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

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MXNJPY Carry

ActiveForexMT5

oksana.bVerified·Carry · swingView trader

Return 12m

+18.4%

451 days of history

Max drawdown

11.3%

Current 8.6%

Sortino

0.78

Sharpe 0.52 · PSR 0.72

Compliance

14/15

93% of Epochs kept

Risk score

29 · Low

Capacity used

17%

70/420 seats · $1.3M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.61%

median 0.59% · max 0.77%

Avg planned R:R

1 : 1.10

target distance ÷ stop distance

Realized R:R

1 : 1.08

avg win +0.94R · avg loss −0.87R

Expectancy

−0.08R

per trade

SQN

-0.50

Poor

Kelly fraction

0.0%

optimal f · use ¼–½ in practice

Win rate

43.3%

profit factor 0.83

Consecutive W / L

4 / 4

longest streaks

Largest win / loss

+1.3R / −1.5R

Avg hold

7.6d / 10.3d

winners / losers

Avg MAE / MFE

0.69R / 0.71R

adverse / favorable excursion

Capture ratio

82%

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 −2.5R

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	14	16
Win rate	50%	38%
Expectancy	+0.01R	−0.17R
Total R	+0.2R	−2.7R
Equity PnL	+0.1%	−1.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Aug 21, 13:32	MXNJPY long	0.51%	1:0.9	+0.68R	10.5d
Aug 18, 09:43	MXNJPY short	0.58%	1:1.0	−0.77R	9.3d
Aug 18, 09:59	NZDJPY long	0.67%	1:1.1	+1.15R	7.8d
Aug 17, 11:30	AUDJPY long	0.77%	1:0.9	−0.70R	45.4d
Jul 28, 07:04	AUDJPY short	0.76%	1:1.1	+0.78R	7.4d
Jul 17, 12:10	MXNJPY long	0.54%	1:1.3	+0.99R	1.5d
Jun 30, 14:33	MXNJPY short	0.71%	1:1.0	+0.64R	2.7d
Jun 29, 10:02	MXNJPY long	0.56%	1:1.3	+1.03R	13.9d
Jun 12, 09:47	NZDJPY short	0.63%	1:1.1	−0.69R	10.1h
Jun 3, 08:36	NZDJPY short	0.54%	1:0.9	−0.76R	22.9d
May 15, 11:13	AUDJPY short	0.70%	1:1.3	−0.93R	3.7d
May 14, 08:54	MXNJPY short	0.59%	1:1.2	+1.35R	13.3d

Performance statistics

Based on 30 trades over 451 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	−2.3%	−3.2%	−5.1%	+4.1%	+0.2%	+18.4%	+9.1%
Followers	−2.3%	−3.2%	−5.1%	+4.1%	+0.2%	+18.4%	+9.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+116.4%
Excess vs BTC	−2.7%	−4.2%	−16.4%	−67.1%	−55.5%	−51.1%	−107.4%

Returns

Return 1m: −3.2%
Return 3m: −5.1%
Return 12m: +18.4%
Return since start: +9.1%
CAGR: +7.3%

Risk

Max drawdown: 11.3%
Volatility (ann.): 15.8%
Downside deviation: 10.6%
Ulcer index: 4.88%
VaR / CVaR 95% (daily): 1.39% / 1.63%
VaR / CVaR 99% (daily): 1.81% / 1.90%
Longest time under water: 104 days
Max / avg leverage: 6.6x / 3x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 0.52
Sortino: 0.78
Calmar: 0.64
Recovery factor: 0.80
Probabilistic Sharpe (PSR): 0.72
Omega ratio: 1.07
Gain-to-pain: 0.07

Trades

Trades: 30
Win rate: 56%
Payoff ratio: 0.99
Profit factor: 1.26
Expectancy: 19 bps
Tail ratio: 2.2
Avg holding time: 8.1 d

Consistency

Profitable months: 56%
Equity curve R²: 0.64
Longest losing streak: 11 days
Skew / kurtosis: 0.21 / 3.1
Consistency score: 80/100

Benchmark (vs BTC)

Beta: 0.03
Alpha (ann.): +6.3%
Correlation / R²: 0.09 / 0.01
Up / down capture: 4% / 3%
Tracking error: 56.7%
Information ratio: -1.23

Strategy vs BTC

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

Daily return pair365 daysFit · β0.03

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.00Correlation0.01

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-0.91Volatility 90d14.7%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.39%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.3%	Mar 21, 2026	May 16, 2026	Jul 4, 2026	56 d	49 d
2	−9.2%	Jul 15, 2025	Sep 13, 2025	Oct 27, 2025	60 d	44 d
3	−8.7%	Jul 18, 2026	Sep 16, 2026	Ongoing	60 d	—
4	−5.0%	Nov 29, 2025	Dec 12, 2025	Dec 18, 2025	13 d	6 d
5	−4.8%	Jan 12, 2026	Jan 18, 2026	Mar 6, 2026	6 d	47 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

48%

39%

53%

52%

43%

Exposure

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

Gross exposure184% of equityPeak266%

Average share of exposure

AUDJPY49% · 85.8%
MXNJPY27% · 47.4%
NZDJPY24% · 41.9%

Performance by instrument

Share of net PnL