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

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ETH Scalper

ActiveCryptoBinance

theo.bqVerified+·Scalping · minutesView trader

Return (all)

+24.6%

261 days of history

Max drawdown

11.8%

Current 6.7%

Sortino

2.21

Sharpe 1.42 · PSR 0.89

Compliance

7/8

88% of Epochs kept

Risk score

33 · Low

Capacity used

25%

64/256 seats · $770k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.66%

median 0.67% · max 0.83%

Avg planned R:R

1 : 0.70

target distance ÷ stop distance

Realized R:R

1 : 0.71

avg win +0.61R · avg loss −0.86R

Expectancy

+0.16R

per trade

SQN

2.31

Good

Kelly fraction

26.4%

optimal f · use ¼–½ in practice

Win rate

69.5%

profit factor 1.61

Consecutive W / L

12 / 5

longest streaks

Largest win / loss

+0.9R / −1.6R

Avg hold

0.8h / 0.7h

winners / losers

Avg MAE / MFE

0.52R / 0.63R

adverse / favorable excursion

Capture ratio

85%

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 +64.3R

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	224	176
Win rate	67%	72%
Expectancy	+0.12R	+0.22R
Total R	+26.3R	+38.0R
Equity PnL	+17.1%	+24.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 02:44	ETH long	0.66%	1:0.7	−0.71R	0.8h
Oct 6, 08:34	BTC long	0.57%	1:0.7	+0.81R	0.4h
Oct 6, 11:14	ETH short	0.55%	1:0.6	+0.50R	0.2h
Oct 6, 19:04	ETH long	0.83%	1:0.8	−0.88R	0.1h
Oct 6, 14:23	ETH long	0.73%	1:0.7	−0.66R	0.4h
Oct 6, 07:24	ETH long	0.65%	1:0.7	−0.90R	0.5h
Oct 6, 11:33	ETH short	0.61%	1:0.7	−0.83R	0.2h
Oct 6, 14:21	ETH long	0.63%	1:0.6	+0.35R	0.3h
Oct 5, 18:29	ETH short	0.71%	1:0.7	+0.81R	0.7h
Oct 5, 11:53	ETH short	0.74%	1:0.6	−0.74R	0.6h
Oct 5, 20:55	ETH long	0.56%	1:0.6	−0.65R	0.3h
Oct 5, 23:33	ETH short	0.55%	1:0.6	+0.69R	3.1h

Performance statistics

Based on 1,903 trades over 261 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	All
Strategy	+0.4%	−4.9%	+5.7%	+19.5%	+24.6%	+24.6%
Followers	+0.3%	−5.3%	+4.4%	+16.6%	+20.2%	+20.2%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+28.5%	+28.5%
Excess vs BTC	+0.0%	−5.9%	−5.6%	−51.7%	−3.9%	−3.9%

Returns

Return 1m: −4.9%
Return 3m: +5.7%
Return 12m: Insufficient data
Return since start: +24.6%
CAGR: +36.0%

Risk

Max drawdown: 11.8%
Volatility (ann.): 23.6%
Downside deviation: 15.2%
Ulcer index: 4.36%
VaR / CVaR 95% (daily): 1.74% / 2.30%
VaR / CVaR 99% (daily): 2.82% / 3.09%
Longest time under water: 42 days
Max / avg leverage: 3.4x / 1.5x
Top-3 trades share of PnL: 15%

Risk-adjusted

Sharpe: 1.42
Sortino: 2.21
Calmar: 3.05
Recovery factor: 2.08
Probabilistic Sharpe (PSR): 0.89
Omega ratio: 1.21
Gain-to-pain: 0.21

Trades

Trades: 1,903
Win rate: 70%
Payoff ratio: 0.65
Profit factor: 1.52
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 0.8 h

Consistency

Profitable months: 60%
Equity curve R²: 0.77
Longest losing streak: 5 days
Skew / kurtosis: 0.24 / 3.4
Consistency score: 71/100

Benchmark (vs BTC)

Beta: 0.07
Alpha (ann.): +29.7%
Correlation / R²: 0.18 / 0.03
Up / down capture: 12% / 5%
Tracking error: 58.2%
Information ratio: -0.31

Strategy vs BTC

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

Daily return pair261 daysFit · β0.07

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.10Correlation0.19

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.64Volatility 90d24.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.74%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.8%	Jul 25, 2026	Aug 11, 2026	Sep 6, 2026	17 d	26 d
2	−10.3%	Sep 8, 2026	Sep 25, 2026	Ongoing	17 d	—
3	−7.9%	Jun 27, 2026	Jul 8, 2026	Jul 18, 2026	11 d	10 d
4	−6.4%	Mar 3, 2026	Apr 2, 2026	Apr 14, 2026	30 d	12 d
5	−6.3%	Jun 1, 2026	Jun 12, 2026	Jun 25, 2026	11 d	13 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

61%

45%

54%

43%

41%

62%

59%

Exposure

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

Gross exposure215% of equityPeak243%

Average share of exposure

ETH78% · 150.1%
BTC22% · 41.5%

Performance by instrument

Share of net PnL