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

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Majors Trend

ActiveCryptoBinance

alex.kVerified+·Trend following · 1–3 week holdsView trader

Return 12m

+21.4%

620 days of history

Max drawdown

14.3%

Current 11.7%

Sortino

1.81

Sharpe 1.20 · PSR 0.94

Compliance

15/16

94% of Epochs kept

Risk score

38 · Low

Capacity used

42%

141/333 seats · $1M

Trade analytics

Last 388 closed trades · risk measured at the initial stop

Avg risk / trade

0.72%

median 0.71% · max 0.90%

Avg planned R:R

1 : 2.93

target distance ÷ stop distance

Realized R:R

1 : 3.01

avg win +2.57R · avg loss −0.85R

Expectancy

+0.48R

per trade

SQN

2.78

Good

Kelly fraction

18.6%

optimal f · use ¼–½ in practice

Win rate

38.9%

profit factor 1.92

Consecutive W / L

7 / 9

longest streaks

Largest win / loss

+4.0R / −1.5R

Avg hold

11.8d / 10.7d

winners / losers

Avg MAE / MFE

0.68R / 1.44R

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 +185.4R

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	221	167
Win rate	38%	41%
Expectancy	+0.40R	+0.57R
Total R	+89.4R	+96.0R
Equity PnL	+65.0%	+73.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 00:46	SOL long	0.75%	1:3.5	+3.13R	5.2d
Oct 3, 08:31	ETH long	0.87%	1:3.3	+3.20R	4.5d
Sep 30, 18:03	XRP long	0.88%	1:3.5	−0.74R	5.9d
Sep 30, 23:54	BTC short	0.70%	1:2.5	−0.99R	3.2d
Sep 29, 19:16	BTC long	0.57%	1:3.5	+2.96R	5.9d
Sep 29, 18:01	BNB long	0.68%	1:2.4	−0.83R	18.0h
Sep 29, 12:18	BTC short	0.81%	1:2.9	−1.19R	17.8d
Sep 27, 14:28	ETH short	0.70%	1:3.3	−0.79R	1.3d
Sep 25, 06:08	BTC long	0.54%	1:3.3	−0.98R	2.4h
Sep 24, 12:36	BTC short	0.74%	1:3.5	−0.65R	8.5d
Sep 24, 21:40	ETH short	0.61%	1:2.6	+1.62R	14.5d
Sep 24, 18:21	SOL long	0.61%	1:2.4	−0.69R	6.6d

Performance statistics

Based on 388 trades over 620 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	−0.2%	−1.6%	−8.6%	+2.8%	+10.7%	+21.4%	+61.6%
Followers	−0.2%	−1.7%	−8.6%	+2.7%	+10.5%	+21.2%	+61.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+152.1%
Excess vs BTC	−0.6%	−2.6%	−19.9%	−68.4%	−45.1%	−48.1%	−90.4%

Returns

Return 1m: −1.6%
Return 3m: −8.6%
Return 12m: +21.4%
Return since start: +61.6%
CAGR: +32.7%

Risk

Max drawdown: 14.3%
Volatility (ann.): 26.6%
Downside deviation: 17.6%
Ulcer index: 6.18%
VaR / CVaR 95% (daily): 2.17% / 2.75%
VaR / CVaR 99% (daily): 3.24% / 3.83%
Longest time under water: 79 days
Max / avg leverage: 2.8x / 1.4x
Top-3 trades share of PnL: 22%

Risk-adjusted

Sharpe: 1.20
Sortino: 1.81
Calmar: 2.28
Recovery factor: 4.31
Probabilistic Sharpe (PSR): 0.94
Omega ratio: 1.17
Gain-to-pain: 0.17

Trades

Trades: 388
Win rate: 41%
Payoff ratio: 2.70
Profit factor: 1.86
Expectancy: 42 bps
Tail ratio: 1.3
Avg holding time: 10.8 d

Consistency

Profitable months: 64%
Equity curve R²: 0.88
Longest losing streak: 10 days
Skew / kurtosis: 0.33 / 5.5
Consistency score: 76/100

Benchmark (vs BTC)

Beta: 0.17
Alpha (ann.): +19.7%
Correlation / R²: 0.36 / 0.13
Up / down capture: 21% / 16%
Tracking error: 51.5%
Information ratio: -0.73

Strategy vs BTC

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

Daily return pair365 daysFit · β0.17

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.18Correlation0.35

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-1.24Volatility 90d26.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.17%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−14.3%	Jun 20, 2025	Jul 18, 2025	Aug 12, 2025	28 d	25 d
2	−13.5%	Jul 25, 2026	Aug 7, 2026	Ongoing	13 d	—
3	−12.8%	Aug 12, 2025	Sep 20, 2025	Oct 31, 2025	39 d	41 d
4	−12.3%	Apr 3, 2026	May 9, 2026	May 26, 2026	36 d	17 d
5	−8.3%	May 27, 2026	Jun 16, 2026	Jun 23, 2026	20 d	7 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

49%

54%

58%

56%

55%

42%

Exposure

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

Gross exposure48% of equityPeak70%

Average share of exposure

BTC52% · 26.5%
ETH20% · 10.4%
BNB19% · 9.6%
SOL6% · 2.8%
XRP3% · 1.4%

Performance by instrument

Share of net PnL