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OperationalRisk Engine 14msEpoch ends in —Solanaslot —· 0.4s

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AUDJPY Carry

ActiveForexMT5

amara.dVerified+·Carry · swingView trader

Return 12m

+11.6%

536 days of history

Max drawdown

5.6%

Current 1.6%

Sortino

1.79

Sharpe 1.17 · PSR 0.92

Compliance

15/17

88% of Epochs kept

Risk score

27 · Low

Capacity used

86%

368/426 seats · $1.3M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.60%

median 0.58% · max 0.74%

Avg planned R:R

1 : 1.17

target distance ÷ stop distance

Realized R:R

1 : 1.25

avg win +1.07R · avg loss −0.85R

Expectancy

+0.43R

per trade

SQN

2.47

Good

Kelly fraction

40.1%

optimal f · use ¼–½ in practice

Win rate

66.7%

profit factor 2.51

Consecutive W / L

4 / 2

longest streaks

Largest win / loss

+1.5R / −1.2R

Avg hold

12.7d / 11.6d

winners / losers

Avg MAE / MFE

0.56R / 1.05R

adverse / favorable excursion

Capture ratio

85%

of MFE kept by winners

R-multiple distribution

How many trades ended at each multiple of initial risk

Cumulative R

Trade-by-trade equity in R units · total +12.9R

Risk per trade

% of equity at risk on each trade, with the average line

Performance by time

Total R by day of week or close hour (UTC)

Long vs short

	Long	Short
Trades	16	14
Win rate	63%	71%
Expectancy	+0.31R	+0.57R
Total R	+4.9R	+7.9R
Equity PnL	+3.3%	+5.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Aug 10, 11:46	AUDJPY long	0.53%	1:1.3	+1.44R	17.1d
Jul 30, 07:48	AUDJPY long	0.57%	1:1.0	+0.67R	37.6d
Jul 10, 13:09	MXNJPY long	0.72%	1:1.3	+1.05R	13.9d
Jun 19, 10:55	AUDJPY long	0.70%	1:1.2	+1.10R	3.7d
Jun 12, 07:21	MXNJPY long	0.61%	1:1.2	−0.66R	13.8d
May 27, 12:24	MXNJPY long	0.50%	1:1.3	−0.92R	0.9h
May 20, 11:04	AUDJPY long	0.47%	1:1.0	+0.79R	14.2d
May 14, 10:45	AUDJPY short	0.74%	1:1.3	+0.95R	3.8d
May 11, 16:21	AUDJPY long	0.67%	1:1.4	+1.49R	27.1d
May 8, 09:04	AUDJPY short	0.50%	1:1.1	+0.88R	5.1h
May 4, 12:45	AUDJPY long	0.63%	1:1.0	−0.83R	3.8d
May 4, 09:18	AUDJPY long	0.54%	1:1.1	−1.16R	11.9d

Performance statistics

Based on 30 trades over 536 days. Metric set v1.4 · recomputable from raw exchange data.Thin sample — treat with caution

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	+0.6%	−0.2%	+2.1%	+5.4%	+11.1%	+11.6%	+17.1%
Followers	+0.6%	−0.2%	+2.1%	+5.3%	+11.1%	+11.6%	+17.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+84.4%
Excess vs BTC	+0.3%	−1.2%	−9.1%	−65.9%	−44.6%	−57.9%	−67.4%

Returns

Return 1m: −0.2%
Return 3m: +2.1%
Return 12m: +11.6%
Return since start: +17.1%
CAGR: +11.3%

Risk

Max drawdown: 5.6%
Volatility (ann.): 9.6%
Downside deviation: 6.3%
Ulcer index: 2.20%
VaR / CVaR 95% (daily): 0.75% / 0.95%
VaR / CVaR 99% (daily): 1.16% / 1.27%
Longest time under water: 185 days
Max / avg leverage: 6.5x / 2.9x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 1.17
Sortino: 1.79
Calmar: 2.02
Recovery factor: 3.05
Probabilistic Sharpe (PSR): 0.92
Omega ratio: 1.17
Gain-to-pain: 0.17

Trades

Trades: 30
Win rate: 56%
Payoff ratio: 1.12
Profit factor: 1.43
Expectancy: 14 bps
Tail ratio: 2.2
Avg holding time: 11.9 d

Consistency

Profitable months: 63%
Equity curve R²: 0.84
Longest losing streak: 7 days
Skew / kurtosis: 0.29 / 3.9
Consistency score: 76/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +10.0%
Correlation / R²: 0.12 / 0.01
Up / down capture: 4% / 2%
Tracking error: 55.3%
Information ratio: -0.83

Strategy vs BTC

Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time

Daily return pair365 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.01Correlation0.03

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.00Volatility 90d9.0%

Volatility (ann.)

Return distribution

Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days

Up daysDown daysNormal fitVaR 95%−0.75%

Worst drawdowns

The five deepest peak-to-trough episodes and how long recovery took

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−5.6%	Sep 8, 2025	Nov 13, 2025	Mar 13, 2026	66 d	120 d
2	−3.1%	Aug 7, 2025	Aug 27, 2025	Sep 8, 2025	20 d	12 d
3	−3.1%	Apr 7, 2026	Apr 15, 2026	Apr 20, 2026	8 d	5 d
4	−3.0%	Jul 1, 2026	Jul 15, 2026	Aug 20, 2026	14 d	36 d
5	−2.5%	Aug 25, 2026	Oct 1, 2026	Ongoing	37 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

43%

60%

47%

51%

52%

56%

Exposure

Gross exposure, % of equity (last 120 days), and where it sits

Gross exposure356% of equityPeak381%

Average share of exposure

AUDJPY92% · 247.6%
MXNJPY8% · 20.2%

Performance by instrument

Share of net PnL