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USDJPY Carry Lite

ActiveForexMT5

emma.lVerified+·Carry · swingView trader

Return 12m

+17.1%

571 days of history

Max drawdown

9.8%

Current 2.1%

Sortino

4.47

Sharpe 2.73 · PSR 1.00

Compliance

17/19

89% of Epochs kept

Risk score

41 · Medium

Capacity used

72%

178/246 seats · $740k

Trade analytics

Last 33 closed trades · risk measured at the initial stop

Avg risk / trade

0.77%

median 0.78% · max 0.91%

Avg planned R:R

1 : 0.88

target distance ÷ stop distance

Realized R:R

1 : 0.90

avg win +0.75R · avg loss −0.84R

Expectancy

+0.13R

per trade

SQN

0.89

Poor

Kelly fraction

16.7%

optimal f · use ¼–½ in practice

Win rate

60.6%

profit factor 1.38

Consecutive W / L

5 / 3

longest streaks

Largest win / loss

+1.2R / −1.2R

Avg hold

5.8d / 7.3d

winners / losers

Avg MAE / MFE

0.56R / 0.71R

adverse / favorable excursion

Capture ratio

81%

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 +4.1R

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	20	13
Win rate	60%	62%
Expectancy	+0.14R	+0.11R
Total R	+2.7R	+1.4R
Equity PnL	+2.2%	+1.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Aug 25, 08:52	USDJPY short	0.58%	1:0.8	−1.00R	3.2d
Aug 24, 15:09	USDJPY long	0.83%	1:0.9	−1.00R	7.2h
Aug 21, 09:27	USDJPY long	0.87%	1:0.8	+0.78R	18.8h
Aug 17, 14:14	USDJPY long	0.91%	1:0.8	−0.77R	2.3d
Jul 9, 10:11	USDJPY short	0.86%	1:0.8	+0.81R	7.7d
Jul 7, 10:37	USDJPY long	0.75%	1:0.8	+0.72R	16.4h
Jun 30, 08:54	USDJPY long	0.91%	1:0.8	+0.88R	3.2d
Jun 24, 16:32	USDJPY short	0.77%	1:0.9	−0.67R	9.4d
Jun 19, 16:35	USDJPY long	0.64%	1:0.8	+0.67R	10.9d
Jun 5, 12:02	USDJPY long	0.65%	1:1.1	−0.61R	13.9d
Apr 9, 12:51	USDJPY short	0.91%	1:0.9	+0.59R	7.1d
Apr 3, 07:14	USDJPY long	0.83%	1:0.8	+0.48R	3.9d

Performance statistics

Based on 33 trades over 571 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	+0.4%	+2.3%	+2.4%	+0.2%	+6.8%	+17.1%	+57.9%
Followers	+0.4%	+2.3%	+2.4%	+0.2%	+6.8%	+17.1%	+57.8%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+115.1%
Excess vs BTC	+0.0%	+1.3%	−8.8%	−71.0%	−48.9%	−52.4%	−57.2%

Returns

Return 1m: +2.3%
Return 3m: +2.4%
Return 12m: +17.1%
Return since start: +57.9%
CAGR: +33.9%

Risk

Max drawdown: 9.8%
Volatility (ann.): 10.9%
Downside deviation: 6.7%
Ulcer index: 3.34%
VaR / CVaR 95% (daily): 0.83% / 1.08%
VaR / CVaR 99% (daily): 1.32% / 1.49%
Longest time under water: 183 days
Max / avg leverage: 7.5x / 3.4x
Top-3 trades share of PnL: 17%

Risk-adjusted

Sharpe: 2.73
Sortino: 4.47
Calmar: 3.46
Recovery factor: 5.90
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.45
Gain-to-pain: 0.45

Trades

Trades: 33
Win rate: 60%
Payoff ratio: 0.83
Profit factor: 1.24
Expectancy: 20 bps
Tail ratio: 2.6
Avg holding time: 6.4 d

Consistency

Profitable months: 70%
Equity curve R²: 0.83
Longest losing streak: 9 days
Skew / kurtosis: 0.22 / 3.6
Consistency score: 65/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +28.6%
Correlation / R²: 0.09 / 0.01
Up / down capture: 7% / 0%
Tracking error: 55.2%
Information ratio: -0.62

Strategy vs BTC

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

Daily return pair365 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.03Correlation0.12

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d1.15Volatility 90d11.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.83%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.8%	Apr 6, 2026	Jun 13, 2026	Ongoing	68 d	—
2	−5.5%	Jan 19, 2026	Feb 18, 2026	Mar 6, 2026	30 d	16 d
3	−4.8%	Oct 20, 2025	Nov 13, 2025	Nov 29, 2025	24 d	16 d
4	−4.0%	Mar 26, 2025	Apr 9, 2025	May 21, 2025	14 d	42 d
5	−2.1%	Jul 1, 2025	Jul 7, 2025	Jul 18, 2025	6 d	11 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

52%

47%

54%

56%

60%

59%

Exposure

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

Gross exposure297% of equityPeak762%

Average share of exposure

USDJPY100% · 298.9%

Performance by instrument

Share of net PnL