Start 10,000.00 USDTBalance 42,559.53 USDTBalance + UPNL 43,042.61 USDTBalance low 8,809.99 USDTBalance high 42,585.08 USDTOpen PnL at end +483.08 USDT (+1.14%)
Drawdown
Raw account equity, observed marks
Current 1.16%Maximum 49.71%Underwater 99.15% of observed time
Modeled capital usage
UTC daily peak gross exposure ÷ marked equity
Current 100.08%Maximum daily peak 100.10%487 daily peaks474 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 value8,360.00 to 43,550 USDT
Raw balanceRaw account equity
Balance: 10,000 to 42,560 USDTEquity: 10,000 to 43,043 USDTExternal flows: none
Flow-adjusted growth0.836000x to 4.3550x
Strategy growth
Strategy growth: 1.0000x to 4.3043xBenchmark: not declared
Initial / final balance
10,000.00 USDT / 42,559.53 USDT
Peak observed balance
42,585.08 USDT
Initial / final equity
10,000.00 USDT / 43,042.61 USDT
Peak / minimum observed equity
43,549.57 USDT / 8,360.00 USDT
Raw account change
33,042.61 USDT
External contributions / withdrawals
0.00 USDT / 0.00 USDT
Net external cash flow
0.00 USDT
Flow-adjusted change
33,042.61 USDT
Raw account return
330.43%
Time-weighted / annualized return
330.43% / 199.28%
Positive / negative / flat daily periods
260 / 223 / 3
Positive daily-period rate
53.50%
Best / worst daily period
17.84% / -12.16%
Calendar returns and heatmap
Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Annual
2025
37.22%
4.17%
-8.54%
10.18%
-13.28%
5.10%
-22.95%
-7.87%
-6.80%
2026
27.92%
-4.87%
13.78%
2.01%
84.83%
28.18%
-1.98%
37.90%
352.36%
Yearly, quarterly, weekly, and daily return series
Yearly returns
Period
Return
2025
-6.80%
2026
352.36%
Quarterly returns
Period
Return
2025-Q2
42.95%
2025-Q3
-12.61%
2025-Q4
-25.39%
2026-Q1
38.47%
2026-Q2
141.69%
2026-Q3
35.17%
Weekly returns
Period
Return
2025-W18
-3.40%
2025-W19
19.72%
2025-W20
15.34%
2025-W21
17.27%
2025-W22
-12.12%
2025-W23
-9.10%
2025-W24
8.91%
2025-W25
-6.74%
2025-W26
8.82%
2025-W27
-1.52%
2025-W28
15.10%
2025-W29
-7.49%
2025-W30
-4.47%
2025-W31
-11.10%
2025-W32
12.55%
2025-W33
3.21%
2025-W34
0.56%
2025-W35
0.25%
2025-W36
0.74%
2025-W37
2.49%
2025-W38
-2.92%
2025-W39
-11.00%
2025-W40
6.46%
2025-W41
-6.68%
2025-W42
-7.03%
2025-W43
14.05%
2025-W44
-5.45%
2025-W45
2.51%
2025-W46
-4.87%
2025-W47
-18.17%
2025-W48
-0.95%
2025-W49
-4.65%
2025-W50
3.70%
2025-W51
-11.08%
2025-W52
5.05%
2026-W01
6.31%
2026-W02
-6.64%
2026-W03
8.49%
2026-W04
-5.04%
2026-W05
23.26%
2026-W06
-6.59%
2026-W07
-3.57%
2026-W08
-7.97%
2026-W09
18.19%
2026-W10
-3.75%
2026-W11
25.10%
2026-W12
-3.98%
2026-W13
-2.91%
2026-W14
5.68%
2026-W15
7.59%
2026-W16
-5.61%
2026-W17
-0.02%
2026-W18
-0.80%
2026-W19
8.88%
2026-W20
16.68%
2026-W21
32.25%
2026-W22
5.07%
2026-W23
-0.52%
2026-W24
8.52%
2026-W25
13.08%
2026-W26
-0.71%
2026-W27
6.97%
2026-W28
-2.53%
2026-W29
1.72%
2026-W30
2.20%
2026-W31
-3.69%
2026-W32
5.16%
2026-W33
4.30%
2026-W34
19.52%
2026-W35
-0.55%
2026-W36
5.02%
Daily returns
Period
Return
4 May 2025
0.89%
5 May 2025
-4.25%
6 May 2025
2.57%
7 May 2025
3.10%
8 May 2025
0.53%
9 May 2025
3.62%
10 May 2025
5.96%
11 May 2025
6.25%
12 May 2025
-3.45%
13 May 2025
-1.60%
14 May 2025
1.40%
15 May 2025
-1.13%
16 May 2025
3.86%
17 May 2025
6.66%
18 May 2025
0.33%
19 May 2025
5.20%
20 May 2025
-5.06%
21 May 2025
0.29%
22 May 2025
6.70%
23 May 2025
11.92%
24 May 2025
-5.34%
25 May 2025
5.13%
26 May 2025
3.63%
27 May 2025
-2.72%
28 May 2025
-2.60%
29 May 2025
0.13%
30 May 2025
-7.66%
31 May 2025
0.12%
1 Jun 2025
0.00%
2 Jun 2025
0.19%
3 Jun 2025
-0.60%
4 Jun 2025
-1.45%
5 Jun 2025
-0.94%
6 Jun 2025
-4.54%
7 Jun 2025
-3.16%
8 Jun 2025
2.93%
9 Jun 2025
-1.55%
10 Jun 2025
4.83%
11 Jun 2025
6.73%
12 Jun 2025
-2.94%
13 Jun 2025
-3.19%
14 Jun 2025
1.89%
15 Jun 2025
-1.30%
16 Jun 2025
3.02%
17 Jun 2025
1.00%
18 Jun 2025
-2.23%
19 Jun 2025
-1.76%
20 Jun 2025
-7.30%
21 Jun 2025
-7.17%
22 Jun 2025
3.18%
23 Jun 2025
8.26%
24 Jun 2025
6.19%
25 Jun 2025
1.31%
26 Jun 2025
0.91%
27 Jun 2025
0.60%
28 Jun 2025
-1.46%
29 Jun 2025
0.39%
30 Jun 2025
0.72%
1 Jul 2025
3.49%
2 Jul 2025
-3.79%
3 Jul 2025
4.68%
4 Jul 2025
-0.32%
5 Jul 2025
-5.61%
6 Jul 2025
-0.88%
7 Jul 2025
1.31%
8 Jul 2025
0.17%
9 Jul 2025
-0.51%
10 Jul 2025
4.54%
11 Jul 2025
3.15%
12 Jul 2025
2.34%
13 Jul 2025
1.57%
14 Jul 2025
3.05%
15 Jul 2025
-2.73%
16 Jul 2025
0.74%
17 Jul 2025
-3.69%
18 Jul 2025
-2.98%
19 Jul 2025
-2.64%
20 Jul 2025
0.23%
21 Jul 2025
3.54%
22 Jul 2025
-2.37%
23 Jul 2025
4.61%
24 Jul 2025
-1.81%
25 Jul 2025
-3.64%
26 Jul 2025
0.67%
27 Jul 2025
-2.75%
28 Jul 2025
0.99%
29 Jul 2025
-0.57%
30 Jul 2025
0.26%
31 Jul 2025
-2.47%
1 Aug 2025
-2.81%
2 Aug 2025
-2.18%
3 Aug 2025
-3.93%
4 Aug 2025
0.12%
5 Aug 2025
-0.44%
6 Aug 2025
-0.90%
7 Aug 2025
-0.84%
8 Aug 2025
4.30%
9 Aug 2025
0.26%
10 Aug 2025
6.71%
11 Aug 2025
3.10%
12 Aug 2025
-1.48%
13 Aug 2025
3.03%
14 Aug 2025
5.45%
15 Aug 2025
-1.80%
16 Aug 2025
-2.48%
17 Aug 2025
-0.01%
18 Aug 2025
0.71%
19 Aug 2025
-4.46%
20 Aug 2025
-4.86%
21 Aug 2025
4.16%
22 Aug 2025
-5.61%
23 Aug 2025
10.10%
24 Aug 2025
2.67%
25 Aug 2025
-0.47%
26 Aug 2025
-6.70%
27 Aug 2025
13.54%
28 Aug 2025
-5.03%
29 Aug 2025
0.41%
30 Aug 2025
-0.66%
31 Aug 2025
-0.84%
1 Sept 2025
0.75%
2 Sept 2025
0.64%
3 Sept 2025
0.79%
4 Sept 2025
-0.31%
5 Sept 2025
-0.60%
6 Sept 2025
0.45%
7 Sept 2025
-2.32%
8 Sept 2025
2.13%
9 Sept 2025
9.59%
10 Sept 2025
-3.27%
11 Sept 2025
3.43%
12 Sept 2025
-0.85%
13 Sept 2025
-2.67%
14 Sept 2025
-1.71%
15 Sept 2025
-1.47%
16 Sept 2025
-0.62%
17 Sept 2025
0.82%
18 Sept 2025
6.10%
19 Sept 2025
1.83%
20 Sept 2025
-3.67%
21 Sept 2025
-1.44%
22 Sept 2025
-5.53%
23 Sept 2025
-4.17%
24 Sept 2025
-5.61%
25 Sept 2025
4.05%
26 Sept 2025
-7.92%
27 Sept 2025
4.30%
28 Sept 2025
-3.83%
29 Sept 2025
2.38%
30 Sept 2025
-1.55%
1 Oct 2025
-1.25%
2 Oct 2025
4.27%
3 Oct 2025
7.78%
4 Oct 2025
-1.76%
5 Oct 2025
1.28%
6 Oct 2025
-2.06%
7 Oct 2025
-1.96%
8 Oct 2025
-0.84%
9 Oct 2025
2.99%
10 Oct 2025
-4.32%
11 Oct 2025
-10.21%
12 Oct 2025
3.69%
13 Oct 2025
4.63%
14 Oct 2025
1.56%
15 Oct 2025
-2.40%
16 Oct 2025
-3.15%
17 Oct 2025
-5.27%
18 Oct 2025
-4.64%
19 Oct 2025
5.67%
20 Oct 2025
1.46%
21 Oct 2025
3.62%
22 Oct 2025
4.87%
23 Oct 2025
2.43%
24 Oct 2025
4.19%
25 Oct 2025
-1.14%
26 Oct 2025
-0.57%
27 Oct 2025
0.06%
28 Oct 2025
-0.81%
29 Oct 2025
0.26%
30 Oct 2025
-1.23%
31 Oct 2025
0.28%
1 Nov 2025
-1.53%
2 Nov 2025
-1.42%
3 Nov 2025
-1.11%
4 Nov 2025
-4.61%
5 Nov 2025
5.28%
6 Nov 2025
4.04%
7 Nov 2025
-0.18%
8 Nov 2025
-2.01%
9 Nov 2025
-3.85%
10 Nov 2025
4.32%
11 Nov 2025
-2.26%
12 Nov 2025
-4.94%
13 Nov 2025
0.81%
14 Nov 2025
0.28%
15 Nov 2025
0.75%
16 Nov 2025
0.20%
17 Nov 2025
0.31%
18 Nov 2025
1.30%
19 Nov 2025
-0.68%
20 Nov 2025
-0.24%
21 Nov 2025
-3.06%
22 Nov 2025
-10.09%
23 Nov 2025
-12.16%
24 Nov 2025
6.48%
25 Nov 2025
3.18%
26 Nov 2025
-1.82%
27 Nov 2025
6.36%
28 Nov 2025
-4.60%
29 Nov 2025
1.16%
30 Nov 2025
-0.85%
1 Dec 2025
-3.93%
2 Dec 2025
-0.06%
3 Dec 2025
5.90%
4 Dec 2025
0.45%
5 Dec 2025
-2.38%
6 Dec 2025
-3.35%
7 Dec 2025
-1.51%
8 Dec 2025
-3.48%
9 Dec 2025
0.11%
10 Dec 2025
-2.44%
11 Dec 2025
2.91%
12 Dec 2025
0.68%
13 Dec 2025
0.48%
14 Dec 2025
5.08%
15 Dec 2025
-2.95%
16 Dec 2025
-4.57%
17 Dec 2025
-1.27%
18 Dec 2025
-7.67%
19 Dec 2025
-5.05%
20 Dec 2025
8.82%
21 Dec 2025
-3.51%
22 Dec 2025
2.53%
23 Dec 2025
-0.15%
24 Dec 2025
-0.65%
25 Dec 2025
5.11%
26 Dec 2025
-3.00%
27 Dec 2025
5.40%
28 Dec 2025
0.86%
29 Dec 2025
-2.29%
30 Dec 2025
1.96%
31 Dec 2025
-0.45%
1 Jan 2026
-1.72%
2 Jan 2026
1.01%
3 Jan 2026
1.37%
4 Jan 2026
0.88%
5 Jan 2026
3.17%
6 Jan 2026
0.00%
7 Jan 2026
6.84%
8 Jan 2026
-4.89%
9 Jan 2026
-4.67%
10 Jan 2026
0.05%
11 Jan 2026
-3.63%
12 Jan 2026
-0.05%
13 Jan 2026
1.06%
14 Jan 2026
7.60%
15 Jan 2026
1.98%
16 Jan 2026
-3.14%
17 Jan 2026
0.15%
18 Jan 2026
2.92%
19 Jan 2026
-2.01%
20 Jan 2026
-5.21%
21 Jan 2026
-1.29%
22 Jan 2026
-1.00%
23 Jan 2026
-2.76%
24 Jan 2026
4.15%
25 Jan 2026
3.44%
26 Jan 2026
-2.13%
27 Jan 2026
11.23%
28 Jan 2026
17.84%
29 Jan 2026
3.99%
30 Jan 2026
-10.13%
31 Jan 2026
-0.63%
1 Feb 2026
2.53%
2 Feb 2026
-1.24%
3 Feb 2026
5.21%
4 Feb 2026
-1.97%
5 Feb 2026
6.11%
6 Feb 2026
-8.17%
7 Feb 2026
-8.19%
8 Feb 2026
-1.59%
9 Feb 2026
2.90%
10 Feb 2026
0.33%
11 Feb 2026
-7.66%
12 Feb 2026
2.25%
13 Feb 2026
1.92%
14 Feb 2026
0.56%
15 Feb 2026
0.68%
16 Feb 2026
-1.36%
17 Feb 2026
3.20%
18 Feb 2026
-3.35%
19 Feb 2026
-1.40%
20 Feb 2026
-1.32%
21 Feb 2026
-0.19%
22 Feb 2026
-2.10%
23 Feb 2026
-2.95%
24 Feb 2026
-5.15%
25 Feb 2026
2.69%
26 Feb 2026
1.77%
27 Feb 2026
1.56%
28 Feb 2026
3.55%
1 Mar 2026
11.45%
2 Mar 2026
1.72%
3 Mar 2026
-2.54%
4 Mar 2026
1.82%
5 Mar 2026
0.44%
6 Mar 2026
-2.45%
7 Mar 2026
2.30%
8 Mar 2026
-4.55%
9 Mar 2026
1.39%
10 Mar 2026
12.85%
11 Mar 2026
-0.82%
12 Mar 2026
5.78%
13 Mar 2026
2.05%
14 Mar 2026
1.20%
15 Mar 2026
4.04%
16 Mar 2026
-1.67%
17 Mar 2026
3.98%
18 Mar 2026
-2.88%
19 Mar 2026
2.28%
20 Mar 2026
-4.81%
21 Mar 2026
0.46%
22 Mar 2026
-1.14%
23 Mar 2026
-1.66%
24 Mar 2026
-0.55%
25 Mar 2026
3.30%
26 Mar 2026
-1.21%
27 Mar 2026
-1.31%
28 Mar 2026
-1.05%
29 Mar 2026
2.47%
30 Mar 2026
-4.41%
31 Mar 2026
-2.82%
1 Apr 2026
2.55%
2 Apr 2026
1.10%
3 Apr 2026
0.49%
4 Apr 2026
0.09%
5 Apr 2026
2.40%
6 Apr 2026
1.85%
7 Apr 2026
0.40%
8 Apr 2026
6.32%
9 Apr 2026
0.51%
10 Apr 2026
-1.09%
11 Apr 2026
-0.38%
12 Apr 2026
2.35%
13 Apr 2026
-0.57%
14 Apr 2026
1.12%
15 Apr 2026
-1.71%
16 Apr 2026
2.27%
17 Apr 2026
-1.55%
18 Apr 2026
1.23%
19 Apr 2026
0.55%
20 Apr 2026
-7.34%
21 Apr 2026
0.07%
22 Apr 2026
-1.18%
23 Apr 2026
0.76%
24 Apr 2026
0.29%
25 Apr 2026
-0.54%
26 Apr 2026
1.18%
27 Apr 2026
-0.58%
28 Apr 2026
-0.31%
29 Apr 2026
-3.72%
30 Apr 2026
-0.26%
1 May 2026
-1.02%
2 May 2026
3.75%
3 May 2026
0.35%
4 May 2026
0.56%
5 May 2026
0.63%
6 May 2026
4.58%
7 May 2026
-0.59%
8 May 2026
0.28%
9 May 2026
1.77%
10 May 2026
1.68%
11 May 2026
0.30%
12 May 2026
-2.74%
13 May 2026
-4.17%
14 May 2026
-0.25%
15 May 2026
13.34%
16 May 2026
0.95%
17 May 2026
1.85%
18 May 2026
7.69%
19 May 2026
1.96%
20 May 2026
1.65%
21 May 2026
10.13%
22 May 2026
4.07%
23 May 2026
-3.37%
24 May 2026
7.59%
25 May 2026
7.10%
26 May 2026
-2.52%
27 May 2026
-5.43%
28 May 2026
0.36%
29 May 2026
7.41%
30 May 2026
3.00%
31 May 2026
2.57%
1 Jun 2026
0.07%
2 Jun 2026
1.57%
3 Jun 2026
1.12%
4 Jun 2026
5.10%
5 Jun 2026
-5.05%
6 Jun 2026
-1.56%
7 Jun 2026
-6.37%
8 Jun 2026
5.30%
9 Jun 2026
6.92%
10 Jun 2026
-7.14%
11 Jun 2026
1.53%
12 Jun 2026
8.23%
13 Jun 2026
-2.16%
14 Jun 2026
2.43%
15 Jun 2026
-0.72%
16 Jun 2026
3.19%
17 Jun 2026
9.94%
18 Jun 2026
-0.81%
19 Jun 2026
1.07%
20 Jun 2026
3.11%
21 Jun 2026
1.65%
22 Jun 2026
-5.14%
23 Jun 2026
-1.68%
24 Jun 2026
0.32%
25 Jun 2026
2.76%
26 Jun 2026
0.30%
27 Jun 2026
1.21%
28 Jun 2026
-3.32%
29 Jun 2026
-0.18%
30 Jun 2026
8.76%
1 Jul 2026
-2.77%
2 Jul 2026
-1.92%
3 Jul 2026
1.20%
4 Jul 2026
1.15%
5 Jul 2026
-1.16%
6 Jul 2026
1.95%
7 Jul 2026
1.01%
8 Jul 2026
-2.84%
9 Jul 2026
-2.29%
10 Jul 2026
-0.35%
11 Jul 2026
1.98%
12 Jul 2026
-0.88%
13 Jul 2026
0.91%
14 Jul 2026
-2.79%
15 Jul 2026
3.17%
16 Jul 2026
3.80%
17 Jul 2026
-3.75%
18 Jul 2026
0.43%
19 Jul 2026
-0.44%
20 Jul 2026
1.53%
21 Jul 2026
0.23%
22 Jul 2026
0.96%
23 Jul 2026
-0.65%
24 Jul 2026
-1.43%
25 Jul 2026
0.46%
26 Jul 2026
1.08%
27 Jul 2026
1.57%
28 Jul 2026
0.00%
29 Jul 2026
-2.20%
30 Jul 2026
-1.76%
31 Jul 2026
3.54%
1 Aug 2026
-3.88%
2 Aug 2026
-0.42%
3 Aug 2026
1.14%
4 Aug 2026
2.37%
5 Aug 2026
2.14%
6 Aug 2026
2.95%
7 Aug 2026
-0.19%
8 Aug 2026
-1.03%
9 Aug 2026
-0.14%
10 Aug 2026
-0.97%
11 Aug 2026
-0.33%
12 Aug 2026
0.24%
13 Aug 2026
1.80%
14 Aug 2026
1.01%
15 Aug 2026
0.29%
16 Aug 2026
0.78%
17 Aug 2026
0.44%
18 Aug 2026
4.94%
19 Aug 2026
-1.51%
20 Aug 2026
12.76%
21 Aug 2026
0.42%
22 Aug 2026
2.32%
23 Aug 2026
0.00%
24 Aug 2026
-0.20%
25 Aug 2026
-1.91%
26 Aug 2026
-1.48%
27 Aug 2026
2.08%
28 Aug 2026
2.37%
29 Aug 2026
1.49%
30 Aug 2026
0.83%
31 Aug 2026
-3.76%
1 Sept 2026
5.02%
Trade outcome profile
Net-after-fee outcomes show both the distribution of completed trades and their chronological winning and losing runs.
Net expectancy0.32%79.48 USDT average net outcome
Outlier PnL196.61%+39,310.81 USDT from 45 outliers
Longest win / loss streak7 / 9winning / losing trades
Average win / loss streak1.92 / 1.97106 winning / 105 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
506.96 USDT
1.16%
8,262.74 USDT
49.71%
238.27 d
99.15%
168
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
0.00 USDT
0.00%
8,000.22 USDT
48.68%
240.00 d
93.23%
21
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
0.05
1.16%
0.83
49.71%
238.27 d
99.15%
168
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
0.00
0.00%
0.80
48.68%
240.00 d
93.23%
21
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
31 Aug 2026, 22:15, UTC
1 Sept 2026, 00:00, UTC
not recovered
unrecovered
506.96 USDT
1.16%
1.75 h
n/a
Completed episode summary
Completed episodes
168
Average / median depth amount
560.84 USDT / 204.96 USDT
Average / median depth
2.59% / 0.95%
Average / maximum recovery time
1.67 d / 146.99 d
Mean depth while underwater
17.08%
Deepest observed episodes
Peak
Trough
Recovery
State
Depth amount (USDT)
Depth
Duration
Recovery time
18 Sept 2025, 18:45, UTC
19 Dec 2025, 01:30, UTC
15 May 2026, 01:15, UTC
completed
8,262.74 USDT
49.71%
238.27 d
146.99 d
25 May 2025, 14:00, UTC
21 Jun 2025, 20:00, UTC
14 Jul 2025, 03:30, UTC
completed
5,155.10 USDT
31.77%
49.56 d
22.31 d
14 Jul 2025, 03:45, UTC
6 Aug 2025, 15:30, UTC
10 Sept 2025, 07:15, UTC
completed
4,268.07 USDT
26.21%
58.15 d
34.66 d
4 Jun 2026, 09:00, UTC
6 Jun 2026, 20:00, UTC
8 Jun 2026, 15:45, UTC
completed
3,959.12 USDT
14.67%
4.28 d
1.82 d
11 May 2025, 01:15, UTC
13 May 2025, 03:30, UTC
16 May 2025, 02:45, UTC
completed
1,525.51 USDT
12.32%
5.06 d
2.97 d
Raw daily-close episodes
Current unrecovered episode
No current drawdown.
Completed episode summary
Completed episodes
21
Average / median depth amount
1,720.88 USDT / 892.24 USDT
Average / median depth
8.64% / 4.99%
Average / maximum recovery time
12.71 d / 149.00 d
Mean depth while underwater
17.64%
Deepest observed episodes
Peak
Trough
Recovery
State
Depth amount (USDT)
Depth
Duration
Recovery time
19 Sept 2025, 00:00, UTC
19 Dec 2025, 00:00, UTC
17 May 2026, 00:00, UTC
completed
8,000.22 USDT
48.68%
240.00 d
149.00 d
26 May 2025, 00:00, UTC
21 Jun 2025, 00:00, UTC
14 Jul 2025, 00:00, UTC
completed
4,369.52 USDT
27.36%
49.00 d
23.00 d
14 Jul 2025, 00:00, UTC
7 Aug 2025, 00:00, UTC
9 Sept 2025, 00:00, UTC
completed
3,695.92 USDT
23.12%
57.00 d
33.00 d
4 Jun 2026, 00:00, UTC
7 Jun 2026, 00:00, UTC
12 Jun 2026, 00:00, UTC
completed
3,346.94 USDT
12.48%
8.00 d
5.00 d
25 May 2026, 00:00, UTC
27 May 2026, 00:00, UTC
30 May 2026, 00:00, UTC
completed
1,846.53 USDT
7.81%
5.00 d
3.00 d
Growth maximum-observed episodes
Current unrecovered episode
Peak
Trough
Recovery
State
Depth in growth units
Depth
Duration
Recovery time
31 Aug 2026, 22:15, UTC
1 Sept 2026, 00:00, UTC
not recovered
unrecovered
0.050696
1.16%
1.75 h
n/a
Completed episode summary
Completed episodes
168
Average / median depth amount
0.06 / 0.02
Average / median depth
2.59% / 0.95%
Average / maximum recovery time
1.67 d / 146.99 d
Mean depth while underwater
17.08%
Deepest observed episodes
Peak
Trough
Recovery
State
Depth in growth units
Depth
Duration
Recovery time
18 Sept 2025, 18:45, UTC
19 Dec 2025, 01:30, UTC
15 May 2026, 01:15, UTC
completed
0.826274
49.71%
238.27 d
146.99 d
25 May 2025, 14:00, UTC
21 Jun 2025, 20:00, UTC
14 Jul 2025, 03:30, UTC
completed
0.515510
31.77%
49.56 d
22.31 d
14 Jul 2025, 03:45, UTC
6 Aug 2025, 15:30, UTC
10 Sept 2025, 07:15, UTC
completed
0.426807
26.21%
58.15 d
34.66 d
4 Jun 2026, 09:00, UTC
6 Jun 2026, 20:00, UTC
8 Jun 2026, 15:45, UTC
completed
0.395912
14.67%
4.28 d
1.82 d
11 May 2025, 01:15, UTC
13 May 2025, 03:30, UTC
16 May 2025, 02:45, UTC
completed
0.152551
12.32%
5.06 d
2.97 d
Growth daily-close episodes
Current unrecovered episode
No current drawdown.
Completed episode summary
Completed episodes
21
Average / median depth amount
0.17 / 0.09
Average / median depth
8.64% / 4.99%
Average / maximum recovery time
12.71 d / 149.00 d
Mean depth while underwater
17.64%
Deepest observed episodes
Peak
Trough
Recovery
State
Depth in growth units
Depth
Duration
Recovery time
19 Sept 2025, 00:00, UTC
19 Dec 2025, 00:00, UTC
17 May 2026, 00:00, UTC
completed
0.800022
48.68%
240.00 d
149.00 d
26 May 2025, 00:00, UTC
21 Jun 2025, 00:00, UTC
14 Jul 2025, 00:00, UTC
completed
0.436952
27.36%
49.00 d
23.00 d
14 Jul 2025, 00:00, UTC
7 Aug 2025, 00:00, UTC
9 Sept 2025, 00:00, UTC
completed
0.369592
23.12%
57.00 d
33.00 d
4 Jun 2026, 00:00, UTC
7 Jun 2026, 00:00, UTC
12 Jun 2026, 00:00, UTC
completed
0.334694
12.48%
8.00 d
5.00 d
25 May 2026, 00:00, UTC
27 May 2026, 00:00, UTC
30 May 2026, 00:00, UTC
completed
0.184653
7.81%
5.00 d
3.00 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
72.64%
486
Annualized downside deviation
44.21%
486
Sharpe
1.85
486
Sortino
3.03
486
Calmar
4.09
486
Omega
1.30
486
Recovery factor
6.79
486
K-ratio (kestner-2013-daily-v1)
0.70
486
Ulcer index
20.56%
486
Skewness
0.54
486
Excess kurtosis
1.87
486
5% lower-tail return
-5.15%
486
5% expected shortfall
-7.23%
486
Tail ratio
1.31
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
8.45%
38.26%
2.77
4.91%
10 Aug 2026, 00:00, UTC
5.31%
38.00%
1.84
4.91%
11 Aug 2026, 00:00, UTC
5.89%
37.86%
2.03
4.91%
12 Aug 2026, 00:00, UTC
5.19%
37.77%
1.81
4.91%
13 Aug 2026, 00:00, UTC
10.15%
36.59%
3.40
4.91%
14 Aug 2026, 00:00, UTC
7.84%
35.24%
2.78
4.91%
15 Aug 2026, 00:00, UTC
4.20%
32.86%
1.68
4.91%
16 Aug 2026, 00:00, UTC
9.11%
29.74%
3.71
4.77%
17 Aug 2026, 00:00, UTC
9.12%
29.74%
3.72
4.77%
18 Aug 2026, 00:00, UTC
15.03%
33.70%
5.23
4.77%
19 Aug 2026, 00:00, UTC
11.58%
34.18%
4.07
4.77%
20 Aug 2026, 00:00, UTC
25.54%
55.05%
5.30
4.77%
21 Aug 2026, 00:00, UTC
24.87%
55.06%
5.18
4.77%
22 Aug 2026, 00:00, UTC
28.60%
55.06%
5.84
4.77%
23 Aug 2026, 00:00, UTC
30.47%
54.53%
6.21
4.77%
24 Aug 2026, 00:00, UTC
29.62%
54.65%
6.05
4.77%
25 Aug 2026, 00:00, UTC
25.79%
55.52%
5.30
4.77%
26 Aug 2026, 00:00, UTC
22.01%
56.01%
4.59
4.77%
27 Aug 2026, 00:00, UTC
24.55%
56.15%
5.03
4.77%
28 Aug 2026, 00:00, UTC
30.36%
55.36%
6.11
4.28%
29 Aug 2026, 00:00, UTC
34.67%
54.53%
6.92
4.28%
30 Aug 2026, 00:00, UTC
31.15%
53.78%
6.41
4.28%
31 Aug 2026, 00:00, UTC
31.31%
53.65%
6.45
3.76%
1 Sept 2026, 00:00, UTC
38.48%
55.24%
7.46
3.76%
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
-0.00
30 Jun 2026, 00:00, UTC
0.41
31 Jul 2026, 00:00, UTC
0.79
31 Aug 2026, 00:00, UTC
1.18
1 Sept 2026, 00:00, UTC
1.20
Trade analysis
Net-after-fee statistics are the headline view. Gross executed-price results remain available for comparison.