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USD/JPY OP1Y
USD/JPYactivepullback_breakoutBrooks pullback + London breakout H1, long-only + filtros ATR>=1.0x y trend slope. Activa en Gate B paper. Tag usdjpy-op1y-v1.
Config vigente · v2 long-only
PnL
+$11,035
CAGR
+6.4%
DD máx
−25.7%
MAR
0.25
PF
1.21
WR
+30.0%
Racha perd.
15
Longs
+$11,035
Rentabilidad anual
| Año | Trades | WR | PnL | Balance |
|---|---|---|---|---|
| 2012 | 58 | +32.8% | +$1,627 | +$11,627 |
| 2013 | 54 | +31.5% | +$1,471 | +$13,098 |
| 2014 | 38 | +36.8% | +$2,282 | +$15,380 |
| 2017 | 43 | +16.3% | −$2,335 | +$13,044 |
| 2018 | 38 | +26.3% | +$48 | +$13,093 |
| 2019 | 30 | +30.0% | +$593 | +$13,686 |
| 2021 | 49 | +32.6% | +$1,811 | +$15,497 |
| 2022 | 47 | +36.2% | +$3,288 | +$18,785 |
| 2023 | 39 | +20.5% | −$1,468 | +$17,317 |
| 2024 | 41 | +34.1% | +$2,532 | +$19,849 |
| 2025 | 24 | +25.0% | −$134 | +$19,715 |
| 2026 | 13 | +38.5% | +$1,320 | +$21,035 |
Historial de iteraciones (3)
- baseline long+shortdiscarded+$9,097−28.9%MAR 0.19
Hipótesis: Brooks+LondonBreakout H1 con shorts.
Decisión: Superada por long-only: shorts eran lastre estructural (-$2,073 en 12yr, yen debil/carry pelea contra la corriente).
- v2 long-onlylivea408ff4+$11,035−25.7%MAR 0.25
Hipótesis: Quitar shorts (misma leccion que oro/NAS100).
Decisión: CONFIG VIVA Gate B. +21% PnL, -3.2pp DD, MAR +32%, racha 19->15 con la mitad de exposicion.
- filtro regimen detect_regimediscarded+$780−33.1%MAR 0.02
Hipótesis: Aplicar detect_regime (squeeze+SMA200) como en oro/BTC.
Decisión: FALLO en FX: -$8,317 (PnL +9,097->+780), DD -33.1%, MAR 0.02. El regimen macro NO transfiere a FX (USD/JPY es carry con rangos largos, no tendencial macro).
Sweeps
side— Long-only puro elegido; +filtro-rango gana PnL pero baja a 7/12 anios+, menos robusto
| Parámetro | PnL | CAGR | DD | PF | MAR |
|---|---|---|---|---|---|
| long-only+rango | +$12,259 | +6.9% | −25.3% | 1.20 | 0.27 |
| long-onlyelegido | +$11,035 | +6.4% | −25.7% | 1.21 | 0.25 |
| long+short | +$9,097 | +5.5% | −28.9% | 1.13 | 0.19 |