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OperationalRisk Engine 14msEpoch ends in —Solanaslot —· 0.4s

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EURUSD Session Fade

ActiveForexMT5

yuki.mqVerified+·Mean reversion · sessionView trader

Return 12m

−6.0%

428 days of history

Max drawdown

8.2%

Current 6.8%

Sortino

-1.94

Sharpe -1.39 · PSR 0.07

Compliance

13/14

93% of Epochs kept

Risk score

30 · Low

Capacity used

15%

18/123 seats · $370k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.63%

median 0.63% · max 0.79%

Avg planned R:R

1 : 0.72

target distance ÷ stop distance

Realized R:R

1 : 0.71

avg win +0.59R · avg loss −0.84R

Expectancy

−0.01R

per trade

SQN

-0.17

Poor

Kelly fraction

0.0%

optimal f · use ¼–½ in practice

Win rate

57.8%

profit factor 0.96

Consecutive W / L

8 / 5

longest streaks

Largest win / loss

+0.9R / −1.5R

Avg hold

5.6h / 6.0h

winners / losers

Avg MAE / MFE

0.57R / 0.57R

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 −5.0R

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	58%	57%
Expectancy	−0.00R	−0.03R
Total R	−0.2R	−4.9R
Equity PnL	+0.2%	−1.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 14:02	EURUSD long	0.72%	1:0.6	−0.86R	3.7h
Oct 5, 08:25	EURUSD long	0.61%	1:0.7	−1.03R	3.1h
Oct 2, 12:14	EURUSD long	0.59%	1:0.8	+0.52R	1.2h
Oct 2, 14:36	EURUSD short	0.78%	1:0.9	+0.59R	3.6h
Oct 1, 08:09	EURUSD long	0.56%	1:0.8	−0.91R	0.3h
Oct 1, 08:23	EURUSD short	0.65%	1:0.8	+0.61R	15.2h
Sep 30, 13:54	EURUSD long	0.62%	1:0.8	+0.64R	0.3h
Sep 30, 15:31	AUDUSD short	0.63%	1:0.8	−0.71R	12.9h
Sep 28, 15:07	EURUSD long	0.55%	1:0.6	+0.42R	2.0h
Sep 25, 10:06	AUDUSD long	0.51%	1:0.6	+0.38R	7.4h
Sep 25, 08:50	AUDUSD short	0.68%	1:0.8	−1.02R	5.9h
Sep 25, 11:55	AUDUSD long	0.48%	1:0.7	+0.73R	7.4h

Performance statistics

Based on 530 trades over 428 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	−0.7%	+0.9%	−1.4%	−1.2%	−2.9%	−6.0%	−6.6%
Followers	−0.7%	+0.8%	−1.5%	−1.4%	−3.2%	−6.3%	−7.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+93.1%
Excess vs BTC	−1.1%	−0.1%	−12.7%	−72.4%	−58.6%	−75.5%	−99.7%

Returns

Return 1m: +0.9%
Return 3m: −1.4%
Return 12m: −6.0%
Return since start: −6.6%
CAGR: −5.7%

Risk

Max drawdown: 8.2%
Volatility (ann.): 4.1%
Downside deviation: 3.0%
Ulcer index: 5.04%
VaR / CVaR 95% (daily): 0.37% / 0.44%
VaR / CVaR 99% (daily): 0.53% / 0.55%
Longest time under water: 378 days
Max / avg leverage: 6.7x / 3x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: -1.39
Sortino: -1.94
Calmar: -0.69
Recovery factor: -0.81
Probabilistic Sharpe (PSR): 0.07
Omega ratio: 0.83
Gain-to-pain: -0.17

Trades

Trades: 530
Win rate: 64%
Payoff ratio: 0.67
Profit factor: 1.19
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 5.5 h

Consistency

Profitable months: 27%
Equity curve R²: 0.73
Longest losing streak: 10 days
Skew / kurtosis: 0.48 / 4.7
Consistency score: 76/100

Benchmark (vs BTC)

Beta: -0.00
Alpha (ann.): −5.7%
Correlation / R²: -0.01 / 0.00
Up / down capture: −1% / 0%
Tracking error: 56.4%
Information ratio: -1.38

Strategy vs BTC

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

Daily return pair365 daysFit · β-0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta-0.01Correlation-0.11

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-1.24Volatility 90d4.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.37%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.2%	Sep 23, 2025	Sep 2, 2026	Ongoing	344 d	—
2	−0.7%	Aug 16, 2025	Sep 10, 2025	Sep 23, 2025	25 d	13 d
3	−0.4%	Aug 5, 2025	Aug 9, 2025	Aug 15, 2025	4 d	6 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

44%

42%

39%

41%

56%

39%

57%

Exposure

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

Gross exposure210% of equityPeak300%

Average share of exposure

EURUSD86% · 129.1%
AUDUSD14% · 20.3%

Performance by instrument

Share of net PnL