Search strategies, traders…

/

Search strategies, traders…

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

Docs Fees--:--:-- UTC

Opening Range

ActiveFuturesMT5

anya.pVerified·Opening range · intradayView trader

Return 12m

+17.9%

483 days of history

Max drawdown

11.4%

Current 8.7%

Sortino

2.23

Sharpe 1.48 · PSR 0.96

Compliance

14/16

88% of Epochs kept

Risk score

41 · Medium

Capacity used

70%

204/293 seats · $880k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.75%

median 0.76% · max 0.94%

Avg planned R:R

1 : 1.57

target distance ÷ stop distance

Realized R:R

1 : 1.53

avg win +1.29R · avg loss −0.85R

Expectancy

+0.25R

per trade

SQN

2.27

Good

Kelly fraction

19.3%

optimal f · use ¼–½ in practice

Win rate

51.2%

profit factor 1.61

Consecutive W / L

8 / 13

longest streaks

Largest win / loss

+2.2R / −1.5R

Avg hold

2.0h / 2.3h

winners / losers

Avg MAE / MFE

0.62R / 0.98R

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 +99.9R

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	238	162
Win rate	50%	52%
Expectancy	+0.23R	+0.28R
Total R	+55.3R	+44.6R
Equity PnL	+40.0%	+33.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 12:46	US30 short	0.60%	1:1.2	−0.94R	0.2h
Oct 5, 09:14	US30 long	0.83%	1:1.6	+1.67R	0.3h
Oct 5, 06:37	US30 long	0.70%	1:1.7	+1.85R	9.3h
Oct 5, 12:34	US500 long	0.89%	1:1.7	−1.01R	0.3h
Oct 5, 23:56	NAS100 short	0.81%	1:1.4	−0.79R	1.6h
Oct 5, 17:50	NAS100 long	0.88%	1:1.6	+1.45R	0.4h
Oct 2, 22:53	US30 long	0.61%	1:1.3	−0.86R	0.7h
Oct 2, 16:31	NAS100 short	0.84%	1:1.4	+1.08R	0.6h
Oct 2, 12:02	US30 long	0.72%	1:1.3	+1.05R	2.9h
Oct 2, 03:19	US500 short	0.71%	1:1.6	+1.09R	1.3h
Oct 2, 20:24	NAS100 long	0.87%	1:1.5	−0.92R	1.9h
Oct 2, 04:07	US30 long	0.77%	1:1.8	+1.73R	3.1h

Performance statistics

Based on 2,082 trades over 483 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	1Y	All
Strategy	+1.6%	+1.5%	−5.0%	+2.5%	+16.8%	+17.9%	+32.0%
Followers	+1.6%	+1.4%	−5.4%	+1.7%	+15.4%	+16.1%	+29.3%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+113.6%
Excess vs BTC	+1.2%	+0.5%	−16.3%	−68.7%	−38.9%	−51.6%	−81.6%

Returns

Return 1m: +1.5%
Return 3m: −5.0%
Return 12m: +17.9%
Return since start: +32.0%
CAGR: +23.4%

Risk

Max drawdown: 11.4%
Volatility (ann.): 15.0%
Downside deviation: 9.9%
Ulcer index: 3.53%
VaR / CVaR 95% (daily): 1.25% / 1.61%
VaR / CVaR 99% (daily): 1.90% / 2.07%
Longest time under water: 73 days
Max / avg leverage: 3x / 1.4x
Top-3 trades share of PnL: 17%

Risk-adjusted

Sharpe: 1.48
Sortino: 2.23
Calmar: 2.05
Recovery factor: 2.81
Probabilistic Sharpe (PSR): 0.96
Omega ratio: 1.22
Gain-to-pain: 0.22

Trades

Trades: 2,082
Win rate: 50%
Payoff ratio: 1.46
Profit factor: 1.46
Expectancy: 2 bps
Tail ratio: 2.6
Avg holding time: 2.2 h

Consistency

Profitable months: 76%
Equity curve R²: 0.86
Longest losing streak: 8 days
Skew / kurtosis: 0.06 / 3.4
Consistency score: 65/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +20.3%
Correlation / R²: 0.09 / 0.01
Up / down capture: 5% / 0%
Tracking error: 56.5%
Information ratio: -0.90

Strategy vs BTC

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

Daily return pair365 daysFit · β0.02

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.06Correlation0.19

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-1.91Volatility 90d15.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.25%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.4%	Jul 25, 2026	Sep 10, 2026	Ongoing	47 d	—
2	−9.8%	May 12, 2026	Jun 19, 2026	Jul 5, 2026	38 d	16 d
3	−6.7%	Dec 23, 2025	Jan 9, 2026	Feb 6, 2026	17 d	28 d
4	−4.8%	Nov 10, 2025	Nov 26, 2025	Dec 16, 2025	16 d	20 d
5	−4.7%	Aug 11, 2025	Aug 30, 2025	Oct 13, 2025	19 d	44 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

57%

58%

54%

45%

51%

55%

61%

Exposure

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

Gross exposure68% of equityPeak147%

Average share of exposure

US3058% · 50.4%
NAS10030% · 26.3%
US50011% · 9.8%

Performance by instrument

Share of net PnL