Sepia Pond · strategy profile

Sepia Pond · 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	−0.7%	−85	2	1
This month	−2.5%	−310	8	2
This year	−2.3%	−110	104	51

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.1	−2.8	−0.2	−0.4	−1.8	+0.9	−0.8	+0.3	+1.2	−1.2	+0.3	−3.1	−6.6
2023	−3.2	+1.9	−1.1	−0.4	−1.4	+1.1	+0.7	−0.4	+1.5	−0.1	+0.1	−0.9	−2.1
2024	0.0	−0.6	+0.2	−0.8	−1.0	−0.6	+0.5	+0.1	+0.2	+0.9	+0.4	+0.6	0.0
2025	−1.7	+1.6	−0.9	+0.7	−1.0	−0.4	+1.2	+1.4	+1.1	−0.5	−0.8	+0.1	+1.0
2026	−3.0	−0.1	+1.5	−2.3	−0.1	+1.1	+0.5	+1.4	+1.1	−2.3	+0.1	·	−2.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −13.2%.

Max daily drawdown: −1.8%
Max weekly drawdown: −2.6%
Max drawdown · equity: −13.2%
Max drawdown · balance: −13.2%
Absolute drawdown: −$1,339
Longest drawdown: 1739 days · May
Recovery factor: −0.7
Max simultaneous risk: 1.9%

Symbol split

90 days

USDCAD

100%+9.9%

Long 68% · Short 32%

Hour and day

trade opens · UTC

Mon 29% · Tue 12% · Wed 24% · Thu 14% · Fri 22% · 48% in the New York session

Behaviour

from 539 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%.

Statistics539 closed trades

Trades539

Won / lost255 / 284

Long win rate46% (368)

Short win rate50% (171)

Avg win+$33.8 · 47.5 pip

Avg loss−$33.8 · −44.2 pip

Best trade+$166 · Apr 11

Worst trade−$178 · Oct 4

Total pips−438

Lots53.9

Commission + swap−$641

Expectancy / trade−$1.9

Profit factor0.90

Sharpe−0.59daily returns, annualised

Z-score0.5 (38%)dependence between runs

Standard deviation$45.4

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.7

Winning streak6 (+$166)

Losing streak7 (−$167)

Avg holding time2.1 days

Trades / week2.1

Risk / trade1.9%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 09:20	USDCAD	BUY	0.1	1.40547 → 1.39607	1.8 days	−94	−$69	—
Oct 28 08:20	USDCAD	BUY	0.1	1.40485 → 1.40577	1.8 days	+9.2	+$6	—
Oct 21 22:20	USDCAD	SELL	0.1	1.40814 → 1.40484	1.8 days	+33	+$21	—
Oct 16 07:20	USDCAD	BUY	0.1	1.42675 → 1.41687	1.8 days	−98.8	−$72	—
Oct 14 02:20	USDCAD	BUY	0.1	1.42590 → 1.42045	1.8 days	−54.5	−$39	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42861 → 1.42658	2.3 days	−20.3	−$15	—
Oct 9 07:20	USDCAD	BUY	0.1	1.42721 → 1.42177	1.8 days	−54.4	−$40	—
Oct 7 05:20	USDCAD	BUY	0.1	1.42553 → 1.42253	1.8 days	−30	−$22	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42299 → 1.42474	2.8 days	+17.5	+$12	—
Oct 1 15:20	USDCAD	BUY	0.1	1.41811 → 1.42474	1.8 days	+66.3	+$45	—
Sep 29 17:20	USDCAD	BUY	0.1	1.41550 → 1.41967	1.8 days	+41.7	+$29	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41434 → 1.41332	2.9 days	−10.2	−$8	—
Sep 24 17:20	USDCAD	BUY	0.1	1.40671 → 1.41356	1.8 days	+68.5	+$47	—
Sep 22 20:20	USDCAD	BUY	0.1	1.39989 → 1.40635	1.8 days	+64.6	+$45	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39936 → 1.39783	2.6 days	−15.3	−$11	—
Sep 18 01:20	USDCAD	BUY	0.1	1.39337 → 1.39878	1.8 days	+54.1	+$37	—
Sep 15 17:20	USDCAD	BUY	0.1	1.38724 → 1.39127	1.8 days	+40.3	+$28	—
Sep 13 21:03	USDCAD	BUY	0.1	1.38271 → 1.38576	3.3 days	+30.5	+$21	—
Sep 8 21:20	USDCAD	BUY	0.1	1.38412 → 1.37828	1.8 days	−58.4	−$43	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38676 → 1.38264	2.3 days	−41.2	−$30	—
Sep 3 20:20	USDCAD	BUY	0.1	1.39028 → 1.37841	1.8 days	−118.7	−$88	—
Sep 2 01:20	USDCAD	BUY	0.1	1.38983 → 1.38986	1.8 days	+0.3	−$1	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38594 → 1.39000	2.5 days	+40.6	+$29	—
Aug 27 19:20	USDCAD	BUY	0.1	1.38434 → 1.38559	1.8 days	+12.5	+$8	—
Aug 25 17:20	USDCAD	BUY	0.1	1.37953 → 1.38351	1.8 days	+39.8	+$28	—

1–25 of 539

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