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

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AUDJPY Carry

ActiveForexMT5

freya.nqVerified·Carry · swingView trader

Return 12m

+22.0%

821 days of history

Max drawdown

10.8%

Current 1.4%

Sortino

3.07

Sharpe 1.89 · PSR 1.00

Compliance

21/27

78% of Epochs kept

Risk score

43 · Medium

Capacity used

40%

114/286 seats · $860k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.78%

median 0.77% · max 0.93%

Avg planned R:R

1 : 1.33

target distance ÷ stop distance

Realized R:R

1 : 1.35

avg win +1.10R · avg loss −0.81R

Expectancy

−0.05R

per trade

SQN

-0.28

Poor

Kelly fraction

0.0%

optimal f · use ¼–½ in practice

Win rate

40.0%

profit factor 0.90

Consecutive W / L

6 / 5

longest streaks

Largest win / loss

+1.7R / −1.0R

Avg hold

8.2d / 15.4d

winners / losers

Avg MAE / MFE

0.63R / 0.78R

adverse / favorable excursion

Capture ratio

82%

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 −1.5R

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	20	10
Win rate	45%	30%
Expectancy	+0.07R	−0.28R
Total R	+1.3R	−2.8R
Equity PnL	+0.8%	−2.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 7, 08:45	NZDJPY long	0.87%	1:1.6	+0.93R	1.8d
Aug 21, 12:15	NZDJPY long	0.64%	1:1.6	+1.65R	1.0d
Aug 17, 12:20	NZDJPY long	0.75%	1:1.3	−0.85R	24.1d
Jul 15, 07:24	NZDJPY long	0.75%	1:1.1	−0.71R	16.6d
Jul 13, 12:37	AUDJPY short	0.90%	1:1.1	−0.96R	1.1d
Jun 16, 14:27	NZDJPY long	0.90%	1:1.1	−0.98R	16.7d
Jun 3, 08:39	NZDJPY short	0.63%	1:1.3	+0.74R	9.9d
May 15, 11:23	AUDJPY long	0.85%	1:1.3	−0.81R	5.3d
Mar 30, 13:30	AUDJPY long	0.93%	1:1.1	−0.72R	4.6d
Mar 26, 13:57	AUDJPY short	0.91%	1:1.4	+1.27R	9.8d
Mar 13, 11:30	AUDJPY long	0.90%	1:1.6	+1.69R	21.8h
Feb 25, 12:41	AUDJPY long	0.61%	1:1.2	+1.11R	11.9d

Performance statistics

Based on 30 trades over 821 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	+1.1%	+5.0%	+9.9%	+22.7%	+27.8%	+22.0%	+85.0%
Followers	+1.1%	+5.0%	+9.9%	+22.7%	+27.7%	+22.0%	+84.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+144.6%
Excess vs BTC	+0.8%	+4.0%	−1.4%	−48.5%	−28.0%	−47.5%	−59.7%

Returns

Return 1m: +5.0%
Return 3m: +9.9%
Return 12m: +22.0%
Return since start: +85.0%
CAGR: +31.4%

Risk

Max drawdown: 10.8%
Volatility (ann.): 15.1%
Downside deviation: 9.3%
Ulcer index: 3.78%
VaR / CVaR 95% (daily): 1.13% / 1.50%
VaR / CVaR 99% (daily): 1.71% / 2.13%
Longest time under water: 165 days
Max / avg leverage: 7.7x / 3.4x
Top-3 trades share of PnL: 17%

Risk-adjusted

Sharpe: 1.89
Sortino: 3.07
Calmar: 2.91
Recovery factor: 7.87
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.30
Gain-to-pain: 0.30

Trades

Trades: 30
Win rate: 57%
Payoff ratio: 1.26
Profit factor: 1.67
Expectancy: 41 bps
Tail ratio: 2.6
Avg holding time: 14.7 d

Consistency

Profitable months: 79%
Equity curve R²: 0.94
Longest losing streak: 8 days
Skew / kurtosis: 0.75 / 8.3
Consistency score: 69/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +27.8%
Correlation / R²: 0.04 / 0.00
Up / down capture: 5% / −2%
Tracking error: 56.2%
Information ratio: -0.47

Strategy vs BTC

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

Daily return pair365 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.03Correlation0.10

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d2.97Volatility 90d12.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.13%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.8%	Jan 17, 2025	Apr 20, 2025	Jul 2, 2025	93 d	73 d
2	−8.6%	Nov 29, 2025	Mar 26, 2026	May 2, 2026	117 d	37 d
3	−5.4%	Jun 14, 2026	Jun 27, 2026	Jul 26, 2026	13 d	29 d
4	−5.0%	Oct 9, 2024	Oct 19, 2024	Oct 26, 2024	10 d	7 d
5	−3.8%	Dec 10, 2024	Dec 17, 2024	Dec 26, 2024	7 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

56%

55%

51%

55%

51%

53%

Exposure

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

Gross exposure226% of equityPeak468%

Average share of exposure

AUDJPY65% · 167.7%
NZDJPY35% · 90.4%

Performance by instrument

Share of net PnL