Sepia Glen · strategy profile

Sepia Glen · strategy profile · SocialCharts

Performance

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Starts at 100. Shows end-of-day values and the latest valuation.

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Period returns

closed trades

Period	Return	Pips	Trades	Won
Today	+0.3%	+69	1	1
This week	+0.3%	+69	1	1
This month	−0.2%	−14	4	2
This year	−1.0%	−36	53	20

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	+2.4	+2.6	−4.8	−1.3	−0.1	−1.0	−3.9	−0.1	−2.4	0.0	+0.6	+0.1	−7.9
2021	+1.9	+1.1	+1.1	+1.1	−0.2	−1.5	+0.4	0.0	−0.1	+1.1	0.0	0.0	+5.1
2022	−1.0	+0.5	+6.6	+1.7	+2.0	+5.1	+3.2	+1.2	−2.4	+2.3	+0.2	+4.0	+23.3
2023	+2.9	−1.3	+0.1	−3.0	+2.1	+1.0	+3.4	−0.2	+0.5	−0.4	+0.6	+1.9	+7.7
2024	−1.1	−0.1	+2.0	+2.2	+2.3	−1.5	+1.8	−2.2	+0.9	+0.5	+0.4	−1.5	+3.6
2025	−1.9	−0.9	−1.5	−1.7	+2.7	+0.2	+1.3	−2.5	+0.6	+2.6	−0.5	+0.6	−0.9
2026	+1.5	+0.8	−0.1	−1.2	−0.3	−0.2	−0.8	−1.2	+0.5	−0.3	+0.1	·	−1.1

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −15.6%.

Max daily drawdown: −1.8%
Max weekly drawdown: −4.1%
Max drawdown · equity: −15.6%
Max drawdown · balance: −15.6%
Absolute drawdown: −$1,667
Longest drawdown: 819 days · Nov
Recovery factor: 2.1
Max simultaneous risk: 0.5%

Symbol split

90 days

USDJPY

100%+32.8%

Long 51% · Short 49%

Hour and day

trade opens · UTC

Mon 20% · Tue 21% · Wed 20% · Thu 18% · Fri 21% · 51% in the London session

Behaviour

from 464 trades

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

Holding time: under 1h 0% · 1–4h 3% · 4–12h 17% · over 12h 80%. Automated share 100%.

Statistics464 closed trades

Trades464

Won / lost190 / 274

Long win rate47% (237)

Short win rate35% (227)

Avg win+$102.8 · 145.0 pip

Avg loss−$59.3 · −79.2 pip

Best trade+$216 · Mar 8

Worst trade−$135 · Jul 30

Total pips+5,852

Lots46.4

Commission + swap−$962

Expectancy / trade+$7.1

Profit factor1.20

Sharpe1.34daily returns, annualised

Z-score0.0 (1%)dependence between runs

Standard deviation$89.7

AHPR / GHPR0.06% / 0.06%

Recovery factor2.1

Winning streak6 (+$320)

Losing streak10 (−$343)

Avg holding time4 days

Trades / week1.3

Risk / trade0.5%

Monthly average+0.4%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 2 05:30	USDJPY	BUY	0.1	157.014 → 157.699	6.9 days	+68.5	+$40	—
Oct 22 06:19	USDJPY	BUY	0.1	158.095 → 157.193	3.1 days	−90.2	−$60	—
Oct 19 00:30	USDJPY	SELL	0.1	158.106 → 157.879	6.9 days	+22.7	+$11	—
Oct 9 02:30	USDJPY	SELL	0.1	157.871 → 158.023	6.9 days	−15.2	−$13	—
Oct 1 00:01	USDJPY	SELL	0.1	156.741 → 157.643	22h 1m	−90.2	−$59	—
Sep 25 09:18	USDJPY	BUY	0.1	158.764 → 157.862	23h 18m	−90.2	−$58	—
Sep 23 13:45	USDJPY	SELL	0.1	157.156 → 158.058	1.2 days	−90.2	−$58	—
Sep 22 06:07	USDJPY	SELL	0.1	156.722 → 157.624	3.4 days	−90.2	−$58	—
Sep 18 03:22	USDJPY	BUY	0.1	154.674 → 156.972	3.1 days	+229.8	+$144	—
Sep 14 08:30	USDJPY	SELL	0.1	154.493 → 154.561	6.9 days	−6.8	−$8	—
Sep 3 06:08	USDJPY	SELL	0.1	159.568 → 157.270	2.9 days	+229.8	+$144	—
Aug 31 07:30	USDJPY	BUY	0.1	159.202 → 159.583	6.9 days	+38.1	+$20	—
Aug 19 12:34	USDJPY	BUY	0.1	159.602 → 158.700	1.7 days	−90.2	−$58	—
Aug 17 07:30	USDJPY	BUY	0.1	158.674 → 158.892	6.9 days	+21.8	+$10	—
Aug 10 08:50	USDJPY	SELL	0.1	157.731 → 158.633	2.8 days	−90.2	−$57	—
Aug 7 12:34	USDJPY	BUY	0.1	158.215 → 157.313	21h 34m	−90.2	−$58	—
Jul 30 10:14	USDJPY	BUY	0.1	163.945 → 163.043	2 days	−90.2	−$57	—
Jul 28 07:30	USDJPY	BUY	0.1	162.695 → 163.749	6.9 days	+105.4	+$61	—
Jul 20 04:30	USDJPY	BUY	0.1	162.280 → 162.357	6.9 days	+7.7	+$1	—
Jul 13 04:30	USDJPY	BUY	0.1	162.083 → 161.986	6.9 days	−9.7	−$9	—
Jul 2 08:48	USDJPY	BUY	0.1	161.802 → 160.900	3.4 days	−90.2	−$59	—
Jun 26 02:30	USDJPY	BUY	0.1	161.356 → 161.795	6.9 days	+43.9	+$24	—
Jun 18 14:30	USDJPY	SELL	0.1	160.500 → 160.894	6.9 days	−39.4	−$28	—
Jun 10 06:30	USDJPY	SELL	0.1	159.689 → 160.383	6.9 days	−69.4	−$47	—
Jun 2 01:30	USDJPY	SELL	0.1	158.935 → 159.687	6.9 days	−75.2	−$51	—

1–25 of 464

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