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DAX Morning Range

RookieFuturesMT5

rio.tradesConnected·Range breakout · intradayView trader

Return (all)

+4.1%

76 days of history

Max drawdown

3.5%

Current 2.7%

Sortino

3.02

Sharpe 1.84 · PSR 0.80

Compliance

1/1

Rookie stage

Risk score

39 · Low

Capacity used

69%

11/16 seats · $50k

Trade analytics

Last 70 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.72%

median 0.72% · max 0.91%

Avg planned R:R

1 : 1.43

target distance ÷ stop distance

Realized R:R

1 : 1.44

avg win +1.15R · avg loss −0.80R

Expectancy

+0.43R

per trade

SQN

3.66

Excellent

Kelly fraction

37.0%

optimal f · use ¼–½ in practice

Win rate

62.9%

profit factor 2.43

Consecutive W / L

9 / 3

longest streaks

Largest win / loss

+1.7R / −1.2R

Avg hold

3.2h / 2.0h

winners / losers

Avg MAE / MFE

0.53R / 1.05R

adverse / favorable excursion

Capture ratio

81%

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 +29.9R

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	43	27
Win rate	60%	67%
Expectancy	+0.38R	+0.50R
Total R	+16.4R	+13.5R
Equity PnL	+11.1%	+9.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 14:44	GER40 long	0.82%	1:1.6	+1.01R	0.2h
Oct 6, 13:21	GER40 short	0.91%	1:1.7	+1.35R	0.7h
Oct 5, 15:09	GER40 long	0.87%	1:1.5	−0.72R	0.9h
Oct 5, 19:09	GER40 short	0.85%	1:1.6	−0.93R	11.4h
Oct 5, 10:44	GER40 short	0.56%	1:1.5	+1.39R	0.3h
Oct 2, 15:06	GER40 long	0.81%	1:1.2	−1.04R	1.6h
Oct 1, 06:58	GER40 short	0.64%	1:1.5	+1.04R	0.1h
Oct 1, 18:29	GER40 short	0.85%	1:1.6	−1.04R	3.1h
Sep 30, 23:11	GER40 short	0.87%	1:1.6	−0.68R	2.1h
Sep 30, 19:19	GER40 long	0.81%	1:1.3	−0.69R	0.1h
Sep 28, 15:04	GER40 short	0.90%	1:1.3	+0.82R	1.6h
Sep 28, 12:08	GER40 long	0.62%	1:1.5	−1.16R	2.6h

Performance statistics

Based on 70 trades over 76 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	YTD	All
Strategy	+0.4%	−0.9%	+4.1%	+4.1%
Followers	+0.4%	−0.9%	+4.0%	+4.0%
BTC	+0.4%	+1.0%	+4.9%	+4.9%
Excess vs BTC	+0.0%	−1.9%	−0.8%	−0.8%

Returns

Return 1m: −0.9%
Return 3m: +4.1%
Return 12m: Insufficient data
Return since start: +4.1%
CAGR: +21.3%

Risk

Max drawdown: 3.5%
Volatility (ann.): 10.8%
Downside deviation: 6.6%
Ulcer index: 1.55%
VaR / CVaR 95% (daily): 0.84% / 1.09%
VaR / CVaR 99% (daily): 1.40% / 1.40%
Longest time under water: 36 days
Max / avg leverage: 2.9x / 1.3x
Top-3 trades share of PnL: 16%

Risk-adjusted

Sharpe: 1.84
Sortino: 3.02
Calmar: 6.08
Recovery factor: 1.17
Probabilistic Sharpe (PSR): 0.80
Omega ratio: 1.30
Gain-to-pain: 0.30

Trades

Trades: 70
Win rate: 50%
Payoff ratio: 1.30
Profit factor: 1.30
Expectancy: 2 bps
Tail ratio: 2.5
Avg holding time: 3 h

Consistency

Profitable months: 75%
Equity curve R²: 0.54
Longest losing streak: 5 days
Skew / kurtosis: 0.51 / 4.7
Consistency score: 74/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +19.7%
Correlation / R²: 0.02 / 0.00
Up / down capture: 4% / −1%
Tracking error: 50.6%
Information ratio: -0.30

Strategy vs BTC

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

Daily return pair76 daysFit · β0.00

BTC daily return →

Rolling 90-day beta & correlation

Needs at least 90 days of history.

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Needs at least 90 days of history.

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.84%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−3.5%	Aug 31, 2026	Oct 3, 2026	Ongoing	33 d	—
2	−2.1%	Jul 29, 2026	Aug 5, 2026	Aug 9, 2026	7 d	4 d
3	−0.8%	Aug 9, 2026	Aug 12, 2026	Aug 17, 2026	3 d	5 d
4	−0.6%	Aug 21, 2026	Aug 24, 2026	Aug 25, 2026	3 d	1 d
5	−0.3%	Aug 26, 2026	Aug 27, 2026	Aug 28, 2026	1 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

45%

30%

64%

36%

27%

73%

Exposure

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

Gross exposure164% of equityPeak291%

Average share of exposure

GER40100% · 171.9%

Performance by instrument

Share of net PnL

DAX Morning Range

RookieFuturesMT5

rio.tradesConnected·Range breakout · intradayView trader

Return (all)

+4.1%

76 days of history

Max drawdown

3.5%

Current 2.7%

Sortino

3.02

Sharpe 1.84 · PSR 0.80

Compliance

1/1

Rookie stage

Risk score

39 · Low

Capacity used

69%

11/16 seats · $50k

Trade analytics

Last 70 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.72%

median 0.72% · max 0.91%

Avg planned R:R

1 : 1.43

target distance ÷ stop distance

Realized R:R

1 : 1.44

avg win +1.15R · avg loss −0.80R

Expectancy

+0.43R

per trade

SQN

3.66

Excellent

Kelly fraction

37.0%

optimal f · use ¼–½ in practice

Win rate

62.9%

profit factor 2.43

Consecutive W / L

9 / 3

longest streaks

Largest win / loss

+1.7R / −1.2R

Avg hold

3.2h / 2.0h

winners / losers

Avg MAE / MFE

0.53R / 1.05R

adverse / favorable excursion

Capture ratio

81%

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 +29.9R

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	43	27
Win rate	60%	67%
Expectancy	+0.38R	+0.50R
Total R	+16.4R	+13.5R
Equity PnL	+11.1%	+9.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 14:44	GER40 long	0.82%	1:1.6	+1.01R	0.2h
Oct 6, 13:21	GER40 short	0.91%	1:1.7	+1.35R	0.7h
Oct 5, 15:09	GER40 long	0.87%	1:1.5	−0.72R	0.9h
Oct 5, 19:09	GER40 short	0.85%	1:1.6	−0.93R	11.4h
Oct 5, 10:44	GER40 short	0.56%	1:1.5	+1.39R	0.3h
Oct 2, 15:06	GER40 long	0.81%	1:1.2	−1.04R	1.6h
Oct 1, 06:58	GER40 short	0.64%	1:1.5	+1.04R	0.1h
Oct 1, 18:29	GER40 short	0.85%	1:1.6	−1.04R	3.1h
Sep 30, 23:11	GER40 short	0.87%	1:1.6	−0.68R	2.1h
Sep 30, 19:19	GER40 long	0.81%	1:1.3	−0.69R	0.1h
Sep 28, 15:04	GER40 short	0.90%	1:1.3	+0.82R	1.6h
Sep 28, 12:08	GER40 long	0.62%	1:1.5	−1.16R	2.6h

Performance statistics

Based on 70 trades over 76 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	YTD	All
Strategy	+0.4%	−0.9%	+4.1%	+4.1%
Followers	+0.4%	−0.9%	+4.0%	+4.0%
BTC	+0.4%	+1.0%	+4.9%	+4.9%
Excess vs BTC	+0.0%	−1.9%	−0.8%	−0.8%

Returns

Return 1m: −0.9%
Return 3m: +4.1%
Return 12m: Insufficient data
Return since start: +4.1%
CAGR: +21.3%

Risk

Max drawdown: 3.5%
Volatility (ann.): 10.8%
Downside deviation: 6.6%
Ulcer index: 1.55%
VaR / CVaR 95% (daily): 0.84% / 1.09%
VaR / CVaR 99% (daily): 1.40% / 1.40%
Longest time under water: 36 days
Max / avg leverage: 2.9x / 1.3x
Top-3 trades share of PnL: 16%

Risk-adjusted

Sharpe: 1.84
Sortino: 3.02
Calmar: 6.08
Recovery factor: 1.17
Probabilistic Sharpe (PSR): 0.80
Omega ratio: 1.30
Gain-to-pain: 0.30

Trades

Trades: 70
Win rate: 50%
Payoff ratio: 1.30
Profit factor: 1.30
Expectancy: 2 bps
Tail ratio: 2.5
Avg holding time: 3 h

Consistency

Profitable months: 75%
Equity curve R²: 0.54
Longest losing streak: 5 days
Skew / kurtosis: 0.51 / 4.7
Consistency score: 74/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +19.7%
Correlation / R²: 0.02 / 0.00
Up / down capture: 4% / −1%
Tracking error: 50.6%
Information ratio: -0.30

Strategy vs BTC

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

Daily return pair76 daysFit · β0.00

BTC daily return →

Rolling 90-day beta & correlation

Needs at least 90 days of history.

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Needs at least 90 days of history.

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.84%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−3.5%	Aug 31, 2026	Oct 3, 2026	Ongoing	33 d	—
2	−2.1%	Jul 29, 2026	Aug 5, 2026	Aug 9, 2026	7 d	4 d
3	−0.8%	Aug 9, 2026	Aug 12, 2026	Aug 17, 2026	3 d	5 d
4	−0.6%	Aug 21, 2026	Aug 24, 2026	Aug 25, 2026	3 d	1 d
5	−0.3%	Aug 26, 2026	Aug 27, 2026	Aug 28, 2026	1 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

45%

30%

64%

36%

27%

73%

Exposure

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

Gross exposure164% of equityPeak291%

Average share of exposure

GER40100% · 171.9%

Performance by instrument

Share of net PnL