Search strategies, traders…

/

Search strategies, traders…

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

Docs Fees--:--:-- UTC

MXNJPY Carry

ActiveForexMT5

noah.wVerified·Carry · swingView trader

Return 12m

+12.7%

393 days of history

Max drawdown

9.5%

Current 9.5%

Sortino

1.17

Sharpe 0.78 · PSR 0.79

Compliance

12/13

92% of Epochs kept

Risk score

33 · Low

Capacity used

40%

75/186 seats · $560k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.63%

median 0.64% · max 0.80%

Avg planned R:R

1 : 0.93

target distance ÷ stop distance

Realized R:R

1 : 0.86

avg win +0.77R · avg loss −0.90R

Expectancy

−0.12R

per trade

SQN

-0.75

Poor

Kelly fraction

0.0%

optimal f · use ¼–½ in practice

Win rate

46.7%

profit factor 0.75

Consecutive W / L

2 / 4

longest streaks

Largest win / loss

+1.1R / −1.4R

Avg hold

19.6d / 23.6d

winners / losers

Avg MAE / MFE

0.68R / 0.62R

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 −3.6R

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	20	10
Win rate	35%	70%
Expectancy	−0.29R	+0.23R
Total R	−5.9R	+2.3R
Equity PnL	−2.7%	+1.8%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 7, 14:47	MXNJPY long	0.75%	1:0.9	+0.93R	1.1d
Sep 1, 15:01	MXNJPY long	0.55%	1:0.8	−0.89R	4.0d
Aug 13, 16:17	MXNJPY short	0.73%	1:1.1	+0.97R	9.4d
Aug 10, 12:48	MXNJPY short	0.58%	1:1.0	+0.76R	16.1d
Jul 27, 07:07	MXNJPY long	0.55%	1:1.1	−1.02R	4.7d
Jul 20, 08:45	NZDJPY long	0.77%	1:0.9	−0.85R	41.2d
Jul 20, 10:17	NZDJPY short	0.66%	1:0.8	+0.68R	54.3d
Jul 13, 11:59	MXNJPY long	0.69%	1:0.9	+0.96R	6.2d
Jul 2, 10:30	MXNJPY long	0.53%	1:0.8	−1.00R	13.3d
Jun 29, 07:56	MXNJPY short	0.64%	1:0.9	−1.41R	32.7d
Jun 15, 14:00	MXNJPY long	0.79%	1:1.1	+1.05R	8.1d
Jun 8, 10:52	MXNJPY long	0.56%	1:0.7	+0.46R	60.5d

Performance statistics

Based on 30 trades over 393 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	−0.6%	−6.6%	−6.3%	+3.7%	+12.9%	+12.7%	+10.9%
Followers	−0.6%	−6.6%	−6.3%	+3.7%	+12.9%	+12.7%	+10.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+55.6%
Excess vs BTC	−1.0%	−7.6%	−17.5%	−67.5%	−42.8%	−56.8%	−44.7%

Returns

Return 1m: −6.6%
Return 3m: −6.3%
Return 12m: +12.7%
Return since start: +10.9%
CAGR: +10.1%

Risk

Max drawdown: 9.5%
Volatility (ann.): 13.4%
Downside deviation: 9.0%
Ulcer index: 3.02%
VaR / CVaR 95% (daily): 1.04% / 1.50%
VaR / CVaR 99% (daily): 2.13% / 2.30%
Longest time under water: 115 days
Max / avg leverage: 6.9x / 3.1x
Top-3 trades share of PnL: 15%

Risk-adjusted

Sharpe: 0.78
Sortino: 1.17
Calmar: 1.06
Recovery factor: 1.15
Probabilistic Sharpe (PSR): 0.79
Omega ratio: 1.12
Gain-to-pain: 0.12

Trades

Trades: 30
Win rate: 58%
Payoff ratio: 0.85
Profit factor: 1.17
Expectancy: 11 bps
Tail ratio: 2.3
Avg holding time: 15.1 d

Consistency

Profitable months: 43%
Equity curve R²: 0.86
Longest losing streak: 9 days
Skew / kurtosis: 0.27 / 5.4
Consistency score: 73/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +9.4%
Correlation / R²: 0.09 / 0.01
Up / down capture: 3% / 0%
Tracking error: 57.1%
Information ratio: -0.82

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 5, 2026Beta0.03Correlation0.13

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-1.41Volatility 90d13.0%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.04%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.5%	Aug 16, 2026	Oct 6, 2026	Ongoing	51 d	—
2	−5.9%	Sep 20, 2025	Oct 23, 2025	Jan 14, 2026	33 d	83 d
3	−4.9%	May 10, 2026	May 23, 2026	Jun 11, 2026	13 d	19 d
4	−3.9%	Feb 3, 2026	Feb 23, 2026	Mar 13, 2026	20 d	18 d
5	−2.6%	Jul 14, 2026	Jul 15, 2026	Jul 27, 2026	1 d	12 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

59%

38%

54%

50%

63%

Exposure

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

Gross exposure139% of equityPeak399%

Average share of exposure

NZDJPY56% · 117.4%
MXNJPY44% · 92.2%

Performance by instrument

Share of net PnL