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GBPUSD News Fade

ActiveForexMT5

viktor.hVerified·News fade · minutesView trader

Return (all)

+14.9%

241 days of history

Max drawdown

10.3%

Current 7.8%

Sortino

1.84

Sharpe 1.19 · PSR 0.83

Compliance

7/8

88% of Epochs kept

Risk score

34 · Low

Capacity used

54%

213/396 seats · $1.2M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.67%

median 0.68% · max 0.84%

Avg planned R:R

1 : 0.85

target distance ÷ stop distance

Realized R:R

1 : 0.86

avg win +0.74R · avg loss −0.85R

Expectancy

+0.20R

per trade

SQN

2.54

Good

Kelly fraction

26.6%

optimal f · use ¼–½ in practice

Win rate

66.0%

profit factor 1.68

Consecutive W / L

13 / 4

longest streaks

Largest win / loss

+1.2R / −1.4R

Avg hold

1.6h / 1.6h

winners / losers

Avg MAE / MFE

0.53R / 0.72R

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 +78.5R

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	238	162
Win rate	67%	65%
Expectancy	+0.21R	+0.18R
Total R	+49.1R	+29.4R
Equity PnL	+33.3%	+18.2%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 14:22	XAUUSD long	0.69%	1:0.9	−0.69R	1.3h
Oct 6, 07:22	GBPUSD long	0.60%	1:0.9	+0.93R	0.1h
Oct 6, 16:40	GBPUSD long	0.63%	1:1.0	+0.99R	6.3h
Oct 6, 07:05	GBPUSD long	0.84%	1:1.0	+0.74R	2.5h
Oct 5, 09:33	XAUUSD long	0.52%	1:0.7	+0.42R	2.0h
Oct 5, 07:34	GBPUSD long	0.55%	1:0.8	−0.82R	0.2h
Oct 5, 12:03	GBPUSD long	0.77%	1:1.0	+1.12R	0.7h
Oct 5, 08:03	XAUUSD short	0.56%	1:1.0	−0.85R	2.5h
Oct 5, 14:07	XAUUSD long	0.61%	1:0.8	+0.69R	3.3h
Oct 5, 14:52	GBPUSD long	0.75%	1:1.0	+0.55R	0.6h
Oct 5, 10:57	XAUUSD short	0.79%	1:0.7	+0.73R	1.0h
Oct 5, 07:48	GBPUSD short	0.82%	1:0.9	−0.76R	1.0h

Performance statistics

Based on 1,050 trades over 241 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	+0.0%	+1.3%	−7.8%	+9.6%	+14.9%	+14.9%
Followers	+0.0%	+1.2%	−8.1%	+9.0%	+13.9%	+13.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+17.1%	+17.1%
Excess vs BTC	−0.3%	+0.3%	−19.1%	−61.6%	−2.2%	−2.2%

Returns

Return 1m: +1.3%
Return 3m: −7.8%
Return 12m: Insufficient data
Return since start: +14.9%
CAGR: +23.4%

Risk

Max drawdown: 10.3%
Volatility (ann.): 19.2%
Downside deviation: 12.4%
Ulcer index: 4.93%
VaR / CVaR 95% (daily): 1.48% / 1.94%
VaR / CVaR 99% (daily): 2.51% / 3.03%
Longest time under water: 92 days
Max / avg leverage: 7x / 3.2x
Top-3 trades share of PnL: 15%

Risk-adjusted

Sharpe: 1.19
Sortino: 1.84
Calmar: 2.27
Recovery factor: 1.45
Probabilistic Sharpe (PSR): 0.83
Omega ratio: 1.18
Gain-to-pain: 0.18

Trades

Trades: 1,050
Win rate: 66%
Payoff ratio: 0.79
Profit factor: 1.53
Expectancy: 2 bps
Tail ratio: 2.4
Avg holding time: 1.5 h

Consistency

Profitable months: 44%
Equity curve R²: 0.56
Longest losing streak: 8 days
Skew / kurtosis: 0.32 / 4.5
Consistency score: 76/100

Benchmark (vs BTC)

Beta: 0.03
Alpha (ann.): +21.7%
Correlation / R²: 0.09 / 0.01
Up / down capture: 8% / 3%
Tracking error: 58.3%
Information ratio: -0.29

Strategy vs BTC

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

Daily return pair241 daysFit · β0.03

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.01Correlation0.04

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-1.83Volatility 90d17.4%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.48%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.3%	May 4, 2026	May 14, 2026	May 30, 2026	10 d	16 d
2	−10.1%	Jul 6, 2026	Sep 11, 2026	Ongoing	67 d	—
3	−5.1%	Mar 22, 2026	Apr 5, 2026	Apr 28, 2026	14 d	23 d
4	−3.2%	Feb 15, 2026	Feb 22, 2026	Feb 25, 2026	7 d	3 d
5	−2.4%	Mar 4, 2026	Mar 7, 2026	Mar 11, 2026	3 d	4 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

51%

54%

56%

38%

53%

56%

54%

Exposure

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

Gross exposure465% of equityPeak518%

Average share of exposure

GBPUSD75% · 250.4%
XAUUSD25% · 84.6%

Performance by instrument

Share of net PnL