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

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Tokyo Yen Scalper

FullForexMT5

sato.fxVerified·Scalping · Tokyo sessionView trader

Return 12m

+21.2%

520 days of history

Max drawdown

6.7%

Current 3.0%

Sortino

2.81

Sharpe 1.79 · PSR 0.98

Compliance

15/16

94% of Epochs kept

Risk score

27 · Low

Capacity used

100%

86/86 seats · $260k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.59%

median 0.58% · max 0.74%

Avg planned R:R

1 : 1.13

target distance ÷ stop distance

Realized R:R

1 : 1.15

avg win +0.96R · avg loss −0.84R

Expectancy

+0.29R

per trade

SQN

3.21

Excellent

Kelly fraction

29.9%

optimal f · use ¼–½ in practice

Win rate

62.5%

profit factor 1.92

Consecutive W / L

11 / 5

longest streaks

Largest win / loss

+1.6R / −1.5R

Avg hold

0.8h / 0.9h

winners / losers

Avg MAE / MFE

0.54R / 0.87R

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 +115.0R

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	224	176
Win rate	64%	60%
Expectancy	+0.33R	+0.24R
Total R	+73.4R	+41.6R
Equity PnL	+43.5%	+24.8%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 14:00	USDJPY long	0.62%	1:0.9	+0.61R	0.1h
Oct 6, 16:29	EURJPY long	0.60%	1:1.3	−0.69R	1.0h
Oct 6, 12:31	GBPJPY long	0.57%	1:1.1	+1.28R	0.3h
Oct 6, 15:19	EURJPY short	0.51%	1:1.1	−0.99R	3.7h
Oct 6, 14:00	EURJPY short	0.49%	1:1.3	+1.03R	1.0h
Oct 5, 14:49	USDJPY short	0.66%	1:1.4	+1.50R	0.1h
Oct 5, 13:00	USDJPY short	0.54%	1:0.9	−0.92R	0.5h
Oct 5, 12:57	USDJPY long	0.60%	1:1.2	+1.04R	1.1h
Oct 5, 12:26	EURJPY short	0.59%	1:1.4	−0.91R	1.1h
Oct 5, 11:52	USDJPY long	0.58%	1:1.3	+1.36R	0.2h
Oct 5, 15:31	USDJPY long	0.68%	1:1.2	+1.08R	0.3h
Oct 5, 13:56	USDJPY short	0.69%	1:1.2	−0.69R	0.6h

Performance statistics

Based on 2,900 trades over 520 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	+0.6%	−3.0%	+6.8%	+2.5%	+21.1%	+21.2%	+35.4%
Followers	+0.6%	−3.1%	+6.4%	+1.7%	+19.6%	+19.2%	+32.3%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+98.0%
Excess vs BTC	+0.2%	−4.0%	−4.5%	−68.7%	−34.6%	−48.3%	−62.7%

Returns

Return 1m: −3.0%
Return 3m: +6.8%
Return 12m: +21.2%
Return since start: +35.4%
CAGR: +23.7%

Risk

Max drawdown: 6.7%
Volatility (ann.): 12.3%
Downside deviation: 7.8%
Ulcer index: 2.92%
VaR / CVaR 95% (daily): 0.95% / 1.22%
VaR / CVaR 99% (daily): 1.37% / 1.67%
Longest time under water: 119 days
Max / avg leverage: 6.5x / 2.9x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 1.79
Sortino: 2.81
Calmar: 3.53
Recovery factor: 5.28
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.27
Gain-to-pain: 0.27

Trades

Trades: 2,900
Win rate: 61%
Payoff ratio: 1.05
Profit factor: 1.64
Expectancy: 2 bps
Tail ratio: 2.2
Avg holding time: 0.8 h

Consistency

Profitable months: 61%
Equity curve R²: 0.88
Longest losing streak: 7 days
Skew / kurtosis: 0.26 / 4.1
Consistency score: 82/100

Benchmark (vs BTC)

Beta: -0.01
Alpha (ann.): +22.5%
Correlation / R²: -0.04 / 0.00
Up / down capture: 2% / −3%
Tracking error: 56.9%
Information ratio: -0.72

Strategy vs BTC

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

Daily return pair365 daysFit · β-0.01

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.00Correlation0.02

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d2.53Volatility 90d10.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.95%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−6.7%	Apr 19, 2026	Jul 7, 2026	Aug 17, 2026	79 d	41 d
2	−6.4%	Oct 10, 2025	Oct 17, 2025	Jan 15, 2026	7 d	90 d
3	−5.4%	Sep 6, 2026	Sep 21, 2026	Ongoing	15 d	—
4	−5.3%	Jul 7, 2025	Jul 25, 2025	Oct 8, 2025	18 d	75 d
5	−3.1%	Jan 15, 2026	Jan 30, 2026	Feb 17, 2026	15 d	18 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

51%

49%

54%

50%

49%

59%

Exposure

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

Gross exposure288% of equityPeak288%

Average share of exposure

USDJPY80% · 112.9%
GBPJPY14% · 20.3%
EURJPY6% · 8.4%

Performance by instrument

Share of net PnL