Sepia Star · strategy profile

Sepia Star · 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	+0.1%	+18	2	1
This month	0.0%	+26	13	9
This year	−9.6%	−959	105	58

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.6	+1.4	−0.6	+1.0	+0.4	−2.0	+0.8	−0.6	−4.0	+7.1	−0.1	+1.0	+2.8
2023	+2.5	+0.7	−0.6	−1.8	−1.4	−1.2	+1.7	−0.2	+1.2	−0.9	0.0	−1.6	−1.6
2024	+1.8	+0.4	−1.5	−0.5	+2.0	+0.9	+0.2	−2.0	+1.0	−1.9	−0.6	−0.4	−0.3
2025	+1.0	−2.2	+0.5	−2.6	−2.0	−1.4	−2.3	−1.5	+0.1	−0.1	−0.1	−1.3	−11.9
2026	−1.2	−1.7	−0.6	−2.5	+0.1	+0.3	−0.8	−2.0	−1.1	0.0	−0.4	·	−9.9

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −25.4%.

Max daily drawdown: −2.7%
Max weekly drawdown: −2.3%
Max drawdown · equity: −25.4%
Max drawdown · balance: −25.4%
Absolute drawdown: −$1,945
Longest drawdown: 1354 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 2.9%

Symbol split

90 days

USDCAD

100%+19.4%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 24% · Tue 24% · Wed 13% · Thu 17% · Fri 21% · 57% in the New York session

Behaviour

from 737 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 0% · 1–4h 8% · 4–12h 27% · over 12h 65%. Automated share 100%.

Statistics737 closed trades

Trades737

Won / lost466 / 271

Long win rate65% (366)

Short win rate62% (371)

Avg win+$27.5 · 38.2 pip

Avg loss−$54.4 · −71.1 pip

Best trade+$32 · Mar 30

Worst trade−$272 · Feb 4

Total pips−1,465

Lots73.7

Commission + swap−$871

Expectancy / trade−$2.6

Profit factor0.87

Sharpe−1.02daily returns, annualised

Z-score−0.4 (32%)dependence between runs

Standard deviation$47.0

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.8

Winning streak10 (+$142)

Losing streak8 (−$233)

Avg holding time2.4 days

Trades / week2.9

Risk / trade2.9%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.39786 → 1.39573	3.8 days	−21.3	−$16	—
Oct 29 01:24	USDCAD	SELL	0.1	1.40139 → 1.39741	2.6 days	+39.8	+$26	—
Oct 26 10:35	USDCAD	BUY	0.1	1.40226 → 1.40139	3.7 days	−8.7	−$7	—
Oct 22 16:00	USDCAD	BUY	0.1	1.41308 → 1.40212	3.7 days	−109.6	−$81	—
Oct 18 21:03	USDCAD	BUY	0.1	1.42524 → 1.41095	4.1 days	−142.9	−$104	—
Oct 14 18:20	USDCAD	SELL	0.1	1.42895 → 1.42497	4h 5m	+39.8	+$28	—
Oct 14 13:01	USDCAD	BUY	0.1	1.42327 → 1.42725	23h 1m	+39.8	+$27	—
Oct 13 13:33	USDCAD	SELL	0.1	1.42654 → 1.42256	6h 18m	+39.8	+$28	—
Oct 13 07:10	USDCAD	SELL	0.1	1.42757 → 1.42680	3.7 days	+7.7	+$4	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42292 → 1.42690	21h 50m	+39.8	+$27	—
Oct 8 14:22	USDCAD	SELL	0.1	1.42702 → 1.42304	1.1 days	+39.8	+$26	—
Oct 7 12:51	USDCAD	BUY	0.1	1.42397 → 1.42795	23h 16m	+39.8	+$27	—
Oct 6 13:10	USDCAD	SELL	0.1	1.42544 → 1.42324	3.7 days	+22	+$14	—
Oct 2 18:55	USDCAD	SELL	0.1	1.41807 → 1.42601	3.7 days	−79.4	−$58	—
Sep 29 00:03	USDCAD	BUY	0.1	1.41398 → 1.41796	1.1 days	+39.8	+$28	—
Sep 27 21:03	USDCAD	SELL	0.1	1.40697 → 1.41351	5.2 days	−65.4	−$49	—
Sep 22 16:13	USDCAD	BUY	0.1	1.40359 → 1.40757	20h 38m	+39.8	+$28	—
Sep 21 19:15	USDCAD	SELL	0.1	1.39877 → 1.40340	3.7 days	−46.3	−$34	—
Sep 18 01:15	USDCAD	SELL	0.1	1.38752 → 1.39893	3.7 days	−114.1	−$85	—
Sep 14 07:15	USDCAD	SELL	0.1	1.38236 → 1.38787	3.7 days	−55.1	−$41	—
Sep 10 12:34	USDCAD	BUY	0.1	1.37853 → 1.38251	2.3 days	+39.8	+$27	—
Sep 8 06:02	USDCAD	SELL	0.1	1.38272 → 1.37874	1.4 days	+39.8	+$28	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38740 → 1.38264	4.3 days	−47.6	−$37	—
Sep 2 13:45	USDCAD	SELL	0.1	1.39331 → 1.38933	3h 35m	+39.8	+$29	—
Sep 2 08:13	USDCAD	BUY	0.1	1.38902 → 1.39300	1.9 days	+39.8	+$28	—

1–25 of 737

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