Vermilion Ember · strategy profile

Vermilion Ember · 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	+0.5%	+56	1	1
This month	−0.4%	−30	8	4
This year	−0.7%	+1	77	41

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−3.0	−2.7	−2.3	−0.3	−2.4	+0.8	−0.6	−0.3	−0.5	−3.6	−0.4	−0.7	−15.9
2023	−0.1	−1.2	+2.8	−0.2	+0.5	−1.0	+0.2	−1.6	−1.6	−1.3	+0.2	−0.3	−3.6
2024	+0.6	0.0	−1.2	+0.4	+2.3	−1.1	+0.5	−1.1	+0.5	−0.2	−3.2	−0.5	−3.0
2025	−0.5	−0.9	−2.1	+1.9	−0.6	−0.9	+0.1	−0.8	+0.9	+0.1	−0.1	−0.7	−3.5
2026	+0.6	−0.6	+0.2	+0.5	−0.4	−0.5	+0.2	0.0	−0.1	−0.6	0.0	·	−0.7

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −24.3%.

Max daily drawdown: −2.4%
Max weekly drawdown: −3.0%
Max drawdown · equity: −24.3%
Max drawdown · balance: −24.3%
Absolute drawdown: −$2,416
Longest drawdown: 1765 days · Oct
Recovery factor: −1.0
Max simultaneous risk: 1.3%

Symbol split

90 days

USDCAD

100%+23.8%

Long 47% · Short 53%

Hour and day

trade opens · UTC

Mon 22% · Tue 19% · Wed 21% · Thu 19% · Fri 19% · 61% in the New York session

Behaviour

from 543 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 81% · over 12h 18%. Automated share 100%.

Statistics543 closed trades

Trades543

Won / lost251 / 292

Long win rate46% (254)

Short win rate46% (289)

Avg win+$25.3 · 35.2 pip

Avg loss−$29.9 · −39.4 pip

Best trade+$64 · Apr 20

Worst trade−$135 · Oct 26

Total pips−2,668

Lots54.3

Commission + swap−$377

Expectancy / trade−$4.4

Profit factor0.73

Sharpe−1.83daily returns, annualised

Z-score−0.0 (3%)dependence between runs

Standard deviation$36.5

AHPR / GHPR−0.05% / −0.05%

Recovery factor−1.0

Winning streak6 (+$111)

Losing streak9 (−$179)

Avg holding time1.2 days

Trades / week2.2

Risk / trade1.3%

Monthly average−0.5%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 29 11:40	USDCAD	SELL	0.1	1.40332 → 1.39777	23h 40m	+55.5	+$38	—
Oct 27 07:40	USDCAD	BUY	0.1	1.40195 → 1.40233	23h 40m	+3.8	+$2	—
Oct 15 13:40	USDCAD	BUY	0.1	1.42992 → 1.42084	23h 40m	−90.8	−$65	—
Oct 14 07:40	USDCAD	SELL	0.1	1.42631 → 1.42079	23h 40m	+55.2	+$38	—
Oct 9 13:40	USDCAD	SELL	0.1	1.42422 → 1.42754	23h 40m	−33.2	−$24	—
Oct 8 13:40	USDCAD	BUY	0.1	1.42563 → 1.42542	23h 40m	−2.1	−$3	—
Oct 7 11:40	USDCAD	SELL	0.1	1.42499 → 1.42398	23h 40m	+10.1	+$7	—
Oct 6 09:40	USDCAD	SELL	0.1	1.42456 → 1.42742	23h 40m	−28.6	−$21	—
Oct 4 21:03	USDCAD	SELL	0.1	1.42252 → 1.42493	2.3 days	−24.1	−$17	—
Oct 1 07:40	USDCAD	SELL	0.1	1.41843 → 1.42411	23h 40m	−56.8	−$41	—
Sep 10 15:40	USDCAD	BUY	0.1	1.38077 → 1.38144	23h 40m	+6.7	+$3	—
Sep 8 09:40	USDCAD	SELL	0.1	1.38235 → 1.38040	23h 40m	+19.5	+$14	—
Sep 6 21:03	USDCAD	BUY	0.1	1.38573 → 1.38264	2.3 days	−30.9	−$23	—
Sep 3 12:30	USDCAD	SELL	0.1	1.38665 → 1.37867	22h 30m	+79.8	+$56	—
Sep 2 13:40	USDCAD	BUY	0.1	1.38885 → 1.39060	23h 40m	+17.5	+$12	—
Sep 1 13:40	USDCAD	SELL	0.1	1.38757 → 1.38950	23h 40m	−19.3	−$14	—
Aug 30 21:03	USDCAD	BUY	0.1	1.38980 → 1.39000	2.2 days	+2	+$1	—
Aug 28 13:40	USDCAD	SELL	0.1	1.38605 → 1.38543	23h 40m	+6.2	+$4	—
Aug 26 15:40	USDCAD	SELL	0.1	1.38337 → 1.38842	23h 40m	−50.5	−$37	—
Aug 25 07:40	USDCAD	BUY	0.1	1.38378 → 1.38651	23h 40m	+27.3	+$19	—
Aug 19 15:40	USDCAD	BUY	0.1	1.38917 → 1.38198	23h 40m	−71.9	−$53	—
Aug 16 21:03	USDCAD	SELL	0.1	1.39285 → 1.38679	2.8 days	+60.6	+$43	—
Aug 14 01:40	USDCAD	BUY	0.1	1.39464 → 1.39264	23h 40m	−20	−$15	—
Aug 6 11:40	USDCAD	SELL	0.1	1.40514 → 1.40019	23h 40m	+49.5	+$34	—
Aug 5 01:40	USDCAD	SELL	0.1	1.40439 → 1.40718	23h 40m	−27.9	−$20	—

1–25 of 543

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