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

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Index Trend

ActiveFuturesMT5

noah.wVerified·Index trend · weeksView trader

Return 12m

+15.9%

898 days of history

Max drawdown

8.6%

Current 1.4%

Sortino

1.53

Sharpe 1.06 · PSR 0.95

Compliance

25/29

86% of Epochs kept

Risk score

30 · Low

Capacity used

11%

43/396 seats · $1.2M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.63%

median 0.61% · max 0.78%

Avg planned R:R

1 : 2.56

target distance ÷ stop distance

Realized R:R

1 : 3.16

avg win +2.43R · avg loss −0.77R

Expectancy

+0.51R

per trade

SQN

1.69

Average

Kelly fraction

21.0%

optimal f · use ¼–½ in practice

Win rate

40.0%

profit factor 2.10

Consecutive W / L

4 / 6

longest streaks

Largest win / loss

+3.4R / −1.1R

Avg hold

18.3d / 11.1d

winners / losers

Avg MAE / MFE

0.63R / 1.40R

adverse / favorable excursion

Capture ratio

82%

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 +15.3R

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	17	13
Win rate	53%	23%
Expectancy	+0.98R	−0.11R
Total R	+16.7R	−1.4R
Equity PnL	+12.1%	−0.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 7, 02:55	GER40 short	0.53%	1:2.9	−0.65R	10.7h
Sep 3, 17:49	GER40 short	0.69%	1:3.1	−1.13R	15.5d
Jun 10, 11:29	UK100 long	0.74%	1:2.7	+3.00R	8.8d
May 26, 03:12	UK100 long	0.72%	1:2.4	+2.30R	16.2d
Mar 5, 03:50	UK100 short	0.51%	1:2.8	+3.10R	20.1d
Dec 19, 20:40	UK100 long	0.59%	1:3.0	−0.71R	1.0d
Dec 12, 04:20	GER40 short	0.69%	1:2.1	−0.72R	7.7h
Nov 17, 08:01	JP225 short	0.61%	1:2.0	−0.63R	22.3d
Nov 14, 06:51	US500 long	0.77%	1:2.4	+2.67R	11.3d
Oct 6, 03:17	GER40 short	0.48%	1:2.8	−0.98R	3.0d
Sep 30, 16:19	UK100 long	0.48%	1:3.0	−0.84R	13.7d
Aug 29, 12:45	JP225 short	0.59%	1:2.2	−0.65R	6.7d

Performance statistics

Based on 30 trades over 898 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	−0.6%	+4.9%	+9.3%	+15.5%	+8.7%	+15.9%	+32.9%
Followers	−0.6%	+4.9%	+9.3%	+15.5%	+8.7%	+15.9%	+32.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+169.8%
Excess vs BTC	−1.0%	+3.9%	−2.0%	−55.7%	−47.0%	−53.6%	−136.9%

Returns

Return 1m: +4.9%
Return 3m: +9.3%
Return 12m: +15.9%
Return since start: +32.9%
CAGR: +12.3%

Risk

Max drawdown: 8.6%
Volatility (ann.): 11.6%
Downside deviation: 8.0%
Ulcer index: 3.70%
VaR / CVaR 95% (daily): 0.95% / 1.30%
VaR / CVaR 99% (daily): 1.54% / 2.12%
Longest time under water: 352 days
Max / avg leverage: 2.7x / 1.2x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.06
Sortino: 1.53
Calmar: 1.43
Recovery factor: 3.83
Probabilistic Sharpe (PSR): 0.95
Omega ratio: 1.15
Gain-to-pain: 0.15

Trades

Trades: 30
Win rate: 42%
Payoff ratio: 2.37
Profit factor: 1.72
Expectancy: 33 bps
Tail ratio: 2.3
Avg holding time: 13.3 d

Consistency

Profitable months: 58%
Equity curve R²: 0.77
Longest losing streak: 10 days
Skew / kurtosis: -0.33 / 4.1
Consistency score: 80/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +11.1%
Correlation / R²: 0.10 / 0.01
Up / down capture: 3% / 1%
Tracking error: 54.4%
Information ratio: -0.79

Strategy vs BTC

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

Daily return pair365 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.00Correlation0.00

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d2.97Volatility 90d12.4%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.95%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.6%	Jul 3, 2025	Sep 21, 2025	Jun 21, 2026	80 d	273 d
2	−7.8%	Apr 23, 2024	Aug 22, 2024	Nov 14, 2024	121 d	84 d
3	−6.9%	Jun 29, 2026	Aug 6, 2026	Aug 31, 2026	38 d	25 d
4	−5.1%	Mar 23, 2025	May 28, 2025	Jun 26, 2025	66 d	29 d
5	−3.4%	Feb 17, 2025	Feb 24, 2025	Mar 15, 2025	7 d	19 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

51%

57%

49%

45%

49%

58%

Exposure

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

Gross exposure87% of equityPeak101%

Average share of exposure

US50039% · 23.9%
UK10034% · 20.8%
GER4015% · 9.4%
JP22512% · 7.4%

Performance by instrument

Share of net PnL