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

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ETH Trend

ActiveCryptoBybit

selin.dqVerified·Trend · daysView trader

Return 12m

+18.8%

444 days of history

Max drawdown

10.7%

Current 6.5%

Sortino

1.93

Sharpe 1.33 · PSR 0.93

Compliance

13/14

93% of Epochs kept

Risk score

37 · Low

Capacity used

85%

79/93 seats · $280k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.70%

median 0.68% · max 0.88%

Avg planned R:R

1 : 1.72

target distance ÷ stop distance

Realized R:R

1 : 1.52

avg win +1.36R · avg loss −0.89R

Expectancy

−0.07R

per trade

SQN

-0.33

Poor

Kelly fraction

0.0%

optimal f · use ¼–½ in practice

Win rate

36.7%

profit factor 0.88

Consecutive W / L

2 / 5

longest streaks

Largest win / loss

+1.8R / −1.1R

Avg hold

5.3d / 10.0d

winners / losers

Avg MAE / MFE

0.71R / 0.84R

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 −2.0R

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	24	6
Win rate	38%	33%
Expectancy	−0.04R	−0.18R
Total R	−0.9R	−1.1R
Equity PnL	−0.9%	−0.7%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 2, 13:39	ETH long	0.57%	1:1.6	+1.63R	1.6d
Oct 1, 02:18	ETH short	0.68%	1:1.6	−0.95R	4.5d
Sep 9, 18:01	ETH long	0.67%	1:1.8	+1.07R	2.0d
Aug 11, 02:56	ETH long	0.59%	1:1.7	−0.95R	23.3d
Jul 9, 06:12	ETH long	0.66%	1:1.9	−0.63R	29.5d
Jul 4, 13:23	SOL long	0.87%	1:1.5	+1.66R	2.4d
Jun 30, 20:56	BTC long	0.88%	1:1.6	−1.02R	7.3h
May 27, 19:00	ETH long	0.88%	1:1.4	−1.13R	2.2h
May 11, 10:30	ETH long	0.68%	1:2.1	−1.00R	12.9d
Apr 19, 17:10	BNB long	0.54%	1:2.1	−0.96R	5.1d
Mar 23, 14:38	BNB long	0.65%	1:1.6	−0.98R	6.9d
Mar 7, 09:26	ETH short	0.78%	1:2.1	+1.57R	9.5h

Performance statistics

Based on 30 trades over 444 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	−3.6%	−3.0%	−1.1%	+19.5%	+12.6%	+18.8%	+25.7%
Followers	−3.6%	−3.0%	−1.1%	+19.5%	+12.5%	+18.7%	+25.6%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+113.8%
Excess vs BTC	−4.0%	−3.9%	−12.4%	−51.7%	−43.2%	−50.7%	−88.1%

Returns

Return 1m: −3.0%
Return 3m: −1.1%
Return 12m: +18.8%
Return since start: +25.7%
CAGR: +20.7%

Risk

Max drawdown: 10.7%
Volatility (ann.): 15.0%
Downside deviation: 10.3%
Ulcer index: 4.89%
VaR / CVaR 95% (daily): 1.23% / 1.57%
VaR / CVaR 99% (daily): 1.61% / 2.43%
Longest time under water: 139 days
Max / avg leverage: 3.6x / 1.6x
Top-3 trades share of PnL: 16%

Risk-adjusted

Sharpe: 1.33
Sortino: 1.93
Calmar: 1.93
Recovery factor: 2.40
Probabilistic Sharpe (PSR): 0.93
Omega ratio: 1.19
Gain-to-pain: 0.19

Trades

Trades: 30
Win rate: 42%
Payoff ratio: 1.65
Profit factor: 1.19
Expectancy: 19 bps
Tail ratio: 2.5
Avg holding time: 9.7 d

Consistency

Profitable months: 63%
Equity curve R²: 0.65
Longest losing streak: 7 days
Skew / kurtosis: -0.29 / 4.8
Consistency score: 69/100

Benchmark (vs BTC)

Beta: 0.14
Alpha (ann.): +9.3%
Correlation / R²: 0.51 / 0.26
Up / down capture: 16% / 14%
Tracking error: 50.2%
Information ratio: -1.16

Strategy vs BTC

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

Daily return pair365 daysFit · β0.14

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.13Correlation0.44

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.24Volatility 90d14.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.23%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.7%	Jan 17, 2026	Apr 10, 2026	Jun 6, 2026	83 d	57 d
2	−8.8%	Sep 3, 2025	Nov 30, 2025	Jan 1, 2026	88 d	32 d
3	−7.1%	Aug 30, 2026	Sep 10, 2026	Ongoing	11 d	—
4	−4.2%	Jun 28, 2026	Jul 24, 2026	Jul 30, 2026	26 d	6 d
5	−2.7%	Jan 10, 2026	Jan 14, 2026	Jan 15, 2026	4 d	1 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

58%

56%

52%

57%

54%

56%

45%

Exposure

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

Gross exposure139% of equityPeak142%

Average share of exposure

ETH69% · 69%
BTC18% · 17.8%
BNB10% · 10.1%
SOL3% · 3.4%

Performance by instrument

Share of net PnL