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

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USDCAD Session Fade

ActiveForexMT5

nadia.nVerified+·Mean reversion · sessionView trader

Return 12m

+21.3%

407 days of history

Max drawdown

10.7%

Current 0.2%

Sortino

2.55

Sharpe 1.63 · PSR 0.96

Compliance

12/13

92% of Epochs kept

Risk score

34 · Low

Capacity used

21%

78/370 seats · $1.1M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.67%

median 0.68% · max 0.84%

Avg planned R:R

1 : 1.03

target distance ÷ stop distance

Realized R:R

1 : 1.05

avg win +0.89R · avg loss −0.85R

Expectancy

+0.22R

per trade

SQN

2.57

Good

Kelly fraction

25.2%

optimal f · use ¼–½ in practice

Win rate

61.8%

profit factor 1.69

Consecutive W / L

11 / 6

longest streaks

Largest win / loss

+1.4R / −1.5R

Avg hold

6.8h / 7.2h

winners / losers

Avg MAE / MFE

0.55R / 0.81R

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 +89.5R

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	234	166
Win rate	58%	67%
Expectancy	+0.17R	+0.31R
Total R	+38.8R	+50.7R
Equity PnL	+26.0%	+36.4%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 12:48	USDCAD short	0.53%	1:1.2	−0.80R	7.0h
Oct 5, 14:23	USDCAD short	0.73%	1:1.1	−0.81R	5.0h
Oct 5, 14:13	USDCAD long	0.52%	1:1.0	+1.07R	0.9h
Oct 2, 13:12	USDCAD long	0.65%	1:0.9	+0.78R	0.7h
Oct 2, 15:31	USDCAD long	0.54%	1:0.9	+0.84R	10.3h
Oct 2, 12:05	USDCAD long	0.56%	1:0.9	−0.98R	5.0h
Oct 1, 08:31	USDCHF short	0.69%	1:1.2	+0.96R	13.6h
Sep 30, 07:20	USDCAD long	0.64%	1:1.2	−0.72R	2.8h
Sep 30, 15:58	USDCHF short	0.71%	1:1.1	−0.92R	10.4h
Sep 30, 15:51	USDCAD long	0.82%	1:1.1	+1.30R	6.2h
Sep 30, 09:45	USDCHF long	0.72%	1:0.9	−1.01R	20.9h
Sep 29, 07:19	USDCAD short	0.82%	1:1.1	+0.89R	3.1h

Performance statistics

Based on 584 trades over 407 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	+3.5%	+7.3%	+9.9%	+16.5%	+30.4%	+21.3%	+31.6%
Followers	+3.5%	+7.3%	+9.8%	+16.2%	+29.9%	+20.8%	+31.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+73.9%
Excess vs BTC	+3.1%	+6.3%	−1.4%	−54.8%	−25.4%	−48.2%	−42.3%

Returns

Return 1m: +7.3%
Return 3m: +9.9%
Return 12m: +21.3%
Return since start: +31.6%
CAGR: +27.9%

Risk

Max drawdown: 10.7%
Volatility (ann.): 15.9%
Downside deviation: 10.1%
Ulcer index: 4.62%
VaR / CVaR 95% (daily): 1.29% / 1.73%
VaR / CVaR 99% (daily): 2.06% / 2.41%
Longest time under water: 134 days
Max / avg leverage: 7x / 3.2x
Top-3 trades share of PnL: 15%

Risk-adjusted

Sharpe: 1.63
Sortino: 2.55
Calmar: 2.61
Recovery factor: 2.96
Probabilistic Sharpe (PSR): 0.96
Omega ratio: 1.26
Gain-to-pain: 0.26

Trades

Trades: 584
Win rate: 62%
Payoff ratio: 0.96
Profit factor: 1.57
Expectancy: 2 bps
Tail ratio: 2.4
Avg holding time: 6.6 h

Consistency

Profitable months: 60%
Equity curve R²: 0.70
Longest losing streak: 6 days
Skew / kurtosis: 0.41 / 6.0
Consistency score: 73/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +25.2%
Correlation / R²: 0.04 / 0.00
Up / down capture: 2% / −5%
Tracking error: 58.3%
Information ratio: -0.68

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 5, 2026Beta-0.01Correlation-0.02

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d2.30Volatility 90d16.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.29%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.7%	Sep 29, 2025	Jan 21, 2026	Feb 11, 2026	114 d	21 d
2	−9.1%	Mar 13, 2026	May 31, 2026	Jun 20, 2026	79 d	20 d
3	−7.5%	Jun 20, 2026	Aug 14, 2026	Sep 4, 2026	55 d	21 d
4	−3.3%	Sep 17, 2026	Sep 23, 2026	Oct 2, 2026	6 d	9 d
5	−3.2%	Feb 19, 2026	Feb 24, 2026	Mar 1, 2026	5 d	5 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

57%

53%

52%

59%

45%

59%

52%

Exposure

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

Gross exposure121% of equityPeak374%

Average share of exposure

USDCHF57% · 138%
USDCAD43% · 102%

Performance by instrument

Share of net PnL