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Pairs

ActiveStocksMT5

yara.hqVerified·Pairs · market-neutralView trader

Return 12m

+17.3%

452 days of history

Max drawdown

9.6%

Current 5.2%

Sortino

2.95

Sharpe 1.87 · PSR 0.98

Compliance

14/15

93% of Epochs kept

Risk score

21 · Low

Capacity used

88%

340/386 seats · $1.2M

Trade analytics

Last 33 closed trades · risk measured at the initial stop

Avg risk / trade

0.53%

median 0.52% · max 0.66%

Avg planned R:R

1 : 0.75

target distance ÷ stop distance

Realized R:R

1 : 0.69

avg win +0.62R · avg loss −0.89R

Expectancy

+0.20R

per trade

SQN

1.66

Average

Kelly fraction

33.2%

optimal f · use ¼–½ in practice

Win rate

72.7%

profit factor 1.84

Consecutive W / L

11 / 2

longest streaks

Largest win / loss

+0.9R / −1.2R

Avg hold

5.0d / 2.5d

winners / losers

Avg MAE / MFE

0.51R / 0.67R

adverse / favorable excursion

Capture ratio

83%

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 +6.8R

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	15	18
Win rate	80%	67%
Expectancy	+0.24R	+0.18R
Total R	+3.6R	+3.2R
Equity PnL	+1.5%	+1.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 25, 12:55	V long	0.41%	1:0.6	+0.49R	11.8h
Sep 10, 18:53	V short	0.61%	1:0.9	−0.86R	1.1d
Aug 24, 17:17	V short	0.57%	1:0.9	+0.80R	5.0d
Aug 14, 01:51	V long	0.41%	1:0.6	+0.46R	2.1d
Aug 12, 13:16	V long	0.45%	1:0.7	+0.71R	15.9h
Aug 7, 15:11	V short	0.64%	1:0.8	+0.79R	16.1h
Jul 27, 10:19	V short	0.61%	1:0.6	+0.37R	2.1d
Jun 5, 01:47	MA short	0.44%	1:0.7	+0.72R	5.5d
Jun 4, 13:20	XOM short	0.63%	1:0.8	+0.79R	23.5h
Jun 1, 02:09	V short	0.51%	1:0.7	+0.70R	2.8h
May 19, 08:38	V long	0.50%	1:0.6	+0.38R	7.2d
May 15, 08:13	MA short	0.49%	1:0.9	+0.92R	4.5d

Performance statistics

Based on 33 trades over 452 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	−4.5%	+1.7%	−0.6%	+11.5%	+21.6%	+17.3%	+39.4%
Followers	−4.5%	+1.7%	−0.6%	+11.5%	+21.6%	+17.3%	+39.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+125.9%
Excess vs BTC	−4.8%	+0.7%	−11.9%	−59.7%	−34.1%	−52.2%	−86.5%

Returns

Return 1m: +1.7%
Return 3m: −0.6%
Return 12m: +17.3%
Return since start: +39.4%
CAGR: +30.8%

Risk

Max drawdown: 9.6%
Volatility (ann.): 15.0%
Downside deviation: 9.5%
Ulcer index: 3.62%
VaR / CVaR 95% (daily): 1.07% / 1.53%
VaR / CVaR 99% (daily): 1.76% / 2.22%
Longest time under water: 157 days
Max / avg leverage: 1.8x / 0.8x
Top-3 trades share of PnL: 12%

Risk-adjusted

Sharpe: 1.87
Sortino: 2.95
Calmar: 3.20
Recovery factor: 4.10
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.29
Gain-to-pain: 0.29

Trades

Trades: 33
Win rate: 64%
Payoff ratio: 0.71
Profit factor: 1.26
Expectancy: 16 bps
Tail ratio: 2.0
Avg holding time: 5.3 d

Consistency

Profitable months: 63%
Equity curve R²: 0.84
Longest losing streak: 7 days
Skew / kurtosis: 0.23 / 4.1
Consistency score: 84/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +27.5%
Correlation / R²: 0.02 / 0.00
Up / down capture: 7% / 1%
Tracking error: 57.6%
Information ratio: -0.93

Strategy vs BTC

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

Daily return pair365 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.00Correlation-0.01

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.12Volatility 90d13.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.07%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.6%	Nov 1, 2025	Feb 13, 2026	Apr 8, 2026	104 d	54 d
2	−5.3%	Sep 25, 2026	Oct 5, 2026	Ongoing	10 d	—
3	−5.2%	Jul 14, 2026	Aug 20, 2026	Sep 22, 2026	37 d	33 d
4	−3.7%	May 4, 2026	Jun 7, 2026	Jun 22, 2026	34 d	15 d
5	−3.6%	Sep 14, 2025	Sep 18, 2025	Oct 1, 2025	4 d	13 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

49%

63%

50%

42%

58%

62%

52%

Exposure

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

Gross exposure58% of equityPeak89%

Average share of exposure

V79% · 48.8%
MA16% · 9.8%
XOM5% · 2.9%

Performance by instrument

Share of net PnL