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

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Gap Fade Pro

ActiveStocksMT5

sana.aVerified·Gap fade · intradayView trader

Return 12m

+30.4%

920 days of history

Max drawdown

14.8%

Current 1.9%

Sortino

1.23

Sharpe 0.82 · PSR 0.90

Compliance

27/30

90% of Epochs kept

Risk score

48 · Medium

Capacity used

88%

276/313 seats · $940k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.82%

median 0.82% · max 1.03%

Avg planned R:R

1 : 1.29

target distance ÷ stop distance

Realized R:R

1 : 1.28

avg win +1.09R · avg loss −0.85R

Expectancy

+0.20R

per trade

SQN

2.05

Good

Kelly fraction

18.6%

optimal f · use ¼–½ in practice

Win rate

54.3%

profit factor 1.52

Consecutive W / L

15 / 11

longest streaks

Largest win / loss

+1.7R / −1.5R

Avg hold

4.9h / 4.7h

winners / losers

Avg MAE / MFE

0.59R / 0.91R

adverse / favorable excursion

Capture ratio

84%

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 +81.4R

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	254	146
Win rate	56%	52%
Expectancy	+0.24R	+0.15R
Total R	+60.2R	+21.2R
Equity PnL	+45.8%	+18.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 17:49	TSLA long	1.00%	1:1.3	+0.93R	3.7h
Oct 5, 01:19	TSLA long	0.94%	1:1.5	−0.97R	1.1h
Oct 5, 15:57	AMD long	0.66%	1:1.1	−1.34R	1.9h
Oct 5, 01:55	TSLA short	0.70%	1:1.5	+0.82R	4.0h
Oct 5, 15:23	TSLA short	0.83%	1:1.3	+1.06R	6.3h
Oct 2, 22:11	AMD long	0.94%	1:1.3	−0.93R	0.6h
Oct 2, 03:42	TSLA long	0.94%	1:1.5	−0.67R	0.6h
Oct 2, 17:09	AMD long	0.94%	1:1.5	+1.61R	0.7h
Oct 1, 10:24	TSLA long	0.79%	1:1.1	−0.75R	1.2h
Sep 30, 23:58	TSLA long	0.87%	1:1.4	−0.77R	12.0h
Sep 30, 08:23	AMD short	0.92%	1:1.1	+1.20R	7.3h
Sep 28, 23:46	TSLA short	0.96%	1:1.5	−0.76R	1.6h

Performance statistics

Based on 1,205 trades over 920 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	−0.9%	−0.7%	+1.0%	+5.0%	+15.9%	+30.4%	+22.8%
Followers	−0.9%	−0.8%	+0.8%	+4.6%	+15.2%	+29.5%	+20.6%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+208.3%
Excess vs BTC	−1.3%	−1.7%	−10.3%	−66.2%	−39.9%	−39.1%	−185.5%

Returns

Return 1m: −0.7%
Return 3m: +1.0%
Return 12m: +30.4%
Return since start: +22.8%
CAGR: +8.5%

Risk

Max drawdown: 14.8%
Volatility (ann.): 10.6%
Downside deviation: 7.1%
Ulcer index: 7.00%
VaR / CVaR 95% (daily): 0.80% / 1.11%
VaR / CVaR 99% (daily): 1.30% / 1.75%
Longest time under water: 578 days
Max / avg leverage: 2.3x / 1.1x
Top-3 trades share of PnL: 19%

Risk-adjusted

Sharpe: 0.82
Sortino: 1.23
Calmar: 0.57
Recovery factor: 1.54
Probabilistic Sharpe (PSR): 0.90
Omega ratio: 1.12
Gain-to-pain: 0.12

Trades

Trades: 1,205
Win rate: 56%
Payoff ratio: 1.19
Profit factor: 1.51
Expectancy: 2 bps
Tail ratio: 2.8
Avg holding time: 5.1 h

Consistency

Profitable months: 63%
Equity curve R²: 0.55
Longest losing streak: 6 days
Skew / kurtosis: 0.10 / 4.5
Consistency score: 70/100

Benchmark (vs BTC)

Beta: 0.04
Alpha (ann.): +6.2%
Correlation / R²: 0.22 / 0.05
Up / down capture: 5% / 4%
Tracking error: 52.7%
Information ratio: -0.96

Strategy vs BTC

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

Daily return pair365 daysFit · β0.04

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.01Correlation0.04

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d0.40Volatility 90d11.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.80%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−14.8%	Apr 27, 2024	Jun 4, 2025	Nov 27, 2025	403 d	176 d
2	−4.9%	Apr 30, 2026	Jun 17, 2026	Jul 23, 2026	48 d	36 d
3	−4.6%	Mar 28, 2026	Apr 3, 2026	Apr 24, 2026	6 d	21 d
4	−3.7%	Jul 25, 2026	Aug 19, 2026	Ongoing	25 d	—
5	−2.3%	Dec 1, 2025	Dec 6, 2025	Dec 15, 2025	5 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

48%

55%

51%

48%

47%

53%

Exposure

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

Gross exposure139% of equityPeak139%

Average share of exposure

TSLA83% · 73.3%
AMD17% · 14.9%

Performance by instrument

Share of net PnL