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

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SOL Trend Plus

ActiveCryptoBybit

ivo.mVerified·Trend · daysView trader

Return 12m

+43.7%

862 days of history

Max drawdown

16.5%

Current 6.2%

Sortino

1.37

Sharpe 0.87 · PSR 0.91

Compliance

24/28

86% of Epochs kept

Risk score

40 · Medium

Capacity used

26%

42/160 seats · $480k

Trade analytics

Last 46 closed trades · risk measured at the initial stop

Avg risk / trade

0.74%

median 0.73% · max 0.92%

Avg planned R:R

1 : 2.11

target distance ÷ stop distance

Realized R:R

1 : 2.04

avg win +1.69R · avg loss −0.83R

Expectancy

+0.21R

per trade

SQN

1.12

Poor

Kelly fraction

12.5%

optimal f · use ¼–½ in practice

Win rate

41.3%

profit factor 1.43

Consecutive W / L

4 / 7

longest streaks

Largest win / loss

+2.5R / −1.1R

Avg hold

3.8d / 4.6d

winners / losers

Avg MAE / MFE

0.68R / 1.13R

adverse / favorable excursion

Capture ratio

81%

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	28	18
Win rate	54%	22%
Expectancy	+0.51R	−0.25R
Total R	+14.2R	−4.5R
Equity PnL	+10.6%	−3.5%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 4, 06:34	BTC long	0.62%	1:2.1	+1.38R	3.1d
Sep 21, 07:20	BTC long	0.70%	1:1.8	+1.59R	1.9d
Sep 1, 01:55	BTC long	0.56%	1:2.2	+1.90R	4.8d
Aug 21, 17:01	BTC short	0.65%	1:2.0	−0.64R	5.9d
Jul 30, 18:29	BTC long	0.66%	1:2.4	+1.48R	7.1d
Jul 9, 06:42	SOL long	0.68%	1:2.3	+2.55R	3.5d
Jun 17, 06:57	SOL short	0.90%	1:1.8	−1.02R	1.5d
Jun 5, 07:10	BTC short	0.83%	1:2.3	+1.76R	2.3d
Jun 1, 16:36	BTC long	0.66%	1:2.0	−0.89R	3.9d
Apr 30, 11:53	BTC short	0.91%	1:2.0	−0.61R	1.1d
Apr 25, 11:36	SOL long	0.86%	1:1.9	+1.39R	1.4d
Apr 7, 02:27	BTC short	0.73%	1:2.4	−0.91R	19.9d

Performance statistics

Based on 46 trades over 862 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	−1.9%	−2.3%	+6.0%	+31.2%	+31.5%	+43.7%	+39.9%
Followers	−1.9%	−2.4%	+6.0%	+31.2%	+31.4%	+43.6%	+39.8%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+167.1%
Excess vs BTC	−2.3%	−3.3%	−5.3%	−40.0%	−24.3%	−25.8%	−127.2%

Returns

Return 1m: −2.3%
Return 3m: +6.0%
Return 12m: +43.7%
Return since start: +39.9%
CAGR: +15.3%

Risk

Max drawdown: 16.5%
Volatility (ann.): 18.3%
Downside deviation: 11.6%
Ulcer index: 8.14%
VaR / CVaR 95% (daily): 1.41% / 1.76%
VaR / CVaR 99% (daily): 2.05% / 2.34%
Longest time under water: 451 days
Max / avg leverage: 3.7x / 1.6x
Top-3 trades share of PnL: 17%

Risk-adjusted

Sharpe: 0.87
Sortino: 1.37
Calmar: 0.93
Recovery factor: 2.42
Probabilistic Sharpe (PSR): 0.91
Omega ratio: 1.12
Gain-to-pain: 0.12

Trades

Trades: 46
Win rate: 39%
Payoff ratio: 1.94
Profit factor: 1.24
Expectancy: 56 bps
Tail ratio: 2.5
Avg holding time: 5.5 d

Consistency

Profitable months: 50%
Equity curve R²: 0.63
Longest losing streak: 10 days
Skew / kurtosis: 0.46 / 3.9
Consistency score: 65/100

Benchmark (vs BTC)

Beta: 0.17
Alpha (ann.): +6.3%
Correlation / R²: 0.51 / 0.26
Up / down capture: 18% / 17%
Tracking error: 48.1%
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 · β0.17

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.17Correlation0.43

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.29Volatility 90d19.9%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.41%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−16.5%	Jun 24, 2024	Dec 15, 2024	Sep 19, 2025	174 d	278 d
2	−16.4%	Mar 28, 2026	May 14, 2026	Jun 12, 2026	47 d	29 d
3	−6.9%	Sep 3, 2026	Sep 14, 2026	Ongoing	11 d	—
4	−6.8%	Oct 31, 2025	Dec 12, 2025	Jan 1, 2026	42 d	20 d
5	−5.2%	Jan 8, 2026	Jan 24, 2026	Feb 4, 2026	16 d	11 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

48%

41%

53%

49%

41%

52%

45%

Exposure

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

Gross exposure229% of equityPeak236%

Average share of exposure

SOL59% · 81.2%
BTC41% · 55.5%

Performance by instrument

Share of net PnL