Sepia Juniper · strategy profile

Sepia Juniper · 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	−0.4%	−43	3	1
This month	−0.6%	−62	13	5
This year	−0.2%	+50	140	66

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.8	−1.6	+1.1	+0.6	−1.6	+0.5	+0.1	−0.6	+2.0	0.0	−1.3	−0.2	−1.9
2023	−2.1	+0.9	−1.0	+0.5	−1.4	+0.1	−0.8	−0.6	+0.2	+0.2	−1.4	−0.6	−5.9
2024	−1.0	−1.2	−1.4	−0.1	+0.4	−1.7	−0.5	+0.5	−1.2	+0.1	0.0	+0.8	−5.0
2025	+0.2	+1.0	−1.6	−2.5	−1.8	+1.1	−0.7	+0.5	+0.4	−0.9	−0.9	+0.8	−4.3
2026	+0.6	−1.3	−1.0	+1.0	−0.9	+0.7	−0.5	+1.1	+0.9	−0.7	−0.3	·	−0.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.5%.

Max daily drawdown: −1.3%
Max weekly drawdown: −1.8%
Max drawdown · equity: −18.5%
Max drawdown · balance: −18.5%
Absolute drawdown: −$1,769
Longest drawdown: 1450 days · Apr
Recovery factor: −0.9
Max simultaneous risk: 1.2%

Symbol split

90 days

USDCAD

100%+16.1%

Long 55% · Short 45%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 20% · Thu 21% · Fri 19% · 64% in the New York session

Behaviour

from 804 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 89% · over 12h 11%. Automated share 100%.

Statistics804 closed trades

Trades804

Won / lost341 / 463

Long win rate41% (438)

Short win rate45% (366)

Avg win+$18.5 · 25.6 pip

Avg loss−$17.1 · −22.6 pip

Best trade+$142 · Feb 2

Worst trade−$115 · Mar 5

Total pips−1,732

Lots80.4

Commission + swap−$324

Expectancy / trade−$2.0

Profit factor0.80

Sharpe−1.36daily returns, annualised

Z-score0.0 (0%)dependence between runs

Standard deviation$24.3

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak9 (+$166)

Losing streak13 (−$171)

Avg holding time13h 28m

Trades / week3.2

Risk / trade1.2%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 20:25	USDCAD	SELL	0.1	1.39738 → 1.39850	8h 25m	−11.2	−$8	—
Oct 29 04:25	USDCAD	SELL	0.1	1.39910 → 1.39870	8h 25m	+4	+$1	—
Oct 28 12:25	USDCAD	BUY	0.1	1.40647 → 1.40286	8h 25m	−36.1	−$26	—
Oct 23 02:25	USDCAD	SELL	0.1	1.40032 → 1.40087	8h 25m	−5.5	−$4	—
Oct 22 02:25	USDCAD	SELL	0.1	1.40467 → 1.40440	8h 25m	+2.7	$0	—
Oct 20 10:25	USDCAD	SELL	0.1	1.40911 → 1.40542	8h 25m	+36.9	+$26	—
Oct 16 00:25	USDCAD	SELL	0.1	1.41978 → 1.41951	8h 25m	+2.7	+$1	—
Oct 14 00:25	USDCAD	SELL	0.1	1.42147 → 1.42140	8h 25m	+0.7	$0	—
Oct 13 00:25	USDCAD	BUY	0.1	1.42824 → 1.42809	8h 25m	−1.5	−$2	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42753 → 1.42658	2.3 days	−9.5	−$7	—
Oct 8 20:25	USDCAD	BUY	0.1	1.42734 → 1.42222	8h 25m	−51.2	−$36	—
Oct 7 22:25	USDCAD	BUY	0.1	1.42563 → 1.42538	8h 25m	−2.5	−$3	—
Oct 6 08:25	USDCAD	BUY	0.1	1.42651 → 1.42732	8h 25m	+8.1	+$6	—
Oct 2 18:25	USDCAD	BUY	0.1	1.42366 → 1.42577	8h 25m	+21.1	+$15	—
Oct 2 00:25	USDCAD	BUY	0.1	1.42560 → 1.42224	8h 25m	−33.6	−$24	—
Oct 1 00:25	USDCAD	BUY	0.1	1.42126 → 1.42351	8h 25m	+22.5	+$14	—
Sep 30 12:25	USDCAD	BUY	0.1	1.41988 → 1.41864	8h 25m	−12.4	−$9	—
Sep 30 02:25	USDCAD	BUY	0.1	1.41993 → 1.41951	8h 25m	−4.2	−$3	—
Sep 23 10:25	USDCAD	BUY	0.1	1.40750 → 1.40847	8h 25m	+9.7	+$7	—
Sep 22 16:25	USDCAD	BUY	0.1	1.40409 → 1.40733	8h 25m	+32.4	+$23	—
Sep 22 00:25	USDCAD	BUY	0.1	1.40241 → 1.40302	8h 25m	+6.1	+$4	—
Sep 21 14:25	USDCAD	BUY	0.1	1.40099 → 1.40183	8h 25m	+8.4	+$6	—
Sep 18 14:25	USDCAD	BUY	0.1	1.39936 → 1.40035	8h 25m	+9.9	+$7	—
Sep 16 08:25	USDCAD	BUY	0.1	1.39263 → 1.39331	8h 25m	+6.8	+$5	—
Sep 15 12:25	USDCAD	BUY	0.1	1.39151 → 1.39182	8h 25m	+3.1	+$2	—

1–25 of 804

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