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

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BTC Weekly Swing

FullCryptoBinance

hana.leeVerified+·Swing · weeklyView trader

Return 12m

+21.4%

650 days of history

Max drawdown

9.3%

Current 0.3%

Sortino

3.26

Sharpe 2.01 · PSR 1.00

Compliance

20/20

100% of Epochs kept

Risk score

29 · Low

Capacity used

100%

366/366 seats · $1.1M

Trade analytics

Last 64 closed trades · risk measured at the initial stop

Avg risk / trade

0.63%

median 0.63% · max 0.77%

Avg planned R:R

1 : 2.33

target distance ÷ stop distance

Realized R:R

1 : 2.22

avg win +1.87R · avg loss −0.84R

Expectancy

+0.30R

per trade

SQN

1.74

Average

Kelly fraction

16.2%

optimal f · use ¼–½ in practice

Win rate

42.2%

profit factor 1.62

Consecutive W / L

5 / 8

longest streaks

Largest win / loss

+3.0R / −1.2R

Avg hold

13.1d / 14.5d

winners / losers

Avg MAE / MFE

0.63R / 1.11R

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 +19.4R

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	32	32
Win rate	34%	50%
Expectancy	+0.09R	+0.52R
Total R	+2.9R	+16.5R
Equity PnL	+2.1%	+10.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 15, 20:34	BTC short	0.67%	1:2.3	+1.40R	23.4d
Sep 13, 01:39	BTC long	0.66%	1:2.8	−0.73R	7.1d
Sep 11, 04:01	BTC long	0.60%	1:2.5	+2.32R	3.5d
Sep 2, 05:11	BTC long	0.48%	1:1.9	+1.73R	7.0d
Jul 15, 08:57	BTC short	0.73%	1:1.9	−1.04R	9.7d
Jun 11, 13:59	BTC short	0.63%	1:2.8	+2.97R	26.2d
May 24, 05:39	BTC short	0.59%	1:2.5	−0.75R	4.4d
May 24, 23:32	BTC short	0.76%	1:2.1	−1.00R	6.9d
Apr 24, 11:05	BTC long	0.62%	1:2.7	−0.78R	6.0d
Mar 20, 09:07	BTC long	0.49%	1:1.9	−0.69R	1.7d
Mar 3, 15:01	BTC long	0.71%	1:2.1	+1.28R	4.3d
Mar 3, 23:22	BTC long	0.51%	1:2.0	+1.94R	29.4d

Performance statistics

Based on 64 trades over 650 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

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

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	+1.0%	+4.5%	+11.2%	+23.8%	+25.5%	+21.4%	+44.3%
Followers	+1.0%	+4.5%	+11.2%	+23.8%	+25.5%	+21.3%	+44.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+238.7%
Excess vs BTC	+0.6%	+3.5%	−0.1%	−47.4%	−30.2%	−48.1%	−194.4%

Returns

Return 1m: +4.5%
Return 3m: +11.2%
Return 12m: +21.4%
Return since start: +44.3%
CAGR: +22.9%

Risk

Max drawdown: 9.3%
Volatility (ann.): 10.5%
Downside deviation: 6.5%
Ulcer index: 2.95%
VaR / CVaR 95% (daily): 0.77% / 1.03%
VaR / CVaR 99% (daily): 1.17% / 1.54%
Longest time under water: 179 days
Max / avg leverage: 3.3x / 1.5x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 2.01
Sortino: 3.26
Calmar: 2.46
Recovery factor: 4.76
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.32
Gain-to-pain: 0.32

Trades

Trades: 64
Win rate: 50%
Payoff ratio: 2.20
Profit factor: 2.20
Expectancy: 15 bps
Tail ratio: 2.2
Avg holding time: 13.8 d

Consistency

Profitable months: 83%
Equity curve R²: 0.74
Longest losing streak: 8 days
Skew / kurtosis: 0.48 / 5.5
Consistency score: 80/100

Benchmark (vs BTC)

Beta: 0.09
Alpha (ann.): +13.4%
Correlation / R²: 0.49 / 0.24
Up / down capture: 12% / 9%
Tracking error: 51.3%
Information ratio: -1.22

Strategy vs BTC

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

Daily return pair365 daysFit · β0.09

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.07Correlation0.34

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d4.47Volatility 90d9.7%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.77%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.3%	Oct 27, 2025	Nov 29, 2025	Apr 25, 2026	33 d	147 d
2	−5.4%	Jun 21, 2025	Jul 20, 2025	Sep 17, 2025	29 d	59 d
3	−3.6%	Apr 25, 2026	May 14, 2026	May 24, 2026	19 d	10 d
4	−2.7%	Sep 17, 2025	Sep 25, 2025	Sep 27, 2025	8 d	2 d
5	−2.5%	Feb 1, 2025	Feb 12, 2025	Feb 19, 2025	11 d	7 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

52%

59%

48%

49%

58%

54%

Exposure

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

Gross exposure9% of equityPeak311%

Average share of exposure

BTC100% · 148.6%

Performance by instrument

Share of net PnL