Max drawdown reached 99.8% (peak 2026-07-03, trough 2026-07-21). A repeat of this drawdown could be unrecoverable.
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Risk increases after losses
After two or more consecutive losses the average position size grows by 59% (0.09 lots vs the usual 0.05). Scaling up after losses is a martingale pattern that multiplies drawdowns.
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High win rate with asymmetric losses
A 84% win rate looks great, but the average loss is 3.1× the average win (72 vs 23). This profile accumulates small wins and gives them back in rare large losses — strategy robustness depends on tail risk.