Vermilion Willow · strategy profile

Vermilion Willow · 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	−0.8%	−86	3	1
This month	−3.1%	−326	12	3
This year	−4.4%	−271	131	70

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	+0.4	−0.8	−1.8	+2.4	−2.3	+1.4	−1.3	+2.1	+4.6	−2.2	−2.1	+0.5	+0.9
2023	−2.5	+2.2	−1.4	−0.2	−0.4	−2.9	−1.1	+1.8	−0.1	+1.9	−2.8	−2.9	−8.4
2024	+1.0	+0.4	−0.9	+1.5	−1.6	−0.1	+0.3	−3.1	−0.2	+2.7	0.0	+2.1	+2.0
2025	−0.2	−1.4	−1.2	−4.8	−1.3	−1.7	+1.6	−1.8	+0.9	+0.1	−1.0	−2.7	−13.5
2026	−1.6	−0.4	+1.5	−3.7	+1.3	+3.3	−2.4	−2.1	+2.8	−2.8	0.0	·	−4.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −26.1%.

Max daily drawdown: −2.5%
Max weekly drawdown: −3.2%
Max drawdown · equity: −26.1%
Max drawdown · balance: −26.1%
Absolute drawdown: −$2,217
Longest drawdown: 1479 days · Sep
Recovery factor: −0.8
Max simultaneous risk: 1.3%

Symbol split

90 days

USDCAD

100%+21.7%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 3% · Tue 2% · Wed 46% · Thu 7% · Fri 42% · 73% in the Asia session

Behaviour

from 761 trades

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

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

Statistics761 closed trades

Trades761

Won / lost367 / 394

Long win rate48% (761)

Short win rate0% (0)

Avg win+$36.1 · 50.7 pip

Avg loss−$39.1 · −51.5 pip

Best trade+$109 · Jan 3

Worst trade−$131 · Jul 15

Total pips−1,674

Lots76.1

Commission + swap−$882

Expectancy / trade−$2.9

Profit factor0.86

Sharpe−0.96daily returns, annualised

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

Standard deviation$49.0

AHPR / GHPR−0.03% / −0.03%

Recovery factor−0.8

Winning streak11 (+$260)

Losing streak10 (−$257)

Avg holding time2.3 days

Trades / week3.0

Risk / trade1.3%

Monthly average−0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDCAD	BUY	0.1	1.39721 → 1.39573	2.7 days	−14.8	−$11	—
Oct 30 03:46	USDCAD	BUY	0.1	1.40478 → 1.39737	2.1 days	−74.1	−$55	—
Oct 28 00:20	USDCAD	BUY	0.1	1.40407 → 1.40431	2.1 days	+2.4	+$1	—
Oct 25 21:03	USDCAD	BUY	0.1	1.40075 → 1.40390	2.7 days	+31.5	+$22	—
Oct 23 03:33	USDCAD	BUY	0.1	1.40684 → 1.40048	2.1 days	−63.6	−$47	—
Oct 21 00:19	USDCAD	BUY	0.1	1.41159 → 1.40664	2.1 days	−49.5	−$36	—
Oct 18 21:03	USDCAD	BUY	0.1	1.41782 → 1.41095	2.7 days	−68.7	−$49	—
Oct 16 04:05	USDCAD	BUY	0.1	1.42110 → 1.41728	2.1 days	−38.2	−$29	—
Oct 14 00:21	USDCAD	BUY	0.1	1.42748 → 1.42122	2.1 days	−62.6	−$45	—
Oct 11 21:03	USDCAD	BUY	0.1	1.42103 → 1.42658	2.6 days	+55.5	+$38	—
Oct 9 05:00	USDCAD	BUY	0.1	1.42150 → 1.42104	2.1 days	−4.6	−$5	—
Oct 7 00:47	USDCAD	BUY	0.1	1.42523 → 1.42128	2.1 days	−39.5	−$29	—
Oct 4 21:03	USDCAD	BUY	0.1	1.42138 → 1.42474	2.7 days	+33.6	+$23	—
Oct 2 04:15	USDCAD	BUY	0.1	1.41955 → 1.42134	2.1 days	+17.9	+$11	—
Sep 30 00:56	USDCAD	BUY	0.1	1.41401 → 1.41913	2.1 days	+51.2	+$35	—
Sep 27 21:03	USDCAD	BUY	0.1	1.41503 → 1.41332	2.7 days	−17.1	−$13	—
Sep 25 04:23	USDCAD	BUY	0.1	1.40727 → 1.41482	2.1 days	+75.5	+$51	—
Sep 23 01:11	USDCAD	BUY	0.1	1.39858 → 1.40698	2.1 days	+84	+$59	—
Sep 20 21:03	USDCAD	BUY	0.1	1.39790 → 1.39783	2.7 days	−0.7	−$1	—
Sep 18 03:50	USDCAD	BUY	0.1	1.39307 → 1.39795	2.1 days	+48.8	+$33	—
Sep 16 00:21	USDCAD	BUY	0.1	1.38694 → 1.39257	2.1 days	+56.3	+$39	—
Sep 13 21:03	USDCAD	BUY	0.1	1.38474 → 1.38576	2.7 days	+10.2	+$7	—
Sep 11 03:34	USDCAD	BUY	0.1	1.37779 → 1.38451	2.1 days	+67.2	+$47	—
Sep 9 00:19	USDCAD	BUY	0.1	1.38292 → 1.37743	2.1 days	−54.9	−$41	—
Sep 6 21:03	USDCAD	BUY	0.1	1.37941 → 1.38264	2.7 days	+32.3	+$23	—

1–25 of 761

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