Last 290 closed trades · risk measured at the initial stop
How many trades ended at each multiple of initial risk
Trade-by-trade equity in R units · total +146.4R
% of equity at risk on each trade, with the average line
Total R by day of week or close hour (UTC)
| Long | Short | |
|---|---|---|
| Trades | 154 | 136 |
| Win rate | 49% | 43% |
| Expectancy | +0.58R | +0.42R |
| Total R | +89.6R | +56.9R |
| Equity PnL | +49.4% | +35.4% |
| Closed | Instrument | Risk | Plan R:R | Result | Hold |
|---|---|---|---|---|---|
| Oct 2, 19:15 | GER40 short | 0.63% | 1:2.6 | −0.78R | 0.7h |
| Oct 2, 09:54 | NAS100 short | 0.62% | 1:2.7 | −0.72R | 3.6d |
| Oct 2, 22:50 | GER40 short | 0.68% | 1:2.4 | +1.58R | 6.0h |
| Sep 30, 15:41 | US500 short | 0.52% | 1:2.9 | −0.72R | 3.9d |
| Sep 29, 10:23 | US500 long | 0.51% | 1:2.5 | +2.50R | 28.0d |
| Sep 29, 01:37 | US500 long | 0.68% | 1:2.1 | −0.77R | 7.5d |
| Sep 29, 13:36 | US500 long | 0.69% | 1:2.2 | +1.70R | 15.7h |
| Sep 28, 20:55 | NAS100 short | 0.45% | 1:2.7 | +2.50R | 17.9d |
| Sep 25, 09:40 | US500 long | 0.53% | 1:2.9 | −0.71R | 9.5d |
| Sep 21, 22:42 | GER40 long | 0.52% | 1:2.5 | +2.85R | 21.9d |
| Sep 16, 18:43 | GER40 long | 0.47% | 1:3.0 | +3.08R | 12.7h |
| Sep 14, 02:32 | NAS100 short | 0.61% | 1:2.1 | +1.47R | 4.0d |
Strategy NAV, realized follower results after costs, and BTC over the same windows
| Period | 1W | 1M | 3M | 6M | YTD | 1Y | All |
|---|---|---|---|---|---|---|---|
| Strategy | −0.8% | +2.0% | +4.9% | +12.0% | +16.4% | +16.3% | +18.6% |
| Followers | −0.8% | +2.0% | +4.9% | +12.0% | +16.3% | +16.2% | +18.3% |
| BTC | +0.4% | +1.0% | +11.3% | +71.2% | +55.7% | +69.5% | +186.1% |
| Excess vs BTC | −1.2% | +1.0% | −6.3% | −59.2% | −39.3% | −53.2% | −167.5% |
Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time
BTC daily return →
90-day rolling Sharpe ratio and annualized volatility, synced
Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days
The five deepest peak-to-trough episodes and how long recovery took
| # | Depth | Peak | Trough | Recovered | Decline | Recovery |
|---|---|---|---|---|---|---|
| 1 | −8.4% | Dec 11, 2024 | Apr 28, 2025 | Aug 5, 2025 | 138 d | 99 d |
| 2 | −7.4% | Sep 9, 2024 | Oct 31, 2024 | Dec 8, 2024 | 52 d | 38 d |
| 3 | −6.2% | Nov 8, 2025 | Dec 31, 2025 | Jun 12, 2026 | 53 d | 163 d |
| 4 | −3.2% | Aug 29, 2025 | Oct 8, 2025 | Oct 18, 2025 | 40 d | 10 d |
| 5 | −2.6% | Jul 14, 2026 | Aug 5, 2026 | Aug 17, 2026 | 22 d | 12 d |
Average daily return and share of up days by weekday
Gross exposure, % of equity (last 120 days), and where it sits
Share of net PnL