Last 400 closed trades · risk measured at the initial stop
How many trades ended at each multiple of initial risk
Trade-by-trade equity in R units · total +76.8R
% of equity at risk on each trade, with the average line
Total R by day of week or close hour (UTC)
| Long | Short | |
|---|---|---|
| Trades | 227 | 173 |
| Win rate | 62% | 71% |
| Expectancy | +0.12R | +0.28R |
| Total R | +27.9R | +48.9R |
| Equity PnL | +14.8% | +27.9% |
| Closed | Instrument | Risk | Plan R:R | Result | Hold |
|---|---|---|---|---|---|
| Oct 5, 14:30 | EURUSD long | 0.57% | 1:0.8 | +0.54R | 8.8h |
| Oct 5, 13:58 | EURUSD short | 0.54% | 1:0.9 | +1.05R | 11.5h |
| Oct 5, 13:29 | USDCHF short | 0.55% | 1:0.9 | −0.68R | 19.4h |
| Oct 2, 10:56 | USDCAD short | 0.65% | 1:1.0 | +0.85R | 2.0d |
| Oct 2, 14:48 | USDCHF long | 0.48% | 1:0.7 | +0.57R | 4.3h |
| Oct 2, 09:15 | USDCAD short | 0.59% | 1:0.7 | −0.98R | 0.2h |
| Sep 30, 07:15 | USDCHF long | 0.66% | 1:0.7 | −0.99R | 9.8h |
| Sep 30, 11:07 | EURUSD long | 0.43% | 1:0.8 | +0.73R | 23.4h |
| Sep 29, 11:31 | USDCHF long | 0.55% | 1:0.8 | +0.75R | 2.0d |
| Sep 28, 11:17 | EURUSD short | 0.47% | 1:0.7 | +0.45R | 3.1h |
| Sep 28, 09:02 | USDCAD short | 0.46% | 1:0.8 | +0.86R | 22.8h |
| Sep 25, 08:16 | USDCHF short | 0.53% | 1:1.0 | +0.77R | 6.2h |
Strategy NAV, realized follower results after costs, and BTC over the same windows
| Period | 1W | 1M | 3M | 6M | YTD | 1Y | All |
|---|---|---|---|---|---|---|---|
| Strategy | +0.6% | +2.8% | +5.6% | +9.8% | +12.6% | +14.9% | +18.0% |
| Followers | +0.6% | +2.8% | +5.6% | +9.7% | +12.5% | +14.7% | +17.5% |
| BTC | +0.4% | +1.0% | +11.3% | +71.2% | +55.7% | +69.5% | +137.3% |
| Excess vs BTC | +0.2% | +1.8% | −5.7% | −61.4% | −43.1% | −54.6% | −119.3% |
Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time
BTC daily return →
90-day rolling Sharpe ratio and annualized volatility, synced
Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days
The five deepest peak-to-trough episodes and how long recovery took
| # | Depth | Peak | Trough | Recovered | Decline | Recovery |
|---|---|---|---|---|---|---|
| 1 | −6.0% | Mar 25, 2025 | Oct 17, 2025 | Mar 2, 2026 | 206 d | 136 d |
| 2 | −2.9% | Mar 16, 2026 | May 4, 2026 | May 17, 2026 | 49 d | 13 d |
| 3 | −2.4% | Nov 25, 2024 | Dec 31, 2024 | Jan 18, 2025 | 36 d | 18 d |
| 4 | −1.6% | Aug 20, 2024 | Sep 13, 2024 | Oct 26, 2024 | 24 d | 43 d |
| 5 | −1.2% | Jun 16, 2026 | Jun 27, 2026 | Jul 4, 2026 | 11 d | 7 d |
Average daily return and share of up days by weekday
Gross exposure, % of equity (last 120 days), and where it sits
Share of net PnL