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

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G10 Carry Basket

ActiveForexMT5

sato.fxVerified·Carry · swingView trader

Return 12m

+11.8%

610 days of history

Max drawdown

7.2%

Current 2.7%

Sortino

1.71

Sharpe 1.16 · PSR 0.93

Compliance

17/19

89% of Epochs kept

Risk score

31 · Low

Capacity used

51%

154/300 seats · $900k

Trade analytics

Last 260 closed trades · risk measured at the initial stop

Avg risk / trade

0.65%

median 0.66% · max 0.80%

Avg planned R:R

1 : 1.40

target distance ÷ stop distance

Realized R:R

1 : 1.33

avg win +1.16R · avg loss −0.88R

Expectancy

+0.25R

per trade

SQN

2.41

Good

Kelly fraction

21.7%

optimal f · use ¼–½ in practice

Win rate

55.4%

profit factor 1.65

Consecutive W / L

7 / 6

longest streaks

Largest win / loss

+1.9R / −1.5R

Avg hold

6.8d / 6.5d

winners / losers

Avg MAE / MFE

0.60R / 0.94R

adverse / favorable excursion

Capture ratio

84%

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 +65.6R

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	156	104
Win rate	54%	58%
Expectancy	+0.22R	+0.30R
Total R	+34.3R	+31.3R
Equity PnL	+22.5%	+18.8%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 10:34	AUDJPY long	0.66%	1:1.1	+0.64R	8.0d
Oct 2, 16:45	AUDJPY long	0.65%	1:1.4	−0.66R	26.9d
Oct 2, 13:47	AUDJPY long	0.60%	1:1.3	−1.51R	1.4d
Oct 2, 15:45	AUDJPY long	0.72%	1:1.7	+1.07R	1.5d
Sep 30, 15:24	AUDJPY long	0.68%	1:1.1	−0.99R	6.4d
Sep 28, 13:20	AUDJPY short	0.77%	1:1.1	+1.01R	5.8d
Sep 24, 15:55	AUDJPY long	0.48%	1:1.7	+1.09R	9.9d
Sep 24, 08:51	USDCHF short	0.79%	1:1.1	+1.24R	13.6d
Sep 21, 10:07	USDCHF long	0.73%	1:1.2	−0.90R	5.8d
Sep 21, 13:53	NZDJPY long	0.54%	1:1.1	−0.60R	2.1h
Sep 18, 07:58	NZDJPY short	0.51%	1:1.7	−1.04R	6.2d
Sep 17, 15:13	NZDJPY long	0.59%	1:1.3	−0.77R	12.1d

Performance statistics

Based on 260 trades over 610 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

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

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	−1.4%	−0.5%	+1.9%	+4.0%	+9.5%	+11.8%	+23.5%
Followers	−1.4%	−0.5%	+1.8%	+4.0%	+9.4%	+11.7%	+23.2%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+122.0%
Excess vs BTC	−1.8%	−1.5%	−9.4%	−67.2%	−46.2%	−57.7%	−98.5%

Returns

Return 1m: −0.5%
Return 3m: +1.9%
Return 12m: +11.8%
Return since start: +23.5%
CAGR: +13.5%

Risk

Max drawdown: 7.2%
Volatility (ann.): 11.5%
Downside deviation: 7.8%
Ulcer index: 2.85%
VaR / CVaR 95% (daily): 0.91% / 1.27%
VaR / CVaR 99% (daily): 1.42% / 1.88%
Longest time under water: 170 days
Max / avg leverage: 6.8x / 3.1x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.16
Sortino: 1.71
Calmar: 1.87
Recovery factor: 3.26
Probabilistic Sharpe (PSR): 0.93
Omega ratio: 1.17
Gain-to-pain: 0.17

Trades

Trades: 260
Win rate: 57%
Payoff ratio: 1.30
Profit factor: 1.72
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 6.7 d

Consistency

Profitable months: 52%
Equity curve R²: 0.89
Longest losing streak: 11 days
Skew / kurtosis: 0.00 / 4.7
Consistency score: 73/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +12.5%
Correlation / R²: 0.06 / 0.00
Up / down capture: 2% / −1%
Tracking error: 55.4%
Information ratio: -0.89

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 6, 2026Beta-0.05Correlation-0.24

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d0.78Volatility 90d10.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.91%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−7.2%	Jan 28, 2026	Jun 10, 2026	Jul 18, 2026	133 d	38 d
2	−5.5%	Mar 31, 2025	Apr 17, 2025	Jun 5, 2025	17 d	49 d
3	−4.7%	Aug 29, 2025	Sep 24, 2025	Jan 1, 2026	26 d	99 d
4	−3.8%	Jul 29, 2025	Aug 20, 2025	Aug 28, 2025	22 d	8 d
5	−3.0%	Sep 23, 2026	Oct 5, 2026	Ongoing	12 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

56%

43%

52%

54%

62%

56%

52%

Exposure

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

Gross exposure56% of equityPeak165%

Average share of exposure

AUDJPY49% · 48.3%
NZDJPY33% · 32.7%
USDCHF17% · 17.2%

Performance by instrument

Share of net PnL