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EURUSD London Breakout Plus

ActiveForexMT5

daniel.nVerified·London breakout · intradayView trader

Return 12m

+16.9%

755 days of history

Max drawdown

7.6%

Current 0.3%

Sortino

1.74

Sharpe 1.20 · PSR 0.96

Compliance

23/25

92% of Epochs kept

Risk score

28 · Low

Capacity used

52%

130/250 seats · $750k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.60%

median 0.60% · max 0.76%

Avg planned R:R

1 : 1.97

target distance ÷ stop distance

Realized R:R

1 : 2.04

avg win +1.71R · avg loss −0.84R

Expectancy

+0.35R

per trade

SQN

2.71

Good

Kelly fraction

20.7%

optimal f · use ¼–½ in practice

Win rate

46.8%

profit factor 1.79

Consecutive W / L

7 / 9

longest streaks

Largest win / loss

+2.7R / −1.4R

Avg hold

5.0h / 5.1h

winners / losers

Avg MAE / MFE

0.63R / 1.17R

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 +141.3R

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	45%	49%
Expectancy	+0.31R	+0.41R
Total R	+71.9R	+69.4R
Equity PnL	+44.2%	+42.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 13:44	EURUSD long	0.59%	1:2.1	+1.82R	5.8h
Oct 5, 14:42	EURUSD short	0.61%	1:1.9	+1.99R	8.5h
Oct 5, 16:14	EURUSD long	0.60%	1:2.0	−0.64R	5.3h
Oct 5, 09:49	EURUSD long	0.75%	1:2.1	+1.30R	0.8h
Oct 5, 13:09	EURUSD long	0.54%	1:1.8	+1.27R	2.6h
Oct 5, 11:16	EURUSD long	0.70%	1:1.8	−0.71R	6.8h
Oct 2, 16:27	EURUSD short	0.48%	1:2.2	−0.60R	5.4h
Oct 2, 09:50	EURUSD long	0.62%	1:1.7	+1.85R	7.0h
Oct 2, 15:39	EURUSD short	0.48%	1:2.3	+1.87R	0.8h
Sep 29, 09:48	EURUSD long	0.59%	1:1.7	+1.55R	16.7h
Sep 28, 13:41	EURUSD short	0.47%	1:2.2	−0.81R	5.6h
Sep 28, 11:58	EURUSD short	0.54%	1:2.1	−0.77R	0.6h

Performance statistics

Based on 913 trades over 755 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	+0.4%	+2.8%	+4.6%	+8.7%	+14.3%	+16.9%	+17.2%
Followers	+0.4%	+2.8%	+4.5%	+8.5%	+14.0%	+16.5%	+16.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+161.0%
Excess vs BTC	+0.1%	+1.8%	−6.7%	−62.5%	−41.4%	−52.6%	−143.7%

Returns

Return 1m: +2.8%
Return 3m: +4.6%
Return 12m: +16.9%
Return since start: +17.2%
CAGR: +8.0%

Risk

Max drawdown: 7.6%
Volatility (ann.): 6.6%
Downside deviation: 4.5%
Ulcer index: 3.33%
VaR / CVaR 95% (daily): 0.50% / 0.75%
VaR / CVaR 99% (daily): 0.80% / 1.33%
Longest time under water: 429 days
Max / avg leverage: 6.6x / 3x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 1.20
Sortino: 1.74
Calmar: 1.05
Recovery factor: 2.27
Probabilistic Sharpe (PSR): 0.96
Omega ratio: 1.18
Gain-to-pain: 0.18

Trades

Trades: 913
Win rate: 48%
Payoff ratio: 1.83
Profit factor: 1.69
Expectancy: 2 bps
Tail ratio: 2.2
Avg holding time: 5.4 h

Consistency

Profitable months: 73%
Equity curve R²: 0.61
Longest losing streak: 7 days
Skew / kurtosis: -0.41 / 6.5
Consistency score: 77/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +7.7%
Correlation / R²: 0.03 / 0.00
Up / down capture: 1% / −1%
Tracking error: 55.5%
Information ratio: -0.97

Strategy vs BTC

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

Daily return pair365 daysFit · β0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.00Correlation-0.03

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d3.57Volatility 90d5.4%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.50%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−7.6%	Nov 1, 2024	Jun 1, 2025	Jan 5, 2026	212 d	218 d
2	−4.5%	Apr 25, 2026	May 22, 2026	Jun 28, 2026	27 d	37 d
3	−2.3%	Feb 27, 2026	Mar 6, 2026	Mar 21, 2026	7 d	15 d
4	−1.7%	Aug 16, 2026	Sep 2, 2026	Sep 18, 2026	17 d	16 d
5	−1.5%	Jan 29, 2026	Feb 8, 2026	Feb 17, 2026	10 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

51%

55%

61%

45%

56%

54%

44%

Exposure

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

Gross exposure89% of equityPeak251%

Average share of exposure

EURUSD100% · 78.8%

Performance by instrument

Share of net PnL