Vermilion Fjord · strategy profile

Vermilion 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	0.0%	+4	1	1
This month	−0.8%	−152	10	4
This year	+1.6%	+416	87	43

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.0	+2.0	+2.2	+0.5	+0.2	+0.9	−1.2	0.0	−1.3	+1.0	+0.9	−0.5	+3.8
2021	+0.1	−0.1	+0.7	−0.3	−0.6	−0.6	0.0	+1.1	+0.6	+1.4	+1.0	−1.4	+2.0
2022	+0.7	−0.1	+1.0	+0.7	+1.0	−2.7	+3.8	+1.6	+1.0	−2.1	−0.4	+1.9	+6.3
2023	+1.1	+0.5	−1.2	+0.2	+0.4	−2.9	−0.8	−0.2	−0.5	+1.7	+2.2	+2.0	+2.5
2024	−1.0	+0.5	−0.4	−1.6	+1.8	+0.2	+2.5	−0.7	+0.9	−0.6	+0.4	+0.8	+2.9
2025	−1.5	+0.3	+0.7	+1.3	+2.0	−0.1	+0.4	+1.1	−0.1	+0.9	0.0	+0.5	+5.6
2026	+0.6	0.0	+0.7	+1.7	0.0	−0.5	−1.0	+1.1	−0.4	−0.5	0.0	·	+1.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −7.7%.

Max daily drawdown: −1.7%
Max weekly drawdown: −2.6%
Max drawdown · equity: −7.7%
Max drawdown · balance: −7.7%
Absolute drawdown: −$900
Longest drawdown: 535 days · Sep
Recovery factor: 3.5
Max simultaneous risk: 1.8%

Symbol split

90 days

USDJPY

100%+27.3%

Long 49% · Short 51%

Hour and day

trade opens · UTC

Mon 21% · Tue 19% · Wed 21% · Thu 19% · Fri 20% · 53% in the New York session

Behaviour

from 762 trades

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

Holding time: under 1h 0% · 1–4h 0% · 4–12h 79% · over 12h 21%. Automated share 100%.

Statistics762 closed trades

Trades762

Won / lost390 / 372

Long win rate54% (375)

Short win rate49% (387)

Avg win+$40.6 · 56.0 pip

Avg loss−$35.2 · −46.9 pip

Best trade+$218 · Mar 10

Worst trade−$217 · Dec 20

Total pips+4,408

Lots76.2

Commission + swap−$534

Expectancy / trade+$3.6

Profit factor1.21

Sharpe1.09daily returns, annualised

Z-score1.4 (83%)dependence between runs

Standard deviation$54.8

AHPR / GHPR0.03% / 0.03%

Recovery factor3.5

Winning streak9 (+$268)

Losing streak9 (−$274)

Avg holding time1.2 days

Trades / week2.1

Risk / trade1.8%

Monthly average+0.3%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Oct 30 00:30	USDJPY	SELL	0.1	157.763 → 157.725	22h 30m	+3.8	+$2	—
Oct 25 21:03	USDJPY	BUY	0.1	156.886 → 156.959	2.2 days	+7.3	+$4	—
Oct 21 06:30	USDJPY	SELL	0.1	158.075 → 158.158	22h 30m	−8.3	−$6	—
Oct 16 16:30	USDJPY	BUY	0.1	158.116 → 158.178	22h 30m	+6.2	+$3	—
Oct 15 12:30	USDJPY	BUY	0.1	158.953 → 158.049	22h 30m	−90.4	−$59	—
Oct 14 00:30	USDJPY	SELL	0.1	158.285 → 158.371	22h 30m	−8.6	−$6	—
Oct 9 16:30	USDJPY	SELL	0.1	157.718 → 158.333	22h 30m	−61.5	−$39	—
Oct 8 14:30	USDJPY	SELL	0.1	158.099 → 158.089	22h 30m	+1	−$1	—
Oct 6 12:30	USDJPY	BUY	0.1	158.152 → 158.190	22h 30m	+3.8	+$2	—
Oct 4 21:04	USDJPY	SELL	0.1	157.581 → 157.636	2.5 days	−5.5	−$4	—
Oct 1 18:30	USDJPY	BUY	0.1	157.401 → 158.218	22h 30m	+81.7	+$50	—
Sep 30 08:30	USDJPY	BUY	0.1	157.711 → 156.922	22h 30m	−78.9	−$51	—
Sep 27 21:03	USDJPY	SELL	0.1	158.353 → 157.233	2.7 days	+112	+$71	—
Sep 24 10:30	USDJPY	BUY	0.1	157.930 → 158.766	22h 30m	+83.6	+$51	—
Sep 20 21:04	USDJPY	SELL	0.1	156.668 → 156.760	2.1 days	−9.2	−$6	—
Sep 14 22:30	USDJPY	SELL	0.1	153.411 → 154.370	22h 30m	−95.9	−$63	—
Sep 9 10:30	USDJPY	BUY	0.1	154.275 → 153.561	22h 30m	−71.4	−$47	—
Sep 8 10:30	USDJPY	SELL	0.1	154.719 → 154.143	22h 30m	+57.6	+$37	—
Sep 6 21:03	USDJPY	BUY	0.1	156.347 → 155.950	2.6 days	−39.7	−$26	—
Sep 2 08:30	USDJPY	BUY	0.1	160.063 → 159.648	22h 30m	−41.5	−$26	—
Sep 1 02:30	USDJPY	SELL	0.1	159.793 → 159.787	22h 30m	+0.6	$0	—
Aug 27 00:30	USDJPY	SELL	0.1	159.040 → 159.157	22h 30m	−11.7	−$9	—
Aug 21 12:30	USDJPY	BUY	0.1	158.836 → 158.721	22h 30m	−11.5	−$8	—
Aug 20 02:30	USDJPY	SELL	0.1	159.415 → 158.443	22h 30m	+97.2	+$60	—
Aug 18 14:30	USDJPY	BUY	0.1	159.354 → 159.474	22h 30m	+12	+$7	—

1–25 of 762

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