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

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SUI Breakout

ActiveCryptoBinance

hiro.tqVerified+·Breakout · intradayView trader

Return 12m

−10.7%

512 days of history

Max drawdown

20.7%

Current 15.5%

Sortino

-2.08

Sharpe -1.61 · PSR 0.03

Compliance

15/17

88% of Epochs kept

Risk score

54 · Medium

Capacity used

4/76 seats · $230k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.89%

median 0.89% · max 1.12%

Avg planned R:R

1 : 2.61

target distance ÷ stop distance

Realized R:R

1 : 2.67

avg win +2.24R · avg loss −0.84R

Expectancy

+0.41R

per trade

SQN

2.63

Good

Kelly fraction

18.2%

optimal f · use ¼–½ in practice

Win rate

40.5%

profit factor 1.82

Consecutive W / L

8 / 7

longest streaks

Largest win / loss

+3.4R / −1.4R

Avg hold

2.9h / 2.7h

winners / losers

Avg MAE / MFE

0.67R / 1.30R

adverse / favorable excursion

Capture ratio

85%

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 +162.8R

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	217	183
Win rate	40%	41%
Expectancy	+0.40R	+0.42R
Total R	+86.6R	+76.3R
Equity PnL	+81.3%	+70.0%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 22:12	SOL long	0.69%	1:2.2	+1.37R	0.5h
Oct 6, 11:18	SOL short	1.05%	1:3.1	+3.30R	1.3h
Oct 6, 02:03	SUI long	1.10%	1:2.3	−0.80R	0.3h
Oct 6, 06:23	SUI short	0.99%	1:2.7	−1.05R	1.1h
Oct 5, 09:08	ETH short	0.84%	1:2.6	+2.40R	2.6h
Oct 5, 05:55	SOL short	0.79%	1:2.3	−0.71R	2.2h
Oct 5, 22:39	SUI long	0.86%	1:2.9	−0.93R	0.1h
Oct 5, 22:43	SUI long	1.03%	1:2.1	−1.00R	0.1h
Oct 5, 01:32	ETH long	0.78%	1:2.8	−1.04R	3.9h
Oct 4, 01:37	SUI long	0.95%	1:3.0	+2.15R	0.6h
Oct 4, 16:41	AVAX long	0.96%	1:2.8	−0.68R	1.7h
Oct 4, 22:58	ETH long	0.67%	1:2.7	−0.61R	3.2h

Performance statistics

Based on 1,498 trades over 512 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	−0.2%	−0.3%	+2.8%	+3.7%	−8.2%	−10.7%	−14.8%
Followers	−0.3%	−0.5%	+2.2%	+2.4%	−9.9%	−13.0%	−17.8%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+122.1%
Excess vs BTC	−0.6%	−1.3%	−8.4%	−67.5%	−63.9%	−80.2%	−136.9%

Returns

Return 1m: −0.3%
Return 3m: +2.8%
Return 12m: −10.7%
Return since start: −14.8%
CAGR: −10.8%

Risk

Max drawdown: 20.7%
Volatility (ann.): 6.9%
Downside deviation: 5.4%
Ulcer index: 12.09%
VaR / CVaR 95% (daily): 0.63% / 0.81%
VaR / CVaR 99% (daily): 0.94% / 1.13%
Longest time under water: 417 days
Max / avg leverage: 4.2x / 1.9x
Top-3 trades share of PnL: 20%

Risk-adjusted

Sharpe: -1.61
Sortino: -2.08
Calmar: -0.52
Recovery factor: -0.71
Probabilistic Sharpe (PSR): 0.03
Omega ratio: 0.81
Gain-to-pain: -0.19

Trades

Trades: 1,498
Win rate: 40%
Payoff ratio: 2.43
Profit factor: 1.62
Expectancy: 2 bps
Tail ratio: 2.9
Avg holding time: 3.1 h

Consistency

Profitable months: 28%
Equity curve R²: 0.78
Longest losing streak: 8 days
Skew / kurtosis: -0.21 / 3.6
Consistency score: 63/100

Benchmark (vs BTC)

Beta: 0.05
Alpha (ann.): −15.0%
Correlation / R²: 0.43 / 0.18
Up / down capture: 4% / 8%
Tracking error: 52.8%
Information ratio: -1.58

Strategy vs BTC

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

Daily return pair365 daysFit · β0.05

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.05Correlation0.39

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.81Volatility 90d6.4%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.63%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−20.7%	Aug 15, 2025	May 20, 2026	Ongoing	278 d	—
2	−3.6%	May 12, 2025	Jul 10, 2025	Aug 14, 2025	59 d	35 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

44%

43%

52%

51%

52%

53%

Exposure

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

Gross exposure84% of equityPeak132%

Average share of exposure

SOL46% · 39.2%
SUI29% · 24.4%
AVAX16% · 13.1%
ETH9% · 8%

Performance by instrument

Share of net PnL