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USDJPY Carry

ActiveForexMT5

erik.sVerified+·Carry · swingView trader

Return (all)

+4.2%

196 days of history

Max drawdown

6.1%

Current 3.5%

Sortino

1.10

Sharpe 0.76 · PSR 0.71

Compliance

5/6

83% of Epochs kept

Risk score

26 · Low

Capacity used

65%

359/550 seats · $1.6M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.59%

median 0.60% · max 0.73%

Avg planned R:R

1 : 0.98

target distance ÷ stop distance

Realized R:R

1 : 0.99

avg win +0.80R · avg loss −0.80R

Expectancy

+0.10R

per trade

SQN

0.70

Poor

Kelly fraction

13.1%

optimal f · use ¼–½ in practice

Win rate

56.7%

profit factor 1.30

Consecutive W / L

7 / 3

longest streaks

Largest win / loss

+1.1R / −1.0R

Avg hold

12.7d / 12.7d

winners / losers

Avg MAE / MFE

0.61R / 0.69R

adverse / favorable excursion

Capture ratio

87%

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 +3.1R

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	15
Win rate	53%	60%
Expectancy	+0.02R	+0.19R
Total R	+0.2R	+2.9R
Equity PnL	+0.2%	+2.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 28, 11:01	USDJPY long	0.60%	1:0.9	−0.70R	3.6d
Sep 25, 12:12	USDJPY short	0.59%	1:1.1	−0.65R	1.0h
Sep 24, 07:11	USDJPY short	0.63%	1:0.8	+0.73R	5.6d
Aug 10, 13:22	USDJPY long	0.46%	1:1.1	−0.87R	2.6d
Aug 6, 07:09	NZDJPY short	0.62%	1:1.1	+1.02R	32.9d
Jul 31, 09:04	USDJPY long	0.60%	1:0.8	+0.45R	8.0d
Jul 21, 15:36	NZDJPY long	0.47%	1:1.2	+0.82R	13.1d
Jul 17, 10:13	USDJPY short	0.64%	1:1.0	+1.05R	15.9d
Jul 10, 08:35	NZDJPY short	0.66%	1:1.1	+0.91R	33.4d
Jul 8, 16:11	USDJPY long	0.59%	1:0.9	+0.97R	3.9d
Jun 26, 07:30	USDJPY long	0.68%	1:0.9	+0.57R	8.2d
Jun 26, 07:48	USDJPY short	0.44%	1:1.0	−0.89R	18.3d

Performance statistics

Based on 30 trades over 196 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	+2.3%	−2.3%	+2.0%	+2.4%	+4.2%	+4.2%
Followers	+2.3%	−2.3%	+2.0%	+2.4%	+4.2%	+4.2%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+28.6%	+28.6%
Excess vs BTC	+2.0%	−3.3%	−9.3%	−68.8%	−24.4%	−24.4%

Returns

Return 1m: −2.3%
Return 3m: +2.0%
Return 12m: Insufficient data
Return since start: +4.2%
CAGR: +8.0%

Risk

Max drawdown: 6.1%
Volatility (ann.): 10.8%
Downside deviation: 7.5%
Ulcer index: 2.17%
VaR / CVaR 95% (daily): 0.97% / 1.15%
VaR / CVaR 99% (daily): 1.49% / 1.49%
Longest time under water: 80 days
Max / avg leverage: 6.4x / 2.9x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 0.76
Sortino: 1.10
Calmar: 1.31
Recovery factor: 0.69
Probabilistic Sharpe (PSR): 0.71
Omega ratio: 1.11
Gain-to-pain: 0.11

Trades

Trades: 30
Win rate: 62%
Payoff ratio: 0.92
Profit factor: 1.50
Expectancy: 2 bps
Tail ratio: 2.1
Avg holding time: 13.6 d

Consistency

Profitable months: 50%
Equity curve R²: 0.51
Longest losing streak: 7 days
Skew / kurtosis: -0.08 / 2.8
Consistency score: 77/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +8.2%
Correlation / R²: 0.00 / 0.00
Up / down capture: 1% / −0%
Tracking error: 59.8%
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 pair196 daysFit · β0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.02Correlation0.10

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d0.78Volatility 90d11.0%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.97%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−6.1%	Sep 16, 2026	Sep 28, 2026	Ongoing	12 d	—
2	−3.9%	Apr 7, 2026	May 18, 2026	Jun 27, 2026	41 d	40 d
3	−3.6%	Jul 18, 2026	Aug 8, 2026	Aug 19, 2026	21 d	11 d
4	−1.5%	Jun 29, 2026	Jul 2, 2026	Jul 13, 2026	3 d	11 d
5	−1.4%	Aug 31, 2026	Sep 7, 2026	Sep 15, 2026	7 d	8 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

46%

57%

68%

61%

39%

Exposure

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

Gross exposure183% of equityPeak470%

Average share of exposure

USDJPY75% · 264.4%
NZDJPY25% · 88.9%

Performance by instrument

Share of net PnL