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

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BTC Funding Carry X

ActiveCryptoBinance

hugo.lConnected·Funding carry · delta-neutralView trader

Return 12m

+27.6%

518 days of history

Max drawdown

6.3%

Current 0.1%

Sortino

3.70

Sharpe 2.45 · PSR 1.00

Compliance

16/17

94% of Epochs kept

Risk score

15 · Low

Capacity used

93%

409/440 seats · $1.3M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.45%

median 0.43% · max 0.57%

Avg planned R:R

1 : 0.53

target distance ÷ stop distance

Realized R:R

1 : 0.56

avg win +0.48R · avg loss −0.86R

Expectancy

+0.21R

per trade

SQN

2.11

Good

Kelly fraction

44.4%

optimal f · use ¼–½ in practice

Win rate

80.0%

profit factor 2.25

Consecutive W / L

10 / 2

longest streaks

Largest win / loss

+0.6R / −1.0R

Avg hold

15.1d / 10.3d

winners / losers

Avg MAE / MFE

0.47R / 0.56R

adverse / favorable excursion

Capture ratio

83%

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 +6.4R

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	76%	85%
Expectancy	+0.16R	+0.29R
Total R	+2.7R	+3.8R
Equity PnL	+1.3%	+1.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 26, 19:17	SOL short	0.43%	1:0.5	−0.84R	8.9d
Sep 22, 13:56	BTC long	0.45%	1:0.5	+0.54R	23.9d
Sep 5, 01:50	SOL short	0.52%	1:0.4	+0.34R	20.9h
Aug 29, 14:28	BTC long	0.53%	1:0.6	+0.55R	2.9d
Aug 17, 19:18	BTC long	0.57%	1:0.5	+0.51R	18.0d
Aug 14, 12:37	BTC long	0.41%	1:0.5	−0.95R	7.0d
Aug 2, 03:55	BTC long	0.36%	1:0.5	+0.27R	18.7d
Jun 26, 23:47	BTC long	0.48%	1:0.6	+0.56R	33.7d
May 21, 20:24	SOL short	0.39%	1:0.7	+0.65R	17.7d
May 7, 06:54	BTC long	0.56%	1:0.6	+0.39R	2.8d
Apr 9, 01:45	BTC long	0.45%	1:0.6	+0.46R	36.6d
Mar 27, 22:59	BTC short	0.48%	1:0.5	+0.47R	17.2d

Performance statistics

Based on 30 trades over 518 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	−0.1%	+3.3%	+6.8%	+15.0%	+18.4%	+27.6%	+36.4%
Followers	−0.1%	+3.3%	+6.8%	+14.9%	+18.4%	+27.6%	+36.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+103.4%
Excess vs BTC	−0.5%	+2.3%	−4.5%	−56.2%	−37.3%	−41.9%	−67.0%

Returns

Return 1m: +3.3%
Return 3m: +6.8%
Return 12m: +27.6%
Return since start: +36.4%
CAGR: +24.5%

Risk

Max drawdown: 6.3%
Volatility (ann.): 9.1%
Downside deviation: 6.0%
Ulcer index: 1.85%
VaR / CVaR 95% (daily): 0.69% / 1.00%
VaR / CVaR 99% (daily): 1.16% / 1.61%
Longest time under water: 70 days
Max / avg leverage: 2.8x / 1.2x
Top-3 trades share of PnL: 10%

Risk-adjusted

Sharpe: 2.45
Sortino: 3.70
Calmar: 3.88
Recovery factor: 5.78
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.38
Gain-to-pain: 0.38

Trades

Trades: 30
Win rate: 79%
Payoff ratio: 0.50
Profit factor: 1.88
Expectancy: 33 bps
Tail ratio: 1.8
Avg holding time: 16.3 d

Consistency

Profitable months: 83%
Equity curve R²: 0.96
Longest losing streak: 6 days
Skew / kurtosis: -0.41 / 4.6
Consistency score: 82/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +21.0%
Correlation / R²: 0.12 / 0.02
Up / down capture: 5% / −0%
Tracking error: 54.8%
Information ratio: -0.78

Strategy vs BTC

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

Daily return pair365 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.03Correlation0.14

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d2.91Volatility 90d9.4%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.69%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−6.3%	Aug 12, 2025	Aug 31, 2025	Oct 22, 2025	19 d	52 d
2	−6.2%	Feb 10, 2026	Feb 28, 2026	Apr 17, 2026	18 d	48 d
3	−3.4%	May 7, 2026	May 25, 2026	Jun 11, 2026	18 d	17 d
4	−2.3%	Jul 11, 2026	Jul 19, 2026	Aug 18, 2026	8 d	30 d
5	−1.9%	May 30, 2025	Jun 7, 2025	Jun 14, 2025	8 d	7 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

57%

59%

53%

54%

49%

58%

66%

Exposure

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

Gross exposure138% of equityPeak156%

Average share of exposure

BTC89% · 104%
SOL11% · 12.8%

Performance by instrument

Share of net PnL