Vermilion Fern · strategy profile

Vermilion Fern · 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	−2.5%	−340	58	24

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2020	0.0	+0.9	+0.3	0.0	−0.2	−0.3	−0.2	−1.2	0.0	0.0	−0.6	0.0	−1.2
2021	+0.4	0.0	+1.2	−0.1	−0.4	−1.0	−0.1	−0.6	+0.2	+1.0	−1.2	+0.1	−0.5
2022	−0.1	0.0	+3.6	+0.5	+0.1	+2.0	+0.4	+0.2	−3.9	+1.2	−0.2	0.0	+3.8
2023	−2.1	−1.3	−0.8	0.0	+0.7	−0.5	−0.4	−0.7	0.0	+0.3	−0.2	−0.6	−5.7
2024	+0.7	−0.2	+0.7	+1.8	−0.6	+0.4	−0.1	−0.8	−0.1	−1.1	−0.1	−0.3	+0.3
2025	0.0	0.0	−1.1	−0.4	−1.1	−0.3	+1.4	−2.7	−1.1	+1.9	+0.1	−0.1	−3.3
2026	+0.3	−0.2	−0.3	−0.9	0.0	+0.3	−0.2	−0.4	−1.1	0.0	0.0	·	−2.6

Risk

1/10

Low. Small size per trade, a stop on most trades and a maximum drawdown of −14.4%.

Max daily drawdown: −1.8%
Max weekly drawdown: −1.8%
Max drawdown · equity: −14.4%
Max drawdown · balance: −14.4%
Absolute drawdown: −$917
Longest drawdown: 1609 days · Sep
Recovery factor: −0.6
Max simultaneous risk: 0.9%

Symbol split

90 days

USDJPY

100%+9.2%

Long 100% · Short 0%

Hour and day

trade opens · UTC

Mon 18% · Tue 18% · Wed 20% · Thu 24% · Fri 20% · 49% in the New York session

Behaviour

from 645 trades

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

Holding time: under 1h 0% · 1–4h 1% · 4–12h 90% · over 12h 9%. Automated share 100%.

Statistics645 closed trades

Trades645

Won / lost305 / 340

Long win rate47% (645)

Short win rate0% (0)

Avg win+$23.6 · 32.4 pip

Avg loss−$23.8 · −32.1 pip

Best trade+$146 · Mar 28

Worst trade−$106 · Mar 29

Total pips−1,032

Lots64.5

Commission + swap−$213

Expectancy / trade−$1.4

Profit factor0.89

Sharpe−0.81daily returns, annualised

Z-score0.6 (47%)dependence between runs

Standard deviation$33.2

AHPR / GHPR−0.01% / −0.01%

Recovery factor−0.6

Winning streak7 (+$172)

Losing streak7 (−$274)

Avg holding time13h 53m

Trades / week1.8

Risk / trade0.9%

Monthly average−0.1%

Closed	Symbol	Side	Lots	Entry → exit	Duration	Pips	Result	Note
Sep 25 09:26	USDJPY	BUY	0.1	158.827 → 157.856	10h 5m	−97.1	−$62	—
Sep 24 23:19	USDJPY	BUY	0.1	158.786 → 158.806	10h 5m	+2	+$1	—
Sep 24 02:55	USDJPY	BUY	0.1	158.324 → 157.865	10h 5m	−45.9	−$31	—
Sep 22 18:10	USDJPY	BUY	0.1	157.773 → 157.341	10h 5m	−43.2	−$27	—
Sep 22 02:48	USDJPY	BUY	0.1	157.417 → 157.424	10h 5m	+0.7	$0	—
Sep 18 14:38	USDJPY	BUY	0.1	157.055 → 157.785	10h 5m	+73	+$46	—
Sep 17 10:28	USDJPY	BUY	0.1	156.036 → 155.616	10h 5m	−42	−$27	—
Aug 31 07:57	USDJPY	BUY	0.1	160.092 → 159.574	10h 5m	−51.8	−$32	—
Aug 30 21:03	USDJPY	BUY	0.1	160.060 → 159.997	2.2 days	−6.3	−$4	—
Jul 27 08:19	USDJPY	BUY	0.1	163.673 → 163.532	10h 5m	−14.1	−$9	—
Jul 26 21:03	USDJPY	BUY	0.1	163.862 → 163.556	2 days	−30.6	−$19	—
Jul 24 15:58	USDJPY	BUY	0.1	163.839 → 163.716	10h 5m	−12.3	−$8	—
Jul 24 05:04	USDJPY	BUY	0.1	163.829 → 163.820	10h 5m	−0.9	−$1	—
Jul 23 18:37	USDJPY	BUY	0.1	163.424 → 163.801	10h 5m	+37.7	+$23	—
Jul 22 13:06	USDJPY	BUY	0.1	163.144 → 163.078	10h 5m	−6.6	−$4	—
Jul 22 02:59	USDJPY	BUY	0.1	163.020 → 163.110	10h 5m	+9	+$5	—
Jul 1 22:41	USDJPY	BUY	0.1	162.725 → 162.532	10h 5m	−19.3	−$13	—
Jul 1 11:19	USDJPY	BUY	0.1	162.721 → 162.692	10h 5m	−2.9	−$2	—
Jul 1 00:51	USDJPY	BUY	0.1	162.454 → 162.731	10h 5m	+27.7	+$17	—
Jun 30 14:06	USDJPY	BUY	0.1	162.193 → 162.434	10h 5m	+24.1	+$15	—
Jun 23 01:32	USDJPY	BUY	0.1	161.350 → 161.578	10h 5m	+22.8	+$14	—
Jun 22 14:09	USDJPY	BUY	0.1	161.601 → 161.629	10h 5m	+2.8	+$2	—
Jun 19 09:08	USDJPY	BUY	0.1	161.326 → 161.287	10h 5m	−3.9	−$2	—
Jun 18 22:50	USDJPY	BUY	0.1	160.922 → 161.220	10h 5m	+29.8	+$18	—
Jun 18 08:07	USDJPY	BUY	0.1	160.608 → 160.601	10h 5m	−0.7	$0	—

1–25 of 645

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