Sepia Fjord · strategy profile

Sepia Fjord · 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	−0.2%	−7	5	3
This month	−0.7%	−24	25	11
This year	−22.2%	−1,156	241	101

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2022	−0.4	−4.3	+0.3	−0.9	+1.3	+1.3	+3.5	+0.8	+1.4	−5.0	0.0	−3.7	−5.7
2023	−6.2	−2.9	−2.4	−1.5	−0.3	−1.8	+1.9	−0.7	+2.7	+1.2	−2.5	+1.4	−11.1
2024	+0.3	−1.5	+2.5	−1.6	+0.7	−1.3	0.0	+2.1	0.0	+1.1	−1.0	−1.2	+0.2
2025	0.0	−2.4	−3.3	+3.8	−0.8	−4.0	0.0	0.0	−2.0	−1.7	−2.8	−2.1	−15.3
2026	+1.0	−4.4	−7.0	+0.1	−2.1	−1.8	−5.7	−6.0	+4.5	−3.1	+0.5	·	−24.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −48.0%.

Max daily drawdown: −3.1%
Max weekly drawdown: −4.6%
Max drawdown · equity: −48.0%
Max drawdown · balance: −48.0%
Absolute drawdown: −$4,558
Longest drawdown: 1499 days · Aug
Recovery factor: −0.9
Max simultaneous risk: 1.0%

Symbol split

90 days

USDCHF

100%+44.0%

Long 53% · Short 47%

Hour and day

trade opens · UTC

Mon 19% · Tue 19% · Wed 20% · Thu 20% · Fri 20% · 68% in the New York session

Behaviour

from 1,315 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 82% · over 12h 17%. Automated share 100%.

Statistics1,315 closed trades

Trades1,315

Won / lost600 / 715

Long win rate45% (696)

Short win rate46% (619)

Avg win+$33.8 · 30.3 pip

Avg loss−$34.5 · −29.8 pip

Best trade+$244 · Apr 10

Worst trade−$91 · Feb 9

Total pips−3,120

Lots131.5

Commission + swap−$741

Expectancy / trade−$3.4

Profit factor0.82

Sharpe−1.25daily returns, annualised

Z-score−0.2 (13%)dependence between runs

Standard deviation$44.8

AHPR / GHPR−0.04% / −0.04%

Recovery factor−0.9

Winning streak8 (+$244)

Losing streak10 (−$253)

Avg holding time1.1 days

Trades / week5.2

Risk / trade1.0%

Monthly average−1.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 19:45	USDCHF	SELL	0.1	0.82346 → 0.81860	21h 20m	+48.6	+$59	—
Nov 1 22:03	USDCHF	BUY	0.1	0.81986 → 0.82241	2.9 days	+25.5	+$31	—
Oct 30 00:55	USDCHF	BUY	0.1	0.82856 → 0.82154	12h 35m	−70.2	−$86	—
Oct 29 11:58	USDCHF	BUY	0.1	0.83047 → 0.82829	21h 20m	−21.8	−$28	—
Oct 28 13:51	USDCHF	BUY	0.1	0.82879 → 0.82984	21h 20m	+10.5	+$12	—
Oct 27 16:20	USDCHF	SELL	0.1	0.82726 → 0.82892	21h 20m	−16.6	−$21	—
Oct 26 18:49	USDCHF	SELL	0.1	0.82391 → 0.82732	21h 20m	−34.1	−$41	—
Oct 25 21:03	USDCHF	SELL	0.1	0.82218 → 0.82277	2.5 days	−5.9	−$8	—
Oct 23 09:03	USDCHF	SELL	0.1	0.82243 → 0.82328	21h 20m	−8.5	−$11	—
Oct 22 11:39	USDCHF	SELL	0.1	0.82492 → 0.82241	21h 20m	+25.1	+$29	—
Oct 21 14:06	USDCHF	SELL	0.1	0.82612 → 0.82501	21h 20m	+11.1	+$13	—
Oct 20 16:26	USDCHF	SELL	0.1	0.82654 → 0.82609	21h 20m	+4.5	+$5	—
Oct 19 18:35	USDCHF	SELL	0.1	0.82534 → 0.82665	21h 20m	−13.1	−$16	—
Oct 18 21:03	USDCHF	SELL	0.1	0.82267 → 0.82372	2.4 days	−10.5	−$13	—
Oct 16 09:46	USDCHF	SELL	0.1	0.83029 → 0.82410	21h 20m	+61.9	+$75	—
Oct 15 12:06	USDCHF	SELL	0.1	0.83835 → 0.83019	21h 20m	+81.6	+$97	—
Oct 14 14:17	USDCHF	SELL	0.1	0.83307 → 0.83837	21h 20m	−53	−$64	—
Oct 13 16:48	USDCHF	SELL	0.1	0.83473 → 0.83313	21h 20m	+16	+$19	—
Oct 12 19:08	USDCHF	SELL	0.1	0.82948 → 0.83491	21h 20m	−54.3	−$65	—
Oct 11 21:03	USDCHF	SELL	0.1	0.83080 → 0.82910	2.4 days	+17	+$20	—
Oct 9 09:56	USDCHF	SELL	0.1	0.83331 → 0.83103	21h 20m	+22.8	+$27	—
Oct 8 12:10	USDCHF	SELL	0.1	0.83215 → 0.83371	21h 20m	−15.6	−$20	—
Oct 7 14:43	USDCHF	SELL	0.1	0.83134 → 0.83218	21h 20m	−8.4	−$11	—
Oct 6 17:12	USDCHF	SELL	0.1	0.83068 → 0.83145	21h 20m	−7.7	−$10	—
Oct 5 18:56	USDCHF	SELL	0.1	0.82808 → 0.83098	21h 20m	−29	−$35	—

1–25 of 1315

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