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

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Gold Breakout

PausedForexMT5

mira.fxVerified+·Breakout · 1–5 day holdsView trader

Strategy paused

Hard breach on Oct 2: max drawdown 19.8% exceeded the 19.5% limit. Copying stopped and Epoch 9 fees were refunded to followers.

Return (all)

+24.3%

330 days of history

Max drawdown

15.6%

Current 11.6%

Sortino

1.47

Sharpe 0.96 · PSR 0.82

Compliance

7/9

78% of Epochs kept

Risk score

54 · Medium

Capacity used

63%

38/60 seats · $180k

Trade analytics

Last 296 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.89%

median 0.89% · max 1.12%

Avg planned R:R

1 : 2.04

target distance ÷ stop distance

Realized R:R

1 : 1.99

avg win +1.74R · avg loss −0.87R

Expectancy

+0.23R

per trade

SQN

1.73

Average

Kelly fraction

13.3%

optimal f · use ¼–½ in practice

Win rate

42.2%

profit factor 1.46

Consecutive W / L

8 / 8

longest streaks

Largest win / loss

+2.8R / −1.6R

Avg hold

2.5d / 2.0d

winners / losers

Avg MAE / MFE

0.67R / 1.09R

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 +68.4R

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	174	122
Win rate	41%	44%
Expectancy	+0.19R	+0.29R
Total R	+32.7R	+35.7R
Equity PnL	+31.0%	+33.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 15:54	XAUUSD long	0.96%	1:2.5	−0.81R	4.7d
Oct 5, 11:21	XAUUSD long	0.90%	1:2.0	−0.97R	10.5h
Oct 2, 14:57	XAUUSD short	0.88%	1:2.4	−0.75R	8.9d
Oct 1, 14:23	XAUUSD short	1.09%	1:1.8	−1.12R	7.7h
Sep 30, 12:33	XAUUSD short	0.89%	1:1.6	+1.06R	1.4d
Sep 28, 13:48	XAUUSD long	0.99%	1:2.0	+1.73R	9.3h
Sep 28, 10:52	XAUUSD long	0.81%	1:2.5	−0.71R	7.8h
Sep 28, 14:21	XAUUSD long	0.96%	1:1.7	−0.83R	2.8d
Sep 24, 14:01	XAUUSD short	0.82%	1:2.2	−1.27R	2.3d
Sep 24, 10:19	XAUUSD short	1.01%	1:1.6	−0.88R	11.8d
Sep 23, 14:53	XAUUSD short	1.06%	1:2.4	+1.58R	2.1h
Sep 22, 08:50	XAUUSD long	0.83%	1:2.5	+1.64R	11.8h

Performance statistics

Based on 296 trades over 330 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	−0.5%	−2.6%	−4.6%	+8.7%	+18.4%	+24.3%
Followers	−0.5%	−2.6%	−4.8%	+8.2%	+17.5%	+23.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+86.5%
Excess vs BTC	−0.9%	−3.5%	−15.9%	−62.5%	−37.3%	−62.2%

Returns

Return 1m: −2.6%
Return 3m: −4.6%
Return 12m: Insufficient data
Return since start: +24.3%
CAGR: +27.2%

Risk

Max drawdown: 15.6%
Volatility (ann.): 29.7%
Downside deviation: 19.4%
Ulcer index: 6.45%
VaR / CVaR 95% (daily): 2.51% / 3.21%
VaR / CVaR 99% (daily): 3.80% / 4.35%
Longest time under water: 139 days
Max / avg leverage: 7.1x / 3.3x
Top-3 trades share of PnL: 27%

Risk-adjusted

Sharpe: 0.96
Sortino: 1.47
Calmar: 1.74
Recovery factor: 1.56
Probabilistic Sharpe (PSR): 0.82
Omega ratio: 1.14
Gain-to-pain: 0.14

Trades

Trades: 296
Win rate: 44%
Payoff ratio: 1.90
Profit factor: 1.49
Expectancy: 28 bps
Tail ratio: 2.2
Avg holding time: 2.2 d

Consistency

Profitable months: 50%
Equity curve R²: 0.79
Longest losing streak: 5 days
Skew / kurtosis: 0.49 / 5.9
Consistency score: 62/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +27.4%
Correlation / R²: 0.02 / 0.00
Up / down capture: 3% / −4%
Tracking error: 62.0%
Information ratio: -0.90

Strategy vs BTC

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

Daily return pair330 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta-0.07Correlation-0.13

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.54Volatility 90d28.0%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.51%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−15.6%	May 20, 2026	Jun 15, 2026	Ongoing	26 d	—
2	−14.0%	Jan 15, 2026	Feb 7, 2026	Mar 8, 2026	23 d	29 d
3	−8.3%	Dec 6, 2025	Dec 13, 2025	Jan 3, 2026	7 d	21 d
4	−5.2%	Mar 9, 2026	Mar 19, 2026	Mar 23, 2026	10 d	4 d
5	−5.2%	Mar 28, 2026	Apr 5, 2026	Apr 19, 2026	8 d	14 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

50%

47%

45%

47%

53%

62%

Exposure

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

Gross exposure504% of equityPeak739%

Average share of exposure

XAUUSD100% · 429.4%

Performance by instrument

Share of net PnL