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

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SUI Breakout

ActiveCryptoBybit

amara.dVerified+·Breakout · intradayView trader

Return 12m

+15.9%

375 days of history

Max drawdown

9.6%

Current 5.5%

Sortino

1.83

Sharpe 1.23 · PSR 0.89

Compliance

11/12

92% of Epochs kept

Risk score

63 · Medium

Capacity used

16%

29/180 seats · $540k

Trade analytics

Last 162 closed trades · risk measured at the initial stop

Avg risk / trade

1.00%

median 1.01% · max 1.24%

Avg planned R:R

1 : 2.00

target distance ÷ stop distance

Realized R:R

1 : 1.90

avg win +1.68R · avg loss −0.88R

Expectancy

+0.21R

per trade

SQN

1.60

Average

Kelly fraction

12.4%

optimal f · use ¼–½ in practice

Win rate

42.6%

profit factor 1.41

Consecutive W / L

5 / 8

longest streaks

Largest win / loss

+2.5R / −1.3R

Avg hold

19.6h / 20.2h

winners / losers

Avg MAE / MFE

0.67R / 1.11R

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 +33.8R

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	92	70
Win rate	51%	31%
Expectancy	+0.43R	−0.08R
Total R	+39.8R	−5.9R
Equity PnL	+37.4%	−3.0%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 12:25	SUI long	0.88%	1:2.1	−1.35R	22.2h
Oct 4, 10:07	SOL short	0.79%	1:1.6	−0.68R	22.6h
Oct 3, 16:29	SUI long	0.98%	1:1.8	−0.74R	19.8h
Oct 2, 05:32	SOL long	0.96%	1:1.9	−0.84R	21.5h
Sep 28, 14:44	SUI long	1.21%	1:1.9	−0.79R	1.8d
Sep 28, 14:11	SUI short	0.98%	1:2.4	−0.98R	2.2h
Sep 25, 16:43	SUI short	1.11%	1:1.9	−1.00R	1.1d
Sep 24, 03:24	SUI long	1.04%	1:2.1	−1.08R	2.0d
Sep 15, 13:55	SOL short	0.88%	1:1.9	+1.97R	1.7d
Sep 14, 09:05	SUI short	0.77%	1:1.7	+1.76R	16.2h
Sep 14, 08:05	SUI long	1.18%	1:1.8	−0.72R	2.5d
Sep 13, 14:03	SUI short	0.92%	1:2.2	−0.81R	1.3d

Performance statistics

Based on 162 trades over 375 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	−1.1%	−1.8%	+11.3%	+18.5%	+13.7%	+15.9%	+16.5%
Followers	−1.1%	−1.8%	+11.2%	+18.3%	+13.3%	+15.4%	+16.0%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+66.2%
Excess vs BTC	−1.5%	−2.8%	−0.0%	−52.7%	−42.0%	−53.6%	−49.8%

Returns

Return 1m: −1.8%
Return 3m: +11.3%
Return 12m: +15.9%
Return since start: +16.5%
CAGR: +16.0%

Risk

Max drawdown: 9.6%
Volatility (ann.): 12.7%
Downside deviation: 8.6%
Ulcer index: 3.71%
VaR / CVaR 95% (daily): 1.05% / 1.37%
VaR / CVaR 99% (daily): 1.65% / 2.08%
Longest time under water: 214 days
Max / avg leverage: 4.5x / 2x
Top-3 trades share of PnL: 23%

Risk-adjusted

Sharpe: 1.23
Sortino: 1.83
Calmar: 1.67
Recovery factor: 1.71
Probabilistic Sharpe (PSR): 0.89
Omega ratio: 1.18
Gain-to-pain: 0.18

Trades

Trades: 162
Win rate: 43%
Payoff ratio: 1.87
Profit factor: 1.41
Expectancy: 3 bps
Tail ratio: 3.2
Avg holding time: 17.7 h

Consistency

Profitable months: 57%
Equity curve R²: 0.37
Longest losing streak: 9 days
Skew / kurtosis: 0.08 / 4.5
Consistency score: 57/100

Benchmark (vs BTC)

Beta: 0.10
Alpha (ann.): +9.4%
Correlation / R²: 0.42 / 0.18
Up / down capture: 11% / 9%
Tracking error: 52.5%
Information ratio: -0.95

Strategy vs BTC

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

Daily return pair365 daysFit · β0.10

BTC daily return →

Rolling 90-day beta & correlation

Oct 5, 2026Beta0.09Correlation0.38

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 5, 2026Sharpe 90d3.54Volatility 90d12.2%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.05%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.6%	Dec 1, 2025	May 20, 2026	Jul 4, 2026	170 d	45 d
2	−5.6%	Aug 28, 2026	Oct 4, 2026	Ongoing	37 d	—
3	−3.8%	Nov 2, 2025	Nov 7, 2025	Nov 30, 2025	5 d	23 d
4	−2.2%	Oct 15, 2025	Oct 21, 2025	Oct 25, 2025	6 d	4 d
5	−1.7%	Sep 28, 2025	Oct 10, 2025	Oct 12, 2025	12 d	2 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

50%

43%

58%

51%

62%

67%

50%

Exposure

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

Gross exposure1% of equityPeak220%

Average share of exposure

SUI68% · 68%
SOL32% · 32.2%

Performance by instrument

Share of net PnL