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

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Index Futures Trend

ActiveFuturesMT5

jtanVerified·Trend · 2–10 day holdsView trader

Return 12m

+19.2%

520 days of history

Max drawdown

9.8%

Current 7.6%

Sortino

0.82

Sharpe 0.55 · PSR 0.75

Compliance

10/11

91% of Epochs kept

Risk score

35 · Low

Capacity used

39%

118/300 seats · $900k

Trade analytics

Last 341 closed trades · risk measured at the initial stop

Avg risk / trade

0.69%

median 0.69% · max 0.85%

Avg planned R:R

1 : 2.14

target distance ÷ stop distance

Realized R:R

1 : 2.12

avg win +1.83R · avg loss −0.86R

Expectancy

+0.35R

per trade

SQN

2.55

Good

Kelly fraction

19.3%

optimal f · use ¼–½ in practice

Win rate

45.2%

profit factor 1.74

Consecutive W / L

8 / 11

longest streaks

Largest win / loss

+3.0R / −1.5R

Avg hold

4.7d / 4.5d

winners / losers

Avg MAE / MFE

0.65R / 1.21R

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 +120.1R

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	177	164
Win rate	44%	46%
Expectancy	+0.30R	+0.40R
Total R	+53.7R	+66.4R
Equity PnL	+37.0%	+46.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 15:48	US500 long	0.74%	1:1.9	−0.78R	28.5d
Oct 5, 03:12	US500 long	0.66%	1:2.3	+2.63R	1.0h
Oct 2, 11:46	US500 long	0.54%	1:1.9	−0.60R	5.7d
Oct 2, 23:19	NAS100 short	0.84%	1:2.2	−1.00R	1.9d
Oct 1, 13:43	US500 short	0.62%	1:1.8	−0.66R	12.8h
Sep 28, 19:43	NAS100 short	0.58%	1:2.1	+1.33R	4.6d
Sep 28, 02:16	US500 long	0.54%	1:2.0	+1.69R	8.0d
Sep 25, 22:36	NAS100 short	0.60%	1:2.5	−1.01R	2.2d
Sep 25, 22:45	US500 long	0.60%	1:2.0	+1.98R	1.8d
Sep 24, 20:59	NAS100 short	0.75%	1:2.0	−0.82R	7.6d
Sep 24, 16:00	NAS100 long	0.69%	1:2.0	−0.80R	1.3d
Sep 22, 18:55	US500 short	0.65%	1:2.0	+1.68R	15.9d

Performance statistics

Based on 341 trades over 520 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	−2.9%	−3.8%	−5.4%	+4.5%	−1.0%	+19.2%	+9.4%
Followers	−2.9%	−3.8%	−5.5%	+4.4%	−1.2%	+19.0%	+9.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+98.0%
Excess vs BTC	−3.3%	−4.8%	−16.7%	−66.7%	−56.7%	−50.3%	−88.6%

Returns

Return 1m: −3.8%
Return 3m: −5.4%
Return 12m: +19.2%
Return since start: +9.4%
CAGR: +6.5%

Risk

Max drawdown: 9.8%
Volatility (ann.): 12.9%
Downside deviation: 8.7%
Ulcer index: 4.43%
VaR / CVaR 95% (daily): 1.05% / 1.23%
VaR / CVaR 99% (daily): 1.32% / 1.61%
Longest time under water: 176 days
Max / avg leverage: 3.5x / 1.8x
Top-3 trades share of PnL: 18%

Risk-adjusted

Sharpe: 0.55
Sortino: 0.82
Calmar: 0.67
Recovery factor: 0.96
Probabilistic Sharpe (PSR): 0.75
Omega ratio: 1.07
Gain-to-pain: 0.07

Trades

Trades: 341
Win rate: 45%
Payoff ratio: 2.00
Profit factor: 1.64
Expectancy: 31 bps
Tail ratio: 1.7
Avg holding time: 5.0 d

Consistency

Profitable months: 50%
Equity curve R²: 0.68
Longest losing streak: 14 days
Skew / kurtosis: 0.18 / 2.9
Consistency score: 74/100

Benchmark (vs BTC)

Beta: 0.04
Alpha (ann.): +4.7%
Correlation / R²: 0.16 / 0.03
Up / down capture: 5% / 4%
Tracking error: 54.5%
Information ratio: -1.03

Strategy vs BTC

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

Daily return pair365 daysFit · β0.04

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.04Correlation0.18

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-1.77Volatility 90d12.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.05%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.8%	Mar 3, 2026	May 21, 2026	Jul 2, 2026	79 d	42 d
2	−9.3%	May 18, 2025	Oct 20, 2025	Nov 11, 2025	155 d	22 d
3	−7.6%	Jul 19, 2026	Oct 6, 2026	Ongoing	79 d	—
4	−6.1%	Jan 27, 2026	Feb 16, 2026	Mar 3, 2026	20 d	15 d
5	−2.5%	Jan 12, 2026	Jan 18, 2026	Jan 27, 2026	6 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

57%

53%

49%

47%

49%

43%

53%

Exposure

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

Gross exposure9% of equityPeak234%

Average share of exposure

NAS10068% · 88.6%
US50032% · 41.3%

Performance by instrument

Share of net PnL