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

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ETH/BTC Pairs

ActiveCryptoBinance

alex.kVerified+·Relative value · daysView trader

Return 12m

+14.2%

450 days of history

Max drawdown

5.8%

Current 2.9%

Sortino

2.36

Sharpe 1.52 · PSR 0.95

Compliance

14/14

100% of Epochs kept

Risk score

20 · Low

Capacity used

85%

199/233 seats · $700k

Trade analytics

Last 380 closed trades · risk measured at the initial stop

Avg risk / trade

0.52%

median 0.52% · max 0.65%

Avg planned R:R

1 : 1.35

target distance ÷ stop distance

Realized R:R

1 : 1.37

avg win +1.14R · avg loss −0.84R

Expectancy

+0.24R

per trade

SQN

2.33

Good

Kelly fraction

20.7%

optimal f · use ¼–½ in practice

Win rate

54.2%

profit factor 1.62

Consecutive W / L

10 / 8

longest streaks

Largest win / loss

+1.8R / −1.3R

Avg hold

2.7d / 2.4d

winners / losers

Avg MAE / MFE

0.60R / 0.93R

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 +89.8R

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	222	158
Win rate	56%	51%
Expectancy	+0.29R	+0.16R
Total R	+64.7R	+25.1R
Equity PnL	+35.5%	+12.4%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 17:26	ETH long	0.41%	1:1.4	+0.89R	6.8h
Oct 5, 03:57	ETH short	0.44%	1:1.6	−0.93R	1.2d
Oct 4, 01:29	BTC short	0.59%	1:1.1	+0.74R	3.3d
Oct 4, 16:30	ETH short	0.46%	1:1.2	−0.86R	1.0d
Oct 3, 09:13	ETH long	0.44%	1:1.2	−0.89R	1.1d
Oct 3, 23:57	BTC long	0.65%	1:1.3	+0.90R	0.5h
Oct 2, 20:16	BTC short	0.40%	1:1.1	−0.82R	23.1h
Sep 30, 05:17	ETH long	0.56%	1:1.1	+0.65R	6.6h
Sep 27, 07:29	ETH long	0.46%	1:1.3	−0.70R	7.4d
Sep 25, 20:02	ETH long	0.58%	1:1.5	+1.69R	2.0d
Sep 22, 19:42	ETH long	0.48%	1:1.4	+1.39R	2.3d
Sep 22, 20:41	BTC long	0.63%	1:1.3	+1.41R	4.5d

Performance statistics

Based on 380 trades over 450 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	−0.7%	+0.7%	−0.5%	+8.4%	+3.7%	+14.2%	+17.3%
Followers	−0.7%	+0.6%	−0.7%	+8.1%	+3.3%	+13.6%	+16.6%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+119.0%
Excess vs BTC	−1.0%	−0.3%	−11.8%	−62.8%	−52.1%	−55.3%	−101.6%

Returns

Return 1m: +0.7%
Return 3m: −0.5%
Return 12m: +14.2%
Return since start: +17.3%
CAGR: +13.8%

Risk

Max drawdown: 5.8%
Volatility (ann.): 8.8%
Downside deviation: 5.7%
Ulcer index: 2.33%
VaR / CVaR 95% (daily): 0.66% / 0.89%
VaR / CVaR 99% (daily): 1.28% / 1.32%
Longest time under water: 141 days
Max / avg leverage: 3x / 1.3x
Top-3 trades share of PnL: 11%

Risk-adjusted

Sharpe: 1.52
Sortino: 2.36
Calmar: 2.39
Recovery factor: 2.99
Probabilistic Sharpe (PSR): 0.95
Omega ratio: 1.23
Gain-to-pain: 0.23

Trades

Trades: 380
Win rate: 56%
Payoff ratio: 1.25
Profit factor: 1.59
Expectancy: 2 bps
Tail ratio: 2.0
Avg holding time: 2.5 d

Consistency

Profitable months: 63%
Equity curve R²: 0.85
Longest losing streak: 8 days
Skew / kurtosis: 0.16 / 3.6
Consistency score: 84/100

Benchmark (vs BTC)

Beta: 0.08
Alpha (ann.): +6.8%
Correlation / R²: 0.52 / 0.27
Up / down capture: 10% / 8%
Tracking error: 51.9%
Information ratio: -1.27

Strategy vs BTC

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

Daily return pair365 daysFit · β0.08

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.07Correlation0.41

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.23Volatility 90d8.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.66%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−5.8%	Jan 2, 2026	Apr 10, 2026	May 24, 2026	98 d	44 d
2	−4.2%	Jul 1, 2026	Sep 8, 2026	Ongoing	69 d	—
3	−3.4%	Oct 29, 2025	Nov 8, 2025	Nov 30, 2025	10 d	22 d
4	−3.0%	Sep 29, 2025	Oct 20, 2025	Oct 27, 2025	21 d	7 d
5	−2.3%	Dec 16, 2025	Dec 26, 2025	Jan 1, 2026	10 d	6 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

48%

49%

55%

45%

39%

58%

Exposure

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

Gross exposure129% of equityPeak211%

Average share of exposure

ETH68% · 108.9%
BTC32% · 50.5%

Performance by instrument

Share of net PnL