Last 30 closed trades · risk measured at the initial stop
How many trades ended at each multiple of initial risk
Trade-by-trade equity in R units · total +4.3R
% of equity at risk on each trade, with the average line
Total R by day of week or close hour (UTC)
| Long | Short | |
|---|---|---|
| Trades | 16 | 14 |
| Win rate | 56% | 64% |
| Expectancy | +0.06R | +0.24R |
| Total R | +0.9R | +3.4R |
| Equity PnL | +0.5% | +1.6% |
| Closed | Instrument | Risk | Plan R:R | Result | Hold |
|---|---|---|---|---|---|
| Sep 22, 14:59 | AUDJPY long | 0.54% | 1:1.1 | −0.97R | 12.2d |
| Sep 15, 08:09 | NZDJPY short | 0.48% | 1:1.2 | +1.39R | 9.5d |
| Sep 10, 07:23 | MXNJPY short | 0.70% | 1:0.9 | −0.78R | 10.2d |
| Aug 7, 14:21 | NZDJPY long | 0.51% | 1:0.9 | +0.98R | 10.0d |
| Jul 31, 12:58 | NZDJPY short | 0.69% | 1:1.0 | +0.61R | 14.0d |
| Jul 2, 14:46 | AUDJPY long | 0.67% | 1:1.0 | −0.93R | 19.8h |
| May 8, 14:50 | MXNJPY short | 0.67% | 1:0.8 | +0.47R | 4.6d |
| Mar 2, 12:27 | NZDJPY long | 0.62% | 1:0.8 | −0.98R | 10.5d |
| Jan 26, 13:31 | AUDJPY long | 0.58% | 1:1.2 | −0.98R | 40.9d |
| Dec 26, 16:22 | NZDJPY short | 0.61% | 1:1.0 | −0.83R | 9.7d |
| Dec 18, 16:10 | MXNJPY long | 0.47% | 1:1.1 | +0.70R | 3.8d |
| Nov 17, 10:54 | NZDJPY long | 0.43% | 1:1.1 | +0.76R | 11.4d |
Strategy NAV, realized follower results after costs, and BTC over the same windows
| Period | 1W | 1M | 3M | 6M | YTD | 1Y | All |
|---|---|---|---|---|---|---|---|
| Strategy | +0.5% | +3.8% | +15.0% | +19.1% | +18.1% | +14.0% | +113.6% |
| Followers | +0.5% | +3.8% | +15.0% | +19.0% | +18.1% | +14.0% | +113.6% |
| BTC | +0.4% | +1.0% | +11.3% | +71.2% | +55.7% | +69.5% | +228.9% |
| Excess vs BTC | +0.1% | +2.8% | +3.7% | −52.1% | −37.6% | −55.5% | −115.3% |
Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time
BTC daily return →
90-day rolling Sharpe ratio and annualized volatility, synced
Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days
The five deepest peak-to-trough episodes and how long recovery took
| # | Depth | Peak | Trough | Recovered | Decline | Recovery |
|---|---|---|---|---|---|---|
| 1 | −9.5% | Oct 12, 2025 | Apr 29, 2026 | Aug 4, 2026 | 199 d | 97 d |
| 2 | −3.3% | Jan 5, 2025 | Jan 13, 2025 | Jan 29, 2025 | 8 d | 16 d |
| 3 | −2.8% | Jul 17, 2025 | Jul 22, 2025 | Jul 26, 2025 | 5 d | 4 d |
| 4 | −2.7% | Aug 20, 2026 | Aug 26, 2026 | Aug 30, 2026 | 6 d | 4 d |
| 5 | −2.5% | Dec 14, 2024 | Dec 20, 2024 | Dec 24, 2024 | 6 d | 4 d |
Average daily return and share of up days by weekday
Gross exposure, % of equity (last 120 days), and where it sits
Share of net PnL