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

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Opening Range

RookieFuturesMT5

kofi.oVerified+·Opening range · intradayView trader

Return (all)

+10.2%

100 days of history

Max drawdown

16.6%

Current 14.0%

Sortino

1.90

Sharpe 1.27 · PSR 0.74

Compliance

2/2

Rookie stage

Risk score

41 · Medium

Capacity used

18%

2/11 seats · $35k

Trade analytics

Last 333 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.75%

median 0.75% · max 0.94%

Avg planned R:R

1 : 1.57

target distance ÷ stop distance

Realized R:R

1 : 1.60

avg win +1.36R · avg loss −0.85R

Expectancy

+0.29R

per trade

SQN

2.51

Good

Kelly fraction

21.0%

optimal f · use ¼–½ in practice

Win rate

51.4%

profit factor 1.69

Consecutive W / L

9 / 7

longest streaks

Largest win / loss

+2.2R / −1.6R

Avg hold

2.8h / 2.9h

winners / losers

Avg MAE / MFE

0.62R / 1.03R

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 +95.2R

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	186	147
Win rate	51%	52%
Expectancy	+0.28R	+0.29R
Total R	+52.3R	+42.9R
Equity PnL	+38.3%	+33.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 15:36	US30 long	0.87%	1:1.3	+0.98R	1.1h
Oct 6, 08:58	US30 short	0.93%	1:1.3	+1.22R	2.8h
Oct 6, 02:14	US30 long	0.87%	1:1.3	+1.18R	2.5h
Oct 6, 08:37	US30 short	0.86%	1:1.6	+1.21R	9.2h
Oct 5, 20:37	US30 short	0.63%	1:1.6	−0.72R	1.1h
Oct 5, 06:55	US30 short	0.92%	1:1.4	−0.86R	1.1h
Oct 5, 00:04	NAS100 long	0.75%	1:1.7	+1.23R	2.2h
Oct 5, 15:00	NAS100 short	0.58%	1:1.7	−0.61R	2.0h
Oct 5, 04:49	NAS100 short	0.70%	1:1.3	+0.87R	2.7h
Oct 2, 10:11	US30 long	0.78%	1:1.6	−0.95R	0.3h
Oct 2, 22:20	NAS100 long	0.67%	1:1.7	−0.92R	5.1h
Oct 2, 18:04	US30 short	0.60%	1:1.9	+1.69R	9.2h

Performance statistics

Based on 333 trades over 100 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	YTD	All
Strategy	+2.5%	−9.7%	+7.8%	+10.2%	+10.2%
Followers	+2.5%	−9.8%	+7.5%	+9.8%	+9.8%
BTC	+0.4%	+1.0%	+11.3%	+5.9%	+5.9%
Excess vs BTC	+2.1%	−10.7%	−3.5%	+4.3%	+4.3%

Returns

Return 1m: −9.7%
Return 3m: +7.8%
Return 12m: Insufficient data
Return since start: +10.2%
CAGR: +42.5%

Risk

Max drawdown: 16.6%
Volatility (ann.): 32.0%
Downside deviation: 21.3%
Ulcer index: 6.64%
VaR / CVaR 95% (daily): 2.07% / 3.09%
VaR / CVaR 99% (daily): 6.66% / 6.66%
Longest time under water: 41 days
Max / avg leverage: 3x / 1.4x
Top-3 trades share of PnL: 17%

Risk-adjusted

Sharpe: 1.27
Sortino: 1.90
Calmar: 2.56
Recovery factor: 0.61
Probabilistic Sharpe (PSR): 0.74
Omega ratio: 1.19
Gain-to-pain: 0.19

Trades

Trades: 333
Win rate: 52%
Payoff ratio: 1.46
Profit factor: 1.58
Expectancy: 2 bps
Tail ratio: 2.6
Avg holding time: 2.7 h

Consistency

Profitable months: 80%
Equity curve R²: 0.31
Longest losing streak: 8 days
Skew / kurtosis: -0.16 / 5.0
Consistency score: 74/100

Benchmark (vs BTC)

Beta: 0.11
Alpha (ann.): +37.0%
Correlation / R²: 0.16 / 0.03
Up / down capture: 13% / 3%
Tracking error: 54.3%
Information ratio: 0.14

Strategy vs BTC

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

Daily return pair100 daysFit · β0.11

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.11Correlation0.17

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.09Volatility 90d32.8%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.07%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−16.6%	Aug 26, 2026	Sep 30, 2026	Ongoing	35 d	—
2	−6.7%	Aug 16, 2026	Aug 23, 2026	Aug 26, 2026	7 d	3 d
3	−3.6%	Aug 10, 2026	Aug 13, 2026	Aug 14, 2026	3 d	1 d
4	−2.4%	Jul 29, 2026	Aug 1, 2026	Aug 3, 2026	3 d	2 d
5	−2.4%	Jun 30, 2026	Jul 5, 2026	Jul 7, 2026	5 d	2 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

67%

57%

36%

21%

50%

Exposure

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

Gross exposure179% of equityPeak222%

Average share of exposure

US3070% · 93%
NAS10030% · 40.2%

Performance by instrument

Share of net PnL