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

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SOL Mean Reversion

ActiveCryptoBybit

leila.hVerified+·Mean reversion · hoursView trader

Return (all)

+17.8%

308 days of history

Max drawdown

11.1%

Current 3.7%

Sortino

2.42

Sharpe 1.60 · PSR 0.93

Compliance

9/10

90% of Epochs kept

Risk score

39 · Low

Capacity used

25%

101/400 seats · $1.2M

Trade analytics

Last 301 closed trades · risk measured at the initial stop

Avg risk / trade

0.73%

median 0.73% · max 0.91%

Avg planned R:R

1 : 1.07

target distance ÷ stop distance

Realized R:R

1 : 1.06

avg win +0.88R · avg loss −0.83R

Expectancy

+0.10R

per trade

SQN

1.14

Poor

Kelly fraction

11.4%

optimal f · use ¼–½ in practice

Win rate

54.5%

profit factor 1.26

Consecutive W / L

9 / 5

longest streaks

Largest win / loss

+1.3R / −1.5R

Avg hold

7.7h / 7.8h

winners / losers

Avg MAE / MFE

0.59R / 0.75R

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 +30.0R

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	173	128
Win rate	52%	58%
Expectancy	+0.06R	+0.15R
Total R	+10.2R	+19.8R
Equity PnL	+9.2%	+14.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 11:28	SOL long	0.65%	1:1.3	+1.01R	2.3d
Oct 3, 00:15	SOL short	0.72%	1:1.2	+0.90R	0.9h
Oct 2, 02:51	SOL short	0.71%	1:0.9	−0.96R	22.0h
Oct 1, 00:18	SOL long	0.86%	1:1.2	+1.23R	20.3h
Sep 30, 17:28	SOL long	0.60%	1:1.1	−0.70R	1.1d
Sep 29, 15:08	SOL short	0.83%	1:0.9	−0.67R	4.0h
Sep 26, 05:03	SOL long	0.89%	1:1.0	+0.85R	8.0h
Sep 26, 06:32	SOL long	0.73%	1:1.0	+0.83R	7.7h
Sep 26, 05:00	SOL short	0.82%	1:0.9	+0.83R	18.5h
Sep 25, 10:25	SOL long	0.75%	1:0.9	+0.60R	17.6h
Sep 21, 22:52	SOL long	0.88%	1:1.0	−0.92R	2.1h
Sep 21, 11:54	SOL short	0.68%	1:1.1	−1.47R	16.7h

Performance statistics

Based on 301 trades over 308 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	−1.2%	−2.5%	+12.2%	+16.1%	+19.7%	+17.8%
Followers	−1.2%	−2.5%	+12.0%	+15.7%	+19.0%	+17.1%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+95.7%
Excess vs BTC	−1.5%	−3.5%	+0.9%	−55.1%	−36.0%	−77.9%

Returns

Return 1m: −2.5%
Return 3m: +12.2%
Return 12m: Insufficient data
Return since start: +17.8%
CAGR: +21.4%

Risk

Max drawdown: 11.1%
Volatility (ann.): 12.6%
Downside deviation: 8.3%
Ulcer index: 4.62%
VaR / CVaR 95% (daily): 1.00% / 1.28%
VaR / CVaR 99% (daily): 1.54% / 1.87%
Longest time under water: 124 days
Max / avg leverage: 3.6x / 1.6x
Top-3 trades share of PnL: 16%

Risk-adjusted

Sharpe: 1.60
Sortino: 2.42
Calmar: 1.93
Recovery factor: 1.60
Probabilistic Sharpe (PSR): 0.93
Omega ratio: 1.24
Gain-to-pain: 0.24

Trades

Trades: 301
Win rate: 58%
Payoff ratio: 1.00
Profit factor: 1.38
Expectancy: 2 bps
Tail ratio: 2.5
Avg holding time: 8.5 h

Consistency

Profitable months: 64%
Equity curve R²: 0.58
Longest losing streak: 7 days
Skew / kurtosis: 0.03 / 3.8
Consistency score: 75/100

Benchmark (vs BTC)

Beta: 0.05
Alpha (ann.): +15.6%
Correlation / R²: 0.21 / 0.05
Up / down capture: 7% / 3%
Tracking error: 54.3%
Information ratio: -1.38

Strategy vs BTC

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

Daily return pair308 daysFit · β0.05

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.04Correlation0.15

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d3.38Volatility 90d14.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.00%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.1%	Mar 13, 2026	May 20, 2026	Jul 16, 2026	68 d	57 d
2	−5.8%	Aug 29, 2026	Sep 17, 2026	Ongoing	19 d	—
3	−3.4%	Jan 7, 2026	Jan 15, 2026	Jan 30, 2026	8 d	15 d
4	−2.1%	Jan 30, 2026	Feb 5, 2026	Feb 11, 2026	6 d	6 d
5	−1.7%	Feb 13, 2026	Feb 18, 2026	Feb 22, 2026	5 d	4 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

48%

61%

52%

43%

50%

64%

Exposure

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

Gross exposure142% of equityPeak358%

Average share of exposure

SOL100% · 171.7%

Performance by instrument

Share of net PnL