Sepia Heath · strategy profile

Sepia Heath · 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%	+64	2	2
This month	−1.4%	−152	10	6
This year	−5.2%	−455	110	62

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.4	−1.2	−0.9	+1.8	+1.2	−3.8	−1.2	−1.0	+5.0	−1.2	0.0	+0.3	−0.7
2023	+1.2	0.0	−0.8	−0.8	−1.9	−2.0	−1.3	−0.1	+0.4	−0.7	−0.2	+2.3	−3.9
2024	−1.1	−1.0	−1.3	+1.0	+0.3	−1.1	−1.2	+0.4	+0.7	0.0	+0.1	+2.3	−0.9
2025	+0.1	−3.5	+0.7	+0.8	−1.2	+0.2	+0.7	−1.6	−0.5	−1.3	−1.4	+0.9	−6.0
2026	−5.9	−0.6	0.0	−1.8	−0.8	+3.0	+0.7	+0.3	+1.7	−1.3	+0.1	·	−4.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −21.6%.

Max daily drawdown: −2.4%
Max weekly drawdown: −2.6%
Max drawdown · equity: −21.6%
Max drawdown · balance: −21.6%
Absolute drawdown: −$2,222
Longest drawdown: 1746 days · May
Recovery factor: −0.7
Max simultaneous risk: 2.6%

Symbol split

90 days

USDCAD

100%+15.5%

Long 56% · Short 44%

Hour and day

trade opens · UTC

Mon 29% · Tue 11% · Wed 22% · Thu 22% · Fri 16% · 46% in the New York session

Behaviour

from 725 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 6% · 4–12h 25% · over 12h 68%. Automated share 100%.

Statistics725 closed trades

Trades725

Won / lost433 / 292

Long win rate61% (408)

Short win rate58% (317)

Avg win+$26.3 · 36.4 pip

Avg loss−$44.3 · −57.9 pip

Best trade+$32 · Apr 4

Worst trade−$230 · Feb 4

Total pips−1,150

Lots72.5

Commission + swap−$687

Expectancy / trade−$2.2

Profit factor0.88

Sharpe−0.83daily returns, annualised

Z-score0.4 (34%)dependence between runs

Standard deviation$42.6

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.7

Winning streak15 (+$213)

Losing streak5 (−$261)

Avg holding time1.9 days

Trades / week2.9

Risk / trade2.6%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 15:45	USDCAD	SELL	0.1	1.39839 → 1.39441	1.6 days	+39.8	+$28	—
Oct 29 01:05	USDCAD	SELL	0.1	1.40159 → 1.39918	2.6 days	+24.1	+$15	—
Oct 26 08:50	USDCAD	SELL	0.1	1.39987 → 1.40195	2.6 days	−20.8	−$15	—
Oct 23 12:20	USDCAD	SELL	0.1	1.40336 → 1.39938	1 days	+39.8	+$28	—
Oct 22 07:05	USDCAD	SELL	0.1	1.40583 → 1.40185	16h 5m	+39.8	+$27	—
Oct 21 13:05	USDCAD	BUY	0.1	1.41245 → 1.40531	2.6 days	−71.4	−$52	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42610 → 1.41095	4.3 days	−151.5	−$110	—
Oct 14 12:20	USDCAD	BUY	0.1	1.42735 → 1.42142	2.6 days	−59.3	−$43	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42612 → 1.42658	4.2 days	+4.6	+$1	—
Oct 7 13:20	USDCAD	BUY	0.1	1.42533 → 1.42560	2.6 days	+2.7	+$1	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42342 → 1.42474	3.9 days	+13.2	+$8	—
Sep 30 19:09	USDCAD	BUY	0.1	1.41924 → 1.42322	1.6 days	+39.8	+$27	—
Sep 29 05:42	USDCAD	BUY	0.1	1.41501 → 1.41899	1.3 days	+39.8	+$28	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41413 → 1.41332	3.1 days	−8.1	−$7	—
Sep 24 15:03	USDCAD	BUY	0.1	1.41019 → 1.41417	19h 3m	+39.8	+$27	—
Sep 23 17:04	USDCAD	BUY	0.1	1.40662 → 1.41060	18h 49m	+39.8	+$28	—
Sep 22 15:45	USDCAD	BUY	0.1	1.40325 → 1.40723	21h 45m	+39.8	+$28	—
Sep 21 16:50	USDCAD	BUY	0.1	1.39885 → 1.40283	18h 20m	+39.8	+$28	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39958 → 1.39783	3.8 days	−17.5	−$14	—
Sep 16 18:34	USDCAD	BUY	0.1	1.39394 → 1.39792	3h 19m	+39.8	+$28	—
Sep 16 12:20	USDCAD	SELL	0.1	1.38650 → 1.39400	2.6 days	−75	−$55	—
Sep 13 21:03	USDCAD	SELL	0.1	1.38424 → 1.38595	2.7 days	−17.1	−$13	—
Sep 11 03:40	USDCAD	BUY	0.1	1.38058 → 1.38456	1.2 days	+39.8	+$28	—
Sep 9 22:05	USDCAD	BUY	0.1	1.38368 → 1.38017	2.6 days	−35.1	−$28	—
Sep 7 03:35	USDCAD	BUY	0.1	1.38646 → 1.38376	2.6 days	−27	−$20	—

1–25 of 725

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