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

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SOL Funding Carry v2

ActiveCryptoBinance

amelie.dVerified·Funding carry · delta-neutralView trader

Return 12m

+18.6%

617 days of history

Max drawdown

4.8%

Current 4.2%

Sortino

4.34

Sharpe 2.90 · PSR 1.00

Compliance

19/20

95% of Epochs kept

Risk score

13 · Low

Capacity used

76%

399/526 seats · $1.6M

Trade analytics

Last 30 closed trades · risk measured at the initial stop

Avg risk / trade

0.43%

median 0.44% · max 0.55%

Avg planned R:R

1 : 0.53

target distance ÷ stop distance

Realized R:R

1 : 0.70

avg win +0.46R · avg loss −0.66R

Expectancy

+0.35R

per trade

SQN

5.29

Excellent

Kelly fraction

75.6%

optimal f · use ¼–½ in practice

Win rate

90.0%

profit factor 6.26

Consecutive W / L

16 / 1

longest streaks

Largest win / loss

+0.7R / −0.8R

Avg hold

14.9d / 11.6d

winners / losers

Avg MAE / MFE

0.35R / 0.52R

adverse / favorable excursion

Capture ratio

86%

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 +10.4R

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	16	14
Win rate	100%	79%
Expectancy	+0.47R	+0.21R
Total R	+7.5R	+2.9R
Equity PnL	+3.2%	+1.2%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 22, 16:28	SOL long	0.37%	1:0.5	+0.51R	5.6d
Sep 4, 20:06	SOL short	0.33%	1:0.5	+0.30R	23.8d
Jun 14, 15:58	SOL long	0.45%	1:0.4	+0.39R	29.5d
May 24, 19:51	SOL long	0.41%	1:0.6	+0.65R	5.7d
May 7, 04:10	SOL long	0.43%	1:0.6	+0.57R	20.1d
Apr 18, 20:05	SOL long	0.34%	1:0.5	+0.46R	13.3d
Mar 30, 01:44	SOL short	0.45%	1:0.4	+0.24R	10.4d
Mar 6, 21:24	SOL long	0.40%	1:0.6	+0.39R	9.7h
Feb 8, 10:16	SOL short	0.55%	1:0.6	+0.60R	36.5d
Jan 28, 14:32	SOL long	0.46%	1:0.5	+0.39R	52.6d
Jan 16, 11:18	SOL long	0.39%	1:0.6	+0.68R	22.3d
Jan 3, 09:29	SOL long	0.42%	1:0.6	+0.48R	8.8d

Performance statistics

Based on 30 trades over 617 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%	−3.2%	−1.4%	+5.9%	+15.1%	+18.6%	+41.9%
Followers	−1.3%	−3.2%	−1.4%	+5.9%	+15.1%	+18.6%	+41.8%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+144.0%
Excess vs BTC	−1.7%	−4.2%	−12.6%	−65.3%	−40.6%	−50.9%	−102.1%

Returns

Return 1m: −3.2%
Return 3m: −1.4%
Return 12m: +18.6%
Return since start: +41.9%
CAGR: +23.0%

Risk

Max drawdown: 4.8%
Volatility (ann.): 7.2%
Downside deviation: 4.8%
Ulcer index: 0.99%
VaR / CVaR 95% (daily): 0.55% / 0.82%
VaR / CVaR 99% (daily): 0.99% / 1.40%
Longest time under water: 39 days
Max / avg leverage: 2.7x / 1.2x
Top-3 trades share of PnL: 9%

Risk-adjusted

Sharpe: 2.90
Sortino: 4.34
Calmar: 4.79
Recovery factor: 8.73
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.48
Gain-to-pain: 0.48

Trades

Trades: 30
Win rate: 83%
Payoff ratio: 0.50
Profit factor: 2.44
Expectancy: 26 bps
Tail ratio: 1.8
Avg holding time: 15.4 d

Consistency

Profitable months: 82%
Equity curve R²: 0.99
Longest losing streak: 6 days
Skew / kurtosis: -0.51 / 5.2
Consistency score: 89/100

Benchmark (vs BTC)

Beta: 0.00
Alpha (ann.): +20.8%
Correlation / R²: 0.02 / 0.00
Up / down capture: 3% / −2%
Tracking error: 55.0%
Information ratio: -0.85

Strategy vs BTC

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

Daily return pair365 daysFit · β0.00

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta-0.02Correlation-0.13

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d-0.66Volatility 90d8.2%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.55%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−4.8%	Sep 23, 2026	Oct 4, 2026	Ongoing	11 d	—
2	−2.9%	Apr 16, 2026	May 1, 2026	May 16, 2026	15 d	15 d
3	−2.8%	Jul 19, 2026	Aug 7, 2026	Aug 28, 2026	19 d	21 d
4	−2.5%	Apr 19, 2025	Apr 24, 2025	May 17, 2025	5 d	23 d
5	−2.1%	Jun 12, 2025	Jul 4, 2025	Jul 15, 2025	22 d	11 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

63%

56%

60%

57%

60%

65%

53%

Exposure

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

Gross exposure100% of equityPeak269%

Average share of exposure

SOL100% · 220.6%

Performance by instrument

Share of net PnL