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EURGBP London Breakout

ActiveForexMT5

emma.lVerified+·London breakout · intradayView trader

Return 12m

+20.7%

884 days of history

Max drawdown

10.5%

Current 1.9%

Sortino

3.54

Sharpe 2.27 · PSR 1.00

Compliance

26/29

90% of Epochs kept

Risk score

39 · Low

Capacity used

41%

129/316 seats · $950k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.74%

median 0.74% · max 0.91%

Avg planned R:R

1 : 2.24

target distance ÷ stop distance

Realized R:R

1 : 2.31

avg win +1.93R · avg loss −0.84R

Expectancy

+0.30R

per trade

SQN

2.17

Good

Kelly fraction

15.8%

optimal f · use ¼–½ in practice

Win rate

41.3%

profit factor 1.62

Consecutive W / L

6 / 10

longest streaks

Largest win / loss

+3.1R / −1.4R

Avg hold

5.1h / 4.4h

winners / losers

Avg MAE / MFE

0.67R / 1.19R

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 +121.6R

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	235	165
Win rate	45%	36%
Expectancy	+0.43R	+0.12R
Total R	+101.4R	+20.3R
Equity PnL	+77.3%	+15.0%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 11:27	EURGBP long	0.86%	1:2.0	−0.81R	1.5h
Oct 5, 09:02	EURUSD short	0.68%	1:2.0	+2.28R	3.2h
Oct 5, 10:50	EURUSD long	0.80%	1:2.6	+2.35R	1.5h
Oct 2, 07:44	EURGBP long	0.61%	1:2.7	+1.86R	0.1h
Oct 2, 10:40	EURGBP short	0.75%	1:2.4	−0.80R	2.2h
Oct 2, 14:51	EURUSD short	0.75%	1:1.9	−1.00R	4.5h
Oct 1, 11:07	EURGBP long	0.59%	1:2.1	+2.18R	4.4h
Sep 30, 14:14	EURGBP short	0.76%	1:2.4	+1.42R	1.5h
Sep 29, 11:34	EURGBP short	0.64%	1:2.5	+1.42R	1.1h
Sep 25, 11:12	EURUSD short	0.62%	1:1.9	−0.84R	0.7h
Sep 23, 07:42	EURUSD long	0.71%	1:1.9	+1.59R	11.6h
Sep 22, 12:52	EURGBP long	0.66%	1:2.1	−0.73R	8.3h

Performance statistics

Based on 864 trades over 884 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	−1.8%	+6.1%	+10.3%	+13.8%	+11.8%	+20.7%	+114.6%
Followers	−1.8%	+6.1%	+10.2%	+13.6%	+11.5%	+20.3%	+113.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+178.8%
Excess vs BTC	−2.2%	+5.1%	−1.0%	−57.4%	−44.0%	−48.8%	−64.1%

Returns

Return 1m: +6.1%
Return 3m: +10.3%
Return 12m: +20.7%
Return since start: +114.6%
CAGR: +37.1%

Risk

Max drawdown: 10.5%
Volatility (ann.): 14.3%
Downside deviation: 9.2%
Ulcer index: 4.10%
VaR / CVaR 95% (daily): 1.15% / 1.52%
VaR / CVaR 99% (daily): 1.87% / 2.21%
Longest time under water: 207 days
Max / avg leverage: 7.4x / 3.3x
Top-3 trades share of PnL: 16%

Risk-adjusted

Sharpe: 2.27
Sortino: 3.54
Calmar: 3.53
Recovery factor: 10.92
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.36
Gain-to-pain: 0.36

Trades

Trades: 864
Win rate: 46%
Payoff ratio: 2.05
Profit factor: 1.75
Expectancy: 2 bps
Tail ratio: 2.5
Avg holding time: 4.6 h

Consistency

Profitable months: 80%
Equity curve R²: 0.90
Longest losing streak: 6 days
Skew / kurtosis: 0.15 / 5.3
Consistency score: 73/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +31.3%
Correlation / R²: 0.08 / 0.01
Up / down capture: 6% / −2%
Tracking error: 55.2%
Information ratio: -0.45

Strategy vs BTC

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

Daily return pair365 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta-0.01Correlation-0.04

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d2.82Volatility 90d14.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.15%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.5%	Feb 18, 2026	Apr 21, 2026	Sep 14, 2026	62 d	146 d
2	−7.7%	Oct 6, 2024	Oct 18, 2024	Dec 3, 2024	12 d	46 d
3	−7.2%	Apr 16, 2025	Jul 5, 2025	Aug 13, 2025	80 d	39 d
4	−5.9%	Aug 16, 2024	Aug 22, 2024	Sep 3, 2024	6 d	12 d
5	−4.7%	Nov 14, 2025	Dec 16, 2025	Dec 25, 2025	32 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

57%

59%

52%

48%

67%

50%

58%

Exposure

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

Gross exposure288% of equityPeak433%

Average share of exposure

EURGBP72% · 161.4%
EURUSD28% · 62.1%

Performance by instrument

Share of net PnL