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

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GBPUSD News Fade

ActiveForexMT5

freya.nqVerified·News fade · minutesView trader

Return 12m

+18.8%

820 days of history

Max drawdown

8.4%

Current 5.3%

Sortino

3.31

Sharpe 2.06 · PSR 1.00

Compliance

22/27

81% of Epochs kept

Risk score

47 · Medium

Capacity used

62%

195/313 seats · $940k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.83%

median 0.84% · max 1.02%

Avg planned R:R

1 : 0.72

target distance ÷ stop distance

Realized R:R

1 : 0.70

avg win +0.59R · avg loss −0.84R

Expectancy

+0.07R

per trade

SQN

0.98

Poor

Kelly fraction

11.7%

optimal f · use ¼–½ in practice

Win rate

63.5%

profit factor 1.22

Consecutive W / L

15 / 6

longest streaks

Largest win / loss

+1.0R / −1.4R

Avg hold

0.8h / 0.9h

winners / losers

Avg MAE / MFE

0.55R / 0.59R

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 +27.6R

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	243	157
Win rate	62%	66%
Expectancy	+0.05R	+0.10R
Total R	+11.7R	+15.9R
Equity PnL	+10.4%	+12.7%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 10:16	GBPUSD long	0.99%	1:0.6	+0.65R	2.4h
Oct 5, 14:18	GBPUSD long	0.85%	1:0.6	−1.03R	0.6h
Oct 5, 12:38	GBPUSD long	0.99%	1:0.6	−1.04R	1.6h
Oct 5, 08:07	GBPUSD long	0.96%	1:0.7	+0.40R	0.4h
Oct 5, 07:41	GBPUSD long	0.66%	1:0.8	−0.64R	0.9h
Oct 5, 16:51	GBPUSD long	0.65%	1:0.9	+0.68R	1.3h
Oct 5, 14:44	GBPUSD short	0.90%	1:0.8	−0.65R	1.1h
Oct 5, 14:04	GBPUSD long	0.80%	1:0.8	+0.80R	1.0h
Oct 5, 11:32	GBPUSD long	0.91%	1:0.7	+0.58R	0.7h
Oct 5, 15:24	GBPUSD long	0.75%	1:0.8	+0.63R	0.3h
Oct 5, 12:23	GBPUSD long	0.97%	1:0.7	+0.47R	1.2h
Oct 5, 16:53	GBPUSD long	0.90%	1:0.6	−0.96R	0.3h

Performance statistics

Based on 7,600 trades over 820 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	−0.7%	−4.7%	+7.8%	+9.3%	+15.8%	+18.8%	+90.4%
Followers	−0.7%	−5.0%	+6.9%	+7.5%	+12.8%	+14.8%	+76.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+151.0%
Excess vs BTC	−1.1%	−5.7%	−3.4%	−61.9%	−40.0%	−50.7%	−60.7%

Returns

Return 1m: −4.7%
Return 3m: +7.8%
Return 12m: +18.8%
Return since start: +90.4%
CAGR: +33.2%

Risk

Max drawdown: 8.4%
Volatility (ann.): 14.4%
Downside deviation: 9.0%
Ulcer index: 2.97%
VaR / CVaR 95% (daily): 1.07% / 1.45%
VaR / CVaR 99% (daily): 1.69% / 2.05%
Longest time under water: 116 days
Max / avg leverage: 7.9x / 3.6x
Top-3 trades share of PnL: 18%

Risk-adjusted

Sharpe: 2.06
Sortino: 3.31
Calmar: 3.95
Recovery factor: 10.76
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.33
Gain-to-pain: 0.33

Trades

Trades: 7,600
Win rate: 64%
Payoff ratio: 0.67
Profit factor: 1.19
Expectancy: 2 bps
Tail ratio: 2.7
Avg holding time: 0.9 h

Consistency

Profitable months: 79%
Equity curve R²: 0.94
Longest losing streak: 10 days
Skew / kurtosis: 0.63 / 7.6
Consistency score: 66/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +28.7%
Correlation / R²: 0.07 / 0.00
Up / down capture: 5% / −2%
Tracking error: 55.7%
Information ratio: -0.47

Strategy vs BTC

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

Daily return pair365 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.01Correlation0.02

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.88Volatility 90d17.0%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.07%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.4%	Apr 21, 2026	May 19, 2026	Jul 12, 2026	28 d	54 d
2	−7.8%	Aug 20, 2024	Sep 16, 2024	Nov 25, 2024	27 d	70 d
3	−7.0%	Dec 1, 2025	Dec 22, 2025	Mar 28, 2026	21 d	96 d
4	−6.8%	Jul 2, 2025	Jul 17, 2025	Aug 6, 2025	15 d	20 d
5	−6.4%	Sep 4, 2026	Sep 25, 2026	Ongoing	21 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

50%

52%

55%

64%

51%

58%

Exposure

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

Gross exposure0% of equityPeak746%

Average share of exposure

GBPUSD100% · 312%

Performance by instrument

Share of net PnL