Losing trades are held 8.0× longer than winning ones (543h vs 68h). A classic sign of reluctance to cut losses — the main source of deep drawdowns.
Deep historical drawdown
Max drawdown reached 75.1% (peak 2026-06-14, trough 2026-06-26). A repeat of this drawdown could be unrecoverable.
The real drawdown is deeper than it looks
Max equity drawdown reached 75.1%, while the balance curve shows only 39.2%. The gap is the floating loss of open positions that the balance curve hides.
Long drawdown recovery
The longest stretch from an equity peak to a new high lasted 81 days. An investor in this strategy must be prepared for months without new highs.
Sunday is a toxic day
100% of net daily losses fall on Sunday (UTC). Worth reviewing what happens to the trading that day.
Consistently profitable months
17 of 23 months closed positive (74%). A strong indicator of consistent performance.