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

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ETH Trend

ActiveCryptoBybit

kwame.mqVerified+·Trend · daysView trader

Return 12m

+15.8%

631 days of history

Max drawdown

9.2%

Current 3.7%

Sortino

1.34

Sharpe 0.89 · PSR 0.88

Compliance

17/21

81% of Epochs kept

Risk score

51 · Medium

Capacity used

82%

213/260 seats · $780k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.88%

median 0.83% · max 1.07%

Avg planned R:R

1 : 2.25

target distance ÷ stop distance

Realized R:R

1 : 2.19

avg win +1.86R · avg loss −0.85R

Expectancy

+0.69R

per trade

SQN

2.63

Good

Kelly fraction

36.9%

optimal f · use ¼–½ in practice

Win rate

56.7%

profit factor 2.86

Consecutive W / L

9 / 4

longest streaks

Largest win / loss

+3.0R / −1.0R

Avg hold

10.3d / 13.3d

winners / losers

Avg MAE / MFE

0.61R / 1.43R

adverse / favorable excursion

Capture ratio

83%

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 +20.6R

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	14	16
Win rate	64%	50%
Expectancy	+0.90R	+0.50R
Total R	+12.6R	+8.0R
Equity PnL	+11.7%	+6.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 06:12	ETH short	0.80%	1:2.5	−0.95R	22.9d
Sep 29, 04:51	BNB short	0.76%	1:2.6	+2.57R	15.3d
Sep 14, 10:15	ETH long	1.05%	1:2.4	+2.77R	3.5d
Sep 6, 18:41	ETH short	1.05%	1:2.5	+2.00R	9.0d
Aug 14, 03:07	BNB long	1.02%	1:1.8	+1.62R	1.8d
Jul 30, 23:48	ETH short	0.78%	1:1.9	+1.83R	5.3d
Jul 20, 22:33	ETH long	1.06%	1:1.9	+1.72R	1.3d
Jul 16, 04:41	ETH short	0.70%	1:2.5	+1.96R	20.4d
Jun 18, 14:45	BNB long	0.81%	1:2.6	+3.01R	17.5d
May 23, 02:35	ETH short	0.83%	1:2.0	+1.27R	3.7d
May 13, 05:52	BNB short	0.70%	1:2.6	−0.79R	6.3d
Apr 9, 16:04	ETH short	0.80%	1:1.9	+1.82R	34.1d

Performance statistics

Based on 30 trades over 631 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	+1.0%	+3.8%	−2.5%	+2.3%	+11.8%	+15.8%	+17.2%
Followers	+1.0%	+3.8%	−2.5%	+2.3%	+11.8%	+15.8%	+17.2%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+206.1%
Excess vs BTC	+0.6%	+2.8%	−13.7%	−68.9%	−43.9%	−53.7%	−188.9%

Returns

Return 1m: +3.8%
Return 3m: −2.5%
Return 12m: +15.8%
Return since start: +17.2%
CAGR: +9.6%

Risk

Max drawdown: 9.2%
Volatility (ann.): 11.1%
Downside deviation: 7.3%
Ulcer index: 4.32%
VaR / CVaR 95% (daily): 0.86% / 1.12%
VaR / CVaR 99% (daily): 1.29% / 1.44%
Longest time under water: 249 days
Max / avg leverage: 4.1x / 1.8x
Top-3 trades share of PnL: 19%

Risk-adjusted

Sharpe: 0.89
Sortino: 1.34
Calmar: 1.05
Recovery factor: 1.87
Probabilistic Sharpe (PSR): 0.88
Omega ratio: 1.13
Gain-to-pain: 0.13

Trades

Trades: 30
Win rate: 46%
Payoff ratio: 2.03
Profit factor: 1.73
Expectancy: 23 bps
Tail ratio: 2.9
Avg holding time: 9.7 d

Consistency

Profitable months: 64%
Equity curve R²: 0.67
Longest losing streak: 8 days
Skew / kurtosis: 0.34 / 4.2
Consistency score: 61/100

Benchmark (vs BTC)

Beta: 0.07
Alpha (ann.): +4.1%
Correlation / R²: 0.35 / 0.13
Up / down capture: 9% / 8%
Tracking error: 52.7%
Information ratio: -1.34

Strategy vs BTC

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

Daily return pair365 daysFit · β0.07

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.10Correlation0.43

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-0.80Volatility 90d11.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.86%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.2%	Apr 30, 2025	Jun 14, 2025	Jan 5, 2026	45 d	205 d
2	−9.1%	Feb 10, 2026	May 18, 2026	Jul 2, 2026	97 d	45 d
3	−9.0%	Jul 17, 2026	Sep 10, 2026	Ongoing	55 d	—
4	−3.4%	Mar 26, 2025	Apr 11, 2025	Apr 30, 2025	16 d	19 d
5	−2.5%	Feb 10, 2025	Feb 27, 2025	Mar 19, 2025	17 d	20 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

52%

53%

48%

56%

59%

53%

Exposure

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

Gross exposure165% of equityPeak229%

Average share of exposure

ETH95% · 179.5%
BNB5% · 10.1%

Performance by instrument

Share of net PnL