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

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BTC Funding Carry v2

ActiveCryptoBinance

kwame.mqVerified+·Funding carry · delta-neutralView trader

Return 12m

+13.1%

576 days of history

Max drawdown

4.7%

Current 1.9%

Sortino

4.20

Sharpe 2.62 · PSR 1.00

Compliance

18/19

95% of Epochs kept

Risk score

18 · Low

Capacity used

91%

420/463 seats · $1.4M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.49%

median 0.48% · max 0.61%

Avg planned R:R

1 : 0.53

target distance ÷ stop distance

Realized R:R

1 : 0.49

avg win +0.45R · avg loss −0.91R

Expectancy

+0.04R

per trade

SQN

0.36

Poor

Kelly fraction

9.4%

optimal f · use ¼–½ in practice

Win rate

70.0%

profit factor 1.15

Consecutive W / L

4 / 2

longest streaks

Largest win / loss

+0.6R / −1.1R

Avg hold

10.6d / 10.8d

winners / losers

Avg MAE / MFE

0.55R / 0.48R

adverse / favorable excursion

Capture ratio

86%

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 +1.3R

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%	54%
Expectancy	+0.19R	−0.16R
Total R	+3.3R	−2.0R
Equity PnL	+1.8%	−1.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 11, 12:51	BTC long	0.56%	1:0.5	+0.36R	4.0d
Aug 10, 03:59	BTC short	0.44%	1:0.5	+0.58R	22.3h
Aug 6, 06:59	BTC long	0.48%	1:0.5	+0.44R	21.1d
Aug 2, 20:57	BTC long	0.53%	1:0.5	+0.52R	21.6d
Jul 10, 21:47	BTC long	0.41%	1:0.5	−0.84R	14.2d
Jun 29, 11:03	BTC long	0.46%	1:0.6	+0.56R	6.8d
Jun 11, 22:03	BTC long	0.53%	1:0.4	+0.28R	1.1d
Jun 10, 15:10	BTC long	0.59%	1:0.5	−1.03R	8.2d
Apr 28, 16:46	BTC long	0.41%	1:0.4	−0.98R	4.1d
Apr 18, 19:31	BTC short	0.42%	1:0.5	+0.48R	7.4d
Apr 14, 15:13	BTC long	0.46%	1:0.6	+0.58R	3.3d
Apr 7, 10:58	BTC short	0.38%	1:0.5	−0.65R	9.3d

Performance statistics

Based on 30 trades over 576 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	1Y	All
Strategy	−1.9%	+1.3%	+4.5%	+10.2%	+13.0%	+13.1%	+25.5%
Followers	−2.0%	+1.3%	+4.5%	+10.2%	+13.0%	+13.1%	+25.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+117.0%
Excess vs BTC	−2.3%	+0.3%	−6.8%	−61.0%	−42.7%	−56.4%	−91.5%

Returns

Return 1m: +1.3%
Return 3m: +4.5%
Return 12m: +13.1%
Return since start: +25.5%
CAGR: +15.5%

Risk

Max drawdown: 4.7%
Volatility (ann.): 5.6%
Downside deviation: 3.5%
Ulcer index: 1.57%
VaR / CVaR 95% (daily): 0.43% / 0.56%
VaR / CVaR 99% (daily): 0.63% / 0.80%
Longest time under water: 149 days
Max / avg leverage: 2.9x / 1.3x
Top-3 trades share of PnL: 11%

Risk-adjusted

Sharpe: 2.62
Sortino: 4.20
Calmar: 3.29
Recovery factor: 5.42
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.43
Gain-to-pain: 0.43

Trades

Trades: 30
Win rate: 79%
Payoff ratio: 0.50
Profit factor: 1.88
Expectancy: 17 bps
Tail ratio: 1.9
Avg holding time: 7.8 d

Consistency

Profitable months: 70%
Equity curve R²: 0.92
Longest losing streak: 9 days
Skew / kurtosis: 0.21 / 4.5
Consistency score: 88/100

Benchmark (vs BTC)

Beta: -0.00
Alpha (ann.): +14.6%
Correlation / R²: -0.01 / 0.00
Up / down capture: 2% / −2%
Tracking error: 55.3%
Information ratio: -0.90

Strategy vs BTC

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

Daily return pair365 daysFit · β-0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.00Correlation0.03

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d3.00Volatility 90d6.0%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.43%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−4.7%	Sep 4, 2025	Nov 9, 2025	Feb 1, 2026	66 d	84 d
2	−3.0%	May 22, 2026	Jul 16, 2026	Aug 8, 2026	55 d	23 d
3	−2.3%	Feb 11, 2026	Mar 6, 2026	Apr 11, 2026	23 d	36 d
4	−2.2%	Mar 20, 2025	Apr 6, 2025	Apr 24, 2025	17 d	18 d
5	−1.9%	Sep 29, 2026	Oct 6, 2026	Ongoing	7 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

52%

57%

52%

56%

61%

Exposure

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

Gross exposure270% of equityPeak291%

Average share of exposure

BTC100% · 203.7%

Performance by instrument

Share of net PnL