Sepia Trail · strategy profile

Sepia Trail · strategy profile · SocialCharts

Performance

…

Starts at 100. Shows end-of-day values and the latest valuation.

If you had copied

StartAmount$

Copy stop

Replaying the record with these settings…

Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.4%	+46	5	3
This month	+0.1%	+29	25	13
This year	−0.1%	+204	246	132

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.8	−0.5	−0.5	+0.1	+1.5	−3.4	+2.1	+0.7	+4.7	−3.2	−2.0	+0.3	+0.6
2023	+0.7	+1.0	−0.3	−1.9	−3.2	−0.6	−2.2	0.0	−1.2	−0.4	+1.4	+1.7	−5.1
2024	−1.6	−0.2	−3.7	+1.5	−1.0	−0.4	−1.1	+0.4	−1.2	+1.0	−2.0	+2.3	−5.8
2025	−0.6	−2.3	−0.7	+4.1	−3.4	−1.5	−2.1	−1.3	+1.5	−0.9	−1.5	+2.0	−6.6
2026	−4.1	−0.4	0.0	+0.9	−0.7	+3.0	+0.5	+2.3	−1.1	+0.2	0.0	·	+0.4

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −25.8%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.2%
Max drawdown · equity: −25.8%
Max drawdown · balance: −25.8%
Absolute drawdown: −$2,124
Longest drawdown: 1498 days · Mar
Recovery factor: −0.6
Max simultaneous risk: 3.9%

Symbol split

90 days

USDCAD

100%+16.1%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 20% · Thu 20% · Fri 20% · 64% in the New York session

Behaviour

from 1,417 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 17%. Automated share 100%.

Statistics1,417 closed trades

Trades1,417

Won / lost715 / 702

Long win rate50% (767)

Short win rate51% (650)

Avg win+$24.3 · 33.7 pip

Avg loss−$27.0 · −35.8 pip

Best trade+$164 · Feb 2

Worst trade−$151 · Feb 4

Total pips−1,044

Lots141.7

Commission + swap−$828

Expectancy / trade−$1.1

Profit factor0.91

Sharpe−0.50daily returns, annualised

Z-score0.9 (64%)dependence between runs

Standard deviation$34.8

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak9 (+$294)

Losing streak10 (−$154)

Avg holding time1.2 days

Trades / week5.6

Risk / trade3.9%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 20:12	USDCAD	SELL	0.1	1.39685 → 1.39887	21h 5m	−20.2	−$14	—
Nov 1 22:03	USDCAD	SELL	0.1	1.39657 → 1.39592	2.6 days	+6.5	+$4	—
Oct 30 07:15	USDCAD	SELL	0.1	1.39941 → 1.39703	21h 5m	+23.8	+$17	—
Oct 29 10:06	USDCAD	SELL	0.1	1.40369 → 1.39971	21h 5m	+39.8	+$27	—
Oct 28 12:58	USDCAD	SELL	0.1	1.40371 → 1.40411	21h 5m	−4	−$3	—
Oct 27 15:48	USDCAD	SELL	0.1	1.40177 → 1.40401	21h 5m	−22.4	−$16	—
Oct 26 18:23	USDCAD	SELL	0.1	1.40386 → 1.40174	21h 5m	+21.2	+$15	—
Oct 25 21:03	USDCAD	SELL	0.1	1.40130 → 1.40409	2.6 days	−27.9	−$20	—
Oct 23 07:34	USDCAD	SELL	0.1	1.40273 → 1.40149	21h 5m	+12.4	+$8	—
Oct 22 10:19	USDCAD	SELL	0.1	1.40519 → 1.40290	21h 5m	+22.9	+$15	—
Oct 21 12:46	USDCAD	SELL	0.1	1.40465 → 1.40491	21h 5m	−2.6	−$2	—
Oct 20 15:38	USDCAD	SELL	0.1	1.41039 → 1.40503	21h 5m	+53.6	+$38	—
Oct 19 18:20	USDCAD	BUY	0.1	1.41191 → 1.41025	21h 5m	−16.6	−$12	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41595 → 1.41114	2.5 days	+48.1	+$34	—
Oct 16 09:18	USDCAD	BUY	0.1	1.42112 → 1.41560	21h 5m	−55.2	−$39	—
Oct 15 11:42	USDCAD	BUY	0.1	1.42848 → 1.41943	21h 5m	−90.5	−$65	—
Oct 14 14:04	USDCAD	BUY	0.1	1.42164 → 1.42958	21h 5m	+79.4	+$55	—
Oct 13 16:46	USDCAD	BUY	0.1	1.42843 → 1.42143	21h 5m	−70	−$50	—
Oct 12 19:29	USDCAD	BUY	0.1	1.42613 → 1.42833	21h 5m	+22	+$15	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42238 → 1.42658	2.5 days	+42	+$29	—
Oct 9 08:00	USDCAD	BUY	0.1	1.42575 → 1.42214	21h 5m	−36.1	−$26	—
Oct 8 10:29	USDCAD	BUY	0.1	1.42633 → 1.42627	21h 5m	−0.6	−$2	—
Oct 7 13:14	USDCAD	BUY	0.1	1.42199 → 1.42592	21h 5m	+39.3	+$27	—
Oct 6 15:50	USDCAD	BUY	0.1	1.42594 → 1.42155	21h 5m	−43.9	−$31	—
Oct 5 18:22	USDCAD	BUY	0.1	1.42506 → 1.42590	21h 5m	+8.4	+$6	—

1–25 of 1417

Sepia Trail◇Strategy

Rules

Research records

Version timeline