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Opening Range X

ActiveFuturesMT5

jonas.vVerified·Opening range · intradayView trader

Return (all)

+10.6%

202 days of history

Max drawdown

13.9%

Current 11.0%

Sortino

1.15

Sharpe 0.77 · PSR 0.72

Compliance

5/6

83% of Epochs kept

Risk score

45 · Medium

Capacity used

89%

207/233 seats · $700k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.79%

median 0.79% · max 0.99%

Avg planned R:R

1 : 1.75

target distance ÷ stop distance

Realized R:R

1 : 1.75

avg win +1.49R · avg loss −0.85R

Expectancy

+0.11R

per trade

SQN

0.95

Poor

Kelly fraction

7.6%

optimal f · use ¼–½ in practice

Win rate

41.3%

profit factor 1.23

Consecutive W / L

6 / 9

longest streaks

Largest win / loss

+2.4R / −1.4R

Avg hold

3.1h / 3.9h

winners / losers

Avg MAE / MFE

0.68R / 0.98R

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 +45.2R

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	222	178
Win rate	45%	37%
Expectancy	+0.18R	+0.03R
Total R	+39.7R	+5.5R
Equity PnL	+28.8%	+5.8%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 17:26	US500 short	0.89%	1:2.1	−0.95R	2.8h
Oct 6, 19:55	US500 long	0.63%	1:1.6	+1.79R	0.7h
Oct 5, 14:45	NAS100 short	0.64%	1:2.0	−0.74R	0.5h
Oct 5, 07:26	NAS100 long	0.60%	1:2.1	−1.03R	4.8h
Oct 5, 22:21	US500 long	0.69%	1:2.1	−0.87R	0.7h
Oct 5, 07:42	NAS100 short	0.60%	1:1.8	+1.80R	7.6h
Oct 2, 15:58	US500 short	0.92%	1:2.1	−1.01R	10.8h
Oct 2, 00:43	US500 short	0.85%	1:1.4	−0.69R	0.2h
Oct 1, 09:44	US500 long	0.82%	1:1.4	−0.68R	0.3h
Sep 30, 04:15	NAS100 short	0.83%	1:2.1	−0.98R	1.0h
Sep 30, 02:31	NAS100 short	0.78%	1:2.0	−0.86R	3.8h
Sep 30, 05:30	US500 long	0.89%	1:2.0	+2.03R	2.7h

Performance statistics

Based on 483 trades over 202 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	+1.7%	−6.3%	−6.1%	+3.7%	+10.6%	+10.6%
Followers	+1.7%	−6.4%	−6.3%	+3.2%	+10.0%	+10.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+35.5%	+35.5%
Excess vs BTC	+1.3%	−7.3%	−17.4%	−67.5%	−24.9%	−24.9%

Returns

Return 1m: −6.3%
Return 3m: −6.1%
Return 12m: Insufficient data
Return since start: +10.6%
CAGR: +20.0%

Risk

Max drawdown: 13.9%
Volatility (ann.): 28.9%
Downside deviation: 19.4%
Ulcer index: 5.39%
VaR / CVaR 95% (daily): 2.22% / 2.98%
VaR / CVaR 99% (daily): 3.36% / 4.98%
Longest time under water: 83 days
Max / avg leverage: 3.1x / 1.4x
Top-3 trades share of PnL: 18%

Risk-adjusted

Sharpe: 0.77
Sortino: 1.15
Calmar: 1.44
Recovery factor: 0.76
Probabilistic Sharpe (PSR): 0.72
Omega ratio: 1.11
Gain-to-pain: 0.11

Trades

Trades: 483
Win rate: 46%
Payoff ratio: 1.62
Profit factor: 1.38
Expectancy: 2 bps
Tail ratio: 2.7
Avg holding time: 3.3 h

Consistency

Profitable months: 75%
Equity curve R²: 0.34
Longest losing streak: 6 days
Skew / kurtosis: 0.03 / 4.9
Consistency score: 71/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +21.9%
Correlation / R²: 0.01 / 0.00
Up / down capture: −3% / −9%
Tracking error: 65.1%
Information ratio: -0.76

Strategy vs BTC

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

Daily return pair202 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta-0.04Correlation-0.06

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.71Volatility 90d29.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.22%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−13.9%	Jul 15, 2026	Sep 27, 2026	Ongoing	74 d	—
2	−7.5%	Apr 16, 2026	Apr 21, 2026	May 5, 2026	5 d	14 d
3	−6.9%	May 5, 2026	May 18, 2026	May 24, 2026	13 d	6 d
4	−6.4%	Jun 30, 2026	Jul 9, 2026	Jul 11, 2026	9 d	2 d
5	−6.1%	May 31, 2026	Jun 17, 2026	Jun 26, 2026	17 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

41%

55%

61%

28%

55%

69%

41%

Exposure

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

Gross exposure70% of equityPeak106%

Average share of exposure

NAS10053% · 31.4%
US50047% · 27.8%

Performance by instrument

Share of net PnL

Opening Range X

ActiveFuturesMT5

jonas.vVerified·Opening range · intradayView trader

Return (all)

+10.6%

202 days of history

Max drawdown

13.9%

Current 11.0%

Sortino

1.15

Sharpe 0.77 · PSR 0.72

Compliance

5/6

83% of Epochs kept

Risk score

45 · Medium

Capacity used

89%

207/233 seats · $700k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.79%

median 0.79% · max 0.99%

Avg planned R:R

1 : 1.75

target distance ÷ stop distance

Realized R:R

1 : 1.75

avg win +1.49R · avg loss −0.85R

Expectancy

+0.11R

per trade

SQN

0.95

Poor

Kelly fraction

7.6%

optimal f · use ¼–½ in practice

Win rate

41.3%

profit factor 1.23

Consecutive W / L

6 / 9

longest streaks

Largest win / loss

+2.4R / −1.4R

Avg hold

3.1h / 3.9h

winners / losers

Avg MAE / MFE

0.68R / 0.98R

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 +45.2R

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	222	178
Win rate	45%	37%
Expectancy	+0.18R	+0.03R
Total R	+39.7R	+5.5R
Equity PnL	+28.8%	+5.8%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 17:26	US500 short	0.89%	1:2.1	−0.95R	2.8h
Oct 6, 19:55	US500 long	0.63%	1:1.6	+1.79R	0.7h
Oct 5, 14:45	NAS100 short	0.64%	1:2.0	−0.74R	0.5h
Oct 5, 07:26	NAS100 long	0.60%	1:2.1	−1.03R	4.8h
Oct 5, 22:21	US500 long	0.69%	1:2.1	−0.87R	0.7h
Oct 5, 07:42	NAS100 short	0.60%	1:1.8	+1.80R	7.6h
Oct 2, 15:58	US500 short	0.92%	1:2.1	−1.01R	10.8h
Oct 2, 00:43	US500 short	0.85%	1:1.4	−0.69R	0.2h
Oct 1, 09:44	US500 long	0.82%	1:1.4	−0.68R	0.3h
Sep 30, 04:15	NAS100 short	0.83%	1:2.1	−0.98R	1.0h
Sep 30, 02:31	NAS100 short	0.78%	1:2.0	−0.86R	3.8h
Sep 30, 05:30	US500 long	0.89%	1:2.0	+2.03R	2.7h

Performance statistics

Based on 483 trades over 202 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	+1.7%	−6.3%	−6.1%	+3.7%	+10.6%	+10.6%
Followers	+1.7%	−6.4%	−6.3%	+3.2%	+10.0%	+10.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+35.5%	+35.5%
Excess vs BTC	+1.3%	−7.3%	−17.4%	−67.5%	−24.9%	−24.9%

Returns

Return 1m: −6.3%
Return 3m: −6.1%
Return 12m: Insufficient data
Return since start: +10.6%
CAGR: +20.0%

Risk

Max drawdown: 13.9%
Volatility (ann.): 28.9%
Downside deviation: 19.4%
Ulcer index: 5.39%
VaR / CVaR 95% (daily): 2.22% / 2.98%
VaR / CVaR 99% (daily): 3.36% / 4.98%
Longest time under water: 83 days
Max / avg leverage: 3.1x / 1.4x
Top-3 trades share of PnL: 18%

Risk-adjusted

Sharpe: 0.77
Sortino: 1.15
Calmar: 1.44
Recovery factor: 0.76
Probabilistic Sharpe (PSR): 0.72
Omega ratio: 1.11
Gain-to-pain: 0.11

Trades

Trades: 483
Win rate: 46%
Payoff ratio: 1.62
Profit factor: 1.38
Expectancy: 2 bps
Tail ratio: 2.7
Avg holding time: 3.3 h

Consistency

Profitable months: 75%
Equity curve R²: 0.34
Longest losing streak: 6 days
Skew / kurtosis: 0.03 / 4.9
Consistency score: 71/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +21.9%
Correlation / R²: 0.01 / 0.00
Up / down capture: −3% / −9%
Tracking error: 65.1%
Information ratio: -0.76

Strategy vs BTC

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

Daily return pair202 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta-0.04Correlation-0.06

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.71Volatility 90d29.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.22%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−13.9%	Jul 15, 2026	Sep 27, 2026	Ongoing	74 d	—
2	−7.5%	Apr 16, 2026	Apr 21, 2026	May 5, 2026	5 d	14 d
3	−6.9%	May 5, 2026	May 18, 2026	May 24, 2026	13 d	6 d
4	−6.4%	Jun 30, 2026	Jul 9, 2026	Jul 11, 2026	9 d	2 d
5	−6.1%	May 31, 2026	Jun 17, 2026	Jun 26, 2026	17 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

41%

55%

61%

28%

55%

69%

41%

Exposure

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

Gross exposure70% of equityPeak106%

Average share of exposure

NAS10053% · 31.4%
US50047% · 27.8%

Performance by instrument

Share of net PnL