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Why are you overcomplicating this, being employed is between two parties, and self-employment is between you and yourself so I don't think that works. Being unemployed doesn't mean you have no income, it just means that you're not in a relationship to another party that gives you pay for your services, simple as that.
I don't even see how one can become discouraged by a title of being "employed" or "unemployed". I mean, you're making money (I'm assuming you are since you're still continuing trading at that point), and that's all that matters imo.