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EURGBP London Breakout

ActiveForexMT5

daniel.nVerified·London breakout · intradayView trader

Return (all)

+12.9%

184 days of history

Max drawdown

10.0%

Current 3.3%

Sortino

1.97

Sharpe 1.32 · PSR 0.82

Compliance

6/6

100% of Epochs kept

Risk score

26 · Low

Capacity used

19%

42/220 seats · $660k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.59%

median 0.59% · max 0.73%

Avg planned R:R

1 : 1.96

target distance ÷ stop distance

Realized R:R

1 : 1.98

avg win +1.67R · avg loss −0.85R

Expectancy

+0.42R

per trade

SQN

3.23

Excellent

Kelly fraction

25.1%

optimal f · use ¼–½ in practice

Win rate

50.2%

profit factor 2.00

Consecutive W / L

8 / 6

longest streaks

Largest win / loss

+2.8R / −1.4R

Avg hold

2.6h / 3.0h

winners / losers

Avg MAE / MFE

0.61R / 1.21R

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 +168.2R

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	234	166
Win rate	49%	52%
Expectancy	+0.38R	+0.48R
Total R	+88.3R	+79.9R
Equity PnL	+53.8%	+47.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 11:34	EURGBP long	0.51%	1:2.3	−0.65R	2.5h
Oct 5, 09:36	EURGBP long	0.62%	1:2.1	−1.00R	1.3h
Oct 5, 10:23	EURGBP long	0.56%	1:1.8	+1.20R	5.5h
Oct 2, 07:18	EURGBP short	0.48%	1:1.7	+1.32R	2.4h
Oct 2, 14:21	EURGBP short	0.60%	1:1.6	−0.60R	1.9h
Oct 2, 12:17	GBPUSD long	0.52%	1:2.3	+2.47R	1.4h
Oct 2, 09:18	GBPUSD long	0.44%	1:1.9	−0.84R	11.2h
Oct 2, 09:10	EURGBP short	0.55%	1:1.9	+2.03R	14.1h
Oct 1, 16:58	GBPUSD long	0.53%	1:2.3	+2.44R	3.8h
Oct 1, 08:40	EURGBP short	0.45%	1:1.6	−1.02R	12.9h
Sep 30, 10:16	EURGBP short	0.61%	1:2.0	+1.89R	2.7h
Sep 30, 16:31	EURGBP short	0.57%	1:1.8	+2.03R	0.1h

Performance statistics

Based on 454 trades over 184 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	All
Strategy	−1.7%	+6.6%	+24.6%	+13.0%	+12.9%	+12.9%
Followers	−1.7%	+6.5%	+24.4%	+12.7%	+12.5%	+12.5%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+48.9%	+48.9%
Excess vs BTC	−2.1%	+5.6%	+13.3%	−58.2%	−36.0%	−36.0%

Returns

Return 1m: +6.6%
Return 3m: +24.6%
Return 12m: Insufficient data
Return since start: +12.9%
CAGR: +27.2%

Risk

Max drawdown: 10.0%
Volatility (ann.): 19.8%
Downside deviation: 13.2%
Ulcer index: 4.96%
VaR / CVaR 95% (daily): 1.67% / 2.10%
VaR / CVaR 99% (daily): 2.83% / 2.83%
Longest time under water: 121 days
Max / avg leverage: 6.4x / 2.9x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 1.32
Sortino: 1.97
Calmar: 2.72
Recovery factor: 1.29
Probabilistic Sharpe (PSR): 0.82
Omega ratio: 1.19
Gain-to-pain: 0.19

Trades

Trades: 454
Win rate: 45%
Payoff ratio: 1.85
Profit factor: 1.51
Expectancy: 2 bps
Tail ratio: 2.1
Avg holding time: 3.2 h

Consistency

Profitable months: 57%
Equity curve R²: 0.50
Longest losing streak: 5 days
Skew / kurtosis: -0.03 / 3.1
Consistency score: 76/100

Benchmark (vs BTC)

Beta: -0.03
Alpha (ann.): +29.0%
Correlation / R²: -0.09 / 0.01
Up / down capture: −0% / −8%
Tracking error: 63.3%
Information ratio: -1.10

Strategy vs BTC

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

Daily return pair184 daysFit · β-0.03

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta-0.09Correlation-0.21

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d4.43Volatility 90d20.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.67%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.0%	Apr 6, 2026	Jun 4, 2026	Aug 6, 2026	59 d	63 d
2	−6.6%	Sep 28, 2026	Oct 4, 2026	Ongoing	6 d	—
3	−2.5%	Aug 6, 2026	Aug 16, 2026	Aug 26, 2026	10 d	10 d
4	−2.1%	Sep 11, 2026	Sep 16, 2026	Sep 19, 2026	5 d	3 d
5	−1.8%	Sep 21, 2026	Sep 23, 2026	Sep 26, 2026	2 d	3 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

70%

52%

46%

50%

54%

50%

42%

Exposure

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

Gross exposure264% of equityPeak342%

Average share of exposure

EURGBP92% · 179.3%
GBPUSD8% · 14.8%

Performance by instrument

Share of net PnL