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Opening Range Pro

ActiveFuturesMT5

lars.hVerified+·Opening range · intradayView trader

Return (all)

+19.3%

191 days of history

Max drawdown

17.7%

Current 2.3%

Sortino

2.52

Sharpe 1.69 · PSR 0.89

Compliance

5/6

83% of Epochs kept

Risk score

44 · Medium

Capacity used

20%

55/273 seats · $820k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.77%

median 0.77% · max 0.98%

Avg planned R:R

1 : 1.77

target distance ÷ stop distance

Realized R:R

1 : 1.81

avg win +1.50R · avg loss −0.83R

Expectancy

+0.34R

per trade

SQN

2.80

Good

Kelly fraction

22.4%

optimal f · use ¼–½ in practice

Win rate

50.0%

profit factor 1.81

Consecutive W / L

6 / 8

longest streaks

Largest win / loss

+2.5R / −1.5R

Avg hold

3.2h / 2.8h

winners / losers

Avg MAE / MFE

0.60R / 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 +134.3R

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	242	158
Win rate	48%	53%
Expectancy	+0.28R	+0.42R
Total R	+67.8R	+66.5R
Equity PnL	+52.8%	+52.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 07:50	US30 long	0.65%	1:1.8	+1.39R	7.2h
Oct 6, 23:12	US30 long	0.68%	1:1.6	−0.79R	1.9h
Oct 5, 01:40	US500 short	0.60%	1:1.8	+1.12R	2.9h
Oct 5, 05:03	US30 long	0.72%	1:1.5	+1.18R	2.5h
Oct 5, 23:22	US500 long	0.62%	1:2.1	−1.04R	9.4h
Oct 5, 19:41	NAS100 long	0.74%	1:1.5	+1.07R	0.7h
Oct 5, 00:48	NAS100 short	0.96%	1:1.5	+1.38R	1.1h
Oct 5, 14:49	US30 long	0.84%	1:1.7	+1.63R	0.2h
Oct 2, 07:23	NAS100 long	0.76%	1:1.7	+1.43R	4.3h
Oct 2, 11:50	NAS100 short	0.73%	1:2.1	−1.39R	4.4h
Oct 2, 18:23	NAS100 short	0.71%	1:1.8	+2.00R	2.0h
Oct 2, 20:02	US500 short	0.60%	1:1.9	+1.90R	8.9h

Performance statistics

Based on 429 trades over 191 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	All
Strategy	+4.6%	+10.4%	+16.0%	+13.9%	+19.3%	+19.3%
Followers	+4.5%	+10.4%	+15.8%	+13.3%	+18.7%	+18.7%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+23.9%	+23.9%
Excess vs BTC	+4.2%	+9.5%	+4.7%	−57.3%	−4.6%	−4.6%

Returns

Return 1m: +10.4%
Return 3m: +16.0%
Return 12m: Insufficient data
Return since start: +19.3%
CAGR: +40.1%

Risk

Max drawdown: 17.7%
Volatility (ann.): 21.4%
Downside deviation: 14.3%
Ulcer index: 10.12%
VaR / CVaR 95% (daily): 1.89% / 2.22%
VaR / CVaR 99% (daily): 2.82% / 2.82%
Longest time under water: 135 days
Max / avg leverage: 3.1x / 1.4x
Top-3 trades share of PnL: 18%

Risk-adjusted

Sharpe: 1.69
Sortino: 2.52
Calmar: 2.27
Recovery factor: 1.09
Probabilistic Sharpe (PSR): 0.89
Omega ratio: 1.25
Gain-to-pain: 0.25

Trades

Trades: 429
Win rate: 51%
Payoff ratio: 1.67
Profit factor: 1.74
Expectancy: 2 bps
Tail ratio: 2.7
Avg holding time: 2.8 h

Consistency

Profitable months: 75%
Equity curve R²: 0.00
Longest losing streak: 5 days
Skew / kurtosis: -0.10 / 2.8
Consistency score: 63/100

Benchmark (vs BTC)

Beta: -0.02
Alpha (ann.): +37.2%
Correlation / R²: -0.05 / 0.00
Up / down capture: 2% / −7%
Tracking error: 63.9%
Information ratio: -0.35

Strategy vs BTC

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

Daily return pair191 daysFit · β-0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta-0.01Correlation-0.03

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d2.49Volatility 90d20.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.89%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−17.7%	May 24, 2026	Jul 21, 2026	Ongoing	58 d	—
2	−4.4%	Apr 14, 2026	Apr 17, 2026	Apr 27, 2026	3 d	10 d
3	−2.9%	Apr 27, 2026	Apr 30, 2026	May 3, 2026	3 d	3 d
4	−2.3%	May 13, 2026	May 15, 2026	May 18, 2026	2 d	3 d
5	−1.6%	May 3, 2026	May 8, 2026	May 9, 2026	5 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

50%

57%

48%

33%

48%

81%

74%

Exposure

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

Gross exposure20% of equityPeak128%

Average share of exposure

NAS10070% · 46.3%
US3018% · 12.2%
US50012% · 8%

Performance by instrument

Share of net PnL