Search strategies, traders…

/

Search strategies, traders…

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

Docs Fees--:--:-- UTC

Commodities Momentum v2

ActiveFuturesMT5

lars.hVerified+·Commodities momentum · daysView trader

Return 12m

+19.2%

381 days of history

Max drawdown

10.7%

Current 0.0%

Sortino

2.28

Sharpe 1.54 · PSR 0.94

Compliance

11/12

92% of Epochs kept

Risk score

52 · Medium

Capacity used

69%

213/310 seats · $930k

Trade analytics

Last 36 closed trades · risk measured at the initial stop

Avg risk / trade

0.86%

median 0.86% · max 1.07%

Avg planned R:R

1 : 1.56

target distance ÷ stop distance

Realized R:R

1 : 1.67

avg win +1.40R · avg loss −0.84R

Expectancy

+0.16R

per trade

SQN

0.81

Poor

Kelly fraction

11.2%

optimal f · use ¼–½ in practice

Win rate

44.4%

profit factor 1.34

Consecutive W / L

5 / 6

longest streaks

Largest win / loss

+2.0R / −1.1R

Avg hold

2.4d / 2.8d

winners / losers

Avg MAE / MFE

0.62R / 1.03R

adverse / favorable excursion

Capture ratio

82%

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 +5.6R

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	21	15
Win rate	48%	40%
Expectancy	+0.23R	+0.05R
Total R	+4.9R	+0.7R
Equity PnL	+3.9%	+1.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 17:32	XAGUSD long	0.69%	1:1.3	+0.84R	9.6d
Sep 24, 14:07	XAUUSD short	0.70%	1:1.7	−0.98R	5.1d
Sep 22, 14:00	USOIL short	0.87%	1:1.6	−1.00R	5.1d
Sep 21, 21:58	XAGUSD short	0.77%	1:1.6	+0.96R	3.4d
Sep 4, 13:39	XAGUSD long	1.02%	1:1.8	−0.79R	3.3d
Aug 20, 14:56	XAGUSD long	0.72%	1:1.3	+1.39R	3.1d
Jul 22, 04:35	XAGUSD long	1.06%	1:1.4	−0.65R	4.4h
Jul 14, 02:20	UKOIL long	0.79%	1:1.7	−0.96R	14.0h
Jul 9, 23:36	UKOIL long	0.67%	1:1.3	+1.25R	3.0d
May 28, 10:37	XAGUSD short	0.85%	1:1.7	−0.96R	17.5h
May 25, 14:21	XAGUSD long	0.70%	1:1.2	+0.95R	12.9h
May 22, 18:01	XAGUSD long	1.00%	1:1.8	+1.56R	18.6h

Performance statistics

Based on 36 trades over 381 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	+3.4%	+6.1%	+1.7%	+13.1%	+28.3%	+19.2%	+20.9%
Followers	+3.4%	+6.1%	+1.7%	+13.1%	+28.3%	+19.1%	+20.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+71.9%
Excess vs BTC	+3.0%	+5.1%	−9.6%	−58.1%	−27.4%	−50.3%	−51.0%

Returns

Return 1m: +6.1%
Return 3m: +1.7%
Return 12m: +19.2%
Return since start: +20.9%
CAGR: +19.9%

Risk

Max drawdown: 10.7%
Volatility (ann.): 12.3%
Downside deviation: 8.3%
Ulcer index: 3.85%
VaR / CVaR 95% (daily): 0.88% / 1.35%
VaR / CVaR 99% (daily): 2.06% / 2.79%
Longest time under water: 143 days
Max / avg leverage: 3.3x / 1.5x
Top-3 trades share of PnL: 20%

Risk-adjusted

Sharpe: 1.54
Sortino: 2.28
Calmar: 1.86
Recovery factor: 1.95
Probabilistic Sharpe (PSR): 0.94
Omega ratio: 1.25
Gain-to-pain: 0.25

Trades

Trades: 36
Win rate: 46%
Payoff ratio: 1.46
Profit factor: 1.24
Expectancy: 14 bps
Tail ratio: 2.9
Avg holding time: 3.1 d

Consistency

Profitable months: 79%
Equity curve R²: 0.77
Longest losing streak: 6 days
Skew / kurtosis: -0.47 / 7.6
Consistency score: 65/100

Benchmark (vs BTC)

Beta: 0.03
Alpha (ann.): +17.1%
Correlation / R²: 0.13 / 0.02
Up / down capture: 5% / 1%
Tracking error: 56.4%
Information ratio: -0.87

Strategy vs BTC

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

Daily return pair365 daysFit · β0.03

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.00Correlation0.00

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.56Volatility 90d12.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.88%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.7%	Oct 27, 2025	Dec 28, 2025	Mar 20, 2026	62 d	82 d
2	−5.8%	Jul 8, 2026	Aug 16, 2026	Oct 4, 2026	39 d	49 d
3	−3.7%	May 14, 2026	May 23, 2026	Jun 3, 2026	9 d	11 d
4	−1.7%	Jun 14, 2026	Jun 22, 2026	Jun 27, 2026	8 d	5 d
5	−1.5%	Apr 27, 2026	May 9, 2026	May 13, 2026	12 d	4 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

48%

46%

56%

64%

Exposure

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

Gross exposure41% of equityPeak128%

Average share of exposure

XAGUSD46% · 41%
USOIL28% · 25%
UKOIL17% · 14.8%
XAUUSD9% · 7.9%

Performance by instrument

Share of net PnL