Vermilion Wind · strategy profile

Vermilion Wind · 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	−0.4%	−37	1	0
This month	−0.8%	−68	13	4
This year	−2.6%	−238	107	48

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.1	−0.4	+0.4	+0.1	0.0	+0.5	+0.1	+0.3	+0.4	0.0	−0.8	+0.2	+0.5
2021	0.0	−0.1	+0.2	−0.8	−0.6	−0.1	−0.2	−0.3	0.0	−0.1	−0.4	−0.1	−2.4
2022	−0.6	+2.0	0.0	−0.2	−0.8	−0.9	0.0	+0.2	−1.1	−0.2	−1.1	+0.9	−1.7
2023	−0.1	+0.5	−1.3	−0.3	+0.3	−0.4	−0.8	+0.6	+0.2	0.0	−0.9	−0.2	−2.3
2024	0.0	−0.8	−0.7	−0.3	+0.4	−0.4	+0.4	−0.7	−0.7	−0.1	+0.7	+0.1	−2.0
2025	+0.7	−0.3	−0.6	−2.2	−0.1	+0.1	+0.3	−0.6	+0.5	+0.1	+0.5	−0.3	−1.9
2026	−1.0	−0.1	+0.3	−0.5	+0.1	−0.2	0.0	−0.4	0.0	−0.4	−0.4	·	−2.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.0%.

Max daily drawdown: −1.0%
Max weekly drawdown: −1.2%
Max drawdown · equity: −13.0%
Max drawdown · balance: −13.0%
Absolute drawdown: −$1,319
Longest drawdown: 2241 days · Nov
Recovery factor: −0.9
Max simultaneous risk: 2.5%

Symbol split

90 days

EURUSD

100%+11.9%

Long 5% · Short 95%

Hour and day

trade opens · UTC

Mon 18% · Tue 20% · Wed 20% · Thu 22% · Fri 19% · 43% in the London session

Behaviour

from 1,132 trades

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

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

Statistics1,132 closed trades

Trades1,132

Won / lost502 / 630

Long win rate44% (54)

Short win rate44% (1,078)

Avg win+$7.6 · 7.7 pip

Avg loss−$8.0 · −8.0 pip

Best trade+$121 · Feb 27

Worst trade−$65 · Apr 3

Total pips−1,165

Lots113.2

Commission + swap−$28

Expectancy / trade−$1.1

Profit factor0.76

Sharpe−2.06daily returns, annualised

Z-score−1.1 (71%)dependence between runs

Standard deviation$11.5

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.9

Winning streak8 (+$121)

Losing streak11 (−$84)

Avg holding time1h 23m

Trades / week3.2

Risk / trade2.5%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 09:05	EURUSD	SELL	0.1	1.11961 → 1.12328	1h 5m	−36.7	−$37	—
Oct 20 04:47	EURUSD	SELL	0.1	1.12285 → 1.12335	1h 5m	−5	−$5	—
Oct 16 10:20	EURUSD	SELL	0.1	1.12554 → 1.12640	1h 5m	−8.6	−$9	—
Oct 15 04:51	EURUSD	SELL	0.1	1.12307 → 1.12162	1h 5m	+14.5	+$15	—
Oct 15 03:42	EURUSD	SELL	0.1	1.12193 → 1.12314	1h 5m	−12.1	−$12	—
Oct 15 02:12	EURUSD	SELL	0.1	1.12091 → 1.12270	1h 5m	−17.9	−$18	—
Oct 15 00:35	EURUSD	SELL	0.1	1.11805 → 1.11998	1h 5m	−19.3	−$19	—
Oct 14 05:13	EURUSD	SELL	0.1	1.12088 → 1.12086	1h 5m	+0.2	$0	—
Oct 14 03:46	EURUSD	SELL	0.1	1.12071 → 1.12074	1h 5m	−0.3	$0	—
Oct 9 06:42	EURUSD	SELL	0.1	1.12401 → 1.12280	1h 5m	+12.1	+$12	—
Oct 9 04:05	EURUSD	SELL	0.1	1.12270 → 1.12280	1h 5m	−1	−$1	—
Oct 7 12:50	EURUSD	BUY	0.1	1.11775 → 1.11683	1h 5m	−9.2	−$9	—
Oct 7 09:03	EURUSD	BUY	0.1	1.11862 → 1.12014	1h 5m	+15.2	+$15	—
Sep 25 13:33	EURUSD	SELL	0.1	1.14064 → 1.14013	1h 5m	+5.1	+$5	—
Sep 25 12:20	EURUSD	SELL	0.1	1.14073 → 1.14045	1h 5m	+2.8	+$3	—
Sep 23 10:50	EURUSD	BUY	0.1	1.14111 → 1.14102	1h 5m	−0.9	−$1	—
Sep 23 09:20	EURUSD	BUY	0.1	1.14139 → 1.14121	1h 5m	−1.8	−$2	—
Sep 14 09:21	EURUSD	BUY	0.1	1.15374 → 1.15366	1h 5m	−0.8	−$1	—
Sep 9 08:21	EURUSD	SELL	0.1	1.16439 → 1.16392	1h 5m	+4.7	+$5	—
Sep 9 07:04	EURUSD	SELL	0.1	1.16339 → 1.16407	1h 5m	−6.8	−$7	—
Aug 21 03:54	EURUSD	SELL	0.1	1.16992 → 1.16941	1h 5m	+5.1	+$5	—
Aug 19 16:41	EURUSD	SELL	0.1	1.16636 → 1.16694	1h 5m	−5.8	−$6	—
Aug 19 14:20	EURUSD	SELL	0.1	1.16476 → 1.16679	1h 5m	−20.3	−$20	—
Aug 19 10:57	EURUSD	SELL	0.1	1.16058 → 1.16070	1h 5m	−1.2	−$1	—
Aug 19 09:48	EURUSD	SELL	0.1	1.16008 → 1.16068	1h 5m	−6	−$6	—

1–25 of 1132

Vermilion Wind◇Strategy

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