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SOL Breakout

ActiveCryptoBinance

felix.bqVerified·Breakout · intradayView trader

Return 12m

+13.8%

719 days of history

Max drawdown

10.4%

Current 3.0%

Sortino

4.17

Sharpe 2.75 · PSR 1.00

Compliance

19/23

83% of Epochs kept

Risk score

70 · High

Capacity used

11%

24/226 seats · $680k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

1.08%

median 1.08% · max 1.33%

Avg planned R:R

1 : 1.96

target distance ÷ stop distance

Realized R:R

1 : 1.96

avg win +1.66R · avg loss −0.85R

Expectancy

+0.30R

per trade

SQN

2.35

Good

Kelly fraction

18.1%

optimal f · use ¼–½ in practice

Win rate

45.8%

profit factor 1.65

Consecutive W / L

6 / 8

longest streaks

Largest win / loss

+2.4R / −1.5R

Avg hold

4.4h / 4.2h

winners / losers

Avg MAE / MFE

0.64R / 1.14R

adverse / favorable excursion

Capture ratio

84%

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 +120.2R

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	221	179
Win rate	44%	48%
Expectancy	+0.26R	+0.36R
Total R	+56.5R	+63.7R
Equity PnL	+62.3%	+65.4%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 20:09	SOL long	0.97%	1:1.6	+1.86R	1.6h
Oct 6, 13:45	SOL long	1.19%	1:2.3	+1.36R	6.6h
Oct 6, 00:06	ETH long	1.27%	1:1.7	+1.39R	1.5h
Oct 6, 12:22	ETH short	0.95%	1:1.6	−0.94R	3.3h
Oct 6, 12:54	SOL short	1.27%	1:1.8	−0.98R	2.4h
Oct 5, 05:19	SOL long	1.12%	1:2.0	−0.69R	1.4h
Oct 4, 07:46	ETH long	1.12%	1:1.9	−1.23R	0.5h
Oct 4, 07:41	SOL long	1.29%	1:2.2	−0.88R	3.4h
Oct 3, 17:13	ETH short	0.86%	1:2.2	−0.68R	4.2h
Oct 3, 03:36	SOL long	1.31%	1:2.0	−0.71R	4.1h
Oct 2, 11:49	SOL short	1.29%	1:2.3	−0.92R	5.2h
Oct 1, 20:55	SOL long	0.89%	1:1.9	+1.98R	0.2h

Performance statistics

Based on 1,539 trades over 719 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	+1.5%	+0.0%	+1.2%	+0.1%	+9.6%	+13.8%	+60.6%
Followers	+1.4%	−0.1%	+0.6%	−0.9%	+7.8%	+11.4%	+54.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+199.3%
Excess vs BTC	+1.1%	−1.0%	−10.1%	−71.1%	−46.1%	−55.7%	−138.7%

Returns

Return 1m: +0.0%
Return 3m: +1.2%
Return 12m: +13.8%
Return since start: +60.6%
CAGR: +27.2%

Risk

Max drawdown: 10.4%
Volatility (ann.): 8.9%
Downside deviation: 5.9%
Ulcer index: 3.33%
VaR / CVaR 95% (daily): 0.66% / 0.99%
VaR / CVaR 99% (daily): 1.20% / 1.78%
Longest time under water: 207 days
Max / avg leverage: 4.7x / 2.1x
Top-3 trades share of PnL: 24%

Risk-adjusted

Sharpe: 2.75
Sortino: 4.17
Calmar: 2.61
Recovery factor: 5.82
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.46
Gain-to-pain: 0.46

Trades

Trades: 1,539
Win rate: 46%
Payoff ratio: 1.81
Profit factor: 1.54
Expectancy: 2 bps
Tail ratio: 3.4
Avg holding time: 4.1 h

Consistency

Profitable months: 76%
Equity curve R²: 0.90
Longest losing streak: 8 days
Skew / kurtosis: -0.42 / 6.0
Consistency score: 46/100

Benchmark (vs BTC)

Beta: 0.07
Alpha (ann.): +19.3%
Correlation / R²: 0.45 / 0.20
Up / down capture: 9% / 4%
Tracking error: 51.6%
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 · β0.07

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.06Correlation0.38

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.73Volatility 90d7.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.66%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.4%	Mar 13, 2026	May 3, 2026	Ongoing	51 d	—
2	−7.0%	Oct 16, 2025	Nov 22, 2025	Dec 26, 2025	37 d	34 d
3	−5.1%	Apr 30, 2025	May 24, 2025	Jul 30, 2025	24 d	67 d
4	−2.3%	Feb 22, 2026	Mar 7, 2026	Mar 10, 2026	13 d	3 d
5	−1.8%	Dec 31, 2024	Jan 5, 2025	Jan 10, 2025	5 d	5 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

55%

57%

64%

61%

58%

50%

56%

Exposure

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

Gross exposure180% of equityPeak226%

Average share of exposure

SOL85% · 129.8%
ETH11% · 16%
LINK4% · 6.1%

Performance by instrument

Share of net PnL

SOL Breakout

ActiveCryptoBinance

felix.bqVerified·Breakout · intradayView trader

Return 12m

+13.8%

719 days of history

Max drawdown

10.4%

Current 3.0%

Sortino

4.17

Sharpe 2.75 · PSR 1.00

Compliance

19/23

83% of Epochs kept

Risk score

70 · High

Capacity used

11%

24/226 seats · $680k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

1.08%

median 1.08% · max 1.33%

Avg planned R:R

1 : 1.96

target distance ÷ stop distance

Realized R:R

1 : 1.96

avg win +1.66R · avg loss −0.85R

Expectancy

+0.30R

per trade

SQN

2.35

Good

Kelly fraction

18.1%

optimal f · use ¼–½ in practice

Win rate

45.8%

profit factor 1.65

Consecutive W / L

6 / 8

longest streaks

Largest win / loss

+2.4R / −1.5R

Avg hold

4.4h / 4.2h

winners / losers

Avg MAE / MFE

0.64R / 1.14R

adverse / favorable excursion

Capture ratio

84%

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 +120.2R

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	221	179
Win rate	44%	48%
Expectancy	+0.26R	+0.36R
Total R	+56.5R	+63.7R
Equity PnL	+62.3%	+65.4%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 20:09	SOL long	0.97%	1:1.6	+1.86R	1.6h
Oct 6, 13:45	SOL long	1.19%	1:2.3	+1.36R	6.6h
Oct 6, 00:06	ETH long	1.27%	1:1.7	+1.39R	1.5h
Oct 6, 12:22	ETH short	0.95%	1:1.6	−0.94R	3.3h
Oct 6, 12:54	SOL short	1.27%	1:1.8	−0.98R	2.4h
Oct 5, 05:19	SOL long	1.12%	1:2.0	−0.69R	1.4h
Oct 4, 07:46	ETH long	1.12%	1:1.9	−1.23R	0.5h
Oct 4, 07:41	SOL long	1.29%	1:2.2	−0.88R	3.4h
Oct 3, 17:13	ETH short	0.86%	1:2.2	−0.68R	4.2h
Oct 3, 03:36	SOL long	1.31%	1:2.0	−0.71R	4.1h
Oct 2, 11:49	SOL short	1.29%	1:2.3	−0.92R	5.2h
Oct 1, 20:55	SOL long	0.89%	1:1.9	+1.98R	0.2h

Performance statistics

Based on 1,539 trades over 719 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	+1.5%	+0.0%	+1.2%	+0.1%	+9.6%	+13.8%	+60.6%
Followers	+1.4%	−0.1%	+0.6%	−0.9%	+7.8%	+11.4%	+54.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+199.3%
Excess vs BTC	+1.1%	−1.0%	−10.1%	−71.1%	−46.1%	−55.7%	−138.7%

Returns

Return 1m: +0.0%
Return 3m: +1.2%
Return 12m: +13.8%
Return since start: +60.6%
CAGR: +27.2%

Risk

Max drawdown: 10.4%
Volatility (ann.): 8.9%
Downside deviation: 5.9%
Ulcer index: 3.33%
VaR / CVaR 95% (daily): 0.66% / 0.99%
VaR / CVaR 99% (daily): 1.20% / 1.78%
Longest time under water: 207 days
Max / avg leverage: 4.7x / 2.1x
Top-3 trades share of PnL: 24%

Risk-adjusted

Sharpe: 2.75
Sortino: 4.17
Calmar: 2.61
Recovery factor: 5.82
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.46
Gain-to-pain: 0.46

Trades

Trades: 1,539
Win rate: 46%
Payoff ratio: 1.81
Profit factor: 1.54
Expectancy: 2 bps
Tail ratio: 3.4
Avg holding time: 4.1 h

Consistency

Profitable months: 76%
Equity curve R²: 0.90
Longest losing streak: 8 days
Skew / kurtosis: -0.42 / 6.0
Consistency score: 46/100

Benchmark (vs BTC)

Beta: 0.07
Alpha (ann.): +19.3%
Correlation / R²: 0.45 / 0.20
Up / down capture: 9% / 4%
Tracking error: 51.6%
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 · β0.07

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.06Correlation0.38

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.73Volatility 90d7.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.66%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−10.4%	Mar 13, 2026	May 3, 2026	Ongoing	51 d	—
2	−7.0%	Oct 16, 2025	Nov 22, 2025	Dec 26, 2025	37 d	34 d
3	−5.1%	Apr 30, 2025	May 24, 2025	Jul 30, 2025	24 d	67 d
4	−2.3%	Feb 22, 2026	Mar 7, 2026	Mar 10, 2026	13 d	3 d
5	−1.8%	Dec 31, 2024	Jan 5, 2025	Jan 10, 2025	5 d	5 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

55%

57%

64%

61%

58%

50%

56%

Exposure

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

Gross exposure180% of equityPeak226%

Average share of exposure

SOL85% · 129.8%
ETH11% · 16%
LINK4% · 6.1%

Performance by instrument

Share of net PnL