	−1.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −26.5%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.2%
Max drawdown · equity: −26.5%
Max drawdown · balance: −26.5%
Absolute drawdown: −$2,375
Longest drawdown: 1720 days · May
Recovery factor: −0.9
Max simultaneous risk: 3.3%

Symbol split

90 days

EURGBP

100%+23.2%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 42% · Tue 9% · Wed 3% · Thu 31% · Fri 15% · 59% in the London session

Behaviour

from 427 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%.

Statistics427 closed trades

Trades427

Won / lost182 / 245

Long win rate35% (213)

Short win rate50% (214)

Avg win+$35.7 · 29.0 pip

Avg loss−$36.0 · −27.4 pip

Best trade+$233 · Sep 25

Worst trade−$223 · Oct 2

Total pips−1,429

Lots42.7

Commission + swap−$555

Expectancy / trade−$5.4

Profit factor0.74

Sharpe−1.73daily returns, annualised

Z-score0.5 (35%)dependence between runs

Standard deviation$49.7

AHPR / GHPR−0.06% / −0.06%

Recovery factor−0.9

Winning streak8 (+$297)

Losing streak11 (−$224)

Avg holding time2.8 days

Trades / week1.7

Risk / trade3.3%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	EURGBP	BUY	0.1	0.83597 → 0.83244	2.9 days	−35.3	−$48	—
Oct 29 04:35	EURGBP	SELL	0.1	0.83745 → 0.83680	2.5 days	+6.5	+$6	—
Oct 25 21:03	EURGBP	SELL	0.1	0.83789 → 0.83876	3.5 days	−8.7	−$13	—
Oct 22 04:35	EURGBP	BUY	0.1	0.84254 → 0.83918	2.5 days	−33.6	−$48	—
Oct 18 21:03	EURGBP	SELL	0.1	0.84520 → 0.84257	3.2 days	+26.3	+$34	—
Oct 14 20:35	EURGBP	BUY	0.1	0.84588 → 0.84569	2.5 days	−1.9	−$4	—
Oct 11 21:03	EURGBP	SELL	0.1	0.84713 → 0.84545	3.2 days	+16.8	+$21	—
Oct 8 04:35	EURGBP	BUY	0.1	0.84837 → 0.84809	2.5 days	−2.8	−$6	—
Oct 4 21:03	EURGBP	BUY	0.1	0.85240 → 0.84948	2.9 days	−29.2	−$39	—
Oct 1 12:35	EURGBP	BUY	0.1	0.85802 → 0.85349	2.5 days	−45.3	−$62	—
Sep 27 21:03	EURGBP	SELL	0.1	0.85969 → 0.85948	3.9 days	+2.1	+$2	—
Sep 23 20:35	EURGBP	BUY	0.1	0.85785 → 0.85965	2.5 days	+18	+$23	—
Sep 20 21:03	EURGBP	BUY	0.1	0.86021 → 0.85729	3.2 days	−29.2	−$40	—
Sep 17 04:35	EURGBP	BUY	0.1	0.85600 → 0.85682	2.5 days	+8.2	+$8	—
Sep 13 21:03	EURGBP	BUY	0.1	0.85873 → 0.85622	3.9 days	−25.1	−$35	—
Sep 9 20:35	EURGBP	SELL	0.1	0.85884 → 0.85873	2.5 days	+1.1	$0	—
Sep 6 21:03	EURGBP	SELL	0.1	0.85929 → 0.85807	3.5 days	+12.2	+$15	—
Sep 2 20:35	EURGBP	BUY	0.1	0.85663 → 0.85904	2.5 days	+24.1	+$32	—
Aug 30 21:03	EURGBP	SELL	0.1	0.85710 → 0.85509	2.5 days	+20.1	+$27	—
Aug 28 04:35	EURGBP	BUY	0.1	0.85592 → 0.85695	2.5 days	+10.3	+$12	—
Aug 23 21:03	EURGBP	SELL	0.1	0.85811 → 0.85463	3.5 days	+34.8	+$46	—
Aug 19 20:35	EURGBP	BUY	0.1	0.85586 → 0.85833	2.5 days	+24.7	+$33	—
Aug 16 21:03	EURGBP	SELL	0.1	0.85401 → 0.85307	3.9 days	+9.4	+$12	—
Aug 12 20:35	EURGBP	BUY	0.1	0.85672 → 0.85400	2.5 days	−27.2	−$38	—
Aug 9 21:03	EURGBP	SELL	0.1	0.85760 → 0.85667	3.5 days	+9.3	+$12	—

1–25 of 427

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