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Index Trend

RookieFuturesMT5

ravi.iqVerified·Index trend · weeksView trader

Return (all)

+3.5%

101 days of history

Max drawdown

7.5%

Current 0.2%

Sortino

1.16

Sharpe 0.75 · PSR 0.65

Compliance

2/2

Rookie stage

Risk score

27 · Low

Capacity used

13%

3/23 seats · $71k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.60%

median 0.63% · max 0.74%

Avg planned R:R

1 : 2.24

target distance ÷ stop distance

Realized R:R

1 : 2.17

avg win +1.80R · avg loss −0.83R

Expectancy

+0.22R

per trade

SQN

0.90

Poor

Kelly fraction

12.3%

optimal f · use ¼–½ in practice

Win rate

40.0%

profit factor 1.44

Consecutive W / L

2 / 5

longest streaks

Largest win / loss

+2.6R / −1.0R

Avg hold

15.4d / 20.3d

winners / losers

Avg MAE / MFE

0.61R / 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 +6.7R

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	16	14
Win rate	50%	29%
Expectancy	+0.53R	−0.13R
Total R	+8.5R	−1.8R
Equity PnL	+5.2%	−1.4%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 2, 15:14	NAS100 short	0.71%	1:2.6	−0.96R	10.4d
Sep 25, 19:10	JP225 long	0.56%	1:2.0	−0.99R	15.9d
Sep 22, 23:59	UK100 short	0.74%	1:1.9	+1.18R	1.4d
Sep 21, 16:40	NAS100 short	0.65%	1:2.0	−0.64R	49.9d
Sep 15, 10:45	UK100 long	0.48%	1:2.6	+2.42R	5.4h
Sep 10, 11:57	NAS100 short	0.54%	1:1.8	−0.92R	14.0d
Sep 7, 17:13	US500 long	0.63%	1:2.7	+1.58R	26.0d
Sep 7, 02:10	UK100 short	0.70%	1:2.1	−0.67R	9.3d
Aug 27, 21:24	NAS100 long	0.64%	1:2.3	−0.85R	5.2d
Aug 24, 05:23	UK100 short	0.46%	1:2.5	+1.53R	4.8d
Aug 24, 10:37	US500 long	0.65%	1:1.7	−0.63R	22.6d
Aug 21, 13:01	UK100 short	0.53%	1:2.7	+2.60R	18.2d

Performance statistics

Based on 30 trades over 101 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	+2.1%	+5.0%	+5.1%	+3.5%	+3.5%
Followers	+2.1%	+5.0%	+5.1%	+3.5%	+3.5%
BTC	+0.4%	+1.0%	+11.3%	+12.3%	+12.3%
Excess vs BTC	+1.7%	+4.0%	−6.2%	−8.8%	−8.8%

Returns

Return 1m: +5.0%
Return 3m: +5.1%
Return 12m: Insufficient data
Return since start: +3.5%
CAGR: +13.2%

Risk

Max drawdown: 7.5%
Volatility (ann.): 19.0%
Downside deviation: 12.3%
Ulcer index: 2.98%
VaR / CVaR 95% (daily): 1.66% / 1.84%
VaR / CVaR 99% (daily): 2.20% / 2.20%
Longest time under water: 66 days
Max / avg leverage: 2.6x / 1.2x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 0.75
Sortino: 1.16
Calmar: 1.77
Recovery factor: 0.47
Probabilistic Sharpe (PSR): 0.65
Omega ratio: 1.11
Gain-to-pain: 0.11

Trades

Trades: 30
Win rate: 46%
Payoff ratio: 2.05
Profit factor: 1.75
Expectancy: 2 bps
Tail ratio: 2.2
Avg holding time: 16.8 d

Consistency

Profitable months: 80%
Equity curve R²: 0.02
Longest losing streak: 4 days
Skew / kurtosis: 0.39 / 3.4
Consistency score: 73/100

Benchmark (vs BTC)

Beta: 0.07
Alpha (ann.): +10.3%
Correlation / R²: 0.19 / 0.04
Up / down capture: 10% / 8%
Tracking error: 50.4%
Information ratio: -0.80

Strategy vs BTC

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

Daily return pair101 daysFit · β0.07

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.07Correlation0.19

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d1.24Volatility 90d19.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.66%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−7.5%	Jul 17, 2026	Sep 8, 2026	Sep 22, 2026	53 d	14 d
2	−2.7%	Jun 29, 2026	Jul 7, 2026	Jul 15, 2026	8 d	8 d
3	−2.3%	Sep 25, 2026	Sep 28, 2026	Oct 5, 2026	3 d	7 d
4	−0.2%	Sep 23, 2026	Sep 24, 2026	Sep 25, 2026	1 d	1 d
5	−0.2%	Oct 5, 2026	Oct 6, 2026	Ongoing	1 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

47%

57%

43%

57%

64%

40%

Exposure

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

Gross exposure84% of equityPeak115%

Average share of exposure

UK10061% · 50%
US50017% · 14.2%
JP22511% · 8.9%
NAS10011% · 8.7%

Performance by instrument

Share of net PnL