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EURGBP London Breakout v2

ActiveForexMT5

zara.mVerified+·London breakout · intradayView trader

Return 12m

+16.9%

645 days of history

Max drawdown

10.5%

Current 1.1%

Sortino

3.86

Sharpe 2.36 · PSR 1.00

Compliance

19/21

90% of Epochs kept

Risk score

23 · Low

Capacity used

95%

457/480 seats · $1.4M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.54%

median 0.54% · max 0.69%

Avg planned R:R

1 : 1.23

target distance ÷ stop distance

Realized R:R

1 : 1.23

avg win +1.05R · avg loss −0.85R

Expectancy

+0.22R

per trade

SQN

2.32

Good

Kelly fraction

21.5%

optimal f · use ¼–½ in practice

Win rate

56.8%

profit factor 1.61

Consecutive W / L

13 / 9

longest streaks

Largest win / loss

+1.7R / −1.4R

Avg hold

3.3h / 3.5h

winners / losers

Avg MAE / MFE

0.59R / 0.88R

adverse / favorable excursion

Capture ratio

85%

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 +89.9R

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	226	174
Win rate	57%	56%
Expectancy	+0.23R	+0.22R
Total R	+52.4R	+37.6R
Equity PnL	+28.2%	+20.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 12:58	GBPUSD long	0.56%	1:1.2	−0.82R	1.6h
Oct 5, 09:35	EURGBP long	0.50%	1:1.1	+0.79R	1.8h
Oct 5, 16:22	EURGBP long	0.46%	1:1.5	−0.60R	3.1h
Oct 5, 14:15	EURGBP short	0.54%	1:1.4	−0.81R	4.4h
Oct 5, 07:13	EURGBP long	0.43%	1:1.1	−0.88R	0.1h
Oct 2, 11:39	GBPUSD short	0.62%	1:1.4	+0.97R	0.4h
Oct 1, 09:56	EURGBP long	0.47%	1:1.0	−0.94R	3.8h
Oct 1, 10:06	EURGBP long	0.68%	1:1.0	+1.01R	2.5h
Sep 30, 10:59	EURGBP long	0.48%	1:1.3	−0.75R	8.8h
Sep 30, 15:19	GBPUSD long	0.45%	1:1.1	−1.04R	4.4h
Sep 30, 08:45	GBPUSD long	0.47%	1:1.2	+1.05R	0.8h
Sep 29, 10:37	EURGBP short	0.60%	1:1.5	+1.41R	0.6h

Performance statistics

Based on 1,026 trades over 645 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	−0.3%	+1.5%	+2.7%	+13.7%	+10.2%	+16.9%	+51.7%
Followers	−0.3%	+1.5%	+2.6%	+13.5%	+9.8%	+16.4%	+50.6%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+214.9%
Excess vs BTC	−0.7%	+0.5%	−8.6%	−57.5%	−45.5%	−52.6%	−163.2%

Returns

Return 1m: +1.5%
Return 3m: +2.7%
Return 12m: +16.9%
Return since start: +51.7%
CAGR: +26.6%

Risk

Max drawdown: 10.5%
Volatility (ann.): 10.2%
Downside deviation: 6.2%
Ulcer index: 3.60%
VaR / CVaR 95% (daily): 0.76% / 0.96%
VaR / CVaR 99% (daily): 1.12% / 1.31%
Longest time under water: 142 days
Max / avg leverage: 6.2x / 2.8x
Top-3 trades share of PnL: 12%

Risk-adjusted

Sharpe: 2.36
Sortino: 3.86
Calmar: 2.53
Recovery factor: 4.92
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.37
Gain-to-pain: 0.37

Trades

Trades: 1,026
Win rate: 51%
Payoff ratio: 1.14
Profit factor: 1.19
Expectancy: 2 bps
Tail ratio: 2.1
Avg holding time: 3.4 h

Consistency

Profitable months: 61%
Equity curve R²: 0.88
Longest losing streak: 9 days
Skew / kurtosis: 0.38 / 4.3
Consistency score: 81/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +23.0%
Correlation / R²: 0.07 / 0.01
Up / down capture: 5% / −1%
Tracking error: 55.8%
Information ratio: -1.01

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 5, 2026Beta0.00Correlation0.02

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d1.34Volatility 90d9.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.76%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.5%	Feb 12, 2026	Apr 15, 2026	Jul 5, 2026	62 d	81 d
2	−4.1%	May 25, 2025	Jun 16, 2025	Jul 31, 2025	22 d	45 d
3	−3.8%	Dec 1, 2025	Jan 10, 2026	Jan 22, 2026	40 d	12 d
4	−3.1%	Jul 17, 2026	Jul 30, 2026	Sep 6, 2026	13 d	38 d
5	−2.4%	Oct 9, 2025	Oct 26, 2025	Nov 11, 2025	17 d	16 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

57%

60%

57%

52%

46%

60%

50%

Exposure

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

Gross exposure58% of equityPeak357%

Average share of exposure

EURGBP71% · 146.3%
GBPUSD29% · 58.7%

Performance by instrument

Share of net PnL

EURGBP London Breakout v2

ActiveForexMT5

zara.mVerified+·London breakout · intradayView trader

Return 12m

+16.9%

645 days of history

Max drawdown

10.5%

Current 1.1%

Sortino

3.86

Sharpe 2.36 · PSR 1.00

Compliance

19/21

90% of Epochs kept

Risk score

23 · Low

Capacity used

95%

457/480 seats · $1.4M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.54%

median 0.54% · max 0.69%

Avg planned R:R

1 : 1.23

target distance ÷ stop distance

Realized R:R

1 : 1.23

avg win +1.05R · avg loss −0.85R

Expectancy

+0.22R

per trade

SQN

2.32

Good

Kelly fraction

21.5%

optimal f · use ¼–½ in practice

Win rate

56.8%

profit factor 1.61

Consecutive W / L

13 / 9

longest streaks

Largest win / loss

+1.7R / −1.4R

Avg hold

3.3h / 3.5h

winners / losers

Avg MAE / MFE

0.59R / 0.88R

adverse / favorable excursion

Capture ratio

85%

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 +89.9R

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	226	174
Win rate	57%	56%
Expectancy	+0.23R	+0.22R
Total R	+52.4R	+37.6R
Equity PnL	+28.2%	+20.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 12:58	GBPUSD long	0.56%	1:1.2	−0.82R	1.6h
Oct 5, 09:35	EURGBP long	0.50%	1:1.1	+0.79R	1.8h
Oct 5, 16:22	EURGBP long	0.46%	1:1.5	−0.60R	3.1h
Oct 5, 14:15	EURGBP short	0.54%	1:1.4	−0.81R	4.4h
Oct 5, 07:13	EURGBP long	0.43%	1:1.1	−0.88R	0.1h
Oct 2, 11:39	GBPUSD short	0.62%	1:1.4	+0.97R	0.4h
Oct 1, 09:56	EURGBP long	0.47%	1:1.0	−0.94R	3.8h
Oct 1, 10:06	EURGBP long	0.68%	1:1.0	+1.01R	2.5h
Sep 30, 10:59	EURGBP long	0.48%	1:1.3	−0.75R	8.8h
Sep 30, 15:19	GBPUSD long	0.45%	1:1.1	−1.04R	4.4h
Sep 30, 08:45	GBPUSD long	0.47%	1:1.2	+1.05R	0.8h
Sep 29, 10:37	EURGBP short	0.60%	1:1.5	+1.41R	0.6h

Performance statistics

Based on 1,026 trades over 645 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	−0.3%	+1.5%	+2.7%	+13.7%	+10.2%	+16.9%	+51.7%
Followers	−0.3%	+1.5%	+2.6%	+13.5%	+9.8%	+16.4%	+50.6%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+214.9%
Excess vs BTC	−0.7%	+0.5%	−8.6%	−57.5%	−45.5%	−52.6%	−163.2%

Returns

Return 1m: +1.5%
Return 3m: +2.7%
Return 12m: +16.9%
Return since start: +51.7%
CAGR: +26.6%

Risk

Max drawdown: 10.5%
Volatility (ann.): 10.2%
Downside deviation: 6.2%
Ulcer index: 3.60%
VaR / CVaR 95% (daily): 0.76% / 0.96%
VaR / CVaR 99% (daily): 1.12% / 1.31%
Longest time under water: 142 days
Max / avg leverage: 6.2x / 2.8x
Top-3 trades share of PnL: 12%

Risk-adjusted

Sharpe: 2.36
Sortino: 3.86
Calmar: 2.53
Recovery factor: 4.92
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.37
Gain-to-pain: 0.37

Trades

Trades: 1,026
Win rate: 51%
Payoff ratio: 1.14
Profit factor: 1.19
Expectancy: 2 bps
Tail ratio: 2.1
Avg holding time: 3.4 h

Consistency

Profitable months: 61%
Equity curve R²: 0.88
Longest losing streak: 9 days
Skew / kurtosis: 0.38 / 4.3
Consistency score: 81/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +23.0%
Correlation / R²: 0.07 / 0.01
Up / down capture: 5% / −1%
Tracking error: 55.8%
Information ratio: -1.01

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 5, 2026Beta0.00Correlation0.02

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d1.34Volatility 90d9.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.76%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.5%	Feb 12, 2026	Apr 15, 2026	Jul 5, 2026	62 d	81 d
2	−4.1%	May 25, 2025	Jun 16, 2025	Jul 31, 2025	22 d	45 d
3	−3.8%	Dec 1, 2025	Jan 10, 2026	Jan 22, 2026	40 d	12 d
4	−3.1%	Jul 17, 2026	Jul 30, 2026	Sep 6, 2026	13 d	38 d
5	−2.4%	Oct 9, 2025	Oct 26, 2025	Nov 11, 2025	17 d	16 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

57%

60%

57%

52%

46%

60%

50%

Exposure

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

Gross exposure58% of equityPeak357%

Average share of exposure

EURGBP71% · 146.3%
GBPUSD29% · 58.7%

Performance by instrument

Share of net PnL