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

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ETH Swing

ActiveCryptoBinance

alex.kVerified+·Swing · 1–3 day holdsView trader

Return 12m

+38.4%

412 days of history

Max drawdown

12.0%

Current 1.2%

Sortino

3.48

Sharpe 1.84 · PSR 0.99

Compliance

11/12

92% of Epochs kept

Risk score

32 · Low

Capacity used

84%

87/104 seats · $313k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.65%

median 0.66% · max 0.81%

Avg planned R:R

1 : 1.58

target distance ÷ stop distance

Realized R:R

1 : 1.61

avg win +1.33R · avg loss −0.83R

Expectancy

+0.38R

per trade

SQN

3.40

Excellent

Kelly fraction

28.2%

optimal f · use ¼–½ in practice

Win rate

55.8%

profit factor 2.02

Consecutive W / L

7 / 6

longest streaks

Largest win / loss

+2.1R / −1.5R

Avg hold

1.4d / 1.3d

winners / losers

Avg MAE / MFE

0.58R / 1.07R

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 +150.4R

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	241	159
Win rate	58%	53%
Expectancy	+0.42R	+0.32R
Total R	+100.1R	+50.3R
Equity PnL	+66.3%	+33.2%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 18:53	ETH long	0.75%	1:1.6	+1.71R	2.6h
Oct 5, 12:54	ETH long	0.62%	1:1.3	+1.08R	3.4h
Oct 5, 21:58	ETH long	0.78%	1:1.4	+1.07R	8.4h
Oct 4, 09:33	BTC long	0.57%	1:1.9	−0.97R	1.4h
Oct 4, 18:02	SOL short	0.76%	1:1.9	+1.17R	22.7h
Oct 3, 02:19	ETH long	0.74%	1:1.9	+2.10R	22.4h
Oct 3, 12:12	ETH long	0.67%	1:1.8	+1.53R	9.6h
Oct 3, 20:19	ETH short	0.62%	1:1.3	+1.25R	9.4h
Oct 2, 07:52	BTC short	0.75%	1:1.2	+0.80R	5.7d
Oct 2, 17:40	ETH long	0.49%	1:1.7	−0.70R	2.8h
Oct 2, 12:29	ETH long	0.75%	1:1.6	−0.65R	21.1h
Oct 1, 10:43	ETH long	0.63%	1:1.4	−0.77R	1.2d

Performance statistics

Based on 1,284 trades over 412 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	+1.0%	+6.2%	+6.8%	+28.3%	+31.3%	+38.4%	+46.0%
Followers	+0.9%	+6.0%	+6.2%	+26.8%	+28.9%	+35.1%	+42.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+83.4%
Excess vs BTC	+0.6%	+5.2%	−4.5%	−42.9%	−24.4%	−31.1%	−37.4%

Returns

Return 1m: +6.2%
Return 3m: +6.8%
Return 12m: +38.4%
Return since start: +46.0%
CAGR: +39.8%

Risk

Max drawdown: 12.0%
Volatility (ann.): 15.6%
Downside deviation: 10.0%
Ulcer index: 3.95%
VaR / CVaR 95% (daily): 1.22% / 1.57%
VaR / CVaR 99% (daily): 1.91% / 2.25%
Longest time under water: 116 days
Max / avg leverage: 5.6x / 2.4x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.84
Sortino: 3.48
Calmar: 3.32
Recovery factor: 3.83
Probabilistic Sharpe (PSR): 0.99
Omega ratio: 1.34
Gain-to-pain: 0.34

Trades

Trades: 1,284
Win rate: 54%
Payoff ratio: 1.47
Profit factor: 1.72
Expectancy: 15 bps
Tail ratio: 2.1
Avg holding time: 1.3 d

Consistency

Profitable months: 87%
Equity curve R²: 0.91
Longest losing streak: 7 days
Skew / kurtosis: 0.12 / 3.7
Consistency score: 84/100

Benchmark (vs BTC)

Beta: 0.13
Alpha (ann.): +25.6%
Correlation / R²: 0.47 / 0.23
Up / down capture: 15% / 9%
Tracking error: 51.1%
Information ratio: -0.69

Strategy vs BTC

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

Daily return pair365 daysFit · β0.13

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.13Correlation0.39

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.72Volatility 90d16.2%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.22%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−12.0%	Feb 26, 2026	Apr 9, 2026	Jun 23, 2026	42 d	75 d
2	−7.0%	Aug 21, 2026	Sep 7, 2026	Ongoing	17 d	—
3	−6.0%	Sep 29, 2025	Nov 7, 2025	Nov 30, 2025	39 d	23 d
4	−4.5%	Jul 27, 2026	Jul 31, 2026	Aug 18, 2026	4 d	18 d
5	−2.6%	Jan 8, 2026	Jan 17, 2026	Jan 25, 2026	9 d	8 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

61%

53%

64%

53%

47%

64%

Exposure

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

Gross exposure98% of equityPeak202%

Average share of exposure

BTC41% · 43.6%
ETH31% · 33%
SOL28% · 29.6%

Performance by instrument

Share of net PnL