0xc926ddba8b7617dbc65712f20cf8e1b58b8598d3
0xc926...98d3 audit. $1,150 realised trading PnL across 164 closed position cycles, using the latest 10,000 public fills from May 19, 2026 to Jun 28, 2026; older public fills may exist outside this audit.
The dollar PnL is the realised result from closed trades in the data covered. The percentage uses an inferred starting value (current account value $4,908,883 minus closed trading PnL $1,150 = starting estimate $4,907,733). This audit does not ingest a deposit or withdrawal ledger, so it can show that trades lost money, but it cannot prove whether the owner also moved funds in or out. Older fills may also exist outside the latest 10,000-fill window.
This is not a fixed last-week or last-month period. It is the actual span covered by the latest 10,000 public fills Hyperliquid exposed for this wallet. Because the public fill source hit its cap, older trades may exist but are not included here.
Only the most recent public fills are visible, so this audit covers the data covered rather than full account history. The account is profitable in this window: +$1,150 (0.02%) on $6.3M gross closed volume. The story is bifurcated. Shorts and a handful of long index positions generated edge; longs on micro-cap instruments (#6571, #6670, #6680, #6650) destroyed it. A single 13-hour position in #6571 cost $15,617. The deepest decline in this window reached -48.69%, and the account recovered only partially. Fees consumed 79% of realised PnL, leaving execution costs as the second-order killer after position selection.
The account opened on 19 May 2026 and has been active for 40 days across 223 total episodes (164 closed, 59 open). The highest balance in this window was $10.8M on 3 June; the lowest balance was $5.55M on 27 June. That $5.26M swing in 24 days is the dominant feature of the data covered.
Money was made on a narrow set of instruments. The short in xyz:MU (19 May, entry 665.16, exit 671.43) returned $1,528 in 6.5 hours. Long positions in #6600, #6681, #6651, and #6590 returned $5,573, $4,205, $3,935, and $2,253 respectively—all opened 26–27 June and closed within 13–21 hours. These four trades account for $15,966 of gross profit.
Money was lost almost entirely on long micro-cap positions. #6571 (opened 26 June, entry 0.43, exit 0.24) lost $15,617 in 13 hours on a $27,151 notional. #6670 (27 June, entry 0.70, exit 0.40) lost $726 in 15 hours. #6680 (27 June, entry 0.61, exit 0.43) lost $660 in 3.8 hours with averaging-down behaviour. #6650 (28 June, entry 0.41) lost $500 in 4 hours with both averaging-down and FOMO re-entry flags. These four trades account for $17,503 of realised loss.
The long/short split is stark. Longs returned -$715 on a 39% win rate; shorts returned +$1,865 on a 32% win rate. The short edge is real but small in sample size (only one closed short trade visible). Longs dominate the episode count and the loss tally.
Fees paid totalled $323 on $6.3M closed volume (5.2 basis points), but this consumed 79% of the $410 realised PnL after fees. The account would have shown $733 profit before fees; fees reduced it to $410. Maker participation was 32%, suggesting passive fills were the norm.
Win rate is 36%, profit factor 1.06, expectancy $7.01 per closed trade, and win/loss ratio 1.89. These metrics describe an account that wins less than half the time but wins larger when it does. The 1.06 profit factor means gross wins are only 6% larger than gross losses—a thin margin. Expectancy of $7.01 per trade on a $6.3M closed volume base is negligible; the account is essentially break-even on a per-trade basis before fees, and negative after them.
The max loss streak reached 12 consecutive closed trades. The max win streak was 6. Streaks of that length in a 36% win-rate environment are consistent with random walk; no skill signal is evident.
#6650 (28 June, 4.09 hours, entry 0.41, loss -$500.54): Opened on 28 June with averaging-down, FOMO re-entry, and oversized-loser flags. Max notional was $388. This was a re-entry after a previous close on the same coin. The position was closed at a loss after 4 hours. The structural stop was 4% away; price moved against the position immediately and the trade was exited before the stop could trigger.
#6680 (27 June, 3.79 hours, entry 0.61, exit 0.43, loss -$660.20): Opened 27 June with averaging-down and oversized-loser flags. Max notional reached $2,513. The position was entered, added to, and exited within 3.8 hours at a 30% loss. The structural stop was 4% away; the actual loss was 30%, indicating the position was held through a catastrophic move or the stop was not active.
The risk simulator applies fixed stop-loss rules to the historical trade sequence. Under a 1% rule, the account would have realised -$1.12M with a -23.15% deepest decline and 37% win rate. Under a 2% rule, -$2.25M and -46.15%. Under a 4% rule, -$4.50M and -91.72%. The simulator flagged 22 episodes as stopped early across all three scenarios, indicating the fixed stops would have prevented some of the largest losses. The actual deepest decline of -48.69% sits between the 2% and 4% simulated outcomes, suggesting the account's actual stop discipline was closer to 2–3% but inconsistently applied. The simulator is gross of fees; actual results would be worse.
One open position dominates: HYPE long, 216.94 size, entry 62.0875, mark 67.473, notional $14,638, unrealised PnL +$1,168 (86.74% ROE), 10x leverage, cross margin, held 13 days since 27 June. No liquidation price is provided; no stop is in place. Funding costs total $54.30. This position is still open; the unrealised PnL is not locked and remains subject to mark-price movement and funding bleed.
Expectancy is not a forecast. It is the historical average result per closed position cycle in this reconstructed sample.
Replays the same closed position cycles with 1%, 2%, and 4% account-risk sizing. It shows what the wallet would have made or lost if each eligible cycle was sized from account value at entry and a structural stop.
The 1%, 2%, and 4% rules are account-risk limits per position cycle, not leverage settings. If the simulated stop is breached, the cycle is stopped early. Outputs are gross of fees and funding, so use them as risk-shape comparisons rather than exact alternate realised trading PnL.