Vermilion Lark · strategy profile

Vermilion Lark · 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	0.0%	0	0	0
This month	0.0%	0	0	0
This year	−2.6%	−378	84	43

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−0.1	+0.1	−0.9	−1.3	+0.3	−0.6	−0.4	+0.3	−0.9	−0.2	0.0	−0.7	−4.4
2021	+0.4	−1.1	+0.8	−0.8	+0.4	+1.0	0.0	−0.7	+0.7	+0.5	+0.4	−0.1	+1.5
2022	−0.2	−0.4	+0.3	+2.2	+0.1	+1.4	−1.1	+0.3	−0.2	+0.2	+0.5	−0.6	+2.7
2023	+0.4	−0.9	−1.6	+2.2	+0.3	+1.3	−0.4	−0.3	+0.7	+1.1	−0.9	−1.9	+0.1
2024	0.0	−0.7	−0.4	+0.4	+0.5	−1.7	−3.3	−1.5	0.0	+0.9	+1.1	+2.5	−2.4
2025	0.0	−0.1	0.0	0.0	0.0	0.0	+0.1	−0.9	0.0	+1.4	+1.2	−0.7	+1.0
2026	+0.1	0.0	−0.3	−2.2	+0.3	−0.2	−0.3	0.0	0.0	0.0	0.0	·	−2.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −9.8%.

Max daily drawdown: −1.7%
Max weekly drawdown: −3.4%
Max drawdown · equity: −9.8%
Max drawdown · balance: −9.8%
Absolute drawdown: −$688
Longest drawdown: 1087 days · Aug
Recovery factor: −0.4
Max simultaneous risk: 1.6%

Symbol split

90 days

USDJPY

100%+4.3%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 20% · Thu 21% · Fri 18% · 42% in the New York session

Behaviour

from 791 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 93% · over 12h 7%. Automated share 100%.

Statistics791 closed trades

Trades791

Won / lost393 / 398

Long win rate50% (791)

Short win rate0% (0)

Avg win+$21.9 · 29.9 pip

Avg loss−$22.7 · −30.2 pip

Best trade+$143 · Nov 9

Worst trade−$166 · Mar 15

Total pips−305

Lots79.1

Commission + swap−$182

Expectancy / trade−$0.6

Profit factor0.95

Sharpe−0.24daily returns, annualised

Z-score−1.1 (71%)dependence between runs

Standard deviation$33.3

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.4

Winning streak8 (+$146)

Losing streak6 (−$249)

Avg holding time11h 58m

Trades / week2.2

Risk / trade1.6%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Aug 21 02:24	USDJPY	BUY	0.1	159.076 → 158.957	8h 50m	−11.9	−$8	—
Aug 18 11:00	USDJPY	BUY	0.1	159.525 → 159.701	8h 50m	+17.6	+$11	—
Aug 17 14:02	USDJPY	BUY	0.1	159.123 → 159.261	8h 50m	+13.8	+$9	—
Aug 13 04:00	USDJPY	BUY	0.1	159.512 → 159.424	8h 50m	−8.8	−$7	—
Aug 12 11:01	USDJPY	BUY	0.1	159.359 → 159.151	8h 50m	−20.8	−$13	—
Aug 11 17:57	USDJPY	BUY	0.1	159.370 → 159.300	8h 50m	−7	−$4	—
Aug 10 07:00	USDJPY	BUY	0.1	157.839 → 158.375	8h 50m	+53.6	+$34	—
Aug 7 04:24	USDJPY	BUY	0.1	158.446 → 158.402	8h 50m	−4.4	−$3	—
Aug 5 03:07	USDJPY	BUY	0.1	157.688 → 157.370	8h 50m	−31.8	−$21	—
Aug 4 17:56	USDJPY	BUY	0.1	157.908 → 157.576	8h 50m	−33.2	−$21	—
Aug 4 08:28	USDJPY	BUY	0.1	157.511 → 157.748	8h 50m	+23.7	+$15	—
Aug 3 16:55	USDJPY	BUY	0.1	156.763 → 156.878	8h 50m	+11.5	+$7	—
Jul 30 09:27	USDJPY	BUY	0.1	163.487 → 163.467	8h 50m	−2	−$1	—
Jul 28 18:35	USDJPY	BUY	0.1	163.849 → 163.808	8h 50m	−4.1	−$3	—
Jul 26 21:03	USDJPY	BUY	0.1	163.859 → 163.556	2.1 days	−30.3	−$19	—
Jul 24 13:32	USDJPY	BUY	0.1	163.837 → 163.859	8h 50m	+2.2	+$1	—
Jul 21 22:20	USDJPY	BUY	0.1	162.808 → 163.172	8h 50m	+36.4	+$22	—
Jul 21 05:08	USDJPY	BUY	0.1	162.531 → 162.491	8h 50m	−4	−$3	—
Jul 17 08:55	USDJPY	BUY	0.1	162.405 → 162.375	8h 50m	−3	−$2	—
Jul 13 20:58	USDJPY	BUY	0.1	162.145 → 162.447	8h 50m	+30.2	+$19	—
Jul 8 06:26	USDJPY	BUY	0.1	162.170 → 162.198	8h 50m	+2.8	+$2	—
Jul 6 12:32	USDJPY	BUY	0.1	161.817 → 162.324	8h 50m	+50.7	+$31	—
Jul 5 21:03	USDJPY	BUY	0.1	161.322 → 161.239	2.2 days	−8.3	−$6	—
Jul 2 09:31	USDJPY	BUY	0.1	162.571 → 161.243	8h 50m	−132.8	−$82	—
Jul 1 04:20	USDJPY	BUY	0.1	162.636 → 162.778	8h 50m	+14.2	+$8	—

1–25 of 791

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