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EURUSD London Breakout

ActiveForexMT5

oskar.lVerified·London breakout · intradayView trader

Return 12m

−7.4%

371 days of history

Max drawdown

12.0%

Current 8.3%

Sortino

-1.06

Sharpe -0.77 · PSR 0.22

Compliance

11/12

92% of Epochs kept

Risk score

27 · Low

Capacity used

10%

34/330 seats · $990k

Trade analytics

Last 263 closed trades · risk measured at the initial stop

Avg risk / trade

0.60%

median 0.60% · max 0.75%

Avg planned R:R

1 : 1.66

target distance ÷ stop distance

Realized R:R

1 : 1.59

avg win +1.36R · avg loss −0.86R

Expectancy

+0.26R

per trade

SQN

2.25

Good

Kelly fraction

18.9%

optimal f · use ¼–½ in practice

Win rate

50.2%

profit factor 1.60

Consecutive W / L

8 / 6

longest streaks

Largest win / loss

+2.2R / −1.5R

Avg hold

8.6h / 9.6h

winners / losers

Avg MAE / MFE

0.62R / 1.03R

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 +67.7R

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	147	116
Win rate	50%	50%
Expectancy	+0.27R	+0.24R
Total R	+40.1R	+27.6R
Equity PnL	+24.5%	+17.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 2, 10:33	EURGBP short	0.64%	1:1.4	+1.43R	2.3h
Sep 30, 15:11	EURGBP long	0.54%	1:1.7	+1.58R	1.4d
Sep 29, 15:28	EURUSD long	0.72%	1:1.9	+1.37R	2.2h
Sep 22, 14:04	EURUSD long	0.59%	1:2.0	−0.84R	12.7h
Sep 21, 13:40	EURGBP long	0.71%	1:1.5	−0.81R	2.1h
Sep 21, 07:42	EURUSD short	0.71%	1:1.9	−1.05R	13.5h
Sep 18, 12:32	EURUSD short	0.47%	1:1.6	−1.00R	11.3h
Sep 17, 16:06	EURGBP long	0.52%	1:1.3	−0.80R	4.5h
Sep 16, 13:01	EURUSD long	0.52%	1:1.8	−1.40R	6.2h
Sep 16, 08:02	EURUSD long	0.48%	1:1.5	+1.47R	0.3h
Sep 11, 09:24	EURUSD long	0.72%	1:1.6	−0.80R	8.2h
Sep 11, 07:34	EURGBP short	0.50%	1:1.8	−0.70R	22.3h

Performance statistics

Based on 263 trades over 371 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	1Y	All
Strategy	−2.5%	+0.2%	+0.1%	+0.7%	−0.9%	−7.4%	−8.0%
Followers	−2.5%	+0.2%	+0.0%	+0.6%	−1.1%	−7.6%	−8.2%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+51.3%
Excess vs BTC	−2.9%	−0.8%	−11.2%	−70.5%	−56.7%	−76.9%	−59.3%

Returns

Return 1m: +0.2%
Return 3m: +0.1%
Return 12m: −7.4%
Return since start: −8.0%
CAGR: −7.9%

Risk

Max drawdown: 12.0%
Volatility (ann.): 10.0%
Downside deviation: 7.3%
Ulcer index: 7.77%
VaR / CVaR 95% (daily): 0.79% / 1.13%
VaR / CVaR 99% (daily): 1.29% / 1.87%
Longest time under water: 359 days
Max / avg leverage: 6.5x / 2.9x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: -0.77
Sortino: -1.06
Calmar: -0.65
Recovery factor: -0.66
Probabilistic Sharpe (PSR): 0.22
Omega ratio: 0.90
Gain-to-pain: -0.10

Trades

Trades: 263
Win rate: 52%
Payoff ratio: 1.55
Profit factor: 1.68
Expectancy: 2 bps
Tail ratio: 2.2
Avg holding time: 9.3 h

Consistency

Profitable months: 50%
Equity curve R²: 0.14
Longest losing streak: 8 days
Skew / kurtosis: -0.02 / 7.5
Consistency score: 79/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): −8.0%
Correlation / R²: 0.03 / 0.00
Up / down capture: 0% / 3%
Tracking error: 57.3%
Information ratio: -1.13

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, 2026Beta-0.01Correlation-0.05

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.16Volatility 90d11.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.79%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−12.0%	Oct 12, 2025	Apr 28, 2026	Ongoing	198 d	—
2	−0.9%	Oct 3, 2025	Oct 8, 2025	Oct 10, 2025	5 d	2 d
3	−0.3%	Oct 10, 2025	Oct 11, 2025	Oct 12, 2025	1 d	1 d
4	−0.1%	Oct 1, 2025	Oct 2, 2025	Oct 3, 2025	1 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

38%

62%

53%

43%

51%

47%

45%

Exposure

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

Gross exposure125% of equityPeak423%

Average share of exposure

EURUSD54% · 115.8%
EURGBP46% · 97.8%

Performance by instrument

Share of net PnL