Daily risk vs budget
Book value
–USD at last close1-day VaR 95%
–1-day VaR 99%
–CVaR 95%
–avg loss on worst 5% of daysVolatility
–annualisedMax drawdown
–Accounts
Example accounts. Edit or replace them with your own.Type holdings in, use Import balances with the CSV your exchange exports, or give a wallet account its 0x address and press Sync from chain. Stablecoins count as cash at $1. Prices are Bybit daily closes against USDT. Everything you enter is saved only in this browser.
Holdings by coin
all accounts combined| Coin | Quantity | Price | Value | Weight | Avg buy | P&L | Held in |
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Equity curve
current mix, held through the window- Window
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- Return over window
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- Drawdown now
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- Worst 7-day stretch
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Trade simulator
see a trade's risk before you place itRebalance plan
orders to get inside your budgetExposure & risk contribution
risk share = how much of the book's swings each coin drives| Coin | Weight | Risk share | Vol (ann.) | Beta | Risk parity |
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Monte Carlo
Market regime
read from BTCCorrelation
daily returnsAbove 0.8, two coins behave like one position in a sell-off.
Stress tests
coins follow BTC by their beta unless set| Scenario | P&L | % |
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Liquidity
can you get out in a crash?Risk history
one point per day, kept in this browserAlerts
checked each time the desk recalculatesThe daily VaR rule uses your budget from Sizing.
Sizing
fit the book to a daily risk budgetHistorical simulation over Bybit daily closes for the risk window chosen in the header. VaR is a one-day estimate from past behaviour, not a ceiling, and crypto regimes change quickly. A risk tool for learning, not financial advice.