Vermilion Cove · strategy profile

Vermilion Cove · 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	0.0%	0	0	0
This month	+0.8%	+102	8	5
This year	−1.1%	−116	108	51

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−1.0	−0.1	−1.0	−0.7	−1.2	−0.3	+0.2	+0.5	+0.9	−1.5	−0.5	−0.5	−5.1
2023	+0.3	−0.1	−0.1	+0.4	0.0	−0.6	+0.2	−1.2	+0.8	+0.7	−0.1	−1.5	−1.2
2024	+0.7	−0.2	−0.2	−0.7	−0.3	+0.1	0.0	−0.6	−0.1	−0.6	−0.2	−1.1	−3.3
2025	−1.5	−0.3	+0.6	−1.0	−0.2	−0.6	−0.3	−0.3	−0.2	−0.9	+0.2	−1.3	−5.8
2026	−0.9	+0.1	−0.1	+0.1	0.0	−0.6	−0.3	−0.1	+0.4	+0.4	0.0	·	−1.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.3%.

Max daily drawdown: −2.3%
Max weekly drawdown: −2.0%
Max drawdown · equity: −16.3%
Max drawdown · balance: −16.3%
Absolute drawdown: −$1,630
Longest drawdown: 1765 days · Aug
Recovery factor: −0.9
Max simultaneous risk: 1.2%

Symbol split

90 days

USDCAD

100%+15.3%

Long 77% · Short 23%

Hour and day

trade opens · UTC

Mon 18% · Tue 20% · Wed 22% · Thu 19% · Fri 21% · 60% in the London session

Behaviour

from 670 trades

✓ Losers not held longer than winners✓ Rarely holds over the weekend

Holding time: under 1h 0% · 1–4h 98% · 4–12h 0% · over 12h 2%. Automated share 100%.

Statistics670 closed trades

Trades670

Won / lost298 / 372

Long win rate47% (516)

Short win rate38% (154)

Avg win+$11.2 · 15.3 pip

Avg loss−$13.1 · −17.7 pip

Best trade+$63 · Sep 29

Worst trade−$109 · Oct 13

Total pips−1,996

Lots67.0

Commission + swap−$61

Expectancy / trade−$2.3

Profit factor0.68

Sharpe−2.17daily returns, annualised

Z-score1.0 (68%)dependence between runs

Standard deviation$17.1

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.9

Winning streak7 (+$67)

Losing streak7 (−$283)

Avg holding time4h 23m

Trades / week2.7

Risk / trade1.2%

Monthly average−0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 20 07:35	USDCAD	SELL	0.1	1.40814 → 1.40669	3h 35m	+14.5	+$10	—
Oct 14 23:35	USDCAD	SELL	0.1	1.42370 → 1.42191	3h 35m	+17.9	+$11	—
Oct 13 05:35	USDCAD	SELL	0.1	1.42679 → 1.42694	3h 35m	−1.5	−$1	—
Oct 12 15:05	USDCAD	BUY	0.1	1.42669 → 1.42743	3h 35m	+7.4	+$5	—
Oct 9 12:35	USDCAD	BUY	0.1	1.42283 → 1.42951	3h 35m	+66.8	+$47	—
Oct 8 15:35	USDCAD	BUY	0.1	1.42734 → 1.42400	3h 35m	−33.4	−$23	—
Oct 6 15:35	USDCAD	SELL	0.1	1.42499 → 1.42183	3h 35m	+31.6	+$22	—
Oct 5 11:35	USDCAD	SELL	0.1	1.42592 → 1.42607	3h 35m	−1.5	−$1	—
Oct 2 16:35	USDCAD	SELL	0.1	1.42177 → 1.42573	3h 35m	−39.6	−$28	—
Oct 2 12:35	USDCAD	BUY	0.1	1.42349 → 1.42229	3h 35m	−12	−$8	—
Oct 1 23:35	USDCAD	SELL	0.1	1.42247 → 1.42238	3h 35m	+0.9	$0	—
Sep 29 21:05	USDCAD	BUY	0.1	1.41980 → 1.41783	3h 35m	−19.7	−$14	—
Sep 29 04:05	USDCAD	BUY	0.1	1.41852 → 1.41822	3h 35m	−3	−$2	—
Sep 25 18:35	USDCAD	SELL	0.1	1.41356 → 1.41468	3h 35m	−11.2	−$8	—
Sep 24 16:05	USDCAD	BUY	0.1	1.41181 → 1.41352	3h 35m	+17.1	+$12	—
Sep 23 07:05	USDCAD	BUY	0.1	1.40822 → 1.40868	3h 35m	+4.6	+$3	—
Sep 22 17:05	USDCAD	BUY	0.1	1.40517 → 1.40765	3h 35m	+24.8	+$18	—
Sep 21 06:35	USDCAD	BUY	0.1	1.40036 → 1.40199	3h 35m	+16.3	+$12	—
Sep 18 10:05	USDCAD	BUY	0.1	1.39967 → 1.39986	3h 35m	+1.9	+$1	—
Sep 9 17:35	USDCAD	BUY	0.1	1.37906 → 1.38026	3h 35m	+12	+$9	—
Sep 8 23:05	USDCAD	BUY	0.1	1.37870 → 1.37816	3h 35m	−5.4	−$4	—
Sep 8 13:05	USDCAD	BUY	0.1	1.38047 → 1.37808	3h 35m	−23.9	−$17	—
Sep 4 14:35	USDCAD	BUY	0.1	1.38082 → 1.38489	3h 35m	+40.7	+$29	—
Sep 3 23:05	USDCAD	BUY	0.1	1.37958 → 1.37909	3h 35m	−4.9	−$4	—
Sep 1 05:35	USDCAD	BUY	0.1	1.38626 → 1.38640	3h 35m	+1.4	+$1	—

1–25 of 670

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