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EURUSD London Breakout

ActiveForexMT5

ingrid.lVerified+·London breakout · intradayView trader

Return 12m

+11.8%

641 days of history

Max drawdown

8.3%

Current 3.7%

Sortino

1.78

Sharpe 1.18 · PSR 0.94

Compliance

19/21

90% of Epochs kept

Risk score

28 · Low

Capacity used

60%

300/503 seats · $1.5M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.61%

median 0.60% · max 0.76%

Avg planned R:R

1 : 1.68

target distance ÷ stop distance

Realized R:R

1 : 1.69

avg win +1.42R · avg loss −0.84R

Expectancy

+0.21R

per trade

SQN

1.83

Average

Kelly fraction

14.9%

optimal f · use ¼–½ in practice

Win rate

46.5%

profit factor 1.47

Consecutive W / L

9 / 9

longest streaks

Largest win / loss

+2.2R / −1.5R

Avg hold

6.5h / 7.0h

winners / losers

Avg MAE / MFE

0.63R / 1.01R

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 +84.6R

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	232	168
Win rate	50%	42%
Expectancy	+0.30R	+0.09R
Total R	+69.5R	+15.1R
Equity PnL	+42.7%	+8.0%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 10:32	EURUSD short	0.47%	1:1.4	+1.02R	4.7h
Oct 5, 13:25	EURUSD long	0.56%	1:1.9	−0.85R	8.4h
Oct 5, 14:38	EURUSD long	0.63%	1:1.5	+1.07R	2.5h
Oct 5, 10:06	EURUSD short	0.49%	1:1.3	−0.92R	1.1h
Oct 2, 10:24	EURUSD long	0.49%	1:1.6	+0.96R	0.2h
Oct 2, 09:04	EURUSD long	0.57%	1:1.7	−0.63R	0.9h
Oct 2, 09:53	EURUSD short	0.56%	1:1.9	−0.79R	14.9h
Oct 2, 10:09	EURUSD short	0.51%	1:2.0	−0.81R	4.4h
Oct 1, 12:44	EURUSD short	0.57%	1:1.7	+1.27R	0.9h
Sep 29, 13:17	EURUSD short	0.58%	1:1.3	+0.94R	6.2h
Sep 29, 07:59	EURUSD short	0.75%	1:1.8	+1.50R	11.5h
Sep 28, 16:42	EURUSD short	0.55%	1:1.8	−0.84R	2.8h

Performance statistics

Based on 815 trades over 641 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	−2.2%	−2.3%	−1.0%	+1.8%	+5.6%	+11.8%	+13.8%
Followers	−2.2%	−2.4%	−1.1%	+1.6%	+5.3%	+11.4%	+13.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+206.6%
Excess vs BTC	−2.6%	−3.3%	−12.3%	−69.4%	−50.2%	−57.7%	−192.8%

Returns

Return 1m: −2.3%
Return 3m: −1.0%
Return 12m: +11.8%
Return since start: +13.8%
CAGR: +7.6%

Risk

Max drawdown: 8.3%
Volatility (ann.): 6.4%
Downside deviation: 4.3%
Ulcer index: 3.10%
VaR / CVaR 95% (daily): 0.49% / 0.65%
VaR / CVaR 99% (daily): 0.72% / 1.02%
Longest time under water: 247 days
Max / avg leverage: 6.6x / 3x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 1.18
Sortino: 1.78
Calmar: 0.92
Recovery factor: 1.66
Probabilistic Sharpe (PSR): 0.94
Omega ratio: 1.17
Gain-to-pain: 0.17

Trades

Trades: 815
Win rate: 48%
Payoff ratio: 1.57
Profit factor: 1.45
Expectancy: 2 bps
Tail ratio: 2.2
Avg holding time: 6.6 h

Consistency

Profitable months: 55%
Equity curve R²: 0.82
Longest losing streak: 7 days
Skew / kurtosis: 0.04 / 5.7
Consistency score: 74/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +7.1%
Correlation / R²: 0.05 / 0.00
Up / down capture: 1% / −1%
Tracking error: 55.7%
Information ratio: -1.29

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, 2026Beta0.01Correlation0.11

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-0.47Volatility 90d5.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.49%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.3%	Feb 16, 2025	Jul 1, 2025	Oct 22, 2025	135 d	113 d
2	−3.7%	Sep 17, 2026	Oct 6, 2026	Ongoing	19 d	—
3	−3.6%	Dec 28, 2025	Jan 18, 2026	Feb 20, 2026	21 d	33 d
4	−2.2%	Apr 3, 2026	Apr 14, 2026	May 26, 2026	11 d	42 d
5	−1.9%	Nov 6, 2025	Nov 28, 2025	Dec 23, 2025	22 d	25 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

51%

62%

59%

49%

50%

45%

Exposure

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

Gross exposure110% of equityPeak444%

Average share of exposure

EURUSD100% · 165.2%

Performance by instrument

Share of net PnL