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London Session Scalper

RookieForexMT5

mira.fxVerified+·Scalping · London openView trader

Return (all)

+6.1%

84 days of history

Max drawdown

3.1%

Current 0.3%

Sortino

4.66

Sharpe 2.72 · PSR 0.91

Compliance

1/1

Rookie stage

Risk score

29 · Low

Capacity used

31%

4/13 seats · $40k

Trade analytics

Last 112 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.61%

median 0.61% · max 0.77%

Avg planned R:R

1 : 0.97

target distance ÷ stop distance

Realized R:R

1 : 0.94

avg win +0.79R · avg loss −0.84R

Expectancy

+0.21R

per trade

SQN

2.56

Good

Kelly fraction

26.2%

optimal f · use ¼–½ in practice

Win rate

64.3%

profit factor 1.69

Consecutive W / L

10 / 6

longest streaks

Largest win / loss

+1.4R / −1.3R

Avg hold

1.3h / 1.2h

winners / losers

Avg MAE / MFE

0.54R / 0.74R

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 +23.2R

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	60	52
Win rate	67%	62%
Expectancy	+0.23R	+0.18R
Total R	+14.0R	+9.2R
Equity PnL	+8.2%	+5.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 09:15	GBPUSD short	0.71%	1:0.8	+0.48R	0.6h
Oct 5, 07:16	GBPUSD short	0.67%	1:1.1	−0.99R	0.1h
Oct 5, 11:13	EURUSD short	0.54%	1:1.1	+1.29R	0.2h
Oct 2, 13:48	GBPUSD short	0.68%	1:1.0	+0.84R	0.9h
Oct 2, 11:17	GBPUSD long	0.60%	1:1.1	+0.66R	3.0h
Oct 2, 07:47	EURUSD short	0.77%	1:0.9	+0.63R	0.3h
Oct 2, 12:41	EURUSD long	0.52%	1:0.9	+0.84R	1.1h
Oct 1, 11:57	GBPUSD long	0.74%	1:0.8	+0.64R	0.1h
Sep 30, 07:27	GBPUSD long	0.57%	1:0.8	+0.63R	1.9h
Sep 29, 10:32	EURUSD short	0.59%	1:1.2	+1.31R	1.9h
Sep 28, 12:30	EURUSD short	0.65%	1:1.2	−1.02R	0.9h
Sep 25, 11:30	GBPUSD short	0.50%	1:0.9	+1.07R	0.1h

Performance statistics

Based on 112 trades over 84 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	YTD	All
Strategy	+2.7%	+5.8%	+6.1%	+6.1%
Followers	+2.7%	+5.7%	+6.0%	+6.0%
BTC	+0.4%	+1.0%	+5.5%	+5.5%
Excess vs BTC	+2.4%	+4.8%	+0.6%	+0.6%

Returns

Return 1m: +5.8%
Return 3m: +6.1%
Return 12m: Insufficient data
Return since start: +6.1%
CAGR: +29.3%

Risk

Max drawdown: 3.1%
Volatility (ann.): 9.6%
Downside deviation: 5.6%
Ulcer index: 1.16%
VaR / CVaR 95% (daily): 0.73% / 0.87%
VaR / CVaR 99% (daily): 1.03% / 1.03%
Longest time under water: 54 days
Max / avg leverage: 6x / 3x
Top-3 trades share of PnL: 12%

Risk-adjusted

Sharpe: 2.72
Sortino: 4.66
Calmar: 9.47
Recovery factor: 1.97
Probabilistic Sharpe (PSR): 0.91
Omega ratio: 1.46
Gain-to-pain: 0.46

Trades

Trades: 112
Win rate: 60%
Payoff ratio: 0.92
Profit factor: 1.38
Expectancy: 3 bps
Tail ratio: 1.8
Avg holding time: 1.2 h

Consistency

Profitable months: 100%
Equity curve R²: 0.35
Longest losing streak: 5 days
Skew / kurtosis: 0.45 / 3.7
Consistency score: 58/100

Benchmark (vs BTC)

Beta: -0.03
Alpha (ann.): +27.3%
Correlation / R²: -0.16 / 0.03
Up / down capture: −0% / −8%
Tracking error: 51.7%
Information ratio: -0.17

Strategy vs BTC

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

Daily return pair84 daysFit · β-0.03

BTC daily return →

Rolling 90-day beta & correlation

Needs at least 90 days of history.

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Needs at least 90 days of history.

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.73%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−3.1%	Jul 27, 2026	Sep 7, 2026	Sep 20, 2026	42 d	13 d
2	−1.1%	Sep 27, 2026	Sep 29, 2026	Oct 4, 2026	2 d	5 d
3	−0.3%	Oct 5, 2026	Oct 6, 2026	Ongoing	1 d	—
4	−0.1%	Jul 22, 2026	Jul 23, 2026	Jul 24, 2026	1 d	1 d
5	−0.1%	Jul 16, 2026	Jul 18, 2026	Jul 19, 2026	2 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

67%

50%

42%

67%

25%

50%

75%

Exposure

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

Gross exposure257% of equityPeak321%

Average share of exposure

EURUSD70% · 118.9%
GBPUSD30% · 50.5%

Performance by instrument

Share of net PnL

London Session Scalper

RookieForexMT5

mira.fxVerified+·Scalping · London openView trader

Return (all)

+6.1%

84 days of history

Max drawdown

3.1%

Current 0.3%

Sortino

4.66

Sharpe 2.72 · PSR 0.91

Compliance

1/1

Rookie stage

Risk score

29 · Low

Capacity used

31%

4/13 seats · $40k

Trade analytics

Last 112 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.61%

median 0.61% · max 0.77%

Avg planned R:R

1 : 0.97

target distance ÷ stop distance

Realized R:R

1 : 0.94

avg win +0.79R · avg loss −0.84R

Expectancy

+0.21R

per trade

SQN

2.56

Good

Kelly fraction

26.2%

optimal f · use ¼–½ in practice

Win rate

64.3%

profit factor 1.69

Consecutive W / L

10 / 6

longest streaks

Largest win / loss

+1.4R / −1.3R

Avg hold

1.3h / 1.2h

winners / losers

Avg MAE / MFE

0.54R / 0.74R

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 +23.2R

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	60	52
Win rate	67%	62%
Expectancy	+0.23R	+0.18R
Total R	+14.0R	+9.2R
Equity PnL	+8.2%	+5.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 09:15	GBPUSD short	0.71%	1:0.8	+0.48R	0.6h
Oct 5, 07:16	GBPUSD short	0.67%	1:1.1	−0.99R	0.1h
Oct 5, 11:13	EURUSD short	0.54%	1:1.1	+1.29R	0.2h
Oct 2, 13:48	GBPUSD short	0.68%	1:1.0	+0.84R	0.9h
Oct 2, 11:17	GBPUSD long	0.60%	1:1.1	+0.66R	3.0h
Oct 2, 07:47	EURUSD short	0.77%	1:0.9	+0.63R	0.3h
Oct 2, 12:41	EURUSD long	0.52%	1:0.9	+0.84R	1.1h
Oct 1, 11:57	GBPUSD long	0.74%	1:0.8	+0.64R	0.1h
Sep 30, 07:27	GBPUSD long	0.57%	1:0.8	+0.63R	1.9h
Sep 29, 10:32	EURUSD short	0.59%	1:1.2	+1.31R	1.9h
Sep 28, 12:30	EURUSD short	0.65%	1:1.2	−1.02R	0.9h
Sep 25, 11:30	GBPUSD short	0.50%	1:0.9	+1.07R	0.1h

Performance statistics

Based on 112 trades over 84 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	YTD	All
Strategy	+2.7%	+5.8%	+6.1%	+6.1%
Followers	+2.7%	+5.7%	+6.0%	+6.0%
BTC	+0.4%	+1.0%	+5.5%	+5.5%
Excess vs BTC	+2.4%	+4.8%	+0.6%	+0.6%

Returns

Return 1m: +5.8%
Return 3m: +6.1%
Return 12m: Insufficient data
Return since start: +6.1%
CAGR: +29.3%

Risk

Max drawdown: 3.1%
Volatility (ann.): 9.6%
Downside deviation: 5.6%
Ulcer index: 1.16%
VaR / CVaR 95% (daily): 0.73% / 0.87%
VaR / CVaR 99% (daily): 1.03% / 1.03%
Longest time under water: 54 days
Max / avg leverage: 6x / 3x
Top-3 trades share of PnL: 12%

Risk-adjusted

Sharpe: 2.72
Sortino: 4.66
Calmar: 9.47
Recovery factor: 1.97
Probabilistic Sharpe (PSR): 0.91
Omega ratio: 1.46
Gain-to-pain: 0.46

Trades

Trades: 112
Win rate: 60%
Payoff ratio: 0.92
Profit factor: 1.38
Expectancy: 3 bps
Tail ratio: 1.8
Avg holding time: 1.2 h

Consistency

Profitable months: 100%
Equity curve R²: 0.35
Longest losing streak: 5 days
Skew / kurtosis: 0.45 / 3.7
Consistency score: 58/100

Benchmark (vs BTC)

Beta: -0.03
Alpha (ann.): +27.3%
Correlation / R²: -0.16 / 0.03
Up / down capture: −0% / −8%
Tracking error: 51.7%
Information ratio: -0.17

Strategy vs BTC

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

Daily return pair84 daysFit · β-0.03

BTC daily return →

Rolling 90-day beta & correlation

Needs at least 90 days of history.

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Needs at least 90 days of history.

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.73%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−3.1%	Jul 27, 2026	Sep 7, 2026	Sep 20, 2026	42 d	13 d
2	−1.1%	Sep 27, 2026	Sep 29, 2026	Oct 4, 2026	2 d	5 d
3	−0.3%	Oct 5, 2026	Oct 6, 2026	Ongoing	1 d	—
4	−0.1%	Jul 22, 2026	Jul 23, 2026	Jul 24, 2026	1 d	1 d
5	−0.1%	Jul 16, 2026	Jul 18, 2026	Jul 19, 2026	2 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

67%

50%

42%

67%

25%

50%

75%

Exposure

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

Gross exposure257% of equityPeak321%

Average share of exposure

EURUSD70% · 118.9%
GBPUSD30% · 50.5%

Performance by instrument

Share of net PnL