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GBPUSD London Breakout

ActiveForexMT5

isla.mqVerified·London breakout · intradayView trader

Return 12m

+20.5%

495 days of history

Max drawdown

8.4%

Current 1.9%

Sortino

3.21

Sharpe 2.11 · PSR 0.99

Compliance

14/16

88% of Epochs kept

Risk score

25 · Low

Capacity used

73%

360/490 seats · $1.5M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.58%

median 0.58% · max 0.72%

Avg planned R:R

1 : 2.26

target distance ÷ stop distance

Realized R:R

1 : 2.26

avg win +1.88R · avg loss −0.83R

Expectancy

+0.34R

per trade

SQN

2.45

Good

Kelly fraction

18.1%

optimal f · use ¼–½ in practice

Win rate

43.3%

profit factor 1.72

Consecutive W / L

7 / 12

longest streaks

Largest win / loss

+3.1R / −1.4R

Avg hold

3.9h / 4.4h

winners / losers

Avg MAE / MFE

0.64R / 1.20R

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 +136.2R

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	213	187
Win rate	46%	41%
Expectancy	+0.42R	+0.25R
Total R	+89.4R	+46.8R
Equity PnL	+51.8%	+25.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 08:14	GBPUSD short	0.64%	1:2.4	−0.91R	0.1h
Oct 6, 08:47	GBPUSD short	0.51%	1:2.7	+2.77R	1.5h
Oct 6, 14:47	EURGBP long	0.50%	1:2.7	−0.67R	13.9h
Oct 5, 12:03	EURGBP long	0.43%	1:2.6	+1.57R	1.9h
Oct 5, 15:25	EURGBP long	0.63%	1:2.3	−0.62R	7.7h
Oct 5, 12:35	GBPUSD short	0.72%	1:2.1	−0.60R	2.3h
Oct 2, 08:29	EURGBP short	0.65%	1:2.5	−0.95R	12.1h
Oct 2, 15:27	GBPUSD short	0.58%	1:2.4	−0.67R	9.7h
Oct 2, 10:14	GBPUSD long	0.52%	1:2.3	−0.81R	0.8h
Sep 30, 14:29	GBPUSD long	0.53%	1:1.8	−0.66R	3.5h
Sep 30, 10:20	GBPUSD short	0.59%	1:2.0	−0.75R	2.1h
Sep 30, 08:14	GBPUSD long	0.46%	1:2.2	−1.04R	1.9h

Performance statistics

Based on 906 trades over 495 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	−1.2%	+3.2%	+1.6%	+13.3%	+19.4%	+20.5%	+30.8%
Followers	−1.2%	+3.2%	+1.5%	+13.1%	+18.9%	+19.9%	+29.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+116.7%
Excess vs BTC	−1.6%	+2.2%	−9.7%	−57.9%	−36.4%	−49.0%	−85.9%

Returns

Return 1m: +3.2%
Return 3m: +1.6%
Return 12m: +20.5%
Return since start: +30.8%
CAGR: +21.9%

Risk

Max drawdown: 8.4%
Volatility (ann.): 9.6%
Downside deviation: 6.3%
Ulcer index: 2.98%
VaR / CVaR 95% (daily): 0.77% / 1.05%
VaR / CVaR 99% (daily): 1.32% / 1.60%
Longest time under water: 135 days
Max / avg leverage: 6.4x / 2.9x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 2.11
Sortino: 3.21
Calmar: 2.60
Recovery factor: 3.66
Probabilistic Sharpe (PSR): 0.99
Omega ratio: 1.33
Gain-to-pain: 0.33

Trades

Trades: 906
Win rate: 45%
Payoff ratio: 2.11
Profit factor: 1.73
Expectancy: 2 bps
Tail ratio: 2.1
Avg holding time: 4.2 h

Consistency

Profitable months: 72%
Equity curve R²: 0.92
Longest losing streak: 9 days
Skew / kurtosis: -0.17 / 4.0
Consistency score: 84/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +20.2%
Correlation / R²: 0.00 / 0.00
Up / down capture: 3% / −2%
Tracking error: 56.3%
Information ratio: -0.93

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, 2026Beta0.00Correlation0.00

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.35Volatility 90d9.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.77%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.4%	Nov 3, 2025	Dec 8, 2025	Mar 19, 2026	35 d	101 d
2	−4.9%	Jul 10, 2026	Aug 11, 2026	Sep 12, 2026	32 d	32 d
3	−3.3%	Mar 20, 2026	Apr 7, 2026	Apr 12, 2026	18 d	5 d
4	−2.8%	Aug 25, 2025	Sep 8, 2025	Sep 14, 2025	14 d	6 d
5	−2.7%	Jun 19, 2025	Jul 2, 2025	Jul 14, 2025	13 d	12 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

49%

56%

50%

63%

42%

69%

Exposure

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

Gross exposure65% of equityPeak248%

Average share of exposure

GBPUSD56% · 56.1%
EURGBP44% · 44.4%

Performance by instrument

Share of net PnL

GBPUSD London Breakout

ActiveForexMT5

isla.mqVerified·London breakout · intradayView trader

Return 12m

+20.5%

495 days of history

Max drawdown

8.4%

Current 1.9%

Sortino

3.21

Sharpe 2.11 · PSR 0.99

Compliance

14/16

88% of Epochs kept

Risk score

25 · Low

Capacity used

73%

360/490 seats · $1.5M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.58%

median 0.58% · max 0.72%

Avg planned R:R

1 : 2.26

target distance ÷ stop distance

Realized R:R

1 : 2.26

avg win +1.88R · avg loss −0.83R

Expectancy

+0.34R

per trade

SQN

2.45

Good

Kelly fraction

18.1%

optimal f · use ¼–½ in practice

Win rate

43.3%

profit factor 1.72

Consecutive W / L

7 / 12

longest streaks

Largest win / loss

+3.1R / −1.4R

Avg hold

3.9h / 4.4h

winners / losers

Avg MAE / MFE

0.64R / 1.20R

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 +136.2R

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	213	187
Win rate	46%	41%
Expectancy	+0.42R	+0.25R
Total R	+89.4R	+46.8R
Equity PnL	+51.8%	+25.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 08:14	GBPUSD short	0.64%	1:2.4	−0.91R	0.1h
Oct 6, 08:47	GBPUSD short	0.51%	1:2.7	+2.77R	1.5h
Oct 6, 14:47	EURGBP long	0.50%	1:2.7	−0.67R	13.9h
Oct 5, 12:03	EURGBP long	0.43%	1:2.6	+1.57R	1.9h
Oct 5, 15:25	EURGBP long	0.63%	1:2.3	−0.62R	7.7h
Oct 5, 12:35	GBPUSD short	0.72%	1:2.1	−0.60R	2.3h
Oct 2, 08:29	EURGBP short	0.65%	1:2.5	−0.95R	12.1h
Oct 2, 15:27	GBPUSD short	0.58%	1:2.4	−0.67R	9.7h
Oct 2, 10:14	GBPUSD long	0.52%	1:2.3	−0.81R	0.8h
Sep 30, 14:29	GBPUSD long	0.53%	1:1.8	−0.66R	3.5h
Sep 30, 10:20	GBPUSD short	0.59%	1:2.0	−0.75R	2.1h
Sep 30, 08:14	GBPUSD long	0.46%	1:2.2	−1.04R	1.9h

Performance statistics

Based on 906 trades over 495 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	−1.2%	+3.2%	+1.6%	+13.3%	+19.4%	+20.5%	+30.8%
Followers	−1.2%	+3.2%	+1.5%	+13.1%	+18.9%	+19.9%	+29.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+116.7%
Excess vs BTC	−1.6%	+2.2%	−9.7%	−57.9%	−36.4%	−49.0%	−85.9%

Returns

Return 1m: +3.2%
Return 3m: +1.6%
Return 12m: +20.5%
Return since start: +30.8%
CAGR: +21.9%

Risk

Max drawdown: 8.4%
Volatility (ann.): 9.6%
Downside deviation: 6.3%
Ulcer index: 2.98%
VaR / CVaR 95% (daily): 0.77% / 1.05%
VaR / CVaR 99% (daily): 1.32% / 1.60%
Longest time under water: 135 days
Max / avg leverage: 6.4x / 2.9x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 2.11
Sortino: 3.21
Calmar: 2.60
Recovery factor: 3.66
Probabilistic Sharpe (PSR): 0.99
Omega ratio: 1.33
Gain-to-pain: 0.33

Trades

Trades: 906
Win rate: 45%
Payoff ratio: 2.11
Profit factor: 1.73
Expectancy: 2 bps
Tail ratio: 2.1
Avg holding time: 4.2 h

Consistency

Profitable months: 72%
Equity curve R²: 0.92
Longest losing streak: 9 days
Skew / kurtosis: -0.17 / 4.0
Consistency score: 84/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +20.2%
Correlation / R²: 0.00 / 0.00
Up / down capture: 3% / −2%
Tracking error: 56.3%
Information ratio: -0.93

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, 2026Beta0.00Correlation0.00

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.35Volatility 90d9.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.77%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.4%	Nov 3, 2025	Dec 8, 2025	Mar 19, 2026	35 d	101 d
2	−4.9%	Jul 10, 2026	Aug 11, 2026	Sep 12, 2026	32 d	32 d
3	−3.3%	Mar 20, 2026	Apr 7, 2026	Apr 12, 2026	18 d	5 d
4	−2.8%	Aug 25, 2025	Sep 8, 2025	Sep 14, 2025	14 d	6 d
5	−2.7%	Jun 19, 2025	Jul 2, 2025	Jul 14, 2025	13 d	12 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

49%

56%

50%

63%

42%

69%

Exposure

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

Gross exposure65% of equityPeak248%

Average share of exposure

GBPUSD56% · 56.1%
EURGBP44% · 44.4%

Performance by instrument

Share of net PnL