Vermilion Thorn · strategy profile

Vermilion Thorn · 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	+0.5%	+80	2	2
This month	+2.4%	+376	12	10
This year	+2.7%	+554	84	55

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+3.1	−0.7	+0.8	−0.4	+1.0	+2.3	−1.1	−3.5	−4.0	+0.1	+0.2	+0.1	−2.1
2023	0.0	+0.8	−1.7	−1.6	−0.8	+2.5	+0.6	+1.7	+0.6	+0.2	+0.3	+0.1	+2.9
2024	+1.2	−1.8	−0.5	−3.2	+1.4	−0.2	+0.3	+3.2	+0.4	+0.9	0.0	0.0	+1.7
2025	−0.5	+1.7	+0.5	−0.8	−1.1	+1.2	+0.6	+0.1	−0.1	−0.6	+1.2	+0.4	+2.8
2026	0.0	+0.2	+0.3	−1.5	0.0	+0.7	−1.7	+0.3	+1.7	+2.4	0.0	·	+2.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −11.9%.

Max daily drawdown: −2.6%
Max weekly drawdown: −2.3%
Max drawdown · equity: −11.9%
Max drawdown · balance: −11.9%
Absolute drawdown: −$1,265
Longest drawdown: 1562 days · May
Recovery factor: 0.6
Max simultaneous risk: 3.0%

Symbol split

90 days

USDCAD

100%+7.5%

Long 54% · Short 46%

Hour and day

trade opens · UTC

Mon 30% · Tue 23% · Wed 13% · Thu 15% · Fri 18% · 49% in the London session

Behaviour

from 507 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 5% · 4–12h 25% · over 12h 70%. Automated share 100%.

Statistics507 closed trades

Trades507

Won / lost342 / 165

Long win rate70% (271)

Short win rate65% (236)

Avg win+$27.1 · 37.9 pip

Avg loss−$51.6 · −67.1 pip

Best trade+$32 · Jan 13

Worst trade−$258 · Sep 23

Total pips+1,879

Lots50.7

Commission + swap−$621

Expectancy / trade+$1.5

Profit factor1.09

Sharpe0.56daily returns, annualised

Z-score0.8 (58%)dependence between runs

Standard deviation$44.7

AHPR / GHPR0.02% / 0.01%

Recovery factor0.6

Winning streak16 (+$253)

Losing streak5 (−$197)

Avg holding time2.4 days

Trades / week2.0

Risk / trade3.0%

Monthly average+0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 11:07	USDCAD	SELL	0.1	1.39910 → 1.39512	1.6 days	+39.8	+$27	—
Oct 28 01:00	USDCAD	BUY	0.1	1.40141 → 1.40539	20h 15m	+39.8	+$28	—
Oct 26 11:25	USDCAD	SELL	0.1	1.40068 → 1.40148	3.7 days	−8	−$7	—
Oct 22 06:54	USDCAD	SELL	0.1	1.40615 → 1.40217	1.1 days	+39.8	+$27	—
Oct 20 10:16	USDCAD	SELL	0.1	1.40927 → 1.40529	8h 31m	+39.8	+$28	—
Oct 19 06:49	USDCAD	SELL	0.1	1.41388 → 1.40990	2.4 days	+39.8	+$28	—
Oct 16 08:59	USDCAD	SELL	0.1	1.42035 → 1.41637	2.3 days	+39.8	+$26	—
Oct 14 01:54	USDCAD	SELL	0.1	1.42417 → 1.42019	13h 54m	+39.8	+$28	—
Oct 13 07:55	USDCAD	BUY	0.1	1.42753 → 1.42615	3.7 days	−13.8	−$11	—
Oct 9 12:33	USDCAD	BUY	0.1	1.42563 → 1.42961	1.9 days	+39.8	+$26	—
Oct 6 21:00	USDCAD	SELL	0.1	1.42456 → 1.42058	1.5 days	+39.8	+$27	—
Oct 5 04:00	USDCAD	BUY	0.1	1.42506 → 1.42904	3.6 days	+39.8	+$27	—
Oct 1 01:01	USDCAD	BUY	0.1	1.41980 → 1.42378	1.3 days	+39.8	+$26	—
Sep 29 05:45	USDCAD	BUY	0.1	1.41520 → 1.41918	3.5 days	+39.8	+$27	—
Sep 24 11:05	USDCAD	BUY	0.1	1.40790 → 1.41188	1.3 days	+39.8	+$27	—
Sep 22 14:55	USDCAD	BUY	0.1	1.40258 → 1.40656	22h 40m	+39.8	+$28	—
Sep 21 06:10	USDCAD	BUY	0.1	1.39927 → 1.40144	3.7 days	+21.7	+$14	—
Sep 16 18:01	USDCAD	BUY	0.1	1.39121 → 1.39519	1.6 days	+39.8	+$28	—
Sep 14 12:31	USDCAD	BUY	0.1	1.38687 → 1.39085	10h 1m	+39.8	+$29	—
Sep 13 21:03	USDCAD	SELL	0.1	1.37669 → 1.38595	5.3 days	−92.6	−$70	—
Sep 8 00:55	USDCAD	SELL	0.1	1.37915 → 1.38095	3.7 days	−18	−$14	—
Sep 3 06:42	USDCAD	SELL	0.1	1.38665 → 1.38267	16h 42m	+39.8	+$27	—
Sep 2 08:18	USDCAD	BUY	0.1	1.38928 → 1.39326	1.9 days	+39.8	+$28	—
Aug 28 16:11	USDCAD	BUY	0.1	1.38615 → 1.39013	2h 11m	+39.8	+$29	—
Aug 28 11:10	USDCAD	BUY	0.1	1.38533 → 1.38463	3.7 days	−7	−$8	—

1–25 of 507

Vermilion Thorn◇Strategy

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