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.
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Deep historical drawdown
Max drawdown reached 75.1% (peak 2026-06-14, trough 2026-06-26). A repeat of this drawdown could be unrecoverable.
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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.