Strategy paused
Hard breach this Epoch: daily loss exceeded the contract limit. Copying stopped and fees were refunded.
Last 385 closed trades · risk measured at the initial stop
How many trades ended at each multiple of initial risk
Trade-by-trade equity in R units · total +49.7R
% of equity at risk on each trade, with the average line
Total R by day of week or close hour (UTC)
| Long | Short | |
|---|---|---|
| Trades | 235 | 150 |
| Win rate | 66% | 73% |
| Expectancy | +0.10R | +0.18R |
| Total R | +23.4R | +26.4R |
| Equity PnL | +11.6% | +14.8% |
| Closed | Instrument | Risk | Plan R:R | Result | Hold |
|---|---|---|---|---|---|
| Oct 5, 13:25 | AUDUSD long | 0.66% | 1:0.6 | −0.76R | 3.6h |
| Oct 1, 09:27 | USDCAD short | 0.65% | 1:0.7 | +0.58R | 7.5h |
| Sep 30, 16:29 | AUDUSD long | 0.57% | 1:0.6 | +0.54R | 6.7h |
| Sep 21, 16:11 | USDCAD short | 0.42% | 1:0.7 | +0.38R | 15.2h |
| Sep 21, 10:07 | USDCAD long | 0.67% | 1:0.6 | +0.37R | 0.7h |
| Sep 21, 08:07 | USDCAD short | 0.55% | 1:0.7 | −0.63R | 1.5h |
| Sep 18, 15:43 | USDCAD long | 0.44% | 1:0.7 | +0.66R | 15.0h |
| Sep 10, 10:37 | AUDUSD long | 0.54% | 1:0.7 | +0.61R | 0.1h |
| Sep 10, 11:49 | AUDUSD short | 0.53% | 1:0.8 | +0.62R | 10.9h |
| Aug 31, 08:22 | AUDUSD long | 0.54% | 1:0.8 | +0.76R | 4.6h |
| Aug 31, 10:31 | AUDUSD short | 0.66% | 1:0.8 | +0.94R | 1.6h |
| Aug 28, 08:46 | AUDUSD short | 0.51% | 1:0.8 | +0.82R | 7.5h |
Strategy NAV, realized follower results after costs, and BTC over the same windows
| Period | 1W | 1M | 3M | 6M | YTD | 1Y | All |
|---|---|---|---|---|---|---|---|
| Strategy | +1.1% | +0.5% | +6.4% | +7.0% | +15.2% | +21.6% | +38.9% |
| Followers | +1.0% | +0.5% | +6.4% | +6.9% | +15.1% | +21.5% | +38.5% |
| BTC | +0.4% | +1.0% | +11.3% | +71.2% | +55.7% | +69.5% | +151.9% |
| Excess vs BTC | +0.7% | −0.5% | −4.9% | −64.2% | −40.5% | −47.9% | −113.0% |
Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time
BTC daily return →
90-day rolling Sharpe ratio and annualized volatility, synced
Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days
The five deepest peak-to-trough episodes and how long recovery took
| # | Depth | Peak | Trough | Recovered | Decline | Recovery |
|---|---|---|---|---|---|---|
| 1 | −9.5% | May 8, 2025 | Aug 23, 2025 | Nov 4, 2025 | 107 d | 73 d |
| 2 | −4.0% | Apr 25, 2026 | Jul 17, 2026 | Aug 7, 2026 | 83 d | 21 d |
| 3 | −3.4% | Sep 27, 2024 | Oct 8, 2024 | Oct 13, 2024 | 11 d | 5 d |
| 4 | −3.1% | Aug 19, 2024 | Aug 29, 2024 | Sep 27, 2024 | 10 d | 29 d |
| 5 | −3.0% | Nov 28, 2025 | Dec 18, 2025 | Jan 17, 2026 | 20 d | 30 d |
Average daily return and share of up days by weekday
Gross exposure, % of equity (last 120 days), and where it sits
Share of net PnL