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OperationalRisk Engine 14msEpoch ends in —Solanaslot —· 0.4s

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Altcoin Momentum X

ActiveCryptoBybit

jtanVerified·Momentum · high leverageView trader

Return 12m

+212.0%

380 days of history

Max drawdown

61.0%

Current 37.7%

Sortino

2.20

Sharpe 1.37 · PSR 0.92

Compliance

5/8

63% of Epochs kept

Risk score

88 · High

Capacity used

85%

11/13 seats · $40k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

4 risk flags

Avg risk / trade

1.72%

median 1.44% · max 6.19%

Avg planned R:R

1 : 0.57

target distance ÷ stop distance

Realized R:R

1 : 0.58

avg win +0.48R · avg loss −0.83R

Expectancy

+0.06R

per trade

SQN

1.03

Poor

Kelly fraction

13.4%

optimal f · use ¼–½ in practice

Win rate

68.3%

profit factor 1.24

Consecutive W / L

14 / 5

longest streaks

Largest win / loss

+0.7R / −1.5R

Avg hold

9.7h / 9.7h

winners / losers

Avg MAE / MFE

0.53R / 0.53R

adverse / favorable excursion

Capture ratio

83%

of MFE kept by winners

Risk escalation detected: max risk per trade (6.19%) is 3.6× the average. Size increases after losses are a martingale signature.

R-multiple distribution

How many trades ended at each multiple of initial risk

Cumulative R

Trade-by-trade equity in R units · total +26.0R

Risk per trade

% of equity at risk on each trade, with the average line

Performance by time

Total R by day of week or close hour (UTC)

Long vs short

	Long	Short
Trades	234	166
Win rate	68%	69%
Expectancy	+0.05R	+0.08R
Total R	+12.2R	+13.7R
Equity PnL	+5.1%	+23.7%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 09:19	DOGE long	1.57%	1:0.6	−0.81R	1.6h
Oct 6, 23:27	DOGE long	1.18%	1:0.6	+0.34R	4.5h
Oct 5, 07:08	WIF long	2.38%	1:0.6	+0.58R	6.2h
Oct 5, 10:29	PEPE short	1.31%	1:0.5	−0.76R	8.6h
Oct 5, 08:19	SOL long	2.21%	1:0.7	+0.63R	9.4h
Oct 3, 08:46	SOL long	0.95%	1:0.6	−1.42R	2.7h
Oct 3, 08:37	PEPE long	1.22%	1:0.7	+0.57R	1.1h
Oct 2, 20:46	PEPE short	3.38%	1:0.5	+0.33R	14.1h
Oct 2, 01:14	WIF short	2.46%	1:0.6	−0.94R	8.1h
Oct 2, 17:47	PEPE short	1.24%	1:0.5	−0.78R	1.8h
Oct 2, 23:19	DOGE short	1.06%	1:0.5	+0.55R	0.7h
Oct 1, 13:40	WIF long	1.33%	1:0.7	+0.45R	7.7h

Performance statistics

Based on 734 trades over 380 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	+2.9%	−21.4%	+33.9%	+35.0%	+213.2%	+212.0%	+155.8%
Followers	+2.8%	−22.0%	+31.3%	+29.7%	+194.4%	+187.7%	+135.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+72.5%
Excess vs BTC	+2.5%	−22.4%	+22.6%	−36.2%	+157.5%	+142.5%	+83.3%

Returns

Return 1m: −21.4%
Return 3m: +33.9%
Return 12m: +212.0%
Return since start: +155.8%
CAGR: +146.5%

Risk

Max drawdown: 61.0%
Volatility (ann.): 174.6%
Downside deviation: 108.5%
Ulcer index: 31.63%
VaR / CVaR 95% (daily): 12.97% / 15.70%
VaR / CVaR 99% (daily): 17.21% / 20.95%
Longest time under water: 90 days
Max / avg leverage: 18x / 7.5x
Top-3 trades share of PnL: 58%

Risk-adjusted

Sharpe: 1.37
Sortino: 2.20
Calmar: 2.40
Recovery factor: 2.55
Probabilistic Sharpe (PSR): 0.92
Omega ratio: 1.20
Gain-to-pain: 0.20

Trades

Trades: 734
Win rate: 71%
Payoff ratio: 0.53
Profit factor: 1.31
Expectancy: 22 bps
Tail ratio: 6.8
Avg holding time: 9 h

Consistency

Profitable months: 57%
Equity curve R²: 0.62
Longest losing streak: 8 days
Skew / kurtosis: 0.51 / 3.8
Consistency score: 31/100

Benchmark (vs BTC)

Beta: 1.30
Alpha (ann.): +149.6%
Correlation / R²: 0.42 / 0.18
Up / down capture: 140% / 102%
Tracking error: 159.2%
Information ratio: 1.07

Strategy vs BTC

Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time

Daily return pair365 daysFit · β1.30

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta1.32Correlation0.39

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.53Volatility 90d170.2%

Volatility (ann.)

Return distribution

Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days

Up daysDown daysNormal fitVaR 95%−12.97%

Worst drawdowns

The five deepest peak-to-trough episodes and how long recovery took

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−61.0%	Mar 24, 2026	May 3, 2026	May 30, 2026	40 d	27 d
2	−60.3%	Oct 31, 2025	Dec 13, 2025	Jan 5, 2026	43 d	23 d
3	−55.6%	May 30, 2026	Jul 11, 2026	Aug 29, 2026	42 d	49 d
4	−50.2%	Sep 28, 2025	Oct 20, 2025	Oct 31, 2025	22 d	11 d
5	−50.0%	Aug 31, 2026	Sep 14, 2026	Ongoing	14 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

55%

53%

46%

48%

50%

48%

43%

Exposure

Gross exposure, % of equity (last 120 days), and where it sits

Gross exposure474% of equityPeak537%

Average share of exposure

DOGE75% · 245.6%
WIF11% · 35%
SOL8% · 26.4%
PEPE7% · 22.5%

Performance by instrument

Share of net PnL