Vermilion Robin · strategy profile

Vermilion Robin · 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	−0.7%	−98	4	0
This month	−1.4%	−178	23	6
This year	−6.3%	−829	195	69

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+0.9	+1.0	+1.8	−1.8	−0.6	+0.3	+0.2	+0.4	−2.5	−0.5	−3.0	+0.3	−3.4
2021	+0.6	−0.8	−1.1	−1.1	−1.3	+1.0	+0.7	−1.1	−0.1	−0.2	−0.6	−1.2	−5.3
2022	−1.0	−1.4	+0.2	−0.6	−1.4	−0.2	+1.8	+0.4	−3.5	−1.2	−0.2	+4.1	−3.0
2023	+1.1	−0.6	−0.5	−2.2	−1.2	+0.9	−0.4	−0.8	+0.6	+0.6	−2.3	+1.6	−2.9
2024	−1.3	+2.4	+1.3	+1.0	+2.7	+0.1	+2.5	−0.1	−1.4	+2.4	−2.4	−1.1	+6.0
2025	+1.7	+0.9	−2.0	+2.0	+0.9	+1.5	−3.1	+1.9	−2.6	−1.1	+0.9	+0.3	+1.6
2026	−2.6	−1.2	+1.2	−0.5	−1.1	−1.2	−2.1	+1.1	+1.7	−1.5	−0.3	·	−6.5

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −22.9%.

Max daily drawdown: −2.4%
Max weekly drawdown: −2.9%
Max drawdown · equity: −22.9%
Max drawdown · balance: −22.9%
Absolute drawdown: −$1,571
Longest drawdown: 2420 days · Oct
Recovery factor: −0.6
Max simultaneous risk: 2.4%

Symbol split

90 days

USDJPY

100%+13.3%

Long 50% · Short 50%

Hour and day

trade opens · UTC

Mon 20% · Tue 19% · Wed 20% · Thu 20% · Fri 21% · 48% in the New York session

Behaviour

from 1,509 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 91% · over 12h 10%. Automated share 100%.

Statistics1,509 closed trades

Trades1,509

Won / lost676 / 833

Long win rate46% (755)

Short win rate44% (754)

Avg win+$26.8 · 37.5 pip

Avg loss−$23.4 · −31.5 pip

Best trade+$200 · Dec 13

Worst trade−$187 · Jul 30

Total pips−875

Lots150.9

Commission + swap−$506

Expectancy / trade−$0.9

Profit factor0.93

Sharpe−0.37daily returns, annualised

Z-score0.7 (51%)dependence between runs

Standard deviation$36.4

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak8 (+$191)

Losing streak10 (−$246)

Avg holding time14h 31m

Trades / week4.2

Risk / trade2.4%

Monthly average−0.2%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	BUY	0.1	157.485 → 157.444	2.3 days	−4.1	−$3	—
Oct 29 22:25	USDJPY	BUY	0.1	158.026 → 157.664	10h 25m	−36.2	−$23	—
Oct 29 02:25	USDJPY	BUY	0.1	158.241 → 157.679	10h 25m	−56.2	−$37	—
Oct 28 06:25	USDJPY	SELL	0.1	157.909 → 157.920	10h 25m	−1.1	−$1	—
Oct 23 14:25	USDJPY	BUY	0.1	156.917 → 156.722	10h 25m	−19.5	−$12	—
Oct 22 14:25	USDJPY	SELL	0.1	157.690 → 157.186	10h 25m	+50.4	+$32	—
Oct 22 02:25	USDJPY	BUY	0.1	158.147 → 157.973	10h 25m	−17.4	−$13	—
Oct 21 06:25	USDJPY	BUY	0.1	158.271 → 158.159	10h 25m	−11.2	−$8	—
Oct 20 14:25	USDJPY	SELL	0.1	158.263 → 157.931	10h 25m	+33.2	+$21	—
Oct 16 14:25	USDJPY	SELL	0.1	157.879 → 157.796	10h 25m	+8.3	+$5	—
Oct 15 22:25	USDJPY	BUY	0.1	157.946 → 158.058	10h 25m	+11.2	+$7	—
Oct 15 06:25	USDJPY	SELL	0.1	158.334 → 157.868	10h 25m	+46.6	+$28	—
Oct 14 14:25	USDJPY	SELL	0.1	158.217 → 158.829	10h 25m	−61.2	−$39	—
Oct 14 02:25	USDJPY	BUY	0.1	158.375 → 158.374	10h 25m	−0.1	−$1	—
Oct 13 14:25	USDJPY	SELL	0.1	158.289 → 158.389	10h 25m	−10	−$6	—
Oct 12 14:25	USDJPY	SELL	0.1	158.216 → 158.667	10h 25m	−45.1	−$28	—
Oct 9 18:25	USDJPY	BUY	0.1	158.340 → 158.237	10h 25m	−10.3	−$7	—
Oct 9 06:25	USDJPY	SELL	0.1	157.859 → 158.194	10h 25m	−33.5	−$22	—
Oct 8 18:25	USDJPY	BUY	0.1	158.198 → 157.912	10h 25m	−28.6	−$18	—
Oct 7 18:25	USDJPY	SELL	0.1	158.096 → 157.983	10h 25m	+11.3	+$7	—
Oct 6 18:25	USDJPY	BUY	0.1	158.119 → 158.077	10h 25m	−4.2	−$3	—
Oct 6 02:25	USDJPY	SELL	0.1	157.960 → 157.954	10h 25m	+0.6	$0	—
Oct 5 14:25	USDJPY	BUY	0.1	158.123 → 158.109	10h 25m	−1.4	−$1	—
Oct 2 02:25	USDJPY	SELL	0.1	157.623 → 157.919	10h 25m	−29.6	−$19	—
Sep 30 14:25	USDJPY	SELL	0.1	156.865 → 156.977	10h 25m	−11.2	−$7	—

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