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

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Opening Range

ActiveFuturesMT5

alina.mqVerified+·Opening range · intradayView trader

Return 12m

−10.1%

720 days of history

Max drawdown

18.8%

Current 18.8%

Sortino

-16.99

Sharpe -36.92 · PSR 0.00

Compliance

22/24

92% of Epochs kept

Risk score

42 · Medium

Capacity used

13%

30/233 seats · $700k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.76%

median 0.75% · max 0.95%

Avg planned R:R

1 : 1.31

target distance ÷ stop distance

Realized R:R

1 : 1.37

avg win +1.13R · avg loss −0.82R

Expectancy

+0.21R

per trade

SQN

2.10

Good

Kelly fraction

18.7%

optimal f · use ¼–½ in practice

Win rate

53.0%

profit factor 1.54

Consecutive W / L

11 / 7

longest streaks

Largest win / loss

+1.7R / −1.1R

Avg hold

3.4h / 4.0h

winners / losers

Avg MAE / MFE

0.58R / 0.92R

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 +84.2R

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	241	159
Win rate	54%	52%
Expectancy	+0.21R	+0.22R
Total R	+49.7R	+34.5R
Equity PnL	+37.0%	+26.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 12:22	US30 long	0.66%	1:1.1	+1.25R	0.6h
Oct 6, 21:51	US30 short	0.93%	1:1.2	+1.38R	2.1h
Oct 5, 06:39	US30 long	0.67%	1:1.4	+1.54R	3.5h
Oct 2, 21:28	US30 short	0.65%	1:1.3	−0.63R	0.1h
Oct 2, 02:51	US30 short	0.59%	1:1.4	+1.18R	0.9h
Oct 2, 19:51	US30 long	0.91%	1:1.1	−0.80R	7.7h
Oct 2, 17:26	US30 long	0.58%	1:1.6	+0.94R	2.9h
Oct 2, 16:51	US30 long	0.77%	1:1.2	−0.98R	0.3h
Oct 2, 16:28	US30 long	0.81%	1:1.0	+1.17R	8.9h
Oct 1, 08:16	US30 short	0.88%	1:1.4	−0.97R	1.8h
Oct 1, 18:38	US30 short	0.87%	1:1.0	+0.99R	3.5h
Oct 1, 14:30	US30 long	0.64%	1:1.1	+0.69R	0.2h

Performance statistics

Based on 1,620 trades over 720 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	−0.3%	−0.9%	−2.6%	−5.0%	−7.8%	−10.1%	−18.8%
Followers	−0.3%	−0.9%	−2.8%	−5.4%	−8.4%	−10.8%	−20.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+196.2%
Excess vs BTC	−0.6%	−1.9%	−13.9%	−76.2%	−63.5%	−79.6%	−215.1%

Returns

Return 1m: −0.9%
Return 3m: −2.6%
Return 12m: −10.1%
Return since start: −18.8%
CAGR: −10.0%

Risk

Max drawdown: 18.8%
Volatility (ann.): 0.3%
Downside deviation: 0.6%
Ulcer index: 11.14%
VaR / CVaR 95% (daily): 0.05% / 0.06%
VaR / CVaR 99% (daily): 0.07% / 0.07%
Longest time under water: 720 days
Max / avg leverage: 3x / 1.4x
Top-3 trades share of PnL: 17%

Risk-adjusted

Sharpe: -36.92
Sortino: -16.99
Calmar: -0.53
Recovery factor: -1.00
Probabilistic Sharpe (PSR): 0.00
Omega ratio: 0.01
Gain-to-pain: -0.99

Trades

Trades: 1,620
Win rate: 50%
Payoff ratio: 1.21
Profit factor: 1.21
Expectancy: 2 bps
Tail ratio: 2.6
Avg holding time: 3.2 h

Consistency

Profitable months: 0%
Equity curve R²: 1.00
Longest losing streak: 142 days
Skew / kurtosis: -0.04 / 3.5
Consistency score: 71/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): −10.6%
Correlation / R²: 0.12 / 0.01
Up / down capture: −1% / 1%
Tracking error: 54.9%
Information ratio: -1.47

Strategy vs BTC

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

Daily return pair365 daysFit · β0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.00Correlation0.07

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-39.09Volatility 90d0.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.05%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−18.8%	Oct 16, 2024	Oct 6, 2026	Ongoing	720 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

Exposure

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

Gross exposure277% of equityPeak314%

Average share of exposure

US30100% · 223.2%

Performance by instrument

Share of net PnL