Search strategies, traders…

/

Search strategies, traders…

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

Docs Fees--:--:-- UTC

NQ Open Scalper

FullFuturesMT5

rio.tradesConnected·Scalping · NY openView trader

Return (all)

+18.3%

260 days of history

Max drawdown

8.8%

Current 6.3%

Sortino

2.57

Sharpe 1.64 · PSR 0.92

Compliance

7/8

88% of Epochs kept

Risk score

44 · Medium

Capacity used

100%

53/53 seats · $160k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.80%

median 0.80% · max 0.98%

Avg planned R:R

1 : 1.24

target distance ÷ stop distance

Realized R:R

1 : 1.27

avg win +1.07R · avg loss −0.84R

Expectancy

+0.21R

per trade

SQN

2.20

Good

Kelly fraction

20.0%

optimal f · use ¼–½ in practice

Win rate

55.3%

profit factor 1.57

Consecutive W / L

8 / 6

longest streaks

Largest win / loss

+1.6R / −1.4R

Avg hold

0.5h / 0.5h

winners / losers

Avg MAE / MFE

0.60R / 0.88R

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 +85.3R

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	229	171
Win rate	52%	60%
Expectancy	+0.13R	+0.32R
Total R	+30.6R	+54.7R
Equity PnL	+19.5%	+49.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 07:27	NAS100 long	0.62%	1:1.3	−0.62R	0.1h
Oct 6, 05:48	NAS100 long	0.92%	1:1.3	−0.90R	0.1h
Oct 6, 00:13	NAS100 long	0.72%	1:1.2	+1.01R	0.8h
Oct 5, 15:11	NAS100 long	0.74%	1:1.0	+0.86R	0.1h
Oct 5, 01:22	NAS100 short	0.70%	1:1.4	−0.94R	0.8h
Oct 5, 06:54	NAS100 short	0.98%	1:1.1	+1.02R	1.1h
Oct 5, 14:35	NAS100 short	0.67%	1:1.4	+0.99R	0.5h
Oct 5, 13:39	NAS100 long	0.77%	1:1.0	−0.92R	0.1h
Oct 5, 10:13	NAS100 short	0.59%	1:1.2	−1.02R	0.1h
Oct 5, 18:44	NAS100 short	0.95%	1:1.5	+1.17R	0.1h
Oct 5, 01:20	NAS100 short	0.96%	1:1.1	+1.00R	0.4h
Oct 5, 14:42	NAS100 short	0.94%	1:1.0	−0.74R	0.3h

Performance statistics

Based on 1,900 trades over 260 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	All
Strategy	−1.9%	−2.6%	+6.2%	+12.5%	+18.3%	+18.3%
Followers	−2.0%	−2.9%	+5.5%	+10.9%	+15.9%	+15.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+27.1%	+27.1%
Excess vs BTC	−2.3%	−3.6%	−5.1%	−58.7%	−8.8%	−8.8%

Returns

Return 1m: −2.6%
Return 3m: +6.2%
Return 12m: Insufficient data
Return since start: +18.3%
CAGR: +26.6%

Risk

Max drawdown: 8.8%
Volatility (ann.): 15.1%
Downside deviation: 9.6%
Ulcer index: 3.90%
VaR / CVaR 95% (daily): 1.11% / 1.55%
VaR / CVaR 99% (daily): 2.01% / 2.24%
Longest time under water: 93 days
Max / avg leverage: 3.1x / 1.4x
Top-3 trades share of PnL: 18%

Risk-adjusted

Sharpe: 1.64
Sortino: 2.57
Calmar: 3.02
Recovery factor: 2.08
Probabilistic Sharpe (PSR): 0.92
Omega ratio: 1.24
Gain-to-pain: 0.24

Trades

Trades: 1,900
Win rate: 55%
Payoff ratio: 1.15
Profit factor: 1.41
Expectancy: 2 bps
Tail ratio: 2.7
Avg holding time: 0.5 h

Consistency

Profitable months: 60%
Equity curve R²: 0.74
Longest losing streak: 8 days
Skew / kurtosis: 0.14 / 3.4
Consistency score: 68/100

Benchmark (vs BTC)

Beta: 0.03
Alpha (ann.): +23.3%
Correlation / R²: 0.11 / 0.01
Up / down capture: 5% / −0%
Tracking error: 58.1%
Information ratio: -0.44

Strategy vs BTC

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

Daily return pair260 daysFit · β0.03

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta-0.01Correlation-0.02

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.66Volatility 90d15.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.11%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−8.8%	Mar 22, 2026	May 22, 2026	Jun 24, 2026	61 d	33 d
2	−6.4%	Sep 16, 2026	Oct 5, 2026	Ongoing	19 d	—
3	−6.0%	Jul 1, 2026	Jul 17, 2026	Jul 29, 2026	16 d	12 d
4	−3.9%	Jan 26, 2026	Jan 30, 2026	Feb 18, 2026	4 d	19 d
5	−3.1%	Aug 21, 2026	Sep 4, 2026	Sep 8, 2026	14 d	4 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

49%

61%

51%

43%

46%

57%

49%

Exposure

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

Gross exposure314% of equityPeak314%

Average share of exposure

NAS100100% · 235.5%

Performance by instrument

Share of net PnL