Vermilion Field · strategy profile

Vermilion Field · 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	−0.3%	−40	4	0
This month	−0.3%	−43	20	7
This year	−3.1%	−407	115	47

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.5	−0.7	−0.1	−0.6	+0.6	−0.2	0.0	+0.3	0.0	−1.1	0.0	+0.3	−1.0
2023	+0.4	−0.5	+0.3	0.0	−0.8	+0.1	−0.7	−0.6	−0.7	+0.3	+0.7	−0.4	−1.8
2024	−0.1	0.0	0.0	+1.0	−1.1	+0.3	−0.9	+0.2	+0.3	−0.2	+0.3	0.0	−0.3
2025	−1.3	+1.2	−0.1	+0.3	−0.3	−0.5	+0.4	+0.1	−0.3	−0.7	+0.2	−0.3	−1.2
2026	+0.4	−0.8	−0.5	+0.1	+0.2	0.0	−0.4	−0.8	−0.6	−0.7	0.0	·	−3.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −8.7%.

Max daily drawdown: −1.3%
Max weekly drawdown: −1.1%
Max drawdown · equity: −8.7%
Max drawdown · balance: −8.7%
Absolute drawdown: −$887
Longest drawdown: 1750 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 3.1%

Symbol split

90 days

USDCAD

100%+7.2%

Long 29% · Short 71%

Hour and day

trade opens · UTC

Mon 19% · Tue 21% · Wed 18% · Thu 21% · Fri 20% · 59% in the New York session

Behaviour

from 709 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%.

Statistics709 closed trades

Trades709

Won / lost317 / 392

Long win rate45% (205)

Short win rate44% (504)

Avg win+$13.9 · 18.9 pip

Avg loss−$13.1 · −17.6 pip

Best trade+$125 · Feb 2

Worst trade−$132 · Oct 13

Total pips−911

Lots70.9

Commission + swap−$57

Expectancy / trade−$1.0

Profit factor0.86

Sharpe−0.90daily returns, annualised

Z-score0.7 (52%)dependence between runs

Standard deviation$19.5

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.8

Winning streak8 (+$200)

Losing streak10 (−$85)

Avg holding time4h 51m

Trades / week2.8

Risk / trade3.1%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 18:50	USDCAD	SELL	0.1	1.39520 → 1.39598	3h 50m	−7.8	−$6	—
Oct 30 12:50	USDCAD	SELL	0.1	1.39637 → 1.39688	3h 50m	−5.1	−$4	—
Oct 30 06:50	USDCAD	SELL	0.1	1.39657 → 1.39765	3h 50m	−10.8	−$8	—
Oct 29 21:50	USDCAD	SELL	0.1	1.39756 → 1.39918	3h 50m	−16.2	−$12	—
Oct 27 12:50	USDCAD	SELL	0.1	1.40161 → 1.40247	3h 50m	−8.6	−$6	—
Oct 27 01:50	USDCAD	SELL	0.1	1.40105 → 1.40230	3h 50m	−12.5	−$9	—
Oct 26 11:50	USDCAD	BUY	0.1	1.40195 → 1.40105	3h 50m	−9	−$6	—
Oct 23 16:50	USDCAD	SELL	0.1	1.39726 → 1.40048	3h 50m	−32.2	−$23	—
Oct 22 20:50	USDCAD	SELL	0.1	1.40132 → 1.40141	3h 50m	−0.9	−$1	—
Oct 22 03:50	USDCAD	SELL	0.1	1.40419 → 1.40372	3h 50m	+4.7	+$3	—
Oct 20 11:50	USDCAD	SELL	0.1	1.40607 → 1.40513	3h 50m	+9.4	+$7	—
Oct 16 07:50	USDCAD	SELL	0.1	1.41732 → 1.41662	3h 50m	+7	+$5	—
Oct 15 03:50	USDCAD	SELL	0.1	1.42124 → 1.41983	3h 50m	+14.1	+$10	—
Oct 14 16:50	USDCAD	BUY	0.1	1.42675 → 1.42644	3h 50m	−3.1	−$2	—
Oct 9 16:50	USDCAD	BUY	0.1	1.42861 → 1.42758	3h 50m	−10.3	−$7	—
Oct 8 17:50	USDCAD	SELL	0.1	1.42422 → 1.42278	3h 50m	+14.4	+$10	—
Oct 7 16:50	USDCAD	BUY	0.1	1.42721 → 1.42600	3h 50m	−12.1	−$8	—
Oct 6 15:50	USDCAD	SELL	0.1	1.42499 → 1.42174	3h 50m	+32.5	+$23	—
Oct 5 12:50	USDCAD	SELL	0.1	1.42431 → 1.42534	3h 50m	−10.3	−$7	—
Oct 5 05:50	USDCAD	BUY	0.1	1.42655 → 1.42792	3h 50m	+13.7	+$10	—
Oct 2 16:50	USDCAD	SELL	0.1	1.42177 → 1.42576	3h 50m	−39.9	−$28	—
Oct 1 16:50	USDCAD	SELL	0.1	1.42435 → 1.42499	3h 50m	−6.4	−$4	—
Sep 29 16:50	USDCAD	SELL	0.1	1.41818 → 1.42003	3h 50m	−18.5	−$13	—
Sep 22 08:50	USDCAD	SELL	0.1	1.40242 → 1.40408	3h 50m	−16.6	−$12	—
Sep 21 16:50	USDCAD	SELL	0.1	1.39959 → 1.40314	3h 50m	−35.5	−$25	—

1–25 of 709

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