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

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SOL Funding Carry

ActiveCryptoBybit

daria.mVerified+·Funding carry · delta-neutralView trader

Return (all)

+10.8%

287 days of history

Max drawdown

4.5%

Current 0.6%

Sortino

3.63

Sharpe 2.37 · PSR 0.98

Compliance

9/9

100% of Epochs kept

Risk score

8 · Low

Capacity used

27%

126/463 seats · $1.4M

Trade analytics

Last 31 closed trades · risk measured at the initial stop

Avg risk / trade

0.40%

median 0.41% · max 0.48%

Avg planned R:R

1 : 0.54

target distance ÷ stop distance

Realized R:R

1 : 0.52

avg win +0.48R · avg loss −0.92R

Expectancy

+0.25R

per trade

SQN

2.65

Good

Kelly fraction

53.0%

optimal f · use ¼–½ in practice

Win rate

83.9%

profit factor 2.71

Consecutive W / L

11 / 1

longest streaks

Largest win / loss

+0.7R / −1.1R

Avg hold

2.3d / 5.2d

winners / losers

Avg MAE / MFE

0.44R / 0.55R

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 +7.8R

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	17	14
Win rate	82%	86%
Expectancy	+0.28R	+0.22R
Total R	+4.8R	+3.0R
Equity PnL	+2.0%	+1.2%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 5, 02:49	SOL short	0.45%	1:0.6	−1.04R	4.0d
Sep 14, 09:34	SOL short	0.41%	1:0.6	+0.46R	1.3d
Sep 5, 22:34	SOL long	0.33%	1:0.6	−0.76R	20.5h
Sep 4, 23:46	ETH short	0.43%	1:0.5	+0.43R	5.7d
Aug 14, 16:42	SOL short	0.43%	1:0.6	+0.40R	1.6d
Aug 7, 17:31	SOL short	0.38%	1:0.5	+0.47R	22.5h
Jul 18, 12:32	SOL short	0.36%	1:0.5	−0.87R	4.3d
Jul 15, 14:52	ETH long	0.34%	1:0.6	+0.52R	4.0h
Jul 13, 15:41	SOL short	0.35%	1:0.6	+0.54R	2.3d
Jul 2, 21:32	SOL long	0.34%	1:0.5	+0.39R	2.4d
May 29, 10:15	ETH long	0.35%	1:0.5	+0.53R	6.0d
May 23, 16:06	ETH long	0.45%	1:0.6	+0.67R	8.6d

Performance statistics

Based on 31 trades over 287 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	All
Strategy	+0.9%	+0.5%	+1.1%	+8.5%	+10.2%	+10.8%
Followers	+0.9%	+0.5%	+1.1%	+8.4%	+10.1%	+10.8%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+62.1%
Excess vs BTC	+0.5%	−0.4%	−10.2%	−62.7%	−45.6%	−51.3%

Returns

Return 1m: +0.5%
Return 3m: +1.1%
Return 12m: Insufficient data
Return since start: +10.8%
CAGR: +13.9%

Risk

Max drawdown: 4.5%
Volatility (ann.): 5.6%
Downside deviation: 3.6%
Ulcer index: 1.63%
VaR / CVaR 95% (daily): 0.41% / 0.59%
VaR / CVaR 99% (daily): 0.79% / 1.02%
Longest time under water: 103 days
Max / avg leverage: 2.5x / 1.1x
Top-3 trades share of PnL: 8%

Risk-adjusted

Sharpe: 2.37
Sortino: 3.63
Calmar: 3.10
Recovery factor: 2.40
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.38
Gain-to-pain: 0.38

Trades

Trades: 31
Win rate: 87%
Payoff ratio: 0.50
Profit factor: 3.35
Expectancy: 7 bps
Tail ratio: 1.6
Avg holding time: 3.3 d

Consistency

Profitable months: 73%
Equity curve R²: 0.77
Longest losing streak: 5 days
Skew / kurtosis: -0.22 / 4.1
Consistency score: 91/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +12.5%
Correlation / R²: 0.09 / 0.01
Up / down capture: 2% / −1%
Tracking error: 56.6%
Information ratio: -1.14

Strategy vs BTC

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

Daily return pair287 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.00Correlation0.00

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d0.35Volatility 90d4.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.41%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−4.5%	Feb 23, 2026	Apr 14, 2026	Jun 7, 2026	50 d	54 d
2	−1.9%	Sep 13, 2026	Sep 22, 2026	Ongoing	9 d	—
3	−1.0%	Jul 14, 2026	Jul 25, 2026	Jul 31, 2026	11 d	6 d
4	−1.0%	Aug 24, 2026	Sep 5, 2026	Sep 13, 2026	12 d	8 d
5	−0.8%	Feb 10, 2026	Feb 18, 2026	Feb 23, 2026	8 d	5 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

54%

41%

49%

51%

71%

68%

49%

Exposure

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

Gross exposure126% of equityPeak126%

Average share of exposure

ETH51% · 28.1%
SOL49% · 26.7%

Performance by instrument

Share of net PnL