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

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SOL Ecosystem

FullCryptoBybit

hana.leeVerified+·Thematic momentumView trader

Return (all)

+51.7%

340 days of history

Max drawdown

18.7%

Current 1.5%

Sortino

2.39

Sharpe 1.59 · PSR 0.94

Compliance

9/10

90% of Epochs kept

Risk score

56 · Medium

Capacity used

100%

30/30 seats · $90k

Trade analytics

Last 300 closed trades · risk measured at the initial stop

Avg risk / trade

0.89%

median 0.89% · max 1.15%

Avg planned R:R

1 : 2.14

target distance ÷ stop distance

Realized R:R

1 : 2.16

avg win +1.83R · avg loss −0.85R

Expectancy

+0.24R

per trade

SQN

1.78

Average

Kelly fraction

13.2%

optimal f · use ¼–½ in practice

Win rate

40.7%

profit factor 1.48

Consecutive W / L

4 / 10

longest streaks

Largest win / loss

+2.8R / −1.5R

Avg hold

2.4d / 2.3d

winners / losers

Avg MAE / MFE

0.68R / 1.15R

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 +72.2R

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	177	123
Win rate	41%	40%
Expectancy	+0.26R	+0.21R
Total R	+46.4R	+25.8R
Equity PnL	+40.7%	+25.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 16:05	SOL long	0.93%	1:2.6	+2.25R	6.3d
Oct 5, 17:03	SOL short	0.70%	1:1.9	−0.97R	8.5h
Oct 3, 11:19	SOL long	0.71%	1:2.4	−0.84R	7.7d
Oct 1, 21:06	JTO short	0.96%	1:2.1	−0.62R	12.0h
Oct 1, 22:26	PYTH short	0.81%	1:2.5	−0.69R	4.1d
Sep 30, 10:46	SOL short	0.90%	1:2.4	−0.69R	10.0h
Sep 29, 02:23	SOL long	0.87%	1:2.5	−0.99R	18.3h
Sep 29, 19:01	PYTH long	0.73%	1:1.9	−0.80R	1.4d
Sep 29, 20:10	SOL long	1.11%	1:2.1	−0.89R	4.0h
Sep 29, 09:11	JUP long	0.88%	1:2.2	−0.78R	1.4d
Sep 28, 07:57	SOL long	0.96%	1:1.7	−0.60R	4.8d
Sep 27, 20:03	JTO long	0.90%	1:1.7	+1.52R	1.4d

Performance statistics

Based on 300 trades over 340 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	All
Strategy	+3.8%	+6.2%	+25.0%	+57.3%	+49.9%	+51.7%
Followers	+3.7%	+6.1%	+24.8%	+56.7%	+49.0%	+50.6%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+45.8%
Excess vs BTC	+3.4%	+5.2%	+13.7%	−13.9%	−5.8%	+5.9%

Returns

Return 1m: +6.2%
Return 3m: +25.0%
Return 12m: Insufficient data
Return since start: +51.7%
CAGR: +56.4%

Risk

Max drawdown: 18.7%
Volatility (ann.): 31.3%
Downside deviation: 20.8%
Ulcer index: 8.06%
VaR / CVaR 95% (daily): 2.50% / 3.51%
VaR / CVaR 99% (daily): 4.74% / 4.99%
Longest time under water: 169 days
Max / avg leverage: 4.2x / 1.9x
Top-3 trades share of PnL: 21%

Risk-adjusted

Sharpe: 1.59
Sortino: 2.39
Calmar: 3.02
Recovery factor: 2.76
Probabilistic Sharpe (PSR): 0.94
Omega ratio: 1.24
Gain-to-pain: 0.24

Trades

Trades: 300
Win rate: 44%
Payoff ratio: 2.00
Profit factor: 1.57
Expectancy: 4 bps
Tail ratio: 3.0
Avg holding time: 2.1 d

Consistency

Profitable months: 54%
Equity curve R²: 0.66
Longest losing streak: 7 days
Skew / kurtosis: -0.12 / 3.6
Consistency score: 55/100

Benchmark (vs BTC)

Beta: 0.24
Alpha (ann.): +36.3%
Correlation / R²: 0.43 / 0.18
Up / down capture: 28% / 19%
Tracking error: 51.4%
Information ratio: -0.13

Strategy vs BTC

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

Daily return pair340 daysFit · β0.24

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.25Correlation0.44

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d3.36Volatility 90d28.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.50%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−18.7%	Dec 27, 2025	May 22, 2026	Jun 15, 2026	146 d	24 d
2	−11.8%	Nov 1, 2025	Dec 12, 2025	Dec 21, 2025	41 d	9 d
3	−11.6%	Aug 29, 2026	Sep 11, 2026	Ongoing	13 d	—
4	−4.9%	Jul 13, 2026	Jul 19, 2026	Jul 26, 2026	6 d	7 d
5	−4.8%	Jul 1, 2026	Jul 3, 2026	Jul 7, 2026	2 d	4 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

48%

59%

49%

Exposure

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

Gross exposure133% of equityPeak186%

Average share of exposure

SOL57% · 85.5%
JUP24% · 36.2%
JTO15% · 23%
PYTH4% · 5.4%

Performance by instrument

Share of net PnL