Losing trades are held 7.4× longer than winning ones (9h vs 1h). A classic sign of reluctance to cut losses — the main source of deep drawdowns.
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Deep historical drawdown
Max drawdown reached 97.5% (peak 2026-07-27, trough 2026-08-07). A repeat of this drawdown could be unrecoverable.
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The real drawdown is deeper than it looks
Max equity drawdown reached 97.5%, while the balance curve shows only 92.4%. The gap is the floating loss of open positions that the balance curve hides.