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

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INJ Momentum Rotation X

ActiveCryptoBybit

omar.fVerified·Momentum rotation · weeklyView trader

Return 12m

+19.1%

430 days of history

Max drawdown

17.4%

Current 5.0%

Sortino

1.47

Sharpe 1.02 · PSR 0.87

Compliance

10/14

71% of Epochs kept

Risk score

70 · High

Capacity used

92%

110/120 seats · $360k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

1.08%

median 1.11% · max 1.33%

Avg planned R:R

1 : 2.11

target distance ÷ stop distance

Realized R:R

1 : 1.98

avg win +1.72R · avg loss −0.87R

Expectancy

+0.25R

per trade

SQN

1.03

Poor

Kelly fraction

14.7%

optimal f · use ¼–½ in practice

Win rate

43.3%

profit factor 1.51

Consecutive W / L

3 / 7

longest streaks

Largest win / loss

+2.5R / −1.3R

Avg hold

6.9d / 3.6d

winners / losers

Avg MAE / MFE

0.65R / 1.13R

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 +7.6R

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	41%	46%
Expectancy	+0.24R	+0.27R
Total R	+4.1R	+3.5R
Equity PnL	+4.1%	+3.8%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Aug 13, 16:21	ARB long	0.87%	1:2.0	+1.14R	12.5h
Aug 10, 18:52	INJ short	1.01%	1:1.9	+1.14R	6.3d
Aug 4, 15:04	INJ long	0.89%	1:1.9	−0.92R	18.7h
Jul 22, 06:03	INJ long	1.04%	1:2.4	+2.50R	5.4d
Jul 15, 02:58	INJ long	0.93%	1:1.7	+1.30R	2.2d
Jul 9, 04:50	NEAR short	1.15%	1:2.3	−0.77R	11.9h
Jun 14, 17:39	SOL long	1.01%	1:2.1	−0.88R	13.7d
May 27, 13:57	SOL long	1.09%	1:2.5	−0.70R	1.5d
May 26, 07:37	INJ short	0.84%	1:2.4	+1.88R	10.9d
May 21, 07:22	SOL long	1.18%	1:2.1	+1.80R	1.5d
May 20, 17:37	NEAR short	1.18%	1:1.8	−1.04R	1.6d
Apr 28, 05:59	INJ long	1.31%	1:2.0	−0.62R	1.5d

Performance statistics

Based on 30 trades over 430 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	+4.1%	+3.2%	+4.7%	+11.1%	+18.3%	+19.1%	+33.3%
Followers	+4.1%	+3.2%	+4.7%	+11.1%	+18.2%	+19.0%	+33.2%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+94.2%
Excess vs BTC	+3.7%	+2.2%	−6.6%	−60.1%	−37.5%	−50.4%	−60.9%

Returns

Return 1m: +3.2%
Return 3m: +4.7%
Return 12m: +19.1%
Return since start: +33.3%
CAGR: +27.7%

Risk

Max drawdown: 17.4%
Volatility (ann.): 27.6%
Downside deviation: 19.2%
Ulcer index: 6.30%
VaR / CVaR 95% (daily): 2.33% / 3.13%
VaR / CVaR 99% (daily): 3.69% / 4.20%
Longest time under water: 90 days
Max / avg leverage: 4.7x / 2.1x
Top-3 trades share of PnL: 24%

Risk-adjusted

Sharpe: 1.02
Sortino: 1.47
Calmar: 1.59
Recovery factor: 1.92
Probabilistic Sharpe (PSR): 0.87
Omega ratio: 1.15
Gain-to-pain: 0.15

Trades

Trades: 30
Win rate: 43%
Payoff ratio: 1.99
Profit factor: 1.50
Expectancy: 19 bps
Tail ratio: 3.4
Avg holding time: 5.3 d

Consistency

Profitable months: 73%
Equity curve R²: 0.81
Longest losing streak: 8 days
Skew / kurtosis: -0.10 / 3.9
Consistency score: 52/100

Benchmark (vs BTC)

Beta: 0.18
Alpha (ann.): +15.4%
Correlation / R²: 0.36 / 0.13
Up / down capture: 20% / 16%
Tracking error: 52.9%
Information ratio: -0.83

Strategy vs BTC

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

Daily return pair365 daysFit · β0.18

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.16Correlation0.33

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d0.86Volatility 90d25.2%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.33%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−17.4%	Oct 31, 2025	Nov 29, 2025	Dec 20, 2025	29 d	21 d
2	−14.4%	Apr 25, 2026	May 11, 2026	Jul 25, 2026	16 d	75 d
3	−12.3%	Jan 6, 2026	Jan 27, 2026	Feb 24, 2026	21 d	28 d
4	−11.4%	Jul 26, 2026	Aug 12, 2026	Ongoing	17 d	—
5	−7.5%	Oct 5, 2025	Oct 18, 2025	Oct 27, 2025	13 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

48%

58%

54%

56%

52%

56%

Exposure

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

Gross exposure156% of equityPeak201%

Average share of exposure

INJ55% · 91%
SOL24% · 39%
NEAR10% · 17.2%
ARB10% · 16.9%

Performance by instrument

Share of net PnL