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Crypto Breakout 1R

ActiveCryptoBybit

dmitri.vVerified·Breakout · 1–3 daysView trader

Return 12m

+41.2%

420 days of history

Max drawdown

16.3%

Current 11.4%

Sortino

2.46

Sharpe 1.60 · PSR 0.96

Compliance

11/13

85% of Epochs kept

Risk score

49 · Medium

Capacity used

96%

70/73 seats · $220k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.83%

median 0.83% · max 1.05%

Avg planned R:R

1 : 2.26

target distance ÷ stop distance

Realized R:R

1 : 2.27

avg win +1.93R · avg loss −0.85R

Expectancy

+0.28R

per trade

SQN

1.97

Average

Kelly fraction

14.3%

optimal f · use ¼–½ in practice

Win rate

40.5%

profit factor 1.55

Consecutive W / L

4 / 10

longest streaks

Largest win / loss

+3.0R / −1.5R

Avg hold

1.3d / 1.2d

winners / losers

Avg MAE / MFE

0.66R / 1.17R

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 +110.2R

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	249	151
Win rate	37%	46%
Expectancy	+0.18R	+0.44R
Total R	+44.1R	+66.1R
Equity PnL	+37.0%	+55.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 05:19	SOL long	0.69%	1:2.6	−0.72R	4.5h
Oct 5, 01:42	SOL long	0.76%	1:2.1	−0.73R	7.5h
Oct 3, 09:09	SOL long	0.96%	1:2.6	−0.75R	18.2h
Oct 3, 17:38	ETH short	0.75%	1:2.5	+1.89R	5.7h
Oct 2, 07:52	AVAX long	0.95%	1:2.4	+1.79R	6.0h
Oct 2, 07:11	SOL long	0.91%	1:2.6	+2.49R	23.2h
Oct 2, 15:27	LINK short	0.64%	1:1.9	−1.04R	7.9h
Oct 2, 05:10	ETH long	0.74%	1:2.5	+2.17R	6.4h
Oct 1, 05:10	SOL long	1.04%	1:1.9	−0.89R	3.4d
Sep 30, 08:40	LINK long	0.80%	1:2.0	+1.30R	11.3h
Sep 30, 01:10	ETH long	0.67%	1:1.9	−0.65R	3.0d
Sep 29, 16:56	SOL long	0.80%	1:2.0	−0.84R	18.8h

Performance statistics

Based on 520 trades over 420 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	−2.7%	−5.3%	+18.2%	+36.1%	+58.5%	+41.2%	+64.1%
Followers	−2.7%	−5.3%	+17.9%	+35.4%	+57.3%	+39.8%	+62.3%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+74.2%
Excess vs BTC	−3.1%	−6.2%	+6.9%	−35.1%	+2.7%	−28.3%	−10.0%

Returns

Return 1m: −5.3%
Return 3m: +18.2%
Return 12m: +41.2%
Return since start: +64.1%
CAGR: +53.8%

Risk

Max drawdown: 16.3%
Volatility (ann.): 29.7%
Downside deviation: 19.3%
Ulcer index: 7.68%
VaR / CVaR 95% (daily): 2.19% / 3.05%
VaR / CVaR 99% (daily): 4.00% / 4.70%
Longest time under water: 120 days
Max / avg leverage: 4x / 1.8x
Top-3 trades share of PnL: 19%

Risk-adjusted

Sharpe: 1.60
Sortino: 2.46
Calmar: 3.30
Recovery factor: 3.93
Probabilistic Sharpe (PSR): 0.96
Omega ratio: 1.24
Gain-to-pain: 0.24

Trades

Trades: 520
Win rate: 42%
Payoff ratio: 2.10
Profit factor: 1.52
Expectancy: 2 bps
Tail ratio: 2.8
Avg holding time: 1.3 d

Consistency

Profitable months: 60%
Equity curve R²: 0.73
Longest losing streak: 11 days
Skew / kurtosis: 0.08 / 3.9
Consistency score: 63/100

Benchmark (vs BTC)

Beta: 0.25
Alpha (ann.): +31.3%
Correlation / R²: 0.48 / 0.23
Up / down capture: 29% / 21%
Tracking error: 49.4%
Information ratio: -0.33

Strategy vs BTC

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

Daily return pair365 daysFit · β0.25

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.39Correlation0.57

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d2.13Volatility 90d34.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.19%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−16.3%	Oct 23, 2025	Jan 14, 2026	Feb 15, 2026	83 d	32 d
2	−16.0%	Mar 7, 2026	May 11, 2026	Jul 6, 2026	65 d	56 d
3	−11.4%	Aug 30, 2026	Oct 6, 2026	Ongoing	37 d	—
4	−9.0%	Jul 28, 2026	Aug 5, 2026	Aug 26, 2026	8 d	21 d
5	−6.0%	Jul 13, 2026	Jul 18, 2026	Jul 25, 2026	5 d	7 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

50%

57%

55%

48%

Exposure

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

Gross exposure118% of equityPeak129%

Average share of exposure

SOL64% · 63.6%
ETH16% · 16.1%
BTC11% · 10.5%
AVAX6% · 5.9%
LINK4% · 3.5%

Performance by instrument

Share of net PnL