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

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ETH Funding Carry

ActiveCryptoBinance

nadia.nVerified+·Funding carry · delta-neutralView trader

Return 12m

−1.3%

605 days of history

Max drawdown

4.2%

Current 4.0%

Sortino

-1.83

Sharpe -1.36 · PSR 0.04

Compliance

19/20

95% of Epochs kept

Risk score

9 · Low

Capacity used

20%

176/893 seats · $2.7M

Trade analytics

Last 32 closed trades · risk measured at the initial stop

Avg risk / trade

0.40%

median 0.42% · max 0.48%

Avg planned R:R

1 : 0.55

target distance ÷ stop distance

Realized R:R

1 : 0.50

avg win +0.44R · avg loss −0.88R

Expectancy

+0.32R

per trade

SQN

4.37

Excellent

Kelly fraction

71.9%

optimal f · use ¼–½ in practice

Win rate

90.6%

profit factor 4.84

Consecutive W / L

14 / 1

longest streaks

Largest win / loss

+0.7R / −1.0R

Avg hold

7.7d / 17.9d

winners / losers

Avg MAE / MFE

0.41R / 0.54R

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 +10.2R

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	16	16
Win rate	88%	94%
Expectancy	+0.29R	+0.35R
Total R	+4.6R	+5.6R
Equity PnL	+1.7%	+2.2%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 13, 16:42	ETH long	0.31%	1:0.5	+0.44R	13.2d
Sep 10, 00:02	ETH short	0.42%	1:0.6	+0.58R	7.1d
Sep 6, 17:44	ETH long	0.46%	1:0.6	+0.32R	10.9d
Aug 21, 01:08	ETH long	0.39%	1:0.5	+0.57R	7.3d
Aug 19, 18:57	ETH long	0.31%	1:0.6	+0.35R	11.9h
Aug 10, 14:07	ETH short	0.48%	1:0.6	+0.65R	10.0d
Aug 4, 14:43	ETH long	0.47%	1:0.6	+0.45R	2.9h
Aug 3, 17:08	ETH short	0.31%	1:0.5	+0.32R	23.3d
Aug 2, 03:40	ETH short	0.32%	1:0.5	+0.52R	3.1h
Aug 2, 12:10	ETH long	0.32%	1:0.6	+0.69R	5.4d
Jun 29, 03:07	ETH long	0.34%	1:0.6	+0.34R	1.6d
Jun 22, 04:21	ETH short	0.45%	1:0.5	+0.32R	3.4d

Performance statistics

Based on 32 trades over 605 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	−0.1%	−0.8%	−0.8%	−0.6%	−0.6%	−1.3%	−4.0%
Followers	−0.1%	−0.8%	−0.8%	−0.6%	−0.6%	−1.3%	−4.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+109.9%
Excess vs BTC	−0.5%	−1.8%	−12.1%	−71.8%	−56.3%	−70.8%	−113.9%

Returns

Return 1m: −0.8%
Return 3m: −0.8%
Return 12m: −1.3%
Return since start: −4.0%
CAGR: −2.4%

Risk

Max drawdown: 4.2%
Volatility (ann.): 1.8%
Downside deviation: 1.3%
Ulcer index: 2.87%
VaR / CVaR 95% (daily): 0.17% / 0.20%
VaR / CVaR 99% (daily): 0.22% / 0.25%
Longest time under water: 594 days
Max / avg leverage: 2.6x / 1.2x
Top-3 trades share of PnL: 8%

Risk-adjusted

Sharpe: -1.36
Sortino: -1.83
Calmar: -0.58
Recovery factor: -0.96
Probabilistic Sharpe (PSR): 0.04
Omega ratio: 0.83
Gain-to-pain: -0.17

Trades

Trades: 32
Win rate: 85%
Payoff ratio: 0.50
Profit factor: 2.83
Expectancy: 2 bps
Tail ratio: 1.7
Avg holding time: 7.5 d

Consistency

Profitable months: 33%
Equity curve R²: 0.71
Longest losing streak: 9 days
Skew / kurtosis: 0.07 / 3.2
Consistency score: 93/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): −2.6%
Correlation / R²: 0.08 / 0.01
Up / down capture: −0% / 1%
Tracking error: 54.9%
Information ratio: -1.13

Strategy vs BTC

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

Daily return pair365 daysFit · β0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta-0.01Correlation-0.16

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-2.28Volatility 90d1.7%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.17%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−4.2%	Feb 19, 2025	Oct 2, 2026	Ongoing	590 d	—
2	−0.1%	Feb 8, 2025	Feb 16, 2025	Feb 19, 2025	8 d	3 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

49%

54%

51%

42%

43%

48%

47%

Exposure

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

Gross exposure47% of equityPeak266%

Average share of exposure

ETH100% · 132.4%

Performance by instrument

Share of net PnL