Vermilion Creek · strategy profile

Vermilion Creek · 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	+0.5%	+76	6	3
This month	−3.4%	−454	29	10
This year	−16.3%	−2,430	299	127

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2023	+1.6	−2.3	+2.4	−5.6	−3.3	−2.0	+2.2	+2.4	+0.1	+5.6	+0.3	+5.8	+7.2
2024	+0.5	+1.7	−1.0	+3.3	+1.0	+0.3	−2.6	+2.9	+1.9	+2.0	−1.6	−2.3	+6.1
2025	−1.8	−0.7	−1.0	+5.2	−2.0	+0.6	−0.7	−1.8	−0.2	−1.8	−0.4	−3.6	−8.4
2026	−2.8	+0.1	−1.1	−2.1	+0.7	−1.9	+1.5	−2.1	−4.5	−5.4	+0.5	·	−17.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −27.2%.

Max daily drawdown: −2.7%
Max weekly drawdown: −4.3%
Max drawdown · equity: −27.2%
Max drawdown · balance: −27.2%
Absolute drawdown: −$3,209
Longest drawdown: 728 days · Oct
Recovery factor: −0.5
Max simultaneous risk: 2.8%

Symbol split

90 days

EURJPY

100%+12.9%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 17% · Tue 17% · Wed 18% · Thu 27% · Fri 20% · 54% in the New York session

Behaviour

from 1,361 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 83% · over 12h 16%. Automated share 100%.

Statistics1,361 closed trades

Trades1,361

Won / lost639 / 722

Long win rate47% (739)

Short win rate47% (622)

Avg win+$37.8 · 56.8 pip

Avg loss−$35.2 · −51.7 pip

Best trade+$147 · Jan 18

Worst trade−$299 · Jul 31

Total pips−1,023

Lots136.1

Commission + swap−$699

Expectancy / trade−$1.0

Profit factor0.95

Sharpe−0.32daily returns, annualised

Z-score1.1 (71%)dependence between runs

Standard deviation$49.8

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.5

Winning streak7 (+$386)

Losing streak8 (−$372)

Avg holding time1 days

Trades / week6.8

Risk / trade2.8%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 17:44	EURJPY	BUY	0.1	175.899 → 176.835	19h 30m	+93.6	+$59	—
Nov 1 22:03	EURJPY	BUY	0.1	175.793 → 175.641	2.1 days	−15.2	−$10	—
Oct 30 19:04	EURJPY	BUY	0.1	176.467 → 175.756	19h 30m	−71.1	−$45	—
Oct 29 23:27	EURJPY	BUY	0.1	175.832 → 176.427	19h 30m	+59.5	+$37	—
Oct 29 03:50	EURJPY	SELL	0.1	175.429 → 175.834	19h 30m	−40.5	−$27	—
Oct 28 08:17	EURJPY	SELL	0.1	175.965 → 175.471	19h 30m	+49.4	+$31	—
Oct 27 12:39	EURJPY	BUY	0.1	176.140 → 175.956	19h 30m	−18.4	−$12	—
Oct 26 16:48	EURJPY	SELL	0.1	176.094 → 176.190	19h 30m	−9.6	−$6	—
Oct 25 21:03	EURJPY	BUY	0.1	175.610 → 176.160	2.1 days	+55	+$35	—
Oct 23 18:51	EURJPY	BUY	0.1	175.728 → 175.561	19h 30m	−16.7	−$11	—
Oct 22 23:10	EURJPY	BUY	0.1	177.381 → 175.659	19h 30m	−172.2	−$111	—
Oct 22 03:37	EURJPY	BUY	0.1	177.541 → 177.316	19h 30m	−22.5	−$16	—
Oct 21 08:03	EURJPY	BUY	0.1	177.307 → 177.494	19h 30m	+18.7	+$11	—
Oct 20 12:28	EURJPY	BUY	0.1	177.754 → 177.269	19h 30m	−48.5	−$31	—
Oct 19 16:48	EURJPY	BUY	0.1	176.832 → 177.681	19h 30m	+84.9	+$54	—
Oct 18 21:03	EURJPY	BUY	0.1	177.555 → 176.769	2.1 days	−78.6	−$50	—
Oct 16 19:07	EURJPY	SELL	0.1	177.292 → 177.530	19h 30m	−23.8	−$15	—
Oct 15 23:31	EURJPY	SELL	0.1	177.015 → 177.306	19h 30m	−29.1	−$19	—
Oct 15 03:55	EURJPY	SELL	0.1	177.469 → 177.064	19h 30m	+40.5	+$24	—
Oct 14 08:01	EURJPY	SELL	0.1	176.922 → 177.363	19h 30m	−44.1	−$28	—
Oct 13 12:22	EURJPY	SELL	0.1	177.046 → 176.946	19h 30m	+10	+$6	—
Oct 12 16:44	EURJPY	BUY	0.1	177.110 → 177.073	19h 30m	−3.7	−$2	—
Oct 11 21:03	EURJPY	BUY	0.1	177.243 → 176.940	2.1 days	−30.3	−$20	—
Oct 9 18:49	EURJPY	SELL	0.1	177.081 → 177.221	19h 30m	−14	−$9	—
Oct 8 23:15	EURJPY	SELL	0.1	177.191 → 177.123	19h 30m	+6.8	+$4	—

1–25 of 1361

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