Vermilion Falcon · strategy profile

Vermilion Falcon · 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	−0.8%	−109	3	1
This month	−0.9%	−111	15	6
This year	−3.7%	−432	139	54

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	−0.9	−3.1	+0.5	−3.1	+0.1	−2.9	+0.3	+1.8	−0.4	0.0	+0.7	+2.0	−5.0
2024	+0.1	−1.9	+1.0	−1.1	+0.8	−3.2	+2.1	−1.2	+0.3	−4.1	−0.7	−3.3	−11.2
2025	+3.1	+1.6	−2.1	−2.2	+1.6	−1.9	+0.8	−0.8	0.0	0.0	+0.5	0.0	+0.5
2026	0.0	+1.0	−0.5	+1.0	−1.8	−0.3	−0.3	−2.5	+0.4	+0.4	−1.1	·	−3.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.8%.

Max daily drawdown: −2.1%
Max weekly drawdown: −2.7%
Max drawdown · equity: −18.8%
Max drawdown · balance: −18.8%
Absolute drawdown: −$1,885
Longest drawdown: 1388 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 2.9%

Symbol split

90 days

EURJPY

100%+18.2%

Long 0% · Short 100%

Hour and day

trade opens · UTC

Mon 17% · Tue 17% · Wed 24% · Thu 21% · Fri 20% · 40% in the London session

Behaviour

from 567 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 90% · over 12h 10%. Automated share 100%.

Statistics567 closed trades

Trades567

Won / lost246 / 321

Long win rate0% (0)

Short win rate43% (567)

Avg win+$32.0 · 48.1 pip

Avg loss−$30.1 · −44.2 pip

Best trade+$195 · Mar 15

Worst trade−$187 · Mar 4

Total pips−2,363

Lots56.7

Commission + swap−$193

Expectancy / trade−$3.2

Profit factor0.81

Sharpe−1.21daily returns, annualised

Z-score0.4 (33%)dependence between runs

Standard deviation$42.5

AHPR / GHPR−0.03% / −0.04%

Recovery factor−1.0

Winning streak7 (+$108)

Losing streak9 (−$247)

Avg holding time15h 23m

Trades / week2.8

Risk / trade2.9%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 10:40	EURJPY	SELL	0.1	175.676 → 177.103	11h 40m	−142.7	−$90	—
Nov 1 22:03	EURJPY	SELL	0.1	175.839 → 175.879	2.4 days	−4	−$3	—
Oct 29 13:40	EURJPY	SELL	0.1	175.897 → 175.519	11h 40m	+37.8	+$24	—
Oct 23 20:10	EURJPY	SELL	0.1	175.589 → 175.570	11h 40m	+1.9	+$1	—
Oct 23 07:50	EURJPY	SELL	0.1	175.908 → 175.901	11h 40m	+0.7	$0	—
Oct 22 13:50	EURJPY	SELL	0.1	177.484 → 176.026	11h 40m	+145.8	+$93	—
Oct 21 23:10	EURJPY	SELL	0.1	177.348 → 177.595	11h 40m	−24.7	−$17	—
Oct 21 09:55	EURJPY	SELL	0.1	177.762 → 177.441	11h 40m	+32.1	+$20	—
Oct 20 16:10	EURJPY	SELL	0.1	177.673 → 177.670	11h 40m	+0.3	$0	—
Oct 13 20:40	EURJPY	SELL	0.1	176.489 → 177.303	11h 40m	−81.4	−$51	—
Oct 9 04:35	EURJPY	SELL	0.1	176.938 → 177.495	11h 40m	−55.7	−$36	—
Oct 8 12:20	EURJPY	SELL	0.1	176.687 → 177.096	11h 40m	−40.9	−$26	—
Oct 7 23:40	EURJPY	SELL	0.1	176.896 → 176.997	11h 40m	−10.1	−$8	—
Oct 6 03:30	EURJPY	SELL	0.1	177.116 → 177.275	11h 40m	−15.9	−$11	—
Oct 5 11:15	EURJPY	SELL	0.1	177.428 → 176.971	11h 40m	+45.7	+$29	—
Oct 2 11:50	EURJPY	SELL	0.1	177.448 → 177.073	11h 40m	+37.5	+$24	—
Sep 30 12:50	EURJPY	SELL	0.1	178.070 → 178.282	11h 40m	−21.2	−$14	—
Sep 29 12:00	EURJPY	SELL	0.1	178.912 → 178.430	11h 40m	+48.2	+$31	—
Sep 28 17:50	EURJPY	SELL	0.1	179.366 → 178.886	11h 40m	+48	+$31	—
Sep 27 21:03	EURJPY	SELL	0.1	179.062 → 178.887	2.2 days	+17.5	+$11	—
Sep 24 12:10	EURJPY	SELL	0.1	180.012 → 180.558	11h 40m	−54.6	−$34	—
Sep 23 14:50	EURJPY	SELL	0.1	180.201 → 180.313	11h 40m	−11.2	−$7	—
Sep 22 20:05	EURJPY	SELL	0.1	180.344 → 180.241	11h 40m	+10.3	+$7	—
Sep 21 13:05	EURJPY	SELL	0.1	179.871 → 180.712	11h 40m	−84.1	−$53	—
Sep 18 00:10	EURJPY	SELL	0.1	178.576 → 179.305	11h 40m	−72.9	−$47	—

1–25 of 567

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