FX carry trade

I don’t really understand this statement:

‘FX carry trade exhibits negative skewness and positive excess kurtosis’

Negative skewness: large probability of small gains, small probability of huge losses.

Positive excess kurtosis: high probability of results near the mean (small gains), higher than normal probability in the tails (higher probability of the large losses).

The upshot: Lots of small gains, a few huge losses.

Thanks!