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

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Momentum

ActiveStocksMT5

bianca.cVerified·Momentum · swingView trader

Return (all)

+24.0%

219 days of history

Max drawdown

15.5%

Current 11.0%

Sortino

2.29

Sharpe 1.50 · PSR 0.88

Compliance

5/7

71% of Epochs kept

Risk score

53 · Medium

Capacity used

46%

97/213 seats · $640k

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.87%

median 0.90% · max 1.10%

Avg planned R:R

1 : 1.36

target distance ÷ stop distance

Realized R:R

1 : 1.38

avg win +1.19R · avg loss −0.86R

Expectancy

+0.16R

per trade

SQN

0.83

Poor

Kelly fraction

13.7%

optimal f · use ¼–½ in practice

Win rate

50.0%

profit factor 1.38

Consecutive W / L

4 / 3

longest streaks

Largest win / loss

+1.6R / −1.0R

Avg hold

6.9d / 7.5d

winners / losers

Avg MAE / MFE

0.63R / 0.93R

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 +4.9R

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	16	14
Win rate	38%	64%
Expectancy	−0.10R	+0.47R
Total R	−1.7R	+6.6R
Equity PnL	−1.1%	+6.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 09:43	AVGO long	0.72%	1:1.6	−0.90R	19.9d
Oct 2, 21:05	AMZN short	1.00%	1:1.5	+1.06R	4.8d
Oct 2, 01:55	AMZN long	0.91%	1:1.2	−0.71R	11.7h
Sep 4, 23:50	AVGO long	0.85%	1:1.6	−1.01R	3.6d
Aug 14, 14:02	AVGO short	0.95%	1:1.1	−1.00R	7.4d
Jul 31, 17:34	AMZN long	0.69%	1:1.6	+1.62R	3.9d
Jul 27, 08:45	AVGO long	0.68%	1:1.3	−0.60R	1.3d
Jul 22, 13:19	AVGO long	0.88%	1:1.1	−0.90R	9.3d
Jul 22, 23:28	AMZN long	1.08%	1:1.3	+1.26R	10.2d
Jul 21, 09:54	AMZN short	0.91%	1:1.1	+1.18R	1.2d
Jun 22, 08:10	AVGO long	0.97%	1:1.4	−0.97R	11.6d
Jun 19, 09:13	AVGO long	0.82%	1:1.5	−0.80R	7.3d

Performance statistics

Based on 30 trades over 219 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	All
Strategy	+2.5%	+0.8%	+1.2%	+12.1%	+24.0%	+24.0%
Followers	+2.5%	+0.8%	+1.2%	+12.1%	+23.9%	+23.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+20.1%	+20.1%
Excess vs BTC	+2.1%	−0.2%	−10.1%	−59.1%	+3.9%	+3.9%

Returns

Return 1m: +0.8%
Return 3m: +1.2%
Return 12m: Insufficient data
Return since start: +24.0%
CAGR: +43.1%

Risk

Max drawdown: 15.5%
Volatility (ann.): 26.1%
Downside deviation: 17.2%
Ulcer index: 5.73%
VaR / CVaR 95% (daily): 2.19% / 2.77%
VaR / CVaR 99% (daily): 3.43% / 3.47%
Longest time under water: 54 days
Max / avg leverage: 2.4x / 1.1x
Top-3 trades share of PnL: 20%

Risk-adjusted

Sharpe: 1.50
Sortino: 2.29
Calmar: 2.78
Recovery factor: 1.55
Probabilistic Sharpe (PSR): 0.88
Omega ratio: 1.21
Gain-to-pain: 0.21

Trades

Trades: 30
Win rate: 51%
Payoff ratio: 1.23
Profit factor: 1.28
Expectancy: 12 bps
Tail ratio: 2.9
Avg holding time: 6.4 d

Consistency

Profitable months: 75%
Equity curve R²: 0.65
Longest losing streak: 10 days
Skew / kurtosis: 0.01 / 2.9
Consistency score: 65/100

Benchmark (vs BTC)

Beta: 0.05
Alpha (ann.): +36.9%
Correlation / R²: 0.11 / 0.01
Up / down capture: 14% / 6%
Tracking error: 61.1%
Information ratio: -0.13

Strategy vs BTC

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

Daily return pair219 daysFit · β0.05

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.10Correlation0.19

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.43Volatility 90d26.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.19%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−15.5%	Aug 13, 2026	Sep 10, 2026	Ongoing	28 d	—
2	−7.5%	May 2, 2026	May 26, 2026	Jun 11, 2026	24 d	16 d
3	−5.8%	Jul 15, 2026	Jul 26, 2026	Aug 5, 2026	11 d	10 d
4	−4.7%	Apr 8, 2026	Apr 19, 2026	Apr 22, 2026	11 d	3 d
5	−4.6%	Jun 14, 2026	Jun 19, 2026	Jul 15, 2026	5 d	26 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

44%

58%

42%

48%

Exposure

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

Gross exposure64% of equityPeak94%

Average share of exposure

AMZN67% · 32.4%
AVGO33% · 15.7%

Performance by instrument

Share of net PnL