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

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XRP Trend Lite

ActiveCryptoBinance

lukas.fVerified+·Trend · daysView trader

Return 12m

+49.8%

744 days of history

Max drawdown

16.5%

Current 6.2%

Sortino

2.24

Sharpe 1.48 · PSR 0.98

Compliance

21/24

88% of Epochs kept

Risk score

54 · Medium

Capacity used

93%

80/86 seats · $260k

Trade analytics

Last 34 closed trades · risk measured at the initial stop

Avg risk / trade

0.89%

median 0.87% · max 1.11%

Avg planned R:R

1 : 2.56

target distance ÷ stop distance

Realized R:R

1 : 2.67

avg win +2.33R · avg loss −0.87R

Expectancy

+0.45R

per trade

SQN

1.56

Poor

Kelly fraction

19.2%

optimal f · use ¼–½ in practice

Win rate

41.2%

profit factor 1.87

Consecutive W / L

3 / 5

longest streaks

Largest win / loss

+3.3R / −1.1R

Avg hold

3.2d / 6.5d

winners / losers

Avg MAE / MFE

0.70R / 1.40R

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 +15.2R

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	23	11
Win rate	43%	36%
Expectancy	+0.49R	+0.36R
Total R	+11.2R	+4.0R
Equity PnL	+10.3%	+3.1%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Sep 2, 05:35	BTC short	0.79%	1:2.0	+1.64R	1.0d
Aug 20, 09:57	BTC long	0.85%	1:2.2	−1.11R	9.1d
Jul 21, 17:37	BTC long	0.81%	1:3.0	−1.02R	3.3d
Jul 17, 07:12	XRP long	0.73%	1:2.0	−0.67R	3.1d
Jun 27, 10:14	XRP short	0.92%	1:2.8	+2.80R	2.0d
May 26, 00:29	BTC long	1.09%	1:2.9	−0.97R	3.0d
Apr 20, 07:49	XRP long	0.96%	1:2.5	+2.48R	5.3d
Mar 9, 16:37	BTC long	0.74%	1:2.8	−0.94R	12.8d
Mar 1, 06:45	XRP short	0.84%	1:2.2	−0.96R	10.3d
Feb 27, 15:54	XRP short	0.76%	1:2.8	−0.76R	4.7d
Jan 6, 20:13	XRP short	0.72%	1:2.6	+2.68R	7.8d
Nov 30, 08:39	BTC short	0.86%	1:2.3	−0.87R	21.3d

Performance statistics

Based on 34 trades over 744 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	+4.7%	−0.3%	+21.0%	+38.9%	+42.2%	+49.8%	+83.7%
Followers	+4.7%	−0.3%	+20.9%	+38.9%	+42.1%	+49.7%	+83.6%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+179.0%
Excess vs BTC	+4.3%	−1.3%	+9.7%	−32.3%	−13.5%	−19.7%	−95.3%

Returns

Return 1m: −0.3%
Return 3m: +21.0%
Return 12m: +49.8%
Return since start: +83.7%
CAGR: +34.8%

Risk

Max drawdown: 16.5%
Volatility (ann.): 21.7%
Downside deviation: 14.4%
Ulcer index: 6.08%
VaR / CVaR 95% (daily): 1.73% / 2.25%
VaR / CVaR 99% (daily): 2.57% / 3.52%
Longest time under water: 148 days
Max / avg leverage: 4.2x / 1.9x
Top-3 trades share of PnL: 20%

Risk-adjusted

Sharpe: 1.48
Sortino: 2.24
Calmar: 2.11
Recovery factor: 5.07
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.22
Gain-to-pain: 0.22

Trades

Trades: 34
Win rate: 42%
Payoff ratio: 2.38
Profit factor: 1.72
Expectancy: 75 bps
Tail ratio: 2.9
Avg holding time: 4.4 d

Consistency

Profitable months: 58%
Equity curve R²: 0.84
Longest losing streak: 10 days
Skew / kurtosis: -0.02 / 4.9
Consistency score: 64/100

Benchmark (vs BTC)

Beta: 0.18
Alpha (ann.): +20.4%
Correlation / R²: 0.46 / 0.21
Up / down capture: 20% / 15%
Tracking error: 49.3%
Information ratio: -0.68

Strategy vs BTC

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

Daily return pair365 daysFit · β0.18

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.18Correlation0.41

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d3.57Volatility 90d22.3%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.73%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−16.5%	Apr 12, 2025	Jun 25, 2025	Aug 20, 2025	74 d	56 d
2	−11.9%	Feb 10, 2026	Apr 12, 2026	Jun 21, 2026	61 d	70 d
3	−11.3%	Oct 20, 2024	Feb 26, 2025	Mar 18, 2025	129 d	20 d
4	−11.3%	Oct 30, 2025	Nov 25, 2025	Jan 25, 2026	26 d	61 d
5	−11.2%	Aug 30, 2026	Sep 21, 2026	Ongoing	22 d	—

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

46%

53%

58%

45%

56%

58%

Exposure

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

Gross exposure116% of equityPeak237%

Average share of exposure

XRP62% · 114.9%
BTC23% · 42.5%
BNB15% · 28.4%

Performance by instrument

Share of net PnL