Vermilion Path · strategy profile

Vermilion Path · 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	+0.4%	+43	6	3
This month	+1.5%	+168	27	16
This year	+3.0%	+502	258	142

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.8	−2.3	−1.3	−1.1	−2.6	−0.1	−0.7	−2.0	+2.3	−1.1	−1.3	+0.8	−8.6
2023	−3.2	+1.4	−0.3	−0.9	+0.7	0.0	−3.8	+0.8	−0.7	+0.2	−1.6	−0.4	−7.7
2024	−1.2	−3.4	−2.9	−4.2	−3.7	+0.2	−1.0	+1.4	−0.5	+2.5	+0.4	+3.0	−9.4
2025	−4.0	+0.5	−1.9	+2.5	−0.7	−2.2	−0.6	−2.4	−3.0	−0.6	−0.9	+2.4	−11.0
2026	+2.1	−3.3	−0.7	−0.8	−0.4	+3.5	+0.1	−0.5	+1.7	+1.7	0.0	·	+3.3

Risk

—/10

Observed risk (1–10) uses the higher of two classes: historical drawdown and annualized weekly return variability. At least 26 consecutive weekly returns are required; the last observation week is excluded. These are SocialCharts bands, not a guarantee of future loss limits. A dash means unmeasured.

Max daily drawdown: −1.7%
Max weekly drawdown: −3.6%
Max drawdown · equity: −35.4%
Max drawdown · balance: −35.4%
Absolute drawdown: −$3,427
Longest drawdown: 1739 days · May
Recovery factor: −0.8
Max simultaneous risk: 0.0%

Symbol split

90 days

USDCAD

100%+29.1%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 20% · Tue 20% · Wed 19% · Thu 20% · Fri 21% · 44% in the New York session

Behaviour

from 1,479 trades

✓ Losers not held longer than winners! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 0% · 4–12h 86% · over 12h 15%. Automated share 100%.

Statistics1,479 closed trades

Trades1,479

Won / lost712 / 767

Long win rate49% (776)

Short win rate48% (703)

Avg win+$23.8 · 33.1 pip

Avg loss−$25.9 · −34.2 pip

Best trade+$164 · Feb 2

Worst trade−$129 · Jul 5

Total pips−2,708

Lots147.9

Commission + swap−$843

Expectancy / trade−$2.0

Profit factor0.85

Sharpe−0.89daily returns, annualised

Z-score0.9 (65%)dependence between runs

Standard deviation$33.6

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak9 (+$198)

Losing streak8 (−$211)

Avg holding time1.1 days

Trades / week5.9

Risk / trade0.0%

Monthly average−0.6%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 13:25	USDCAD	SELL	0.1	1.39726 → 1.39760	19h 30m	−3.4	−$3	—
Nov 2 17:40	USDCAD	SELL	0.1	1.39608 → 1.39766	19h 30m	−15.8	−$11	—
Nov 1 22:03	USDCAD	SELL	0.1	1.39662 → 1.39592	2.8 days	+7	+$5	—
Oct 30 01:55	USDCAD	SELL	0.1	1.39910 → 1.39681	19h 30m	+22.9	+$16	—
Oct 29 05:55	USDCAD	SELL	0.1	1.40561 → 1.39920	19h 30m	+64.1	+$44	—
Oct 28 09:10	USDCAD	SELL	0.1	1.40251 → 1.40571	19h 30m	−32	−$23	—
Oct 27 12:45	USDCAD	SELL	0.1	1.40149 → 1.40217	19h 30m	−6.8	−$5	—
Oct 26 16:55	USDCAD	SELL	0.1	1.40334 → 1.40226	19h 30m	+10.8	+$8	—
Oct 25 21:03	USDCAD	SELL	0.1	1.40057 → 1.40409	2.8 days	−35.2	−$26	—
Oct 23 01:25	USDCAD	SELL	0.1	1.40297 → 1.40011	19h 30m	+28.6	+$20	—
Oct 22 05:35	USDCAD	SELL	0.1	1.40516 → 1.40328	19h 30m	+18.8	+$12	—
Oct 21 08:50	USDCAD	SELL	0.1	1.40482 → 1.40520	19h 30m	−3.8	−$3	—
Oct 20 13:15	USDCAD	SELL	0.1	1.40931 → 1.40520	19h 30m	+41.1	+$29	—
Oct 19 16:40	USDCAD	SELL	0.1	1.41151 → 1.40899	19h 30m	+25.2	+$18	—
Oct 18 21:03	USDCAD	SELL	0.1	1.41359 → 1.41114	2 days	+24.5	+$17	—
Oct 16 20:35	USDCAD	SELL	0.1	1.41953 → 1.41415	19h 30m	+53.8	+$38	—
Oct 16 01:00	USDCAD	SELL	0.1	1.42095 → 1.41983	19h 30m	+11.2	+$7	—
Oct 15 05:25	USDCAD	SELL	0.1	1.42140 → 1.42104	19h 30m	+3.6	+$1	—
Oct 14 09:15	USDCAD	BUY	0.1	1.42277 → 1.42152	19h 30m	−12.5	−$9	—
Oct 13 13:00	USDCAD	BUY	0.1	1.42846 → 1.42392	19h 30m	−45.4	−$32	—
Oct 12 16:40	USDCAD	BUY	0.1	1.42744 → 1.42826	19h 30m	+8.2	+$6	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42105 → 1.42658	2.8 days	+55.3	+$38	—
Oct 9 01:00	USDCAD	BUY	0.1	1.42637 → 1.42152	19h 30m	−48.5	−$35	—
Oct 8 04:55	USDCAD	BUY	0.1	1.42262 → 1.42608	19h 30m	+34.6	+$23	—
Oct 7 08:50	USDCAD	BUY	0.1	1.42352 → 1.42194	19h 30m	−15.8	−$12	—

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