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

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Gold Macro Swing

ActiveForexMT5

amara.oVerified·Swing · daysView trader

Return 12m

+23.1%

590 days of history

Max drawdown

11.8%

Current 6.4%

Sortino

1.01

Sharpe 0.69 · PSR 0.81

Compliance

16/18

89% of Epochs kept

Risk score

41 · Medium

Capacity used

89%

133/150 seats · $450k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.76%

median 0.76% · max 0.94%

Avg planned R:R

1 : 1.86

target distance ÷ stop distance

Realized R:R

1 : 1.89

avg win +1.62R · avg loss −0.86R

Expectancy

+0.29R

per trade

SQN

2.26

Good

Kelly fraction

17.7%

optimal f · use ¼–½ in practice

Win rate

46.3%

profit factor 1.62

Consecutive W / L

5 / 7

longest streaks

Largest win / loss

+2.6R / −1.5R

Avg hold

2.5d / 2.8d

winners / losers

Avg MAE / MFE

0.64R / 1.11R

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 +114.7R

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	229	171
Win rate	47%	46%
Expectancy	+0.29R	+0.28R
Total R	+67.3R	+47.5R
Equity PnL	+52.4%	+37.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 2, 09:13	XAUUSD long	0.81%	1:2.0	−0.95R	11.0h
Sep 30, 14:43	XAUUSD short	0.84%	1:1.8	−0.70R	1.3h
Sep 28, 13:43	XAGUSD long	0.87%	1:2.1	+1.96R	6.7d
Sep 28, 15:38	XAGUSD short	0.75%	1:2.2	+1.75R	2.4d
Sep 25, 15:27	XAUUSD long	0.61%	1:2.2	+2.34R	5.6d
Sep 25, 07:48	XAGUSD long	0.89%	1:1.5	−0.67R	1.1d
Sep 23, 11:55	XAGUSD long	0.88%	1:2.1	+1.50R	10.1h
Sep 21, 16:26	XAUUSD long	0.59%	1:1.8	−0.69R	1.1d
Sep 21, 14:51	XAGUSD short	0.60%	1:2.2	−0.90R	6.3d
Sep 21, 11:34	XAUUSD long	0.86%	1:2.1	+2.01R	12.2h
Sep 21, 15:42	XAUUSD long	0.66%	1:1.9	+2.14R	8.1d
Sep 21, 12:31	XAGUSD long	0.66%	1:1.8	+1.78R	2.6h

Performance statistics

Based on 410 trades over 590 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	1Y	All
Strategy	−1.2%	−5.5%	+5.3%	+9.4%	+17.1%	+23.1%	+15.7%
Followers	−1.2%	−5.5%	+5.2%	+9.3%	+16.9%	+22.8%	+15.2%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+135.9%
Excess vs BTC	−1.6%	−6.4%	−6.0%	−61.8%	−38.6%	−46.4%	−120.3%

Returns

Return 1m: −5.5%
Return 3m: +5.3%
Return 12m: +23.1%
Return since start: +15.7%
CAGR: +9.4%

Risk

Max drawdown: 11.8%
Volatility (ann.): 14.7%
Downside deviation: 10.0%
Ulcer index: 5.31%
VaR / CVaR 95% (daily): 1.28% / 1.60%
VaR / CVaR 99% (daily): 1.82% / 2.05%
Longest time under water: 274 days
Max / avg leverage: 7.5x / 3.4x
Top-3 trades share of PnL: 17%

Risk-adjusted

Sharpe: 0.69
Sortino: 1.01
Calmar: 0.80
Recovery factor: 1.33
Probabilistic Sharpe (PSR): 0.81
Omega ratio: 1.10
Gain-to-pain: 0.10

Trades

Trades: 410
Win rate: 48%
Payoff ratio: 1.75
Profit factor: 1.62
Expectancy: 2 bps
Tail ratio: 2.6
Avg holding time: 2.9 d

Consistency

Profitable months: 62%
Equity curve R²: 0.70
Longest losing streak: 9 days
Skew / kurtosis: 0.10 / 3.5
Consistency score: 65/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +9.8%
Correlation / R²: 0.02 / 0.00
Up / down capture: 3% / 1%
Tracking error: 56.4%
Information ratio: -1.03

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 6, 2026Beta-0.05Correlation-0.19

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.65Volatility 90d13.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.28%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.8%	Apr 3, 2025	Jul 2, 2025	Jan 3, 2026	90 d	185 d
2	−10.2%	Jan 12, 2026	Feb 6, 2026	Mar 26, 2026	25 d	48 d
3	−7.8%	Mar 30, 2026	May 1, 2026	Jun 16, 2026	32 d	46 d
4	−7.2%	Sep 7, 2026	Oct 4, 2026	Ongoing	27 d	—
5	−4.3%	Feb 26, 2025	Mar 25, 2025	Apr 3, 2025	27 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

51%

58%

44%

60%

45%

49%

Exposure

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

Gross exposure346% of equityPeak369%

Average share of exposure

XAGUSD58% · 125.4%
XAUUSD42% · 89.3%

Performance by instrument

Share of net PnL