Sepia Dune · strategy profile

Sepia Dune · 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	−0.6%	−93	4	1
This month	−2.1%	−311	23	7
This year	−2.0%	−88	263	90

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	−1.5	+4.4	−4.9	−6.1	−1.6	+2.4	+0.3	−2.5	−3.1	0.0	−0.3	−0.9	−13.8
2021	−0.1	+0.1	+3.2	−1.3	−2.0	−1.3	+1.2	−0.2	+1.7	+2.0	+0.9	−2.8	+1.5
2022	+2.5	−1.7	+3.3	+1.0	−3.5	+0.3	+1.4	−2.3	+5.1	+4.8	−3.6	+4.7	+12.1
2023	+1.0	−0.2	−2.6	+1.1	+2.2	−2.3	+2.7	−1.5	−1.0	+2.9	+3.1	−0.2	+5.1
2024	−1.8	−0.8	+1.4	+2.1	+3.7	−1.8	−1.7	−2.0	0.0	+2.4	−1.6	+1.4	+1.3
2025	−3.3	+0.5	−2.6	−1.9	+3.2	−1.2	−1.4	+0.8	+0.5	+2.3	−0.8	+1.7	−2.2
2026	+0.9	−2.5	−0.1	−2.8	+2.3	−0.2	+1.3	−0.9	+1.5	−1.7	+0.2	·	−2.0

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −18.6%.

Max daily drawdown: −2.6%
Max weekly drawdown: −4.2%
Max drawdown · equity: −18.6%
Max drawdown · balance: −18.6%
Absolute drawdown: −$1,929
Longest drawdown: 1375 days · Jun
Recovery factor: −0.0
Max simultaneous risk: 0.3%

Symbol split

90 days

USDJPY

100%+0.3%

Long 62% · Short 38%

Hour and day

trade opens · UTC

Mon 15% · Tue 24% · Wed 21% · Thu 20% · Fri 20% · 46% in the New York session

Behaviour

from 2,311 trades

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

Holding time: under 1h 2% · 1–4h 20% · 4–12h 30% · over 12h 49%. Automated share 100%.

Statistics2,311 closed trades

Trades2,311

Won / lost808 / 1,503

Long win rate36% (1,433)

Short win rate33% (878)

Avg win+$50.3 · 70.2 pip

Avg loss−$27.1 · −36.5 pip

Best trade+$258 · Mar 8

Worst trade−$86 · Jul 30

Total pips+1,917

Lots231.1

Commission + swap−$1,186

Expectancy / trade$0.0

Profit factor1.00

Sharpe0.33daily returns, annualised

Z-score−1.5 (86%)dependence between runs

Standard deviation$47.2

AHPR / GHPR0.01% / 0.01%

Recovery factor−0.0

Winning streak6 (+$293)

Losing streak19 (−$247)

Avg holding time1 days

Trades / week6.5

Risk / trade0.3%

Monthly average0.0%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Nov 1 22:03	USDJPY	SELL	0.1	157.409 → 157.588	2.8 days	−17.9	−$12	—
Oct 30 03:14	USDJPY	BUY	0.1	157.528 → 157.126	1h 8m	−40.2	−$26	—
Oct 30 00:56	USDJPY	BUY	0.1	157.840 → 157.438	1.1 days	−40.2	−$26	—
Oct 28 20:51	USDJPY	BUY	0.1	157.741 → 157.798	1.5 days	+5.7	+$3	—
Oct 27 09:34	USDJPY	BUY	0.1	156.932 → 157.678	1.5 days	+74.6	+$47	—
Oct 25 21:03	USDJPY	BUY	0.1	156.937 → 156.959	2.2 days	+2.2	+$1	—
Oct 23 15:45	USDJPY	SELL	0.1	157.712 → 156.842	1.5 days	+87	+$55	—
Oct 22 03:03	USDJPY	BUY	0.1	158.202 → 157.800	6h 43m	−40.2	−$27	—
Oct 21 20:02	USDJPY	SELL	0.1	158.110 → 158.219	1.5 days	−10.9	−$7	—
Oct 20 08:40	USDJPY	BUY	0.1	158.062 → 158.196	1.5 days	+13.4	+$8	—
Oct 18 21:03	USDJPY	BUY	0.1	157.919 → 157.915	3.3 days	−0.4	−$1	—
Oct 15 12:30	USDJPY	SELL	0.1	157.729 → 158.131	10h 26m	−40.2	−$25	—
Oct 14 23:30	USDJPY	BUY	0.1	158.428 → 158.026	1.3 days	−40.2	−$27	—
Oct 13 15:01	USDJPY	SELL	0.1	158.073 → 158.475	5h 32m	−40.2	−$25	—
Oct 13 08:55	USDJPY	BUY	0.1	158.307 → 157.905	1.5 days	−40.2	−$26	—
Oct 11 21:03	USDJPY	BUY	0.1	157.866 → 158.236	3.1 days	+37	+$22	—
Oct 8 17:05	USDJPY	BUY	0.1	158.237 → 157.835	6h 31m	−40.2	−$25	—
Oct 8 10:00	USDJPY	SELL	0.1	157.902 → 158.304	9h 45m	−40.2	−$25	—
Oct 8 00:06	USDJPY	BUY	0.1	158.274 → 157.872	14h 26m	−40.2	−$27	—
Oct 7 08:03	USDJPY	BUY	0.1	158.403 → 158.001	6h 30m	−40.2	−$25	—
Oct 7 00:14	USDJPY	SELL	0.1	158.051 → 158.453	10h 12m	−40.2	−$26	—
Oct 6 13:40	USDJPY	BUY	0.1	157.813 → 158.025	1.5 days	+21.2	+$13	—
Oct 5 01:28	USDJPY	BUY	0.1	157.840 → 157.438	3h 56m	−40.2	−$26	—
Oct 4 21:04	USDJPY	SELL	0.1	157.846 → 157.636	2.6 days	+21	+$13	—
Oct 2 04:12	USDJPY	BUY	0.1	157.276 → 157.887	1.5 days	+61.1	+$37	—

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