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Pairs

ActiveStocksMT5

chloe.mVerified·Pairs · market-neutralView trader

Return (all)

+17.0%

331 days of history

Max drawdown

6.4%

Current 0.0%

Sortino

2.02

Sharpe 1.31 · PSR 0.90

Compliance

11/11

100% of Epochs kept

Risk score

16 · Low

Capacity used

84%

193/230 seats · $690k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.48%

median 0.47% · max 0.59%

Avg planned R:R

1 : 0.73

target distance ÷ stop distance

Realized R:R

1 : 0.70

avg win +0.60R · avg loss −0.86R

Expectancy

+0.12R

per trade

SQN

0.89

Poor

Kelly fraction

19.2%

optimal f · use ¼–½ in practice

Win rate

66.7%

profit factor 1.40

Consecutive W / L

5 / 4

longest streaks

Largest win / loss

+0.9R / −1.0R

Avg hold

7.0d / 9.0d

winners / losers

Avg MAE / MFE

0.55R / 0.64R

adverse / favorable excursion

Capture ratio

86%

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 +3.5R

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	57%	75%
Expectancy	−0.08R	+0.29R
Total R	−1.1R	+4.6R
Equity PnL	−0.5%	+2.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 00:09	PEP short	0.41%	1:0.7	+0.71R	2.0d
Sep 18, 23:56	KO long	0.50%	1:0.7	+0.36R	4.1h
Sep 15, 05:11	KO long	0.58%	1:0.8	+0.50R	12.3h
Aug 31, 17:20	KO long	0.56%	1:0.6	+0.33R	1.7d
Aug 18, 06:39	XOM short	0.53%	1:0.8	+0.91R	19.0d
Aug 5, 15:04	XOM long	0.57%	1:0.8	−0.84R	11.1d
Aug 3, 21:25	KO short	0.40%	1:0.7	−0.77R	1.9d
Jul 3, 07:50	KO short	0.43%	1:0.9	−0.80R	3.3d
Jun 22, 04:12	CVX long	0.37%	1:0.8	−0.98R	34.8d
Jun 18, 08:14	XOM short	0.59%	1:0.7	+0.70R	18.6d
Jun 18, 12:42	XOM long	0.43%	1:0.7	−0.64R	13.8d
Jun 8, 15:49	KO short	0.50%	1:0.6	+0.41R	4.2d

Performance statistics

Based on 30 trades over 331 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	+1.5%	+4.0%	+5.7%	+5.2%	+14.9%	+17.0%
Followers	+1.5%	+4.0%	+5.7%	+5.2%	+14.9%	+17.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+81.5%
Excess vs BTC	+1.1%	+3.0%	−5.6%	−66.0%	−40.8%	−64.5%

Returns

Return 1m: +4.0%
Return 3m: +5.7%
Return 12m: Insufficient data
Return since start: +17.0%
CAGR: +18.9%

Risk

Max drawdown: 6.4%
Volatility (ann.): 13.9%
Downside deviation: 9.1%
Ulcer index: 2.60%
VaR / CVaR 95% (daily): 1.16% / 1.38%
VaR / CVaR 99% (daily): 1.64% / 1.77%
Longest time under water: 74 days
Max / avg leverage: 1.7x / 0.8x
Top-3 trades share of PnL: 10%

Risk-adjusted

Sharpe: 1.31
Sortino: 2.02
Calmar: 2.95
Recovery factor: 2.66
Probabilistic Sharpe (PSR): 0.90
Omega ratio: 1.19
Gain-to-pain: 0.19

Trades

Trades: 30
Win rate: 65%
Payoff ratio: 0.67
Profit factor: 1.24
Expectancy: 13 bps
Tail ratio: 1.9
Avg holding time: 6.4 d

Consistency

Profitable months: 75%
Equity curve R²: 0.83
Longest losing streak: 6 days
Skew / kurtosis: 0.30 / 4.1
Consistency score: 83/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +16.7%
Correlation / R²: 0.08 / 0.01
Up / down capture: 6% / 2%
Tracking error: 55.8%
Information ratio: -1.12

Strategy vs BTC

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

Daily return pair331 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.06Correlation0.20

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.84Volatility 90d14.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.16%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−6.4%	Jan 20, 2026	Mar 5, 2026	Apr 5, 2026	44 d	31 d
2	−6.4%	Apr 8, 2026	Apr 23, 2026	Jun 18, 2026	15 d	56 d
3	−4.5%	Aug 21, 2026	Sep 10, 2026	Oct 2, 2026	20 d	22 d
4	−3.2%	Jul 21, 2026	Aug 6, 2026	Aug 15, 2026	16 d	9 d
5	−3.1%	Dec 23, 2025	Dec 31, 2025	Jan 2, 2026	8 d	2 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

40%

48%

51%

60%

47%

60%

Exposure

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

Gross exposure69% of equityPeak70%

Average share of exposure

XOM53% · 27%
KO31% · 15.8%
PEP11% · 5.6%
CVX5% · 2.5%

Performance by instrument

Share of net PnL