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

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SOL Funding Carry Plus

ActiveCryptoBinance

felix.bqVerified·Funding carry · delta-neutralView trader

Return 12m

+14.2%

861 days of history

Max drawdown

4.7%

Current 0.5%

Sortino

2.92

Sharpe 1.88 · PSR 1.00

Compliance

26/28

93% of Epochs kept

Risk score

15 · Low

Capacity used

84%

598/716 seats · $2.1M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.46%

median 0.45% · max 0.57%

Avg planned R:R

1 : 0.55

target distance ÷ stop distance

Realized R:R

1 : 0.78

avg win +0.50R · avg loss −0.63R

Expectancy

+0.46R

per trade

SQN

10.71

Excellent

Kelly fraction

92.4%

optimal f · use ¼–½ in practice

Win rate

96.7%

profit factor 22.70

Consecutive W / L

24 / 1

longest streaks

Largest win / loss

+0.7R / −0.6R

Avg hold

10.2d / 2.4h

winners / losers

Avg MAE / MFE

0.33R / 0.60R

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 +13.8R

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	18	12
Win rate	94%	100%
Expectancy	+0.46R	+0.46R
Total R	+8.3R	+5.5R
Equity PnL	+4.0%	+2.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Jul 12, 07:52	BTC short	0.39%	1:0.5	+0.58R	25.4d
Jun 30, 05:55	SOL short	0.51%	1:0.6	+0.54R	2.8d
Jun 26, 02:24	BTC short	0.39%	1:0.6	+0.46R	19.4d
May 11, 15:51	BTC long	0.57%	1:0.6	+0.67R	20.6d
Mar 27, 20:56	SOL long	0.37%	1:0.5	+0.42R	17.6h
Mar 8, 00:08	SOL long	0.39%	1:0.6	−0.63R	2.4h
Feb 17, 07:45	SOL short	0.37%	1:0.4	+0.32R	11.4d
Feb 5, 08:28	SOL short	0.45%	1:0.6	+0.37R	24.8d
Jan 24, 14:35	BTC long	0.42%	1:0.6	+0.62R	1.7d
Jan 8, 06:59	SOL long	0.39%	1:0.5	+0.56R	4.7d
Jan 5, 13:31	SOL short	0.43%	1:0.6	+0.42R	16.0d
Jan 5, 03:21	BTC long	0.47%	1:0.6	+0.63R	9.2d

Performance statistics

Based on 30 trades over 861 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	+0.2%	+2.6%	+7.7%	+14.4%	+13.9%	+14.2%	+49.4%
Followers	+0.2%	+2.6%	+7.7%	+14.4%	+13.9%	+14.2%	+49.3%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+172.3%
Excess vs BTC	−0.2%	+1.6%	−3.6%	−56.8%	−41.8%	−55.3%	−122.9%

Returns

Return 1m: +2.6%
Return 3m: +7.7%
Return 12m: +14.2%
Return since start: +49.4%
CAGR: +18.5%

Risk

Max drawdown: 4.7%
Volatility (ann.): 9.3%
Downside deviation: 6.0%
Ulcer index: 1.69%
VaR / CVaR 95% (daily): 0.73% / 0.94%
VaR / CVaR 99% (daily): 1.06% / 1.33%
Longest time under water: 110 days
Max / avg leverage: 2.8x / 1.2x
Top-3 trades share of PnL: 10%

Risk-adjusted

Sharpe: 1.88
Sortino: 2.92
Calmar: 3.95
Recovery factor: 10.51
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.29
Gain-to-pain: 0.29

Trades

Trades: 30
Win rate: 90%
Payoff ratio: 0.50
Profit factor: 4.50
Expectancy: 28 bps
Tail ratio: 1.8
Avg holding time: 9.9 d

Consistency

Profitable months: 73%
Equity curve R²: 0.95
Longest losing streak: 7 days
Skew / kurtosis: 0.25 / 4.7
Consistency score: 86/100

Benchmark (vs BTC)

Beta: 0.01
Alpha (ann.): +16.8%
Correlation / R²: 0.07 / 0.00
Up / down capture: 4% / −1%
Tracking error: 54.9%
Information ratio: -0.73

Strategy vs BTC

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

Daily return pair365 daysFit · β0.01

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.01Correlation0.05

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d3.61Volatility 90d8.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.73%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−4.7%	Jun 22, 2026	Jul 29, 2026	Aug 19, 2026	37 d	21 d
2	−4.1%	Dec 25, 2025	Mar 28, 2026	Apr 15, 2026	93 d	18 d
3	−3.7%	Feb 4, 2025	Feb 17, 2025	Mar 6, 2025	13 d	17 d
4	−3.7%	Nov 3, 2024	Dec 3, 2024	Dec 22, 2024	30 d	19 d
5	−3.6%	May 15, 2025	Jul 18, 2025	Aug 3, 2025	64 d	16 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

56%

59%

57%

54%

52%

50%

53%

Exposure

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

Gross exposure118% of equityPeak175%

Average share of exposure

SOL77% · 114.7%
BTC23% · 34.5%

Performance by instrument

Share of net PnL