Sepia Falcon · strategy profile

Sepia Falcon · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	0.0%	0	0	0
This week	+0.9%	+119	6	6
This month	+0.4%	+75	19	15
This year	0.0%	+164	156	119

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+1.1	−0.9	−1.0	+3.4	+0.5	−2.2	−0.4	+1.5	−1.4	+2.8	+1.8	+0.6	+5.8
2023	+3.5	+0.1	−2.6	+0.7	−1.4	+1.1	−0.1	+1.2	+1.0	−1.4	+3.5	−1.4	+4.1
2024	+2.0	−1.0	+0.6	−0.6	−0.8	−0.4	−1.2	−1.3	+0.3	−0.1	−2.0	+0.6	−4.0
2025	−0.6	−2.9	0.0	−0.3	−0.4	+0.6	−1.1	−2.3	−0.4	+0.2	−1.0	−2.1	−10.5
2026	+1.6	+0.6	−1.7	−0.8	+0.1	+0.2	−1.0	+1.4	−0.6	+0.2	0.0	·	+0.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −16.9%.

Max daily drawdown: −2.2%
Max weekly drawdown: −2.8%
Max drawdown · equity: −16.9%
Max drawdown · balance: −16.9%
Absolute drawdown: −$1,908
Longest drawdown: 1004 days · Jul
Recovery factor: −0.3
Max simultaneous risk: 2.8%

Symbol split

90 days

USDCAD

100%+5.0%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 25% · Tue 23% · Wed 18% · Thu 17% · Fri 18% · 52% in the New York session

Behaviour

from 980 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 2% · 1–4h 25% · 4–12h 34% · over 12h 39%. Automated share 100%.

Statistics980 closed trades

Trades980

Won / lost774 / 206

Long win rate79% (504)

Short win rate79% (476)

Avg win+$14.1 · 19.7 pip

Avg loss−$55.5 · −73.0 pip

Best trade+$16 · Jan 19

Worst trade−$222 · Sep 18

Total pips+211

Lots98.0

Commission + swap−$704

Expectancy / trade−$0.5

Profit factor0.96

Sharpe−0.25daily returns, annualised

Z-score−0.1 (7%)dependence between runs

Standard deviation$33.7

AHPR / GHPR−0.00% / −0.01%

Recovery factor−0.3

Winning streak27 (+$235)

Losing streak5 (−$182)

Avg holding time1.4 days

Trades / week3.9

Risk / trade2.8%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 13:55	USDCAD	BUY	0.1	1.39677 → 1.39876	2.7 days	+19.9	+$14	—
Oct 30 15:45	USDCAD	SELL	0.1	1.39646 → 1.39448	14h 15m	+19.8	+$14	—
Oct 30 01:11	USDCAD	SELL	0.1	1.39841 → 1.39643	9h 56m	+19.8	+$14	—
Oct 29 13:44	USDCAD	BUY	0.1	1.39939 → 1.40137	7h 14m	+19.8	+$14	—
Oct 28 18:38	USDCAD	SELL	0.1	1.40389 → 1.40191	4h 38m	+19.8	+$14	—
Oct 28 11:36	USDCAD	SELL	0.1	1.40589 → 1.40391	1h 36m	+19.8	+$14	—
Oct 27 11:55	USDCAD	SELL	0.1	1.39987 → 1.40238	3.7 days	−25.1	−$19	—
Oct 23 12:49	USDCAD	SELL	0.1	1.39999 → 1.39801	1h 34m	+19.8	+$14	—
Oct 23 06:40	USDCAD	BUY	0.1	1.40988 → 1.40109	3.7 days	−87.9	−$66	—
Oct 19 10:39	USDCAD	SELL	0.1	1.41057 → 1.40859	4h 9m	+19.8	+$14	—
Oct 19 01:40	USDCAD	BUY	0.1	1.42132 → 1.41207	3.7 days	−92.5	−$67	—
Oct 14 23:30	USDCAD	SELL	0.1	1.42418 → 1.42220	3h 15m	+19.8	+$12	—
Oct 14 13:20	USDCAD	BUY	0.1	1.42610 → 1.42808	0h 35m	+19.8	+$14	—
Oct 14 12:31	USDCAD	BUY	0.1	1.42201 → 1.42399	20h 46m	+19.8	+$13	—
Oct 13 06:40	USDCAD	BUY	0.1	1.42852 → 1.42691	3.7 days	−16.1	−$12	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42612 → 1.42810	1.9 days	+19.8	+$12	—
Oct 7 11:52	USDCAD	BUY	0.1	1.42243 → 1.42441	9h 37m	+19.8	+$14	—
Oct 6 21:00	USDCAD	SELL	0.1	1.42256 → 1.42058	6h 0m	+19.8	+$13	—
Oct 6 14:54	USDCAD	SELL	0.1	1.42462 → 1.42264	1.3 days	+19.8	+$13	—
Oct 4 21:03	USDCAD	SELL	0.1	1.41611 → 1.42493	4.3 days	−88.2	−$64	—
Sep 30 12:32	USDCAD	SELL	0.1	1.41818 → 1.41620	23h 32m	+19.8	+$13	—
Sep 29 05:43	USDCAD	BUY	0.1	1.41707 → 1.41905	14h 28m	+19.8	+$13	—
Sep 28 11:45	USDCAD	BUY	0.1	1.41501 → 1.41699	13h 30m	+19.8	+$14	—
Sep 27 21:03	USDCAD	SELL	0.1	1.40307 → 1.41351	5.7 days	−104.4	−$77	—
Sep 22 01:43	USDCAD	BUY	0.1	1.40197 → 1.40395	15h 58m	+19.8	+$14	—

1–25 of 980

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