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

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SOL Funding Carry

ActiveCryptoBinance

alina.mqVerified+·Funding carry · delta-neutralView trader

Return 12m

+25.8%

681 days of history

Max drawdown

7.3%

Current 2.4%

Sortino

3.01

Sharpe 1.97 · PSR 1.00

Compliance

21/22

95% of Epochs kept

Risk score

17 · Low

Capacity used

89%

565/636 seats · $1.9M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.47%

median 0.47% · max 0.60%

Avg planned R:R

1 : 0.54

target distance ÷ stop distance

Realized R:R

1 : 0.62

avg win +0.49R · avg loss −0.79R

Expectancy

+0.32R

per trade

SQN

3.83

Excellent

Kelly fraction

65.1%

optimal f · use ¼–½ in practice

Win rate

86.7%

profit factor 4.02

Consecutive W / L

12 / 2

longest streaks

Largest win / loss

+0.7R / −0.9R

Avg hold

5.3d / 4.3d

winners / losers

Avg MAE / MFE

0.38R / 0.57R

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 +9.6R

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	19	11
Win rate	84%	91%
Expectancy	+0.30R	+0.36R
Total R	+5.6R	+4.0R
Equity PnL	+2.8%	+1.9%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 28, 04:30	BTC short	0.60%	1:0.6	+0.50R	2.3d
Sep 11, 23:44	BTC long	0.41%	1:0.6	+0.54R	0.8h
Aug 30, 21:52	SOL short	0.39%	1:0.5	+0.48R	5.0d
Aug 12, 19:57	SOL long	0.37%	1:0.5	+0.39R	1.9h
Jul 25, 05:39	BTC long	0.52%	1:0.6	+0.34R	5.0d
Jun 29, 22:04	SOL short	0.56%	1:0.6	+0.56R	10.6d
Jun 29, 05:53	BTC long	0.53%	1:0.4	+0.32R	1.7d
Jun 18, 05:40	SOL long	0.52%	1:0.6	+0.50R	10.6d
Apr 25, 01:14	SOL long	0.38%	1:0.6	−0.94R	3.1d
Apr 10, 23:47	SOL long	0.50%	1:0.4	−0.68R	10.1d
Jan 28, 23:09	SOL long	0.42%	1:0.5	+0.49R	6.0d
Dec 30, 10:37	BTC long	0.39%	1:0.5	+0.32R	9.3d

Performance statistics

Based on 30 trades over 681 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	6M	YTD	1Y	All
Strategy	−1.3%	−0.1%	+3.6%	+5.8%	+14.7%	+25.8%	+47.3%
Followers	−1.3%	−0.1%	+3.6%	+5.8%	+14.7%	+25.8%	+47.3%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+253.2%
Excess vs BTC	−1.7%	−1.1%	−7.7%	−65.4%	−41.0%	−43.7%	−205.9%

Returns

Return 1m: −0.1%
Return 3m: +3.6%
Return 12m: +25.8%
Return since start: +47.3%
CAGR: +23.1%

Risk

Max drawdown: 7.3%
Volatility (ann.): 10.9%
Downside deviation: 7.1%
Ulcer index: 2.56%
VaR / CVaR 95% (daily): 0.83% / 1.12%
VaR / CVaR 99% (daily): 1.27% / 1.59%
Longest time under water: 143 days
Max / avg leverage: 2.8x / 1.3x
Top-3 trades share of PnL: 10%

Risk-adjusted

Sharpe: 1.97
Sortino: 3.01
Calmar: 3.16
Recovery factor: 6.48
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.30
Gain-to-pain: 0.30

Trades

Trades: 30
Win rate: 84%
Payoff ratio: 0.50
Profit factor: 2.62
Expectancy: 40 bps
Tail ratio: 1.9
Avg holding time: 4.5 d

Consistency

Profitable months: 75%
Equity curve R²: 0.91
Longest losing streak: 7 days
Skew / kurtosis: -0.06 / 3.6
Consistency score: 82/100

Benchmark (vs BTC)

Beta: 0.02
Alpha (ann.): +20.1%
Correlation / R²: 0.08 / 0.01
Up / down capture: 4% / −1%
Tracking error: 55.5%
Information ratio: -1.11

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, 2026Beta0.06Correlation0.23

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d1.83Volatility 90d12.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.83%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−7.3%	May 28, 2026	Jul 6, 2026	Sep 19, 2026	39 d	75 d
2	−6.3%	Jun 14, 2025	Sep 2, 2025	Nov 5, 2025	80 d	64 d
3	−3.6%	Apr 25, 2026	Apr 30, 2026	May 6, 2026	5 d	6 d
4	−3.1%	Dec 22, 2024	Jan 4, 2025	Jan 10, 2025	13 d	6 d
5	−2.9%	Feb 22, 2025	Mar 7, 2025	Mar 19, 2025	13 d	12 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

61%

44%

51%

65%

47%

59%

54%

Exposure

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

Gross exposure77% of equityPeak163%

Average share of exposure

SOL85% · 102.8%
BTC15% · 17.5%

Performance by instrument

Share of net PnL