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

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SOL Trend

ActiveCryptoBybit

elif.yVerified+·Trend · daysView trader

Return 12m

+16.7%

668 days of history

Max drawdown

11.7%

Current 2.3%

Sortino

1.83

Sharpe 1.25 · PSR 0.95

Compliance

20/22

91% of Epochs kept

Risk score

46 · Medium

Capacity used

44%

68/153 seats · $460k

Trade analytics

Last 70 closed trades · risk measured at the initial stop

Avg risk / trade

0.80%

median 0.77% · max 1.01%

Avg planned R:R

1 : 1.52

target distance ÷ stop distance

Realized R:R

1 : 1.48

avg win +1.21R · avg loss −0.81R

Expectancy

+0.14R

per trade

SQN

1.11

Poor

Kelly fraction

11.5%

optimal f · use ¼–½ in practice

Win rate

47.1%

profit factor 1.32

Consecutive W / L

8 / 5

longest streaks

Largest win / loss

+1.9R / −1.3R

Avg hold

3.1d / 3.0d

winners / losers

Avg MAE / MFE

0.62R / 0.91R

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 +9.7R

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	37	33
Win rate	57%	36%
Expectancy	+0.29R	−0.03R
Total R	+10.8R	−1.0R
Equity PnL	+9.0%	−0.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 4, 16:28	BNB long	0.66%	1:1.7	−1.30R	2.5d
Sep 15, 18:52	BNB short	0.84%	1:1.9	−0.76R	1.6d
Sep 14, 06:04	BNB long	0.90%	1:1.3	+0.72R	18.0h
Sep 7, 12:55	SOL short	0.78%	1:1.2	−0.68R	5.4d
Aug 31, 21:57	SOL long	0.64%	1:1.8	+1.28R	6.2d
Aug 16, 11:50	SOL long	0.69%	1:1.6	−0.98R	2.7d
Aug 15, 18:14	SOL long	0.88%	1:1.3	+0.74R	1.5d
Aug 8, 05:21	SOL short	1.01%	1:1.8	−0.97R	10.0h
Jul 23, 05:40	SOL long	0.73%	1:1.8	+1.51R	21.7h
Jun 1, 01:17	SOL short	0.90%	1:1.8	−0.98R	21.3h
May 17, 01:36	SOL short	0.66%	1:1.6	−0.95R	1.1d
May 4, 19:41	BNB long	0.71%	1:1.3	−0.86R	7.0d

Performance statistics

Based on 70 trades over 668 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	1Y	All
Strategy	−0.9%	−0.3%	+6.8%	+17.4%	+16.5%	+16.7%	+42.1%
Followers	−0.9%	−0.3%	+6.8%	+17.3%	+16.4%	+16.6%	+41.9%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+273.2%
Excess vs BTC	−1.3%	−1.3%	−4.4%	−53.8%	−39.2%	−52.8%	−231.0%

Returns

Return 1m: −0.3%
Return 3m: +6.8%
Return 12m: +16.7%
Return since start: +42.1%
CAGR: +21.2%

Risk

Max drawdown: 11.7%
Volatility (ann.): 16.5%
Downside deviation: 11.2%
Ulcer index: 4.42%
VaR / CVaR 95% (daily): 1.36% / 1.80%
VaR / CVaR 99% (daily): 2.01% / 2.92%
Longest time under water: 261 days
Max / avg leverage: 3.9x / 1.7x
Top-3 trades share of PnL: 18%

Risk-adjusted

Sharpe: 1.25
Sortino: 1.83
Calmar: 1.81
Recovery factor: 3.60
Probabilistic Sharpe (PSR): 0.95
Omega ratio: 1.19
Gain-to-pain: 0.19

Trades

Trades: 70
Win rate: 45%
Payoff ratio: 1.43
Profit factor: 1.17
Expectancy: 11 bps
Tail ratio: 2.7
Avg holding time: 2.2 d

Consistency

Profitable months: 74%
Equity curve R²: 0.82
Longest losing streak: 9 days
Skew / kurtosis: -0.25 / 5.4
Consistency score: 64/100

Benchmark (vs BTC)

Beta: 0.13
Alpha (ann.): +8.9%
Correlation / R²: 0.45 / 0.20
Up / down capture: 14% / 12%
Tracking error: 50.2%
Information ratio: -1.33

Strategy vs BTC

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

Daily return pair365 daysFit · β0.13

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.11Correlation0.34

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.77Volatility 90d15.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.36%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−11.7%	Oct 1, 2025	Dec 11, 2025	Jun 20, 2026	71 d	191 d
2	−7.2%	Jun 7, 2025	Jul 1, 2025	Jul 22, 2025	24 d	21 d
3	−5.2%	Feb 3, 2025	Mar 3, 2025	Apr 17, 2025	28 d	45 d
4	−4.6%	Sep 17, 2026	Sep 21, 2026	Ongoing	4 d	—
5	−4.5%	Apr 17, 2025	May 8, 2025	May 17, 2025	21 d	9 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

49%

53%

52%

56%

52%

53%

49%

Exposure

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

Gross exposure73% of equityPeak144%

Average share of exposure

SOL81% · 49.8%
BNB19% · 11.9%

Performance by instrument

Share of net PnL