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LINK Breakout

ActiveCryptoBybit

yuki.mqVerified+·Breakout · intradayView trader

Return (all)

+8.5%

165 days of history

Max drawdown

11.4%

Current 6.6%

Sortino

1.17

Sharpe 0.81 · PSR 0.71

Compliance

4/5

80% of Epochs kept

Risk score

56 · Medium

Capacity used

88%

141/160 seats · $480k

Trade analytics

Last 67 closed trades · risk measured at the initial stop

Avg risk / trade

0.91%

median 0.91% · max 1.14%

Avg planned R:R

1 : 2.26

target distance ÷ stop distance

Realized R:R

1 : 1.96

avg win +1.74R · avg loss −0.89R

Expectancy

+0.25R

per trade

SQN

1.54

Poor

Kelly fraction

14.4%

optimal f · use ¼–½ in practice

Win rate

43.3%

profit factor 1.50

Consecutive W / L

5 / 5

longest streaks

Largest win / loss

+2.4R / −1.3R

Avg hold

11.3h / 11.1h

winners / losers

Avg MAE / MFE

0.67R / 1.11R

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 +16.8R

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	34	33
Win rate	44%	42%
Expectancy	+0.30R	+0.19R
Total R	+10.4R	+6.4R
Equity PnL	+11.1%	+4.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 4, 20:37	LINK short	0.94%	1:2.3	−0.92R	1.8h
Oct 4, 14:22	LINK short	0.69%	1:2.2	−1.00R	13.4h
Oct 1, 05:08	DOGE long	0.98%	1:2.2	+1.91R	1.2d
Sep 26, 12:28	LINK short	0.85%	1:1.9	+1.74R	1.2d
Sep 24, 05:36	ETH long	0.80%	1:1.9	+2.04R	11.4h
Sep 24, 19:47	ETH long	1.09%	1:1.7	+0.98R	1.3d
Sep 20, 11:51	LINK long	0.78%	1:1.9	+1.20R	7.6h
Sep 20, 14:15	ETH long	0.97%	1:2.5	−0.97R	2.3h
Sep 18, 19:08	LINK long	0.93%	1:2.5	−0.75R	0.4h
Sep 18, 13:39	DOGE long	1.14%	1:2.4	−0.88R	5.0h
Sep 17, 16:05	LINK short	0.72%	1:2.4	−1.02R	1.2d
Sep 15, 03:57	LINK short	0.69%	1:2.3	−0.77R	1.1d

Performance statistics

Based on 67 trades over 165 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	YTD	All
Strategy	+0.5%	−5.5%	+8.2%	+8.5%	+8.5%
Followers	+0.5%	−5.5%	+8.1%	+8.3%	+8.3%
BTC	+0.4%	+1.0%	+11.3%	+59.3%	+59.3%
Excess vs BTC	+0.1%	−6.5%	−3.1%	−50.8%	−50.8%

Returns

Return 1m: −5.5%
Return 3m: +8.2%
Return 12m: Insufficient data
Return since start: +8.5%
CAGR: +19.8%

Risk

Max drawdown: 11.4%
Volatility (ann.): 26.4%
Downside deviation: 18.4%
Ulcer index: 5.15%
VaR / CVaR 95% (daily): 2.30% / 3.00%
VaR / CVaR 99% (daily): 4.33% / 4.33%
Longest time under water: 53 days
Max / avg leverage: 4.2x / 1.9x
Top-3 trades share of PnL: 21%

Risk-adjusted

Sharpe: 0.81
Sortino: 1.17
Calmar: 1.73
Recovery factor: 0.75
Probabilistic Sharpe (PSR): 0.71
Omega ratio: 1.12
Gain-to-pain: 0.12

Trades

Trades: 67
Win rate: 43%
Payoff ratio: 2.06
Profit factor: 1.55
Expectancy: 2 bps
Tail ratio: 3.0
Avg holding time: 12.7 h

Consistency

Profitable months: 57%
Equity curve R²: 0.77
Longest losing streak: 8 days
Skew / kurtosis: -0.09 / 3.7
Consistency score: 62/100

Benchmark (vs BTC)

Beta: 0.18
Alpha (ann.): −0.3%
Correlation / R²: 0.40 / 0.16
Up / down capture: 18% / 18%
Tracking error: 52.5%
Information ratio: -1.86

Strategy vs BTC

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

Daily return pair165 daysFit · β0.18

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.16Correlation0.33

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d1.24Volatility 90d24.2%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.30%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.4%	Apr 24, 2026	May 22, 2026	Jun 17, 2026	28 d	26 d
2	−11.0%	Jul 28, 2026	Aug 12, 2026	Sep 6, 2026	15 d	25 d
3	−8.7%	Sep 17, 2026	Oct 1, 2026	Ongoing	14 d	—
4	−6.0%	Jul 1, 2026	Jul 10, 2026	Jul 15, 2026	9 d	5 d
5	−4.3%	Jun 22, 2026	Jun 23, 2026	Jun 28, 2026	1 d	5 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

42%

63%

52%

61%

48%

54%

63%

Exposure

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

Gross exposure85% of equityPeak239%

Average share of exposure

LINK61% · 89.6%
DOGE21% · 31.2%
ETH18% · 26.8%

Performance by instrument

Share of net PnL