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Gap Fade Lite

ActiveStocksMT5

ingrid.lVerified+·Gap fade · intradayView trader

Return (all)

+18.7%

334 days of history

Max drawdown

8.8%

Current 3.6%

Sortino

1.69

Sharpe 1.07 · PSR 0.85

Compliance

9/11

82% of Epochs kept

Risk score

54 · Medium

Capacity used

34%

27/80 seats · $240k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.90%

median 0.91% · max 1.12%

Avg planned R:R

1 : 0.96

target distance ÷ stop distance

Realized R:R

1 : 0.92

avg win +0.80R · avg loss −0.87R

Expectancy

+0.15R

per trade

SQN

1.75

Average

Kelly fraction

18.3%

optimal f · use ¼–½ in practice

Win rate

60.8%

profit factor 1.43

Consecutive W / L

10 / 8

longest streaks

Largest win / loss

+1.3R / −1.5R

Avg hold

3.5h / 3.8h

winners / losers

Avg MAE / MFE

0.57R / 0.75R

adverse / favorable excursion

Capture ratio

83%

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 +58.6R

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	224	176
Win rate	61%	61%
Expectancy	+0.16R	+0.13R
Total R	+36.2R	+22.4R
Equity PnL	+32.3%	+19.8%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 03:59	MSTR short	0.93%	1:0.9	+0.89R	1.3h
Oct 6, 13:08	AMD short	0.83%	1:1.0	+0.86R	1.2h
Oct 6, 12:37	MSTR long	1.03%	1:0.8	−1.00R	3.7h
Oct 5, 05:20	MSTR long	1.01%	1:1.0	+0.69R	3.2h
Oct 5, 02:09	MSTR long	0.79%	1:1.1	+0.79R	6.3h
Oct 5, 16:07	MSTR long	1.09%	1:0.8	+0.80R	3.2h
Oct 5, 00:44	AAPL long	1.08%	1:0.8	−0.67R	2.6h
Oct 5, 01:04	MSTR long	0.68%	1:1.1	+0.73R	1.1h
Oct 2, 06:47	MSTR short	1.10%	1:0.9	+0.91R	0.1h
Oct 2, 02:51	MSTR short	0.82%	1:1.0	−0.81R	3.1h
Oct 2, 21:57	AAPL short	1.08%	1:0.8	+0.65R	2.7h
Oct 2, 03:28	AMD short	1.06%	1:0.9	−0.65R	1.3h

Performance statistics

Based on 861 trades over 334 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	All
Strategy	+1.2%	−3.6%	+12.5%	+19.6%	+22.4%	+18.7%
Followers	+1.2%	−3.7%	+12.0%	+18.7%	+21.0%	+17.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+82.3%
Excess vs BTC	+0.8%	−4.6%	+1.2%	−51.6%	−33.3%	−63.6%

Returns

Return 1m: −3.6%
Return 3m: +12.5%
Return 12m: Insufficient data
Return since start: +18.7%
CAGR: +20.6%

Risk

Max drawdown: 8.8%
Volatility (ann.): 19.3%
Downside deviation: 12.2%
Ulcer index: 3.80%
VaR / CVaR 95% (daily): 1.56% / 1.82%
VaR / CVaR 99% (daily): 1.92% / 2.44%
Longest time under water: 134 days
Max / avg leverage: 2.5x / 1.1x
Top-3 trades share of PnL: 20%

Risk-adjusted

Sharpe: 1.07
Sortino: 1.69
Calmar: 2.34
Recovery factor: 2.13
Probabilistic Sharpe (PSR): 0.85
Omega ratio: 1.16
Gain-to-pain: 0.16

Trades

Trades: 861
Win rate: 62%
Payoff ratio: 0.89
Profit factor: 1.45
Expectancy: 2 bps
Tail ratio: 2.9
Avg holding time: 3.4 h

Consistency

Profitable months: 50%
Equity curve R²: 0.76
Longest losing streak: 7 days
Skew / kurtosis: 0.58 / 4.7
Consistency score: 58/100

Benchmark (vs BTC)

Beta: 0.10
Alpha (ann.): +12.5%
Correlation / R²: 0.28 / 0.08
Up / down capture: 13% / 11%
Tracking error: 52.9%
Information ratio: -1.14

Strategy vs BTC

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

Daily return pair334 daysFit · β0.10

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.16Correlation0.38

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d2.33Volatility 90d21.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.56%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.8%	Nov 22, 2025	Mar 18, 2026	Apr 6, 2026	116 d	19 d
2	−7.8%	Sep 6, 2026	Oct 1, 2026	Ongoing	25 d	—
3	−5.3%	May 15, 2026	Jul 7, 2026	Jul 26, 2026	53 d	19 d
4	−4.8%	Jul 28, 2026	Aug 6, 2026	Aug 17, 2026	9 d	11 d
5	−2.9%	Apr 26, 2026	May 5, 2026	May 14, 2026	9 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

44%

48%

43%

55%

44%

60%

52%

Exposure

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

Gross exposure28% of equityPeak133%

Average share of exposure

MSTR41% · 24.6%
AAPL39% · 23%
AMD20% · 11.7%

Performance by instrument

Share of net PnL