01OVERVIEWJan 14 — Apr 14 · 90 days · 47,138 signals · 1,284 taken
+944R
Net after fees+18.2% vs Q4
2.14
Gross win / loss+0.18
−4.2%
Feb 8–14 · 6d recovery−0.8pp
+2.4R
Expectancy per trade+0.2R
02EQUITY & MONTHLY P&LR-multiples · compounded · net after fees
Equity Curve R · CUMULATIVEDWM
Monthly P&L R · PER MONTHR%
03PER-SYMBOL BREAKDOWN7 markets · sorted by total R
| Symbol | Trades | Win Rate | Avg R | Total R | Best Trade | Worst Trade | Sharpe | 30d |
|---|
Au XAUUSD Gold Spot · Commodity | 247 | 71% | +2.85 | +318R | +8.4R | −1.8R | 3.24 | |
| 192 | 68% | +2.61 | +198R | +9.2R | −2.0R | 2.92 | |
| 214 | 65% | +2.18 | +142R | +6.8R | −2.0R | 2.54 | |
| 168 | 66% | +2.32 | +128R | +7.1R | −2.0R | 2.67 | |
| 156 | 64% | +2.04 | +86R | +5.4R | −2.0R | 2.18 | |
| 184 | 67% | +1.82 | +52R | +4.6R | −2.0R | 1.94 | |
| 123 | 61% | +1.64 | +20R | +4.2R | −2.0R | 1.62 | |
04OUTCOMES & TIMING1,284 completed trades
Win / Loss distribution 1,284 TRADESALLLONGSHORT
67%
WIN RATE
860W · 102BE · 322L
Winners ≥1R86067.0%
Break-even −0.2 to +0.2R1027.9%
Losers Full SL32225.1%
Expectancy: +2.4R per trade — win-avg +3.42R, loss-avg −1.00R
Trade duration & outcome by session/day AVG R · 90DAVG RCOUNT
SESSION
MON
TUE
WED
THU
FRI
SUN/SAT*
TOKYO
42+1.8R
56+2.4R
48+2.1R
38+1.6R
22+0.4R
—
LONDON
64+3.1R
78+4.6R
72+3.9R
68+3.4R
54+2.2R
—
NEW YORK
58+2.8R
72+3.5R
66+3.2R
74+4.1R
18−0.3R
—
LOW
HIGH★ LONDON TUE — BEST SLOT · +4.6R AVG Pattern: London & NY open stack the best expectancy; Friday NY shows fade — firm-rule filter auto-throttles position size after 17:00 UTC Friday.
05DRAWDOWN ANALYSISUnderwater equity · recovery timing · risk guard
Underwater Equity Curve% BELOW PEAKDrawdownRecoveryMax DD
#1 · MAX
−4.2%
Feb 8 – Feb 14
Recovery · 6 days
#2
−2.3%
Nov 18 – Nov 23
Recovery · 4 days
#3
−1.8%
Jul 3 – Jul 11
Recovery · 8 days
AVG
−1.6%
across 18 events
Recovery · 2.4 days