This result is separate from campaign, assessment, XP, materialization, and execution-authority evidence.
Member policies settle before the frozen directional composition rule.
Composite sizing uses 100% gross exposure with compounding enabled.
Market buys add 0.0002 slippage and market sells subtract it.
O-H-L-C is retained as report identity.
Equity curve
USDT
EquityUnrealised Balance
Start 10,000.00 USDTBalance 42,938.72 USDTBalance + UPNL 42,938.72 USDTBalance low 9,890.68 USDTBalance high 43,369.66 USDTOpen PnL at end 0.00 USDT (0.00%)
Drawdown
Raw account equity, observed marks
Current 4.61%Maximum 33.51%Underwater 99.25% of observed time
Modeled capital usage
UTC daily peak gross exposure ÷ marked equity
Current 0.00%Maximum daily peak 100.09%487 daily peaks304 above 100%
UTC daily peaks remove short flat-position resets. Equity scale uses a 0 to 100% baseline so different tear sheets remain comparable. It expands in 100% bands only when gross exposure exceeds equity.
Account value, growth, benchmark, and external flows
Account values share one currency view. Flow-adjusted strategy and benchmark growth share a separate normalized view.
Account value9,298.68 to 45,014 USDT
Raw balanceRaw account equity
Balance: 10,000 to 42,939 USDTEquity: 10,000 to 42,939 USDTExternal flows: none
Flow-adjusted growth0.929868x to 4.5014x
Strategy growth
Strategy growth: 1.0000x to 4.2939xBenchmark: not declared
Initial / final balance
10,000.00 USDT / 42,938.72 USDT
Peak observed balance
43,369.66 USDT
Initial / final equity
10,000.00 USDT / 42,938.72 USDT
Peak / minimum observed equity
45,013.98 USDT / 9,298.68 USDT
Raw account change
32,938.72 USDT
External contributions / withdrawals
0.00 USDT / 0.00 USDT
Net external cash flow
0.00 USDT
Flow-adjusted change
32,938.72 USDT
Raw account return
329.39%
Time-weighted / annualized return
329.39% / 198.74%
Positive / negative / flat daily periods
182 / 160 / 144
Positive daily-period rate
37.45%
Best / worst daily period
19.62% / -10.40%
Calendar returns and heatmap
Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Annual
2025
14.20%
6.33%
1.57%
-9.42%
6.88%
-4.07%
-2.79%
11.45%
24.10%
2026
5.86%
10.20%
16.14%
3.38%
36.77%
18.53%
20.79%
26.15%
246.01%
Yearly, quarterly, weekly, and daily return series
Yearly returns
Period
Return
2025
24.10%
2026
246.01%
Quarterly returns
Period
Return
2025-Q2
21.43%
2025-Q3
-1.67%
2025-Q4
3.93%
2026-Q1
35.50%
2026-Q2
67.58%
2026-Q3
52.38%
Weekly returns
Period
Return
2025-W18
-1.03%
2025-W19
7.82%
2025-W20
7.83%
2025-W21
2.26%
2025-W22
-2.94%
2025-W23
2.09%
2025-W24
14.20%
2025-W25
-8.31%
2025-W26
1.81%
2025-W27
1.92%
2025-W28
3.31%
2025-W29
-9.22%
2025-W30
2.96%
2025-W31
-7.52%
2025-W32
-0.06%
2025-W33
0.30%
2025-W34
6.67%
2025-W35
-7.62%
2025-W36
3.16%
2025-W37
9.89%
2025-W38
-1.55%
2025-W39
-4.58%
2025-W40
-1.43%
2025-W41
-14.45%
2025-W42
7.33%
2025-W43
4.05%
2025-W44
-0.82%
2025-W45
2.48%
2025-W46
-5.76%
2025-W47
6.43%
2025-W48
-2.52%
2025-W49
5.87%
2025-W50
3.08%
2025-W51
-1.61%
2025-W52
1.99%
2026-W01
2.17%
2026-W02
-1.23%
2026-W03
3.12%
2026-W04
-8.45%
2026-W05
13.10%
2026-W06
5.20%
2026-W07
-2.60%
2026-W08
-6.02%
2026-W09
13.86%
2026-W10
0.96%
2026-W11
12.04%
2026-W12
3.33%
2026-W13
-0.11%
2026-W14
-3.42%
2026-W15
8.73%
2026-W16
6.71%
2026-W17
-2.17%
2026-W18
-5.03%
2026-W19
1.73%
2026-W20
7.72%
2026-W21
15.60%
2026-W22
7.19%
2026-W23
-4.01%
2026-W24
17.03%
2026-W25
2.35%
2026-W26
0.52%
2026-W27
9.13%
2026-W28
-2.45%
2026-W29
6.97%
2026-W30
5.96%
2026-W31
1.27%
2026-W32
1.64%
2026-W33
-1.20%
2026-W34
25.91%
2026-W35
1.14%
2026-W36
0.00%
Daily returns
Period
Return
4 May 2025
0.00%
5 May 2025
-1.03%
6 May 2025
1.45%
7 May 2025
-0.94%
8 May 2025
-0.80%
9 May 2025
4.26%
10 May 2025
3.73%
11 May 2025
0.00%
12 May 2025
0.00%
13 May 2025
1.88%
14 May 2025
-4.36%
15 May 2025
0.00%
16 May 2025
6.84%
17 May 2025
2.67%
18 May 2025
-2.84%
19 May 2025
3.83%
20 May 2025
3.41%
21 May 2025
-2.85%
22 May 2025
3.37%
23 May 2025
1.94%
24 May 2025
-5.94%
25 May 2025
0.00%
26 May 2025
2.70%
27 May 2025
-0.18%
28 May 2025
-0.09%
29 May 2025
-3.18%
30 May 2025
-8.05%
31 May 2025
5.20%
1 Jun 2025
3.92%
2 Jun 2025
0.00%
3 Jun 2025
5.48%
4 Jun 2025
-2.06%
5 Jun 2025
-3.31%
6 Jun 2025
-3.53%
7 Jun 2025
1.63%
8 Jun 2025
2.64%
9 Jun 2025
1.56%
10 Jun 2025
6.87%
11 Jun 2025
-0.69%
12 Jun 2025
0.00%
13 Jun 2025
-1.10%
14 Jun 2025
6.91%
15 Jun 2025
-0.24%
16 Jun 2025
2.01%
17 Jun 2025
0.00%
18 Jun 2025
0.00%
19 Jun 2025
1.92%
20 Jun 2025
-5.10%
21 Jun 2025
-8.57%
22 Jun 2025
3.50%
23 Jun 2025
0.16%
24 Jun 2025
5.23%
25 Jun 2025
0.00%
26 Jun 2025
0.00%
27 Jun 2025
-5.20%
28 Jun 2025
0.94%
29 Jun 2025
0.51%
30 Jun 2025
0.59%
1 Jul 2025
-2.30%
2 Jul 2025
-1.10%
3 Jul 2025
5.48%
4 Jul 2025
1.07%
5 Jul 2025
0.00%
6 Jul 2025
-1.07%
7 Jul 2025
0.00%
8 Jul 2025
-0.38%
9 Jul 2025
0.00%
10 Jul 2025
0.89%
11 Jul 2025
2.34%
12 Jul 2025
0.44%
13 Jul 2025
0.00%
14 Jul 2025
0.00%
15 Jul 2025
0.00%
16 Jul 2025
-0.04%
17 Jul 2025
-3.40%
18 Jul 2025
-5.42%
19 Jul 2025
0.77%
20 Jul 2025
-0.85%
21 Jul 2025
-0.52%
22 Jul 2025
0.00%
23 Jul 2025
0.00%
24 Jul 2025
0.00%
25 Jul 2025
0.00%
26 Jul 2025
2.76%
27 Jul 2025
0.00%
28 Jul 2025
0.19%
29 Jul 2025
1.15%
30 Jul 2025
0.00%
31 Jul 2025
-1.83%
1 Aug 2025
1.56%
2 Aug 2025
-4.56%
3 Aug 2025
-3.91%
4 Aug 2025
0.00%
5 Aug 2025
-0.68%
6 Aug 2025
0.00%
7 Aug 2025
-0.08%
8 Aug 2025
-0.12%
9 Aug 2025
0.11%
10 Aug 2025
0.26%
11 Aug 2025
0.45%
12 Aug 2025
-2.66%
13 Aug 2025
1.43%
14 Aug 2025
0.00%
15 Aug 2025
2.76%
16 Aug 2025
0.00%
17 Aug 2025
-0.11%
18 Aug 2025
-1.03%
19 Aug 2025
0.00%
20 Aug 2025
-2.10%
21 Aug 2025
2.85%
22 Aug 2025
-1.67%
23 Aug 2025
8.13%
24 Aug 2025
0.00%
25 Aug 2025
-0.37%
26 Aug 2025
0.00%
27 Aug 2025
0.00%
28 Aug 2025
0.00%
29 Aug 2025
-2.84%
30 Aug 2025
-3.16%
31 Aug 2025
-0.78%
1 Sept 2025
-1.05%
2 Sept 2025
-1.16%
3 Sept 2025
0.68%
4 Sept 2025
3.08%
5 Sept 2025
0.00%
6 Sept 2025
1.19%
7 Sept 2025
0.00%
8 Sept 2025
-0.61%
9 Sept 2025
8.92%
10 Sept 2025
0.00%
11 Sept 2025
1.98%
12 Sept 2025
0.35%
13 Sept 2025
0.00%
14 Sept 2025
-1.67%
15 Sept 2025
0.26%
16 Sept 2025
-0.82%
17 Sept 2025
0.43%
18 Sept 2025
0.17%
19 Sept 2025
0.00%
20 Sept 2025
0.00%
21 Sept 2025
-1.32%
22 Sept 2025
0.00%
23 Sept 2025
-4.16%
24 Sept 2025
-3.12%
25 Sept 2025
1.88%
26 Sept 2025
-4.35%
27 Sept 2025
5.48%
28 Sept 2025
0.00%
29 Sept 2025
0.00%
30 Sept 2025
0.00%
1 Oct 2025
0.35%
2 Oct 2025
3.73%
3 Oct 2025
-0.30%
4 Oct 2025
-1.91%
5 Oct 2025
1.24%
6 Oct 2025
-4.37%
7 Oct 2025
-2.68%
8 Oct 2025
-0.83%
9 Oct 2025
1.37%
10 Oct 2025
-2.40%
11 Oct 2025
-10.40%
12 Oct 2025
-0.90%
13 Oct 2025
0.89%
14 Oct 2025
5.86%
15 Oct 2025
0.00%
16 Oct 2025
-1.44%
17 Oct 2025
0.00%
18 Oct 2025
2.37%
19 Oct 2025
2.57%
20 Oct 2025
-2.02%
21 Oct 2025
0.00%
22 Oct 2025
0.00%
23 Oct 2025
1.45%
24 Oct 2025
0.00%
25 Oct 2025
0.00%
26 Oct 2025
2.44%
27 Oct 2025
0.11%
28 Oct 2025
2.93%
29 Oct 2025
1.66%
30 Oct 2025
0.36%
31 Oct 2025
0.00%
1 Nov 2025
-2.66%
2 Nov 2025
-1.00%
3 Nov 2025
-1.99%
4 Nov 2025
-3.01%
5 Nov 2025
-6.72%
6 Nov 2025
0.00%
7 Nov 2025
0.00%
8 Nov 2025
7.61%
9 Nov 2025
0.00%
10 Nov 2025
5.25%
11 Nov 2025
-0.03%
12 Nov 2025
-1.28%
13 Nov 2025
0.00%
14 Nov 2025
-4.50%
15 Nov 2025
0.00%
16 Nov 2025
0.00%
17 Nov 2025
0.00%
18 Nov 2025
0.88%
19 Nov 2025
5.00%
20 Nov 2025
0.52%
21 Nov 2025
0.27%
22 Nov 2025
0.92%
23 Nov 2025
-3.93%
24 Nov 2025
2.82%
25 Nov 2025
-1.11%
26 Nov 2025
0.00%
27 Nov 2025
0.00%
28 Nov 2025
0.00%
29 Nov 2025
0.00%
30 Nov 2025
-0.17%
1 Dec 2025
-1.26%
2 Dec 2025
-5.72%
3 Dec 2025
10.40%
4 Dec 2025
0.96%
5 Dec 2025
0.00%
6 Dec 2025
0.00%
7 Dec 2025
0.75%
8 Dec 2025
0.00%
9 Dec 2025
-1.43%
10 Dec 2025
0.00%
11 Dec 2025
0.45%
12 Dec 2025
0.00%
13 Dec 2025
0.00%
14 Dec 2025
2.14%
15 Dec 2025
1.92%
16 Dec 2025
0.00%
17 Dec 2025
0.30%
18 Dec 2025
-1.80%
19 Dec 2025
-2.62%
20 Dec 2025
6.72%
21 Dec 2025
-3.40%
22 Dec 2025
-0.50%
23 Dec 2025
0.19%
24 Dec 2025
0.00%
25 Dec 2025
2.99%
26 Dec 2025
-1.80%
27 Dec 2025
0.66%
28 Dec 2025
0.00%
29 Dec 2025
0.00%
30 Dec 2025
0.84%
31 Dec 2025
0.93%
1 Jan 2026
0.00%
2 Jan 2026
0.00%
3 Jan 2026
0.38%
4 Jan 2026
0.05%
5 Jan 2026
-0.04%
6 Jan 2026
0.00%
7 Jan 2026
3.18%
8 Jan 2026
-1.30%
9 Jan 2026
-2.88%
10 Jan 2026
-1.37%
11 Jan 2026
-0.56%
12 Jan 2026
1.83%
13 Jan 2026
0.00%
14 Jan 2026
0.00%
15 Jan 2026
1.41%
16 Jan 2026
0.54%
17 Jan 2026
1.06%
18 Jan 2026
0.22%
19 Jan 2026
-0.14%
20 Jan 2026
-3.12%
21 Jan 2026
-7.57%
22 Jan 2026
6.03%
23 Jan 2026
0.00%
24 Jan 2026
-2.63%
25 Jan 2026
0.00%
26 Jan 2026
-0.98%
27 Jan 2026
12.20%
28 Jan 2026
11.28%
29 Jan 2026
0.00%
30 Jan 2026
-7.67%
31 Jan 2026
-1.89%
1 Feb 2026
0.00%
2 Feb 2026
0.00%
3 Feb 2026
1.17%
4 Feb 2026
0.00%
5 Feb 2026
6.28%
6 Feb 2026
-4.58%
7 Feb 2026
-0.19%
8 Feb 2026
-0.84%
9 Feb 2026
3.60%
10 Feb 2026
-2.23%
11 Feb 2026
-1.12%
12 Feb 2026
-1.14%
13 Feb 2026
6.76%
14 Feb 2026
-1.73%
15 Feb 2026
0.00%
16 Feb 2026
-2.88%
17 Feb 2026
-0.72%
18 Feb 2026
0.00%
19 Feb 2026
-2.60%
20 Feb 2026
-1.16%
21 Feb 2026
0.00%
22 Feb 2026
-0.74%
23 Feb 2026
-0.94%
24 Feb 2026
-5.01%
25 Feb 2026
3.86%
26 Feb 2026
-1.33%
27 Feb 2026
0.22%
28 Feb 2026
0.68%
1 Mar 2026
16.53%
2 Mar 2026
-0.51%
3 Mar 2026
0.00%
4 Mar 2026
-0.51%
5 Mar 2026
2.71%
6 Mar 2026
0.00%
7 Mar 2026
2.05%
8 Mar 2026
-3.07%
9 Mar 2026
-0.13%
10 Mar 2026
12.84%
11 Mar 2026
-0.24%
12 Mar 2026
0.00%
13 Mar 2026
0.00%
14 Mar 2026
-2.66%
15 Mar 2026
1.40%
16 Mar 2026
0.83%
17 Mar 2026
5.82%
18 Mar 2026
0.00%
19 Mar 2026
-1.40%
20 Mar 2026
0.00%
21 Mar 2026
-2.89%
22 Mar 2026
1.15%
23 Mar 2026
0.83%
24 Mar 2026
-3.35%
25 Mar 2026
0.00%
26 Mar 2026
0.00%
27 Mar 2026
0.00%
28 Mar 2026
0.00%
29 Mar 2026
4.94%
30 Mar 2026
-1.51%
31 Mar 2026
0.00%
1 Apr 2026
0.00%
2 Apr 2026
-3.26%
3 Apr 2026
0.00%
4 Apr 2026
0.00%
5 Apr 2026
-0.16%
6 Apr 2026
0.00%
7 Apr 2026
0.00%
8 Apr 2026
6.94%
9 Apr 2026
0.67%
10 Apr 2026
0.00%
11 Apr 2026
-0.65%
12 Apr 2026
1.65%
13 Apr 2026
0.00%
14 Apr 2026
8.19%
15 Apr 2026
1.19%
16 Apr 2026
-0.62%
17 Apr 2026
1.08%
18 Apr 2026
1.75%
19 Apr 2026
-0.03%
20 Apr 2026
-4.61%
21 Apr 2026
0.00%
22 Apr 2026
-3.18%
23 Apr 2026
0.00%
24 Apr 2026
0.91%
25 Apr 2026
0.14%
26 Apr 2026
0.00%
27 Apr 2026
0.00%
28 Apr 2026
-2.52%
29 Apr 2026
0.00%
30 Apr 2026
-1.79%
1 May 2026
-1.50%
2 May 2026
1.79%
3 May 2026
-1.06%
4 May 2026
0.01%
5 May 2026
-1.06%
6 May 2026
3.72%
7 May 2026
-0.27%
8 May 2026
0.74%
9 May 2026
-0.41%
10 May 2026
0.00%
11 May 2026
-0.92%
12 May 2026
0.00%
13 May 2026
0.91%
14 May 2026
-1.96%
15 May 2026
4.78%
16 May 2026
3.05%
17 May 2026
-5.02%
18 May 2026
6.15%
19 May 2026
-1.21%
20 May 2026
0.00%
21 May 2026
7.83%
22 May 2026
6.37%
23 May 2026
-4.22%
24 May 2026
5.87%
25 May 2026
0.60%
26 May 2026
0.05%
27 May 2026
0.00%
28 May 2026
0.00%
29 May 2026
5.98%
30 May 2026
1.10%
31 May 2026
0.00%
1 Jun 2026
0.00%
2 Jun 2026
0.00%
3 Jun 2026
0.54%
4 Jun 2026
0.71%
5 Jun 2026
1.40%
6 Jun 2026
-4.18%
7 Jun 2026
-4.64%
8 Jun 2026
2.33%
9 Jun 2026
5.48%
10 Jun 2026
0.00%
11 Jun 2026
-0.71%
12 Jun 2026
6.80%
13 Jun 2026
-0.66%
14 Jun 2026
0.00%
15 Jun 2026
5.32%
16 Jun 2026
3.15%
17 Jun 2026
0.00%
18 Jun 2026
0.00%
19 Jun 2026
-3.65%
20 Jun 2026
4.36%
21 Jun 2026
-1.31%
22 Jun 2026
0.00%
23 Jun 2026
3.69%
24 Jun 2026
-3.89%
25 Jun 2026
-2.19%
26 Jun 2026
0.00%
27 Jun 2026
3.73%
28 Jun 2026
-0.59%
29 Jun 2026
0.00%
30 Jun 2026
1.28%
1 Jul 2026
1.25%
2 Jul 2026
0.00%
3 Jul 2026
0.90%
4 Jul 2026
5.34%
5 Jul 2026
0.00%
6 Jul 2026
0.13%
7 Jul 2026
-1.24%
8 Jul 2026
0.00%
9 Jul 2026
0.00%
10 Jul 2026
-0.70%
11 Jul 2026
0.00%
12 Jul 2026
-1.24%
13 Jul 2026
0.72%
14 Jul 2026
0.00%
15 Jul 2026
3.12%
16 Jul 2026
3.61%
17 Jul 2026
0.00%
18 Jul 2026
0.69%
19 Jul 2026
-0.69%
20 Jul 2026
0.13%
21 Jul 2026
3.64%
22 Jul 2026
0.00%
23 Jul 2026
0.54%
24 Jul 2026
-0.93%
25 Jul 2026
0.00%
26 Jul 2026
0.47%
27 Jul 2026
2.16%
28 Jul 2026
0.00%
29 Jul 2026
-0.43%
30 Jul 2026
-2.20%
31 Jul 2026
5.15%
1 Aug 2026
0.26%
2 Aug 2026
0.23%
3 Aug 2026
-1.57%
4 Aug 2026
0.57%
5 Aug 2026
-0.45%
6 Aug 2026
1.95%
7 Aug 2026
0.00%
8 Aug 2026
0.00%
9 Aug 2026
0.55%
10 Aug 2026
-0.96%
11 Aug 2026
0.00%
12 Aug 2026
-2.67%
13 Aug 2026
0.00%
14 Aug 2026
0.00%
15 Aug 2026
0.00%
16 Aug 2026
1.08%
17 Aug 2026
0.42%
18 Aug 2026
0.19%
19 Aug 2026
0.14%
20 Aug 2026
19.62%
21 Aug 2026
4.91%
22 Aug 2026
0.00%
23 Aug 2026
0.00%
24 Aug 2026
0.00%
25 Aug 2026
0.00%
26 Aug 2026
0.00%
27 Aug 2026
1.43%
28 Aug 2026
2.41%
29 Aug 2026
-2.22%
30 Aug 2026
0.05%
31 Aug 2026
-0.47%
1 Sept 2026
0.00%
Trade outcome profile
Net-after-fee outcomes show both the distribution of completed trades and their chronological winning and losing runs.
Net expectancy0.45%109.43 USDT average net outcome
Outlier PnL117.54%+29,048.27 USDT from 37 outliers
Longest win / loss streak9 / 7winning / losing trades
Average win / loss streak2.32 / 1.8472 winning / 73 losing runs
Net outcome distribution
Completed trades grouped into 24 symmetric bins around zero.
Losing tradesWinning tradesDashed lines show the average loss and average win.
Return on peak exposure is the default view. Outliers keep the net-PnL IQR basis shown in the summary. Complete per-trade excursion evidence supports the return values.
Winning and losing streaks
One chronological bar per completed trade.
Winning tradesLosing tradesEach bar is one completed trade. Count rises within each run. Breakeven resets it to zero.
Drawdown and underwater analysis
Raw account and flow-adjusted views stay separate, with observed and daily-close coverage shown explicitly.
View
Current amount
Current fraction
Maximum amount
Maximum fraction
Maximum duration
Time underwater
Completed episodes
Coverage
Raw, maximum observed
2,075.26 USDT
4.61%
4,685.84 USDT
33.51%
222.59 d
99.25%
194
complete; 488/488 expected marks; 0 missing; expected cadence 1.00 d; observed median 15.00 min; maximum staleness 0 ms; maximum gap 15.00 min
Raw, daily close
1,158.46 USDT
2.63%
3,626.53 USDT
26.72%
223.00 d
87.68%
28
complete; 488/488 expected marks; 0 missing; expected cadence 1.00 d; observed median 15.00 min; maximum staleness 0 ms; maximum gap 15.00 min
Growth, maximum observed
0.21
4.61%
0.47
33.51%
222.59 d
99.25%
194
complete; 488/488 expected marks; 0 missing; expected cadence 1.00 d; observed median 15.00 min; maximum staleness 0 ms; maximum gap 15.00 min
Growth, daily close
0.12
2.63%
0.36
26.72%
223.00 d
87.68%
28
complete; 488/488 expected marks; 0 missing; expected cadence 1.00 d; observed median 15.00 min; maximum staleness 0 ms; maximum gap 15.00 min
Raw maximum-observed episodes
Current unrecovered episode
Peak
Trough
Recovery
State
Depth amount (USDT)
Depth
Duration
Recovery time
27 Aug 2026, 19:15, UTC
28 Aug 2026, 18:45, UTC
not recovered
unrecovered
2,533.18 USDT
5.63%
4.20 d
n/a
Completed episode summary
Completed episodes
194
Average / median depth amount
390.95 USDT / 191.46 USDT
Average / median depth
1.92% / 0.87%
Average / maximum recovery time
1.16 d / 108.32 d
Mean depth while underwater
9.63%
Deepest observed episodes
Peak
Trough
Recovery
State
Depth amount (USDT)
Depth
Duration
Recovery time
18 Jun 2025, 14:45, UTC
10 Oct 2025, 21:15, UTC
27 Jan 2026, 05:00, UTC
completed
4,685.84 USDT
33.51%
222.59 d
108.32 d
27 Jan 2026, 08:45, UTC
23 Feb 2026, 18:15, UTC
4 Mar 2026, 08:00, UTC
completed
2,724.47 USDT
18.65%
35.97 d
8.57 d
22 May 2025, 09:15, UTC
30 May 2025, 01:00, UTC
9 Jun 2025, 22:45, UTC
completed
2,238.10 USDT
18.01%
18.56 d
10.91 d
17 Apr 2026, 16:15, UTC
4 May 2026, 14:15, UTC
20 May 2026, 15:00, UTC
completed
3,261.81 USDT
16.12%
32.95 d
16.03 d
5 Jun 2026, 08:00, UTC
6 Jun 2026, 20:00, UTC
11 Jun 2026, 04:00, UTC
completed
2,564.71 USDT
10.47%
5.83 d
4.33 d
Raw daily-close episodes
Current unrecovered episode
Peak
Trough
Recovery
State
Depth amount (USDT)
Depth
Duration
Recovery time
28 Aug 2026, 00:00, UTC
31 Aug 2026, 00:00, UTC
not recovered
unrecovered
1,158.46 USDT
2.63%
4.00 d
n/a
Completed episode summary
Completed episodes
28
Average / median depth amount
875.48 USDT / 477.46 USDT
Average / median depth
4.84% / 2.87%
Average / maximum recovery time
7.14 d / 108.00 d
Mean depth while underwater
9.45%
Deepest observed episodes
Peak
Trough
Recovery
State
Depth amount (USDT)
Depth
Duration
Recovery time
19 Jun 2025, 00:00, UTC
12 Oct 2025, 00:00, UTC
28 Jan 2026, 00:00, UTC
completed
3,626.53 USDT
26.72%
223.00 d
108.00 d
29 Jan 2026, 00:00, UTC
24 Feb 2026, 00:00, UTC
5 Mar 2026, 00:00, UTC
completed
2,487.67 USDT
17.15%
35.00 d
9.00 d
23 May 2025, 00:00, UTC
30 May 2025, 00:00, UTC
10 Jun 2025, 00:00, UTC
completed
1,733.67 USDT
14.23%
18.00 d
11.00 d
18 Apr 2026, 00:00, UTC
5 May 2026, 00:00, UTC
21 May 2026, 00:00, UTC
completed
2,437.89 USDT
12.34%
33.00 d
16.00 d
5 Jun 2026, 00:00, UTC
7 Jun 2026, 00:00, UTC
12 Jun 2026, 00:00, UTC
completed
2,105.81 USDT
8.63%
7.00 d
5.00 d
Growth maximum-observed episodes
Current unrecovered episode
Peak
Trough
Recovery
State
Depth in growth units
Depth
Duration
Recovery time
27 Aug 2026, 19:15, UTC
28 Aug 2026, 18:45, UTC
not recovered
unrecovered
0.253318
5.63%
4.20 d
n/a
Completed episode summary
Completed episodes
194
Average / median depth amount
0.04 / 0.02
Average / median depth
1.92% / 0.87%
Average / maximum recovery time
1.16 d / 108.32 d
Mean depth while underwater
9.63%
Deepest observed episodes
Peak
Trough
Recovery
State
Depth in growth units
Depth
Duration
Recovery time
18 Jun 2025, 14:45, UTC
10 Oct 2025, 21:15, UTC
27 Jan 2026, 05:00, UTC
completed
0.468584
33.51%
222.59 d
108.32 d
27 Jan 2026, 08:45, UTC
23 Feb 2026, 18:15, UTC
4 Mar 2026, 08:00, UTC
completed
0.272447
18.65%
35.97 d
8.57 d
22 May 2025, 09:15, UTC
30 May 2025, 01:00, UTC
9 Jun 2025, 22:45, UTC
completed
0.223810
18.01%
18.56 d
10.91 d
17 Apr 2026, 16:15, UTC
4 May 2026, 14:15, UTC
20 May 2026, 15:00, UTC
completed
0.326181
16.12%
32.95 d
16.03 d
5 Jun 2026, 08:00, UTC
6 Jun 2026, 20:00, UTC
11 Jun 2026, 04:00, UTC
completed
0.256471
10.47%
5.83 d
4.33 d
Growth daily-close episodes
Current unrecovered episode
Peak
Trough
Recovery
State
Depth in growth units
Depth
Duration
Recovery time
28 Aug 2026, 00:00, UTC
31 Aug 2026, 00:00, UTC
not recovered
unrecovered
0.115846
2.63%
4.00 d
n/a
Completed episode summary
Completed episodes
28
Average / median depth amount
0.09 / 0.05
Average / median depth
4.84% / 2.87%
Average / maximum recovery time
7.14 d / 108.00 d
Mean depth while underwater
9.45%
Deepest observed episodes
Peak
Trough
Recovery
State
Depth in growth units
Depth
Duration
Recovery time
19 Jun 2025, 00:00, UTC
12 Oct 2025, 00:00, UTC
28 Jan 2026, 00:00, UTC
completed
0.362653
26.72%
223.00 d
108.00 d
29 Jan 2026, 00:00, UTC
24 Feb 2026, 00:00, UTC
5 Mar 2026, 00:00, UTC
completed
0.248767
17.15%
35.00 d
9.00 d
23 May 2025, 00:00, UTC
30 May 2025, 00:00, UTC
10 Jun 2025, 00:00, UTC
completed
0.173367
14.23%
18.00 d
11.00 d
18 Apr 2026, 00:00, UTC
5 May 2026, 00:00, UTC
21 May 2026, 00:00, UTC
completed
0.243789
12.34%
33.00 d
16.00 d
5 Jun 2026, 00:00, UTC
7 Jun 2026, 00:00, UTC
12 Jun 2026, 00:00, UTC
completed
0.210581
8.63%
7.00 d
5.00 d
Risk and rolling metrics
Risk ratios use the declared utc-24x7-daily convention and 365 expected periods per year.
Risk metric
Value
Observations
Annualized volatility
56.66%
486
Annualized downside deviation
30.94%
486
Sharpe
2.21
486
Sortino
4.05
486
Calmar
7.44
486
Omega
1.49
486
Recovery factor
12.33
486
K-ratio (kestner-2013-daily-v1)
1.42
486
Ulcer index
10.19%
486
Skewness
1.40
486
Excess kurtosis
7.16
486
5% lower-tail return
-3.93%
486
5% expected shortfall
-5.55%
486
Tail ratio
1.49
486
Trailing 30-day risk
Showing the latest 24 of 457 windows. Algorithm: trailing-complete-daily-v1.
Period end
Net return
Annualized volatility
Sharpe
Maximum drawdown
9 Aug 2026, 00:00, UTC
17.18%
30.73%
6.44
2.63%
10 Aug 2026, 00:00, UTC
16.05%
31.12%
5.98
2.63%
11 Aug 2026, 00:00, UTC
17.50%
30.54%
6.59
2.63%
12 Aug 2026, 00:00, UTC
13.56%
32.53%
4.92
3.60%
13 Aug 2026, 00:00, UTC
13.56%
32.53%
4.92
3.60%
14 Aug 2026, 00:00, UTC
10.12%
31.07%
3.93
3.60%
15 Aug 2026, 00:00, UTC
6.28%
28.75%
2.72
3.60%
16 Aug 2026, 00:00, UTC
7.43%
28.90%
3.16
3.60%
17 Aug 2026, 00:00, UTC
7.15%
28.86%
3.05
3.60%
18 Aug 2026, 00:00, UTC
8.09%
28.67%
3.44
3.60%
19 Aug 2026, 00:00, UTC
8.10%
28.67%
3.45
3.60%
20 Aug 2026, 00:00, UTC
24.77%
72.69%
4.03
3.60%
21 Aug 2026, 00:00, UTC
30.90%
74.02%
4.77
3.60%
22 Aug 2026, 00:00, UTC
30.20%
74.08%
4.68
3.60%
23 Aug 2026, 00:00, UTC
31.42%
73.85%
4.84
3.60%
24 Aug 2026, 00:00, UTC
31.42%
73.85%
4.84
3.60%
25 Aug 2026, 00:00, UTC
30.80%
73.91%
4.76
3.60%
26 Aug 2026, 00:00, UTC
28.03%
73.86%
4.41
3.60%
27 Aug 2026, 00:00, UTC
29.86%
73.81%
4.65
3.60%
28 Aug 2026, 00:00, UTC
33.57%
73.81%
5.12
3.60%
29 Aug 2026, 00:00, UTC
33.55%
73.82%
5.11
3.60%
30 Aug 2026, 00:00, UTC
27.08%
72.37%
4.36
3.60%
31 Aug 2026, 00:00, UTC
26.15%
72.49%
4.23
3.60%
1 Sept 2026, 00:00, UTC
25.87%
72.52%
4.19
3.60%
Trailing one-year K-ratio
Month-end samples from complete trailing 365-day windows. Showing the latest 5 samples.
Period end
K-ratio
31 May 2026, 00:00, UTC
1.10
30 Jun 2026, 00:00, UTC
1.47
31 Jul 2026, 00:00, UTC
2.04
31 Aug 2026, 00:00, UTC
2.56
1 Sept 2026, 00:00, UTC
2.57
Trade analysis
Net-after-fee statistics are the headline view. Gross executed-price results remain available for comparison.