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GBPUSD London Breakout

RookieForexMT5

hugo.lConnected·London breakout · intradayView trader

Return (all)

+4.9%

92 days of history

Max drawdown

11.9%

Current 3.3%

Sortino

1.66

Sharpe 1.07 · PSR 0.70

Compliance

2/2

Rookie stage

Risk score

37 · Low

Capacity used

1/13 seats · $41k

Trade analytics

Last 116 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.69%

median 0.68% · max 0.88%

Avg planned R:R

1 : 1.30

target distance ÷ stop distance

Realized R:R

1 : 1.34

avg win +1.08R · avg loss −0.81R

Expectancy

+0.09R

per trade

SQN

0.92

Poor

Kelly fraction

8.3%

optimal f · use ¼–½ in practice

Win rate

47.4%

profit factor 1.21

Consecutive W / L

7 / 10

longest streaks

Largest win / loss

+1.7R / −1.0R

Avg hold

5.5h / 8.4h

winners / losers

Avg MAE / MFE

0.59R / 0.83R

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 +10.4R

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	71	45
Win rate	49%	44%
Expectancy	+0.09R	+0.10R
Total R	+6.1R	+4.3R
Equity PnL	+3.3%	+2.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 13:52	GBPUSD long	0.86%	1:1.4	−0.74R	2.7h
Oct 5, 08:08	GBPUSD long	0.81%	1:1.2	−0.74R	2.1h
Oct 5, 11:21	GBPUSD long	0.61%	1:1.4	+1.62R	2.6h
Oct 5, 16:17	GBPUSD short	0.82%	1:1.3	+1.22R	0.8h
Oct 5, 12:12	GBPUSD long	0.85%	1:1.3	+0.82R	0.1h
Oct 2, 09:58	GBPUSD short	0.75%	1:1.3	+0.80R	2.7h
Oct 2, 12:28	GBPUSD long	0.64%	1:1.0	−0.80R	4.1h
Oct 2, 14:13	GBPUSD long	0.78%	1:1.5	−0.67R	7.1h
Oct 2, 13:37	GBPUSD long	0.74%	1:1.2	+1.04R	1.7h
Oct 1, 08:12	GBPUSD short	0.57%	1:1.5	+1.55R	8.2h
Sep 30, 13:01	GBPUSD long	0.64%	1:1.2	+1.41R	1.3h
Sep 30, 10:36	GBPUSD short	0.86%	1:1.3	−0.73R	9.1h

Performance statistics

Based on 116 trades over 92 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	YTD	All
Strategy	+5.8%	+7.2%	+6.0%	+4.9%	+4.9%
Followers	+5.8%	+7.1%	+5.9%	+4.8%	+4.8%
BTC	+0.4%	+1.0%	+11.3%	+13.0%	+13.0%
Excess vs BTC	+5.4%	+6.2%	−5.3%	−8.1%	−8.1%

Returns

Return 1m: +7.2%
Return 3m: +6.0%
Return 12m: Insufficient data
Return since start: +4.9%
CAGR: +20.9%

Risk

Max drawdown: 11.9%
Volatility (ann.): 19.6%
Downside deviation: 12.6%
Ulcer index: 6.07%
VaR / CVaR 95% (daily): 1.67% / 2.04%
VaR / CVaR 99% (daily): 2.66% / 2.66%
Longest time under water: 58 days
Max / avg leverage: 7.2x / 3.3x
Top-3 trades share of PnL: 16%

Risk-adjusted

Sharpe: 1.07
Sortino: 1.66
Calmar: 1.76
Recovery factor: 0.41
Probabilistic Sharpe (PSR): 0.70
Omega ratio: 1.15
Gain-to-pain: 0.15

Trades

Trades: 116
Win rate: 51%
Payoff ratio: 1.20
Profit factor: 1.25
Expectancy: 2 bps
Tail ratio: 2.5
Avg holding time: 7.6 h

Consistency

Profitable months: 75%
Equity curve R²: 0.10
Longest losing streak: 9 days
Skew / kurtosis: 0.18 / 3.0
Consistency score: 76/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +20.4%
Correlation / R²: 0.02 / 0.00
Up / down capture: 8% / 4%
Tracking error: 53.2%
Information ratio: -0.75

Strategy vs BTC

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

Daily return pair92 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Needs at least 90 days of history.

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Needs at least 90 days of history.

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.67%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.9%	Aug 9, 2026	Sep 11, 2026	Ongoing	33 d	—
2	−3.1%	Jul 21, 2026	Jul 29, 2026	Aug 6, 2026	8 d	8 d
3	−1.1%	Jul 6, 2026	Jul 8, 2026	Jul 10, 2026	2 d	2 d
4	−0.7%	Jul 19, 2026	Jul 20, 2026	Jul 21, 2026	1 d	1 d
5	−0.2%	Jul 11, 2026	Jul 12, 2026	Jul 13, 2026	1 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

31%

50%

23%

69%

38%

62%

Exposure

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

Gross exposure371% of equityPeak507%

Average share of exposure

GBPUSD100% · 248.7%

Performance by instrument

Share of net PnL

GBPUSD London Breakout

RookieForexMT5

hugo.lConnected·London breakout · intradayView trader

Return (all)

+4.9%

92 days of history

Max drawdown

11.9%

Current 3.3%

Sortino

1.66

Sharpe 1.07 · PSR 0.70

Compliance

2/2

Rookie stage

Risk score

37 · Low

Capacity used

1/13 seats · $41k

Trade analytics

Last 116 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.69%

median 0.68% · max 0.88%

Avg planned R:R

1 : 1.30

target distance ÷ stop distance

Realized R:R

1 : 1.34

avg win +1.08R · avg loss −0.81R

Expectancy

+0.09R

per trade

SQN

0.92

Poor

Kelly fraction

8.3%

optimal f · use ¼–½ in practice

Win rate

47.4%

profit factor 1.21

Consecutive W / L

7 / 10

longest streaks

Largest win / loss

+1.7R / −1.0R

Avg hold

5.5h / 8.4h

winners / losers

Avg MAE / MFE

0.59R / 0.83R

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 +10.4R

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	71	45
Win rate	49%	44%
Expectancy	+0.09R	+0.10R
Total R	+6.1R	+4.3R
Equity PnL	+3.3%	+2.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 13:52	GBPUSD long	0.86%	1:1.4	−0.74R	2.7h
Oct 5, 08:08	GBPUSD long	0.81%	1:1.2	−0.74R	2.1h
Oct 5, 11:21	GBPUSD long	0.61%	1:1.4	+1.62R	2.6h
Oct 5, 16:17	GBPUSD short	0.82%	1:1.3	+1.22R	0.8h
Oct 5, 12:12	GBPUSD long	0.85%	1:1.3	+0.82R	0.1h
Oct 2, 09:58	GBPUSD short	0.75%	1:1.3	+0.80R	2.7h
Oct 2, 12:28	GBPUSD long	0.64%	1:1.0	−0.80R	4.1h
Oct 2, 14:13	GBPUSD long	0.78%	1:1.5	−0.67R	7.1h
Oct 2, 13:37	GBPUSD long	0.74%	1:1.2	+1.04R	1.7h
Oct 1, 08:12	GBPUSD short	0.57%	1:1.5	+1.55R	8.2h
Sep 30, 13:01	GBPUSD long	0.64%	1:1.2	+1.41R	1.3h
Sep 30, 10:36	GBPUSD short	0.86%	1:1.3	−0.73R	9.1h

Performance statistics

Based on 116 trades over 92 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	YTD	All
Strategy	+5.8%	+7.2%	+6.0%	+4.9%	+4.9%
Followers	+5.8%	+7.1%	+5.9%	+4.8%	+4.8%
BTC	+0.4%	+1.0%	+11.3%	+13.0%	+13.0%
Excess vs BTC	+5.4%	+6.2%	−5.3%	−8.1%	−8.1%

Returns

Return 1m: +7.2%
Return 3m: +6.0%
Return 12m: Insufficient data
Return since start: +4.9%
CAGR: +20.9%

Risk

Max drawdown: 11.9%
Volatility (ann.): 19.6%
Downside deviation: 12.6%
Ulcer index: 6.07%
VaR / CVaR 95% (daily): 1.67% / 2.04%
VaR / CVaR 99% (daily): 2.66% / 2.66%
Longest time under water: 58 days
Max / avg leverage: 7.2x / 3.3x
Top-3 trades share of PnL: 16%

Risk-adjusted

Sharpe: 1.07
Sortino: 1.66
Calmar: 1.76
Recovery factor: 0.41
Probabilistic Sharpe (PSR): 0.70
Omega ratio: 1.15
Gain-to-pain: 0.15

Trades

Trades: 116
Win rate: 51%
Payoff ratio: 1.20
Profit factor: 1.25
Expectancy: 2 bps
Tail ratio: 2.5
Avg holding time: 7.6 h

Consistency

Profitable months: 75%
Equity curve R²: 0.10
Longest losing streak: 9 days
Skew / kurtosis: 0.18 / 3.0
Consistency score: 76/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +20.4%
Correlation / R²: 0.02 / 0.00
Up / down capture: 8% / 4%
Tracking error: 53.2%
Information ratio: -0.75

Strategy vs BTC

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

Daily return pair92 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Needs at least 90 days of history.

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Needs at least 90 days of history.

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.67%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.9%	Aug 9, 2026	Sep 11, 2026	Ongoing	33 d	—
2	−3.1%	Jul 21, 2026	Jul 29, 2026	Aug 6, 2026	8 d	8 d
3	−1.1%	Jul 6, 2026	Jul 8, 2026	Jul 10, 2026	2 d	2 d
4	−0.7%	Jul 19, 2026	Jul 20, 2026	Jul 21, 2026	1 d	1 d
5	−0.2%	Jul 11, 2026	Jul 12, 2026	Jul 13, 2026	1 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

31%

50%

23%

69%

38%

62%

Exposure

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

Gross exposure371% of equityPeak507%

Average share of exposure

GBPUSD100% · 248.7%

Performance by instrument

Share of net PnL