Vermilion Spruce · strategy profile

Vermilion Spruce · 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	+0.6%	+68	5	4
This month	+1.7%	+203	20	17
This year	−8.0%	−753	181	126

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.4	+1.2	+0.5	−1.2	+3.8	−1.6	+0.8	−1.9	−2.5	+2.1	+0.4	−2.3	−0.3
2023	−1.8	+0.3	−0.5	−1.2	+2.2	+2.9	−4.7	+4.7	−2.2	+0.3	0.0	+1.1	+1.3
2024	−1.3	−1.4	+0.7	−0.6	−1.8	−1.0	+0.3	+2.1	0.0	−1.2	−0.2	−1.5	−6.1
2025	+1.1	−3.8	+0.9	−1.5	−3.0	−0.7	−1.0	+1.3	−0.5	−1.6	−1.6	+0.9	−9.5
2026	−2.8	−2.1	+1.7	−1.6	+0.4	−1.1	−2.0	+0.5	−2.5	+1.6	+0.2	·	−7.8

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −26.9%.

Max daily drawdown: −3.3%
Max weekly drawdown: −2.8%
Max drawdown · equity: −26.9%
Max drawdown · balance: −26.9%
Absolute drawdown: −$2,268
Longest drawdown: 1608 days · Oct
Recovery factor: −0.8
Max simultaneous risk: 3.4%

Symbol split

90 days

USDCAD

100%+20.8%

Long 35% · Short 65%

Hour and day

trade opens · UTC

Mon 28% · Tue 18% · Wed 16% · Thu 22% · Fri 16% · 53% in the New York session

Behaviour

from 1,238 trades

! Holds losing trades longer! Holds positions over the weekend

Holding time: under 1h 1% · 1–4h 23% · 4–12h 35% · over 12h 41%. Automated share 100%.

Statistics1,238 closed trades

Trades1,238

Won / lost939 / 299

Long win rate78% (431)

Short win rate75% (807)

Avg win+$14.0 · 19.5 pip

Avg loss−$51.1 · −67.3 pip

Best trade+$16 · Jan 19

Worst trade−$315 · Feb 4

Total pips−1,851

Lots123.8

Commission + swap−$789

Expectancy / trade−$1.7

Profit factor0.86

Sharpe−0.96daily returns, annualised

Z-score−1.6 (90%)dependence between runs

Standard deviation$34.3

AHPR / GHPR−0.02% / −0.02%

Recovery factor−0.8

Winning streak20 (+$247)

Losing streak5 (−$244)

Avg holding time1.3 days

Trades / week4.9

Risk / trade3.4%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 19:25	USDCAD	BUY	0.1	1.39678 → 1.39876	4h 36m	+19.8	+$14	—
Nov 2 10:07	USDCAD	SELL	0.1	1.39580 → 1.39690	2.9 days	−11	−$8	—
Oct 30 10:58	USDCAD	SELL	0.1	1.39756 → 1.39558	17h 1m	+19.8	+$14	—
Oct 29 17:45	USDCAD	SELL	0.1	1.39884 → 1.39686	17h 43m	+19.8	+$14	—
Oct 28 19:22	USDCAD	SELL	0.1	1.40170 → 1.39972	2 days	+19.8	+$13	—
Oct 26 13:53	USDCAD	BUY	0.1	1.40223 → 1.40421	15h 52m	+19.8	+$14	—
Oct 25 21:03	USDCAD	BUY	0.1	1.39990 → 1.40188	2.1 days	+19.8	+$14	—
Oct 23 12:39	USDCAD	SELL	0.1	1.40037 → 1.39839	10h 48m	+19.8	+$14	—
Oct 22 21:00	USDCAD	SELL	0.1	1.40218 → 1.40020	12h 54m	+19.8	+$14	—
Oct 22 05:55	USDCAD	SELL	0.1	1.40511 → 1.40313	1.8 days	+19.8	+$12	—
Oct 20 05:18	USDCAD	SELL	0.1	1.41006 → 1.40808	16h 17m	+19.8	+$14	—
Oct 19 06:23	USDCAD	SELL	0.1	1.41280 → 1.41082	7h 17m	+19.8	+$14	—
Oct 16 20:00	USDCAD	SELL	0.1	1.41590 → 1.41392	3h 38m	+19.8	+$14	—
Oct 16 14:02	USDCAD	SELL	0.1	1.41592 → 1.41394	1h 36m	+19.8	+$14	—
Oct 16 07:25	USDCAD	SELL	0.1	1.41879 → 1.41681	12h 34m	+19.8	+$13	—
Oct 15 18:18	USDCAD	BUY	0.1	1.42842 → 1.41841	2.9 days	−100.1	−$73	—
Oct 12 18:32	USDCAD	BUY	0.1	1.42662 → 1.42860	20h 31m	+19.8	+$14	—
Oct 9 20:51	USDCAD	SELL	0.1	1.42770 → 1.42572	4h 9m	+19.8	+$14	—
Oct 9 12:30	USDCAD	BUY	0.1	1.42599 → 1.42797	1.3 days	+19.8	+$13	—
Oct 8 03:33	USDCAD	BUY	0.1	1.42856 → 1.42630	2.9 days	−22.6	−$18	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42442 → 1.42474	3.7 days	+3.2	+$1	—
Oct 1 03:07	USDCAD	BUY	0.1	1.42259 → 1.42457	6h 6m	+19.8	+$14	—
Sep 30 20:45	USDCAD	SELL	0.1	1.41402 → 1.42331	2.9 days	−92.9	−$66	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41392 → 1.41332	3.2 days	−6	−$5	—
Sep 24 12:31	USDCAD	SELL	0.1	1.40053 → 1.41189	2.9 days	−113.6	−$83	—

1–25 of 1238

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