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

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BTC Scalper Plus

ActiveCryptoBinance

bruno.aVerified+·Scalping · minutesView trader

Return 12m

+24.0%

569 days of history

Max drawdown

12.3%

Current 4.1%

Sortino

1.15

Sharpe 0.79 · PSR 0.84

Compliance

17/18

94% of Epochs kept

Risk score

30 · Low

Capacity used

17%

25/150 seats · $450k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.63%

median 0.62% · max 0.79%

Avg planned R:R

1 : 0.90

target distance ÷ stop distance

Realized R:R

1 : 0.91

avg win +0.76R · avg loss −0.84R

Expectancy

+0.24R

per trade

SQN

3.13

Excellent

Kelly fraction

31.6%

optimal f · use ¼–½ in practice

Win rate

67.5%

profit factor 1.88

Consecutive W / L

12 / 5

longest streaks

Largest win / loss

+1.2R / −1.4R

Avg hold

0.9h / 0.9h

winners / losers

Avg MAE / MFE

0.52R / 0.75R

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 +96.2R

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	237	163
Win rate	69%	66%
Expectancy	+0.26R	+0.22R
Total R	+61.1R	+35.1R
Equity PnL	+40.8%	+21.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 00:43	ETH long	0.56%	1:1.0	−0.61R	0.4h
Oct 6, 20:20	BTC short	0.61%	1:1.0	+1.10R	0.1h
Oct 6, 05:37	BTC long	0.72%	1:0.9	+0.88R	2.1h
Oct 6, 10:43	BTC long	0.69%	1:0.7	−0.98R	0.7h
Oct 6, 05:18	ETH short	0.55%	1:0.8	+0.62R	1.7h
Oct 6, 00:43	BTC long	0.61%	1:0.9	+0.70R	1.6h
Oct 5, 19:34	ETH short	0.48%	1:0.9	+0.59R	1.6h
Oct 5, 10:52	ETH short	0.69%	1:1.1	−0.88R	2.7h
Oct 5, 11:20	BTC long	0.51%	1:0.7	−0.68R	3.7h
Oct 4, 07:25	ETH long	0.76%	1:0.9	+0.94R	0.2h
Oct 4, 11:16	BTC long	0.50%	1:0.8	+0.86R	2.0h
Oct 4, 14:00	ETH short	0.59%	1:0.9	−0.96R	1.4h

Performance statistics

Based on 2,901 trades over 569 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	−0.2%	+0.8%	+0.5%	+8.3%	+9.4%	+24.0%	+14.3%
Followers	−0.2%	+0.6%	−0.3%	+6.5%	+6.7%	+19.9%	+8.5%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+106.5%
Excess vs BTC	−0.6%	−0.1%	−10.8%	−62.9%	−46.3%	−45.5%	−92.2%

Returns

Return 1m: +0.8%
Return 3m: +0.5%
Return 12m: +24.0%
Return since start: +14.3%
CAGR: +9.0%

Risk

Max drawdown: 12.3%
Volatility (ann.): 11.7%
Downside deviation: 8.1%
Ulcer index: 6.37%
VaR / CVaR 95% (daily): 1.01% / 1.25%
VaR / CVaR 99% (daily): 1.56% / 1.72%
Longest time under water: 271 days
Max / avg leverage: 3.3x / 1.5x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 0.79
Sortino: 1.15
Calmar: 0.73
Recovery factor: 1.17
Probabilistic Sharpe (PSR): 0.84
Omega ratio: 1.11
Gain-to-pain: 0.11

Trades

Trades: 2,901
Win rate: 67%
Payoff ratio: 0.85
Profit factor: 1.73
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 0.9 h

Consistency

Profitable months: 65%
Equity curve R²: 0.69
Longest losing streak: 9 days
Skew / kurtosis: -0.02 / 3.3
Consistency score: 74/100

Benchmark (vs BTC)

Beta: 0.06
Alpha (ann.): +5.6%
Correlation / R²: 0.28 / 0.08
Up / down capture: 7% / 5%
Tracking error: 53.0%
Information ratio: -0.99

Strategy vs BTC

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

Daily return pair365 daysFit · β0.06

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.07Correlation0.28

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.84Volatility 90d12.0%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.01%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−12.3%	Feb 9, 2026	May 5, 2026	Jun 12, 2026	85 d	38 d
2	−11.8%	Mar 28, 2025	Jul 7, 2025	Dec 25, 2025	101 d	171 d
3	−6.1%	Aug 30, 2026	Sep 10, 2026	Ongoing	11 d	—
4	−2.4%	Jun 22, 2026	Jul 13, 2026	Jul 19, 2026	21 d	6 d
5	−2.3%	Aug 12, 2026	Aug 15, 2026	Aug 30, 2026	3 d	15 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

59%

48%

47%

56%

58%

52%

58%

Exposure

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

Gross exposure125% of equityPeak174%

Average share of exposure

BTC53% · 64.4%
ETH47% · 57.6%

Performance by instrument

Share of net PnL