Last 400 closed trades · risk measured at the initial stop
How many trades ended at each multiple of initial risk
Trade-by-trade equity in R units · total +46.7R
% of equity at risk on each trade, with the average line
Total R by day of week or close hour (UTC)
| Long | Short | |
|---|---|---|
| Trades | 228 | 172 |
| Win rate | 47% | 44% |
| Expectancy | +0.15R | +0.07R |
| Total R | +34.1R | +12.6R |
| Equity PnL | +24.9% | +11.5% |
| Closed | Instrument | Risk | Plan R:R | Result | Hold |
|---|---|---|---|---|---|
| Oct 5, 08:17 | US500 long | 0.85% | 1:1.8 | −0.89R | 0.1h |
| Oct 5, 15:53 | US500 short | 0.79% | 1:1.3 | −0.62R | 4.9h |
| Oct 5, 19:29 | US500 short | 0.62% | 1:1.7 | −0.62R | 5.5h |
| Oct 2, 18:19 | US500 long | 0.92% | 1:1.5 | +1.22R | 0.3h |
| Oct 2, 17:02 | US500 short | 0.82% | 1:1.4 | −0.88R | 1.1h |
| Oct 1, 23:43 | US500 short | 0.92% | 1:1.3 | −0.62R | 1.8h |
| Oct 1, 11:32 | US500 long | 0.90% | 1:1.7 | −0.74R | 4.5h |
| Oct 1, 20:50 | US500 long | 0.59% | 1:1.3 | −0.95R | 7.0h |
| Sep 30, 14:41 | US500 short | 0.68% | 1:1.4 | +1.21R | 3.2h |
| Sep 30, 17:23 | US500 short | 0.70% | 1:1.2 | +0.91R | 0.6h |
| Sep 29, 21:47 | US500 long | 0.87% | 1:1.3 | +0.69R | 1.5h |
| Sep 29, 01:34 | US500 long | 0.86% | 1:1.6 | −0.69R | 0.9h |
Strategy NAV, realized follower results after costs, and BTC over the same windows
| Period | 1W | 1M | 3M | 6M | YTD | 1Y | All |
|---|---|---|---|---|---|---|---|
| Strategy | +6.0% | +20.9% | +30.1% | +30.5% | +34.7% | +32.8% | +37.4% |
| Followers | +6.0% | +20.8% | +29.9% | +30.0% | +34.0% | +31.9% | +36.4% |
| BTC | +0.4% | +1.0% | +11.3% | +71.2% | +55.7% | +69.5% | +57.8% |
| Excess vs BTC | +5.6% | +19.9% | +18.9% | −40.7% | −21.0% | −36.7% | −20.4% |
Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time
BTC daily return →
90-day rolling Sharpe ratio and annualized volatility, synced
Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days
The five deepest peak-to-trough episodes and how long recovery took
| # | Depth | Peak | Trough | Recovered | Decline | Recovery |
|---|---|---|---|---|---|---|
| 1 | −14.6% | Dec 24, 2025 | Apr 7, 2026 | Apr 15, 2026 | 104 d | 8 d |
| 2 | −13.9% | May 5, 2026 | Jun 13, 2026 | Aug 18, 2026 | 39 d | 66 d |
| 3 | −7.2% | Oct 22, 2025 | Nov 4, 2025 | Nov 22, 2025 | 13 d | 18 d |
| 4 | −5.3% | Aug 18, 2026 | Aug 25, 2026 | Sep 1, 2026 | 7 d | 7 d |
| 5 | −5.3% | Nov 24, 2025 | Dec 12, 2025 | Dec 22, 2025 | 18 d | 10 d |
Average daily return and share of up days by weekday
Gross exposure, % of equity (last 120 days), and where it sits
Share of net PnL