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

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Index Trend Core

ActiveFuturesMT5

maya.lConnected·Index trend · weeksView trader

Return 12m

+15.9%

747 days of history

Max drawdown

10.4%

Current 1.9%

Sortino

1.81

Sharpe 1.26 · PSR 0.96

Compliance

21/24

88% of Epochs kept

Risk score

35 · Low

Capacity used

73%

104/143 seats · $430k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.66%

median 0.63% · max 0.85%

Avg planned R:R

1 : 2.08

target distance ÷ stop distance

Realized R:R

1 : 2.02

avg win +1.77R · avg loss −0.88R

Expectancy

+0.01R

per trade

SQN

0.03

Poor

Kelly fraction

0.4%

optimal f · use ¼–½ in practice

Win rate

33.3%

profit factor 1.01

Consecutive W / L

3 / 6

longest streaks

Largest win / loss

+2.4R / −1.2R

Avg hold

15.9d / 23.4d

winners / losers

Avg MAE / MFE

0.76R / 0.99R

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 +0.2R

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	15	15
Win rate	27%	40%
Expectancy	−0.18R	+0.19R
Total R	−2.6R	+2.8R
Equity PnL	−2.0%	+0.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 21, 02:36	NAS100 long	0.58%	1:1.8	−0.99R	4.4d
Sep 7, 04:06	GER40 short	0.78%	1:2.5	−0.90R	59.1d
Aug 26, 07:54	NAS100 short	0.82%	1:2.1	−0.87R	35.9d
Aug 24, 14:32	GER40 short	0.79%	1:2.4	−0.71R	20.5d
Aug 21, 02:30	GER40 long	0.82%	1:2.3	−0.89R	5.8d
Aug 7, 11:55	GER40 short	0.63%	1:1.7	+1.66R	7.8d
May 20, 05:00	JP225 long	0.85%	1:2.4	−0.82R	10.6d
May 15, 11:36	NAS100 short	0.56%	1:2.1	+2.26R	48.8d
Apr 27, 16:19	NAS100 long	0.52%	1:2.3	+1.49R	45.6d
Apr 10, 08:14	NAS100 short	0.53%	1:1.9	+2.09R	4.0d
Mar 30, 03:44	NAS100 long	0.77%	1:1.8	−0.81R	19.8d
Feb 23, 04:12	NAS100 long	0.54%	1:1.8	−1.02R	35.4d

Performance statistics

Based on 30 trades over 747 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	−0.5%	−0.5%	+4.5%	+12.5%	+14.5%	+15.9%	+34.0%
Followers	−0.5%	−0.5%	+4.5%	+12.5%	+14.4%	+15.9%	+34.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+186.7%
Excess vs BTC	−0.8%	−1.5%	−6.8%	−58.7%	−41.3%	−53.6%	−152.7%

Returns

Return 1m: −0.5%
Return 3m: +4.5%
Return 12m: +15.9%
Return since start: +34.0%
CAGR: +15.4%

Risk

Max drawdown: 10.4%
Volatility (ann.): 11.9%
Downside deviation: 8.3%
Ulcer index: 4.09%
VaR / CVaR 95% (daily): 0.98% / 1.34%
VaR / CVaR 99% (daily): 1.50% / 2.10%
Longest time under water: 279 days
Max / avg leverage: 2.8x / 1.3x
Top-3 trades share of PnL: 15%

Risk-adjusted

Sharpe: 1.26
Sortino: 1.81
Calmar: 1.48
Recovery factor: 3.27
Probabilistic Sharpe (PSR): 0.96
Omega ratio: 1.19
Gain-to-pain: 0.19

Trades

Trades: 30
Win rate: 45%
Payoff ratio: 1.95
Profit factor: 1.60
Expectancy: 27 bps
Tail ratio: 2.4
Avg holding time: 20.7 d

Consistency

Profitable months: 69%
Equity curve R²: 0.76
Longest losing streak: 6 days
Skew / kurtosis: -0.43 / 6.9
Consistency score: 74/100

Benchmark (vs BTC)

Beta: 0.04
Alpha (ann.): +12.4%
Correlation / R²: 0.18 / 0.03
Up / down capture: 5% / 2%
Tracking error: 54.4%
Information ratio: -0.95

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 5, 2026Beta0.04Correlation0.19

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d2.42Volatility 90d9.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.98%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.4%	Apr 21, 2025	Aug 2, 2025	Jan 26, 2026	103 d	177 d
2	−8.2%	Feb 8, 2026	Feb 14, 2026	Mar 2, 2026	6 d	16 d
3	−8.0%	Mar 7, 2026	Mar 20, 2026	May 15, 2026	13 d	56 d
4	−6.2%	Nov 12, 2024	Dec 18, 2024	Jan 4, 2025	36 d	17 d
5	−5.5%	May 15, 2026	Jun 16, 2026	Jun 25, 2026	32 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

44%

52%

59%

61%

52%

62%

55%

Exposure

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

Gross exposure47% of equityPeak147%

Average share of exposure

NAS10058% · 60.4%
GER4024% · 24.7%
JP22519% · 19.8%

Performance by instrument

Share of net PnL