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BTC Scalper

ActiveCryptoBinance

lina.sqConnected·Scalping · minutesView trader

Return 12m

+27.7%

440 days of history

Max drawdown

9.5%

Current 1.5%

Sortino

2.74

Sharpe 1.83 · PSR 0.98

Compliance

12/14

86% of Epochs kept

Risk score

32 · Low

Capacity used

21%

74/360 seats · $1.1M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.65%

median 0.66% · max 0.81%

Avg planned R:R

1 : 0.89

target distance ÷ stop distance

Realized R:R

1 : 0.89

avg win +0.76R · avg loss −0.86R

Expectancy

+0.10R

per trade

SQN

1.26

Poor

Kelly fraction

13.5%

optimal f · use ¼–½ in practice

Win rate

59.3%

profit factor 1.30

Consecutive W / L

8 / 6

longest streaks

Largest win / loss

+1.2R / −1.5R

Avg hold

0.7h / 0.8h

winners / losers

Avg MAE / MFE

0.57R / 0.70R

adverse / favorable excursion

Capture ratio

84%

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 +41.2R

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	235	165
Win rate	60%	58%
Expectancy	+0.12R	+0.08R
Total R	+28.5R	+12.7R
Equity PnL	+19.9%	+7.7%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 22:25	BTC long	0.54%	1:0.7	+0.50R	1.7h
Oct 6, 16:35	BTC short	0.72%	1:0.7	−0.94R	0.4h
Oct 6, 11:27	BTC short	0.77%	1:1.1	−1.00R	0.2h
Oct 5, 10:52	BTC long	0.75%	1:1.0	+0.63R	0.2h
Oct 5, 22:08	BTC short	0.56%	1:0.7	+0.49R	0.4h
Oct 5, 05:35	BTC short	0.79%	1:0.9	+0.82R	0.1h
Oct 5, 19:38	BTC short	0.52%	1:0.8	+0.52R	0.1h
Oct 5, 22:16	BTC long	0.79%	1:1.1	+0.98R	0.6h
Oct 5, 00:54	BTC short	0.55%	1:1.1	−0.88R	0.5h
Oct 4, 00:51	BTC long	0.55%	1:1.0	−0.99R	0.7h
Oct 4, 23:29	BTC long	0.79%	1:1.0	+0.62R	0.3h
Oct 4, 00:17	BTC short	0.65%	1:0.9	+0.88R	0.4h

Performance statistics

Based on 2,536 trades over 440 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	+2.0%	+1.3%	+4.6%	+17.4%	+19.6%	+27.7%	+40.0%
Followers	+1.9%	+1.0%	+3.6%	+15.1%	+16.0%	+22.7%	+33.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+106.3%
Excess vs BTC	+1.6%	+0.3%	−6.7%	−53.8%	−36.1%	−41.8%	−66.3%

Returns

Return 1m: +1.3%
Return 3m: +4.6%
Return 12m: +27.7%
Return since start: +40.0%
CAGR: +32.2%

Risk

Max drawdown: 9.5%
Volatility (ann.): 16.0%
Downside deviation: 10.7%
Ulcer index: 3.66%
VaR / CVaR 95% (daily): 1.10% / 1.68%
VaR / CVaR 99% (daily): 2.30% / 2.95%
Longest time under water: 83 days
Max / avg leverage: 3.4x / 1.5x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.83
Sortino: 2.74
Calmar: 3.39
Recovery factor: 4.21
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.28
Gain-to-pain: 0.28

Trades

Trades: 2,536
Win rate: 61%
Payoff ratio: 0.84
Profit factor: 1.31
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 0.8 h

Consistency

Profitable months: 63%
Equity curve R²: 0.90
Longest losing streak: 7 days
Skew / kurtosis: -0.30 / 4.7
Consistency score: 77/100

Benchmark (vs BTC)

Beta: 0.07
Alpha (ann.): +24.1%
Correlation / R²: 0.24 / 0.06
Up / down capture: 12% / 6%
Tracking error: 54.5%
Information ratio: -0.86

Strategy vs BTC

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

Daily return pair365 daysFit · β0.07

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.13Correlation0.35

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.11Volatility 90d18.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.10%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.5%	Mar 26, 2026	May 9, 2026	Jun 18, 2026	44 d	40 d
2	−7.5%	Aug 28, 2026	Sep 9, 2026	Ongoing	12 d	—
3	−6.9%	Nov 9, 2025	Nov 29, 2025	Jan 1, 2026	20 d	33 d
4	−6.2%	Jan 8, 2026	Jan 15, 2026	Mar 14, 2026	7 d	58 d
5	−5.0%	Jul 27, 2026	Aug 10, 2026	Aug 25, 2026	14 d	15 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

59%

52%

45%

65%

51%

46%

59%

Exposure

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

Gross exposure336% of equityPeak336%

Average share of exposure

BTC100% · 175.6%

Performance by instrument

Share of net PnL

BTC Scalper

ActiveCryptoBinance

lina.sqConnected·Scalping · minutesView trader

Return 12m

+27.7%

440 days of history

Max drawdown

9.5%

Current 1.5%

Sortino

2.74

Sharpe 1.83 · PSR 0.98

Compliance

12/14

86% of Epochs kept

Risk score

32 · Low

Capacity used

21%

74/360 seats · $1.1M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.65%

median 0.66% · max 0.81%

Avg planned R:R

1 : 0.89

target distance ÷ stop distance

Realized R:R

1 : 0.89

avg win +0.76R · avg loss −0.86R

Expectancy

+0.10R

per trade

SQN

1.26

Poor

Kelly fraction

13.5%

optimal f · use ¼–½ in practice

Win rate

59.3%

profit factor 1.30

Consecutive W / L

8 / 6

longest streaks

Largest win / loss

+1.2R / −1.5R

Avg hold

0.7h / 0.8h

winners / losers

Avg MAE / MFE

0.57R / 0.70R

adverse / favorable excursion

Capture ratio

84%

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 +41.2R

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	235	165
Win rate	60%	58%
Expectancy	+0.12R	+0.08R
Total R	+28.5R	+12.7R
Equity PnL	+19.9%	+7.7%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 22:25	BTC long	0.54%	1:0.7	+0.50R	1.7h
Oct 6, 16:35	BTC short	0.72%	1:0.7	−0.94R	0.4h
Oct 6, 11:27	BTC short	0.77%	1:1.1	−1.00R	0.2h
Oct 5, 10:52	BTC long	0.75%	1:1.0	+0.63R	0.2h
Oct 5, 22:08	BTC short	0.56%	1:0.7	+0.49R	0.4h
Oct 5, 05:35	BTC short	0.79%	1:0.9	+0.82R	0.1h
Oct 5, 19:38	BTC short	0.52%	1:0.8	+0.52R	0.1h
Oct 5, 22:16	BTC long	0.79%	1:1.1	+0.98R	0.6h
Oct 5, 00:54	BTC short	0.55%	1:1.1	−0.88R	0.5h
Oct 4, 00:51	BTC long	0.55%	1:1.0	−0.99R	0.7h
Oct 4, 23:29	BTC long	0.79%	1:1.0	+0.62R	0.3h
Oct 4, 00:17	BTC short	0.65%	1:0.9	+0.88R	0.4h

Performance statistics

Based on 2,536 trades over 440 days. Metric set v1.4 · recomputable from raw exchange data.

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	6M	YTD	1Y	All
Strategy	+2.0%	+1.3%	+4.6%	+17.4%	+19.6%	+27.7%	+40.0%
Followers	+1.9%	+1.0%	+3.6%	+15.1%	+16.0%	+22.7%	+33.4%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+106.3%
Excess vs BTC	+1.6%	+0.3%	−6.7%	−53.8%	−36.1%	−41.8%	−66.3%

Returns

Return 1m: +1.3%
Return 3m: +4.6%
Return 12m: +27.7%
Return since start: +40.0%
CAGR: +32.2%

Risk

Max drawdown: 9.5%
Volatility (ann.): 16.0%
Downside deviation: 10.7%
Ulcer index: 3.66%
VaR / CVaR 95% (daily): 1.10% / 1.68%
VaR / CVaR 99% (daily): 2.30% / 2.95%
Longest time under water: 83 days
Max / avg leverage: 3.4x / 1.5x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.83
Sortino: 2.74
Calmar: 3.39
Recovery factor: 4.21
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.28
Gain-to-pain: 0.28

Trades

Trades: 2,536
Win rate: 61%
Payoff ratio: 0.84
Profit factor: 1.31
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 0.8 h

Consistency

Profitable months: 63%
Equity curve R²: 0.90
Longest losing streak: 7 days
Skew / kurtosis: -0.30 / 4.7
Consistency score: 77/100

Benchmark (vs BTC)

Beta: 0.07
Alpha (ann.): +24.1%
Correlation / R²: 0.24 / 0.06
Up / down capture: 12% / 6%
Tracking error: 54.5%
Information ratio: -0.86

Strategy vs BTC

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

Daily return pair365 daysFit · β0.07

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.13Correlation0.35

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.11Volatility 90d18.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−1.10%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−9.5%	Mar 26, 2026	May 9, 2026	Jun 18, 2026	44 d	40 d
2	−7.5%	Aug 28, 2026	Sep 9, 2026	Ongoing	12 d	—
3	−6.9%	Nov 9, 2025	Nov 29, 2025	Jan 1, 2026	20 d	33 d
4	−6.2%	Jan 8, 2026	Jan 15, 2026	Mar 14, 2026	7 d	58 d
5	−5.0%	Jul 27, 2026	Aug 10, 2026	Aug 25, 2026	14 d	15 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

59%

52%

45%

65%

51%

46%

59%

Exposure

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

Gross exposure336% of equityPeak336%

Average share of exposure

BTC100% · 175.6%

Performance by instrument

Share of net PnL