Search strategies, traders…

/

Search strategies, traders…

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

Docs Fees--:--:-- UTC

BTC Funding Carry

ActiveCryptoBinance

leo.fqVerified·Funding carry · delta-neutralView trader

Return (all)

+12.5%

203 days of history

Max drawdown

5.9%

Current 2.5%

Sortino

2.88

Sharpe 1.94 · PSR 0.92

Compliance

6/6

100% of Epochs kept

Risk score

15 · Low

Capacity used

59%

152/256 seats · $770k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.47%

median 0.46% · max 0.58%

Avg planned R:R

1 : 0.54

target distance ÷ stop distance

Realized R:R

1 : 0.51

avg win +0.47R · avg loss −0.92R

Expectancy

+0.29R

per trade

SQN

3.15

Excellent

Kelly fraction

60.7%

optimal f · use ¼–½ in practice

Win rate

86.7%

profit factor 3.34

Consecutive W / L

13 / 1

longest streaks

Largest win / loss

+0.7R / −1.2R

Avg hold

13.5d / 8.9d

winners / losers

Avg MAE / MFE

0.42R / 0.56R

adverse / favorable excursion

Capture ratio

84%

of MFE kept by winners

R-multiple distribution

How many trades ended at each multiple of initial risk

Cumulative R

Trade-by-trade equity in R units · total +8.6R

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	17	13
Win rate	82%	92%
Expectancy	+0.26R	+0.33R
Total R	+4.3R	+4.2R
Equity PnL	+2.1%	+1.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 21:02	SOL long	0.40%	1:0.6	−0.62R	6.0d
Sep 30, 21:05	BTC long	0.41%	1:0.6	+0.70R	1.9d
Sep 26, 18:04	BTC long	0.58%	1:0.5	+0.46R	2.4d
Sep 8, 01:26	SOL long	0.40%	1:0.6	+0.64R	26.3d
Aug 24, 08:06	SOL long	0.38%	1:0.5	+0.40R	19.6d
Aug 18, 00:18	BTC long	0.52%	1:0.7	+0.38R	12.3d
Jul 28, 01:00	SOL long	0.41%	1:0.4	+0.35R	12.9d
Jul 20, 21:09	BTC short	0.47%	1:0.4	+0.35R	49.4d
Jul 17, 20:23	SOL short	0.46%	1:0.6	+0.54R	1.8d
Jul 15, 11:59	SOL short	0.39%	1:0.4	+0.43R	9.9d
Jul 6, 18:55	BTC long	0.57%	1:0.5	+0.48R	9.3h
Jul 5, 19:47	BTC short	0.45%	1:0.6	+0.48R	75.3d

Performance statistics

Based on 30 trades over 203 days. Metric set v1.4 · recomputable from raw exchange data.Thin sample — treat with caution

Trailing returns

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

Period	1W	1M	3M	6M	YTD	All
Strategy	+0.4%	+1.5%	+0.9%	+10.4%	+12.5%	+12.5%
Followers	+0.4%	+1.5%	+0.8%	+10.4%	+12.4%	+12.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+30.1%	+30.1%
Excess vs BTC	+0.0%	+0.5%	−10.4%	−60.8%	−17.6%	−17.6%

Returns

Return 1m: +1.5%
Return 3m: +0.9%
Return 12m: Insufficient data
Return since start: +12.5%
CAGR: +23.6%

Risk

Max drawdown: 5.9%
Volatility (ann.): 11.2%
Downside deviation: 7.6%
Ulcer index: 2.15%
VaR / CVaR 95% (daily): 1.05% / 1.22%
VaR / CVaR 99% (daily): 1.31% / 1.51%
Longest time under water: 77 days
Max / avg leverage: 2.8x / 1.2x
Top-3 trades share of PnL: 10%

Risk-adjusted

Sharpe: 1.94
Sortino: 2.88
Calmar: 4.00
Recovery factor: 2.12
Probabilistic Sharpe (PSR): 0.92
Omega ratio: 1.30
Gain-to-pain: 0.30

Trades

Trades: 30
Win rate: 85%
Payoff ratio: 0.50
Profit factor: 2.83
Expectancy: 6 bps
Tail ratio: 1.8
Avg holding time: 11.3 d

Consistency

Profitable months: 75%
Equity curve R²: 0.53
Longest losing streak: 5 days
Skew / kurtosis: -0.16 / 3.3
Consistency score: 88/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +21.6%
Correlation / R²: 0.02 / 0.00
Up / down capture: 3% / −2%
Tracking error: 59.7%
Information ratio: -0.72

Strategy vs BTC

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

Daily return pair203 daysFit · β0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.00Correlation0.01

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.74Volatility 90d11.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.05%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−5.9%	Jul 21, 2026	Aug 27, 2026	Ongoing	37 d	—
2	−3.8%	Jun 16, 2026	Jul 5, 2026	Jul 21, 2026	19 d	16 d
3	−3.0%	May 6, 2026	May 15, 2026	May 21, 2026	9 d	6 d
4	−1.2%	May 21, 2026	May 22, 2026	May 25, 2026	1 d	3 d
5	−1.1%	May 29, 2026	Jun 1, 2026	Jun 2, 2026	3 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

62%

72%

55%

48%

45%

62%

48%

Exposure

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

Gross exposure74% of equityPeak194%

Average share of exposure

BTC68% · 79.5%
SOL32% · 37.2%

Performance by instrument

Share of net PnL