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

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Oil Momentum

PausedFuturesMT5

amara.oVerified·Momentum · 1–5 daysView trader

Strategy paused

Hard breach on Oct 3: daily loss 5.1% exceeded the 4.5% limit. Copying stopped and Epoch 12 fees were refunded.

Return 12m

+18.8%

400 days of history

Max drawdown

17.1%

Current 5.0%

Sortino

1.02

Sharpe 0.68 · PSR 0.76

Compliance

9/12

75% of Epochs kept

Risk score

58 · Medium

Capacity used

64%

64/100 seats · $300k

Trade analytics

Last 360 closed trades · risk measured at the initial stop

Avg risk / trade

0.93%

median 0.93% · max 1.17%

Avg planned R:R

1 : 1.72

target distance ÷ stop distance

Realized R:R

1 : 1.74

avg win +1.45R · avg loss −0.83R

Expectancy

+0.14R

per trade

SQN

1.25

Poor

Kelly fraction

10.0%

optimal f · use ¼–½ in practice

Win rate

42.8%

profit factor 1.30

Consecutive W / L

7 / 10

longest streaks

Largest win / loss

+2.3R / −1.4R

Avg hold

1.9d / 1.8d

winners / losers

Avg MAE / MFE

0.64R / 0.99R

adverse / favorable excursion

Capture ratio

83%

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 +51.8R

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	193	167
Win rate	43%	43%
Expectancy	+0.16R	+0.13R
Total R	+30.6R	+21.2R
Equity PnL	+27.1%	+19.7%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 08:21	UKOIL long	1.12%	1:1.4	−0.83R	1.2d
Oct 5, 16:11	UKOIL long	0.88%	1:1.8	+1.70R	8.8h
Oct 5, 12:31	UKOIL long	0.88%	1:1.9	+1.40R	1.5d
Oct 1, 03:50	UKOIL short	1.16%	1:1.5	−0.69R	1.0h
Oct 1, 08:11	UKOIL short	0.76%	1:2.0	+2.15R	18.3d
Oct 1, 01:45	UKOIL short	1.06%	1:1.9	−0.97R	3.3d
Sep 30, 13:25	USOIL short	0.98%	1:1.9	−0.72R	2.9d
Sep 29, 23:24	USOIL short	1.04%	1:2.0	−0.86R	3.6d
Sep 29, 05:09	USOIL long	1.11%	1:1.7	−0.85R	13.2h
Sep 28, 20:48	USOIL long	1.16%	1:1.5	−1.00R	3.6d
Sep 28, 18:17	USOIL short	1.00%	1:1.5	+1.06R	1.9d
Sep 28, 15:17	USOIL short	1.11%	1:1.9	−0.66R	3.0d

Performance statistics

Based on 360 trades over 400 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	−3.4%	+16.8%	+14.1%	+19.1%	+17.7%	+18.8%	+18.9%
Followers	−3.4%	+16.8%	+14.0%	+18.9%	+17.4%	+18.3%	+18.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+71.5%
Excess vs BTC	−3.7%	+15.8%	+2.8%	−52.1%	−38.0%	−50.7%	−52.6%

Returns

Return 1m: +16.8%
Return 3m: +14.1%
Return 12m: +18.8%
Return since start: +18.9%
CAGR: +17.1%

Risk

Max drawdown: 17.1%
Volatility (ann.): 30.0%
Downside deviation: 20.0%
Ulcer index: 7.50%
VaR / CVaR 95% (daily): 2.45% / 3.04%
VaR / CVaR 99% (daily): 3.12% / 4.45%
Longest time under water: 191 days
Max / avg leverage: 3.5x / 1.6x
Top-3 trades share of PnL: 21%

Risk-adjusted

Sharpe: 0.68
Sortino: 1.02
Calmar: 1.00
Recovery factor: 1.11
Probabilistic Sharpe (PSR): 0.76
Omega ratio: 1.10
Gain-to-pain: 0.10

Trades

Trades: 360
Win rate: 45%
Payoff ratio: 1.60
Profit factor: 1.31
Expectancy: 2 bps
Tail ratio: 3.1
Avg holding time: 1.8 d

Consistency

Profitable months: 57%
Equity curve R²: 0.12
Longest losing streak: 6 days
Skew / kurtosis: 0.27 / 5.0
Consistency score: 56/100

Benchmark (vs BTC)

Beta: 0.11
Alpha (ann.): +12.9%
Correlation / R²: 0.21 / 0.05
Up / down capture: 16% / 14%
Tracking error: 58.2%
Information ratio: -0.77

Strategy vs BTC

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

Daily return pair365 daysFit · β0.11

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.15Correlation0.22

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.75Volatility 90d33.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.45%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−17.1%	Jan 30, 2026	May 29, 2026	Aug 10, 2026	119 d	73 d
2	−11.7%	Oct 30, 2025	Dec 7, 2025	Jan 7, 2026	38 d	31 d
3	−10.5%	Aug 30, 2026	Sep 6, 2026	Sep 13, 2026	7 d	7 d
4	−7.0%	Sep 25, 2025	Oct 19, 2025	Oct 29, 2025	24 d	10 d
5	−5.7%	Jan 7, 2026	Jan 11, 2026	Jan 22, 2026	4 d	11 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

49%

45%

54%

42%

56%

Exposure

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

Gross exposure81% of equityPeak258%

Average share of exposure

USOIL68% · 73.2%
UKOIL32% · 34.5%

Performance by instrument

Share of net PnL