Vermilion Brook · strategy profile

Vermilion Brook · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	−3	1	0
This week	−0.5%	−46	11	4
This month	+0.1%	+10	42	18
This year	−12.4%	−1,392	394	147

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.7	−0.2	+0.5	+0.3	−1.5	−1.0	−1.2	−1.2	−1.8	+1.2	+1.4	−1.5	−5.7
2023	+1.4	+0.8	+1.9	−0.5	−0.6	−0.6	−0.2	+0.4	−0.6	−1.6	−0.3	0.0	+0.1
2024	−1.0	+1.2	−0.2	−1.4	−0.3	+0.1	−0.8	−1.4	−0.6	−1.0	+0.6	+1.2	−3.6
2025	+0.2	−1.2	+0.8	−2.6	−1.1	−1.0	−1.2	−0.1	−1.1	−1.4	+0.3	−1.0	−9.5
2026	−3.1	−1.4	−2.6	−1.5	−1.2	−1.3	−1.8	+0.2	−0.3	+0.3	−0.2	·	−13.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −27.9%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.2%
Max drawdown · equity: −27.9%
Max drawdown · balance: −27.9%
Absolute drawdown: −$2,755
Longest drawdown: 1692 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 0.6%

Symbol split

90 days

USDCAD

100%+27.5%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 18% · Tue 22% · Wed 21% · Thu 20% · Fri 20% · 61% in the New York session

Behaviour

from 2,188 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%.

Statistics2,188 closed trades

Trades2,188

Won / lost897 / 1,291

Long win rate41% (1,109)

Short win rate41% (1,079)

Avg win+$9.4 · 12.7 pip

Avg loss−$8.6 · −11.7 pip

Best trade+$47 · May 4

Worst trade−$78 · Jul 13

Total pips−3,627

Lots218.8

Commission + swap−$82

Expectancy / trade−$1.3

Profit factor0.75

Sharpe−2.23daily returns, annualised

Z-score−1.3 (79%)dependence between runs

Standard deviation$12.6

AHPR / GHPR−0.01% / −0.02%

Recovery factor−1.0

Winning streak9 (+$64)

Losing streak12 (−$99)

Avg holding time1h 48m

Trades / week8.7

Risk / trade0.6%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 08:45	USDCAD	SELL	0.1	1.39645 → 1.39672	1h 30m	−2.7	−$2	—
Nov 2 20:45	USDCAD	BUY	0.1	1.39844 → 1.39866	1h 30m	+2.2	+$2	—
Nov 2 12:30	USDCAD	BUY	0.1	1.39836 → 1.39692	1h 30m	−14.4	−$10	—
Nov 2 10:30	USDCAD	SELL	0.1	1.39527 → 1.39752	1h 30m	−22.5	−$16	—
Nov 2 03:15	USDCAD	BUY	0.1	1.39754 → 1.39828	1h 30m	+7.4	+$5	—
Oct 29 16:45	USDCAD	SELL	0.1	1.39841 → 1.39790	1h 30m	+5.1	+$4	—
Oct 29 14:30	USDCAD	BUY	0.1	1.39980 → 1.39930	1h 30m	−5	−$4	—
Oct 29 09:45	USDCAD	BUY	0.1	1.40019 → 1.39940	1h 30m	−7.9	−$6	—
Oct 28 17:15	USDCAD	SELL	0.1	1.40308 → 1.40362	1h 30m	−5.4	−$4	—
Oct 28 15:00	USDCAD	BUY	0.1	1.40581 → 1.40530	1h 30m	−5.1	−$4	—
Oct 28 13:00	USDCAD	SELL	0.1	1.40407 → 1.40387	1h 30m	+2	+$1	—
Oct 27 16:30	USDCAD	BUY	0.1	1.40367 → 1.40445	1h 30m	+7.8	+$6	—
Oct 26 17:30	USDCAD	SELL	0.1	1.40270 → 1.40113	1h 30m	+15.7	+$11	—
Oct 26 09:15	USDCAD	BUY	0.1	1.40272 → 1.40100	1h 30m	−17.2	−$12	—
Oct 25 23:45	USDCAD	SELL	0.1	1.40109 → 1.40177	1h 30m	−6.8	−$5	—
Oct 23 17:30	USDCAD	BUY	0.1	1.39965 → 1.40092	1h 30m	+12.7	+$9	—
Oct 22 18:00	USDCAD	SELL	0.1	1.40159 → 1.40055	1h 30m	+10.4	+$7	—
Oct 22 12:45	USDCAD	BUY	0.1	1.40415 → 1.40364	1h 30m	−5.1	−$4	—
Oct 21 19:00	USDCAD	SELL	0.1	1.40529 → 1.40527	1h 30m	+0.2	$0	—
Oct 21 15:30	USDCAD	BUY	0.1	1.40762 → 1.40645	1h 30m	−11.7	−$8	—
Oct 21 12:30	USDCAD	SELL	0.1	1.40389 → 1.40515	1h 30m	−12.6	−$9	—
Oct 20 15:45	USDCAD	BUY	0.1	1.40607 → 1.40471	1h 30m	−13.6	−$10	—
Oct 20 05:30	USDCAD	SELL	0.1	1.40814 → 1.40797	1h 30m	+1.7	+$1	—
Oct 19 15:15	USDCAD	BUY	0.1	1.41096 → 1.40961	1h 30m	−13.5	−$10	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41388 → 1.41114	2 days	+27.4	+$19	—

1–25 of 2188

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