Sepia Summit · strategy profile

Sepia Summit · strategy profile · SocialCharts

Performance

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	−0.6%	−90	1	0
This week	−1.2%	−180	2	0
This month	−1.7%	−228	6	1
This year	−11.8%	−1,805	76	23

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.4	+1.4	−4.2	+0.1	−2.6	−2.4	+0.8	−0.1	−0.3	−0.5	−0.4	−0.3	−8.9
2021	−2.7	−2.2	+3.3	+3.2	−1.4	+0.6	+0.4	+1.0	−0.2	+1.4	−2.6	0.0	+1.1
2022	−0.5	−1.2	+4.4	+2.2	+1.8	+4.0	+4.5	+3.7	−1.6	−2.7	+7.3	+1.8	+23.8
2023	+1.3	+2.2	−1.8	−3.6	0.0	−2.6	+3.2	−2.3	−2.5	−1.3	−0.3	+0.4	−7.3
2024	+1.9	−2.6	+1.9	+0.6	+0.8	+2.2	+1.9	−2.6	−3.4	−2.9	−0.2	−4.6	−6.9
2025	−1.0	+0.7	−1.9	+3.2	+6.3	+0.4	+0.4	−2.8	−0.9	+2.5	+0.3	−0.7	+6.5
2026	−2.2	−2.2	−2.3	−0.2	+0.9	−2.4	−0.8	−2.5	+1.6	−1.6	−0.4	·	−12.2

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −24.4%.

Max daily drawdown: −2.5%
Max weekly drawdown: −3.6%
Max drawdown · equity: −24.4%
Max drawdown · balance: −24.4%
Absolute drawdown: −$1,353
Longest drawdown: 1331 days · Sep
Recovery factor: −0.2
Max simultaneous risk: 0.6%

Symbol split

90 days

USDJPY

100%+5.9%

Long 38% · Short 62%

Hour and day

trade opens · UTC

Mon 17% · Tue 18% · Wed 18% · Thu 26% · Fri 21% · 45% in the New York session

Behaviour

from 619 trades

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

Holding time: under 1h 1% · 1–4h 5% · 4–12h 19% · over 12h 75%. Automated share 100%.

Statistics619 closed trades

Trades619

Won / lost222 / 397

Long win rate41% (237)

Short win rate33% (382)

Avg win+$105.8 · 148.2 pip

Avg loss−$60.6 · −81.7 pip

Best trade+$225 · Mar 9

Worst trade−$115 · Sep 1

Total pips+465

Lots61.9

Commission + swap−$1,098

Expectancy / trade−$1.0

Profit factor0.98

Sharpe−0.12daily returns, annualised

Z-score−0.4 (29%)dependence between runs

Standard deviation$89.8

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.2

Winning streak6 (+$363)

Losing streak13 (−$433)

Avg holding time3.7 days

Trades / week1.7

Risk / trade0.6%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 3 09:43	USDJPY	SELL	0.1	157.241 → 158.143	3.8 days	−90.2	−$58	—
Oct 30 11:07	USDJPY	BUY	0.1	157.941 → 157.039	2.4 days	−90.2	−$59	—
Oct 27 22:26	USDJPY	SELL	0.1	157.086 → 157.988	5.4 days	−90.2	−$59	—
Oct 22 10:00	USDJPY	SELL	0.1	157.812 → 156.790	6.9 days	+102.2	+$62	—
Oct 15 11:05	USDJPY	BUY	0.1	158.237 → 157.740	6.9 days	−49.7	−$35	—
Oct 8 09:20	USDJPY	SELL	0.1	158.129 → 158.225	6.9 days	−9.6	−$10	—
Oct 1 01:52	USDJPY	SELL	0.1	157.264 → 158.166	5.2 days	−90.2	−$60	—
Sep 25 13:00	USDJPY	BUY	0.1	158.326 → 157.424	1.6 days	−90.2	−$58	—
Sep 23 13:45	USDJPY	SELL	0.1	157.151 → 158.053	5 days	−90.2	−$59	—
Sep 18 03:11	USDJPY	BUY	0.1	154.623 → 156.921	3.5 days	+229.8	+$143	—
Sep 14 10:04	USDJPY	SELL	0.1	153.832 → 154.734	5.9 days	−90.2	−$61	—
Sep 7 08:09	USDJPY	SELL	0.1	157.039 → 154.741	4 days	+229.8	+$148	—
Sep 3 07:08	USDJPY	SELL	0.1	158.770 → 156.472	8h 13m	+229.8	+$147	—
Sep 2 13:25	USDJPY	BUY	0.1	160.152 → 159.250	16h 15m	−90.2	−$57	—
Sep 1 17:47	USDJPY	SELL	0.1	159.344 → 160.246	4.8 days	−90.2	−$57	—
Aug 27 23:05	USDJPY	BUY	0.1	159.080 → 159.352	6.9 days	+27.2	+$14	—
Aug 20 18:18	USDJPY	SELL	0.1	158.288 → 159.190	17h 58m	−90.2	−$57	—
Aug 19 12:37	USDJPY	BUY	0.1	159.496 → 158.594	1.5 days	−90.2	−$57	—
Aug 18 00:45	USDJPY	BUY	0.1	159.232 → 159.495	6.9 days	+26.3	+$13	—
Aug 10 18:51	USDJPY	SELL	0.1	158.414 → 159.316	3.8 days	−90.2	−$57	—
Aug 6 15:12	USDJPY	SELL	0.1	157.458 → 158.360	2 days	−90.2	−$59	—
Aug 3 23:46	USDJPY	SELL	0.1	156.738 → 157.640	17h 1m	−90.2	−$58	—
Aug 3 00:28	USDJPY	SELL	0.1	159.162 → 156.864	2.4 days	+229.8	+$146	—
Jul 31 13:22	USDJPY	BUY	0.1	160.372 → 159.470	1h 2m	−90.2	−$57	—
Jul 31 09:25	USDJPY	SELL	0.1	158.908 → 159.810	0h 25m	−90.2	−$56	—

1–25 of 619

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