Losing trades are held 6.3× longer than winning ones (119h vs 19h). A classic sign of reluctance to cut losses — the main source of deep drawdowns.
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Deep historical drawdown
Max drawdown reached 81.6% (peak 2024-04-28, trough 2025-04-07). A repeat of this drawdown could be unrecoverable.
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The real drawdown is deeper than it looks
Max equity drawdown reached 81.6%, while the balance curve shows only 75.9%. The gap is the floating loss of open positions that the balance curve hides.