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

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USDCHF Session Fade

ActiveForexMT5

omar.fVerified·Mean reversion · sessionView trader

Return 12m

+20.2%

470 days of history

Max drawdown

11.8%

Current 0.3%

Sortino

2.11

Sharpe 1.38 · PSR 0.94

Compliance

13/15

87% of Epochs kept

Risk score

34 · Low

Capacity used

35%

126/363 seats · $1.1M

Trade analytics

Last 320 closed trades · risk measured at the initial stop

Avg risk / trade

0.66%

median 0.67% · max 0.84%

Avg planned R:R

1 : 0.93

target distance ÷ stop distance

Realized R:R

1 : 0.96

avg win +0.80R · avg loss −0.83R

Expectancy

+0.20R

per trade

SQN

2.54

Good

Kelly fraction

25.5%

optimal f · use ¼–½ in practice

Win rate

63.4%

profit factor 1.67

Consecutive W / L

10 / 5

longest streaks

Largest win / loss

+1.2R / −1.3R

Avg hold

5.6h / 6.0h

winners / losers

Avg MAE / MFE

0.55R / 0.76R

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 +65.5R

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	179	141
Win rate	65%	62%
Expectancy	+0.22R	+0.18R
Total R	+40.1R	+25.5R
Equity PnL	+27.8%	+16.8%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 11:15	EURUSD short	0.68%	1:0.8	+0.85R	7.2h
Oct 5, 07:09	USDCHF short	0.83%	1:1.1	−1.02R	3.7h
Oct 5, 13:59	EURUSD short	0.77%	1:0.9	−0.82R	3.7h
Oct 2, 10:41	USDCHF long	0.70%	1:1.1	+0.99R	5.7h
Oct 1, 10:07	EURUSD short	0.63%	1:1.1	+0.75R	3.1h
Oct 1, 07:31	EURUSD short	0.81%	1:1.0	+0.86R	0.1h
Sep 29, 09:40	USDCHF long	0.52%	1:1.0	+1.01R	9.0h
Sep 28, 08:38	USDCHF short	0.62%	1:1.1	+1.06R	8.9h
Sep 25, 09:33	USDCHF long	0.70%	1:0.8	+0.83R	0.1h
Sep 25, 10:00	USDCHF short	0.83%	1:1.1	+0.77R	0.6h
Sep 25, 09:02	USDCHF long	0.55%	1:0.9	−0.77R	3.2h
Sep 24, 10:42	USDCHF long	0.58%	1:1.0	+0.92R	4.6h

Performance statistics

Based on 320 trades over 470 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	+1.8%	+6.0%	+13.9%	+15.8%	+9.2%	+20.2%	+21.8%
Followers	+1.8%	+5.9%	+13.9%	+15.7%	+9.1%	+20.0%	+21.5%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+125.3%
Excess vs BTC	+1.4%	+5.0%	+2.6%	−55.4%	−46.5%	−49.3%	−103.5%

Returns

Return 1m: +6.0%
Return 3m: +13.9%
Return 12m: +20.2%
Return since start: +21.8%
CAGR: +16.5%

Risk

Max drawdown: 11.8%
Volatility (ann.): 11.6%
Downside deviation: 7.6%
Ulcer index: 4.86%
VaR / CVaR 95% (daily): 0.88% / 1.23%
VaR / CVaR 99% (daily): 1.40% / 1.82%
Longest time under water: 178 days
Max / avg leverage: 7x / 3.2x
Top-3 trades share of PnL: 15%

Risk-adjusted

Sharpe: 1.38
Sortino: 2.11
Calmar: 1.40
Recovery factor: 1.85
Probabilistic Sharpe (PSR): 0.94
Omega ratio: 1.21
Gain-to-pain: 0.21

Trades

Trades: 320
Win rate: 62%
Payoff ratio: 0.87
Profit factor: 1.42
Expectancy: 2 bps
Tail ratio: 2.4
Avg holding time: 6.4 h

Consistency

Profitable months: 65%
Equity curve R²: 0.53
Longest losing streak: 6 days
Skew / kurtosis: 0.31 / 5.4
Consistency score: 71/100

Benchmark (vs BTC)

Beta: -0.00
Alpha (ann.): +16.1%
Correlation / R²: -0.01 / 0.00
Up / down capture: 2% / −2%
Tracking error: 57.3%
Information ratio: -1.10

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-0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta-0.01Correlation-0.04

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d4.21Volatility 90d12.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.88%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.8%	Feb 18, 2026	Apr 23, 2026	Aug 16, 2026	64 d	115 d
2	−6.6%	Dec 9, 2025	Jan 28, 2026	Feb 18, 2026	50 d	21 d
3	−5.7%	Jul 20, 2025	Sep 6, 2025	Oct 8, 2025	48 d	32 d
4	−4.5%	Aug 23, 2026	Sep 5, 2026	Oct 2, 2026	13 d	27 d
5	−1.7%	Oct 21, 2025	Oct 24, 2025	Nov 6, 2025	3 d	13 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

58%

49%

48%

46%

58%

55%

60%

Exposure

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

Gross exposure26% of equityPeak328%

Average share of exposure

USDCHF74% · 131.2%
EURUSD20% · 36.2%
AUDUSD6% · 10.9%

Performance by instrument

Share of net PnL