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BTC Scalping

FullCryptoBybit

alex.kVerified+·Intraday scalping · minutesView trader

Return 12m

+29.6%

400 days of history

Max drawdown

7.4%

Current 6.5%

Sortino

4.86

Sharpe 3.00 · PSR 1.00

Compliance

9/9

100% of Epochs kept

Risk score

24 · Low

Capacity used

100%

16/16 seats · $50k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.56%

median 0.57% · max 0.70%

Avg planned R:R

1 : 1.09

target distance ÷ stop distance

Realized R:R

1 : 1.08

avg win +0.90R · avg loss −0.83R

Expectancy

+0.10R

per trade

SQN

1.08

Poor

Kelly fraction

10.6%

optimal f · use ¼–½ in practice

Win rate

53.5%

profit factor 1.25

Consecutive W / L

13 / 7

longest streaks

Largest win / loss

+1.4R / −1.5R

Avg hold

0.6h / 0.6h

winners / losers

Avg MAE / MFE

0.59R / 0.76R

adverse / favorable excursion

Capture ratio

83%

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 +38.2R

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	212	188
Win rate	50%	57%
Expectancy	+0.03R	+0.17R
Total R	+7.1R	+31.2R
Equity PnL	+3.6%	+17.3%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 03:54	BTC long	0.49%	1:1.3	−0.80R	0.4h
Oct 6, 22:13	BTC short	0.59%	1:1.1	+0.82R	0.1h
Oct 6, 12:53	BTC long	0.64%	1:1.0	−1.00R	0.5h
Oct 6, 01:07	BTC long	0.47%	1:1.1	−0.88R	0.8h
Oct 6, 12:28	BTC short	0.64%	1:1.1	+0.78R	0.1h
Oct 6, 01:21	BTC long	0.50%	1:1.3	+0.85R	0.6h
Oct 6, 16:24	BTC short	0.49%	1:1.3	+0.74R	1.2h
Oct 5, 17:48	BTC short	0.59%	1:1.1	+1.04R	1.9h
Oct 5, 23:54	BTC long	0.66%	1:1.1	+0.63R	2.2h
Oct 5, 09:56	BTC long	0.67%	1:1.0	−0.83R	0.1h
Oct 5, 11:57	BTC long	0.60%	1:1.1	−0.71R	0.3h
Oct 5, 21:40	BTC long	0.45%	1:1.1	+1.15R	0.8h

Performance statistics

Based on 6,120 trades over 400 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	+0.2%	−4.2%	−0.2%	+13.8%	+19.8%	+29.6%	+38.7%
Followers	+0.0%	−4.8%	−2.1%	+9.5%	+12.9%	+19.9%	+27.3%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+71.5%
Excess vs BTC	−0.2%	−5.2%	−11.5%	−57.4%	−35.9%	−39.9%	−32.8%

Returns

Return 1m: −4.2%
Return 3m: −0.2%
Return 12m: +29.6%
Return since start: +38.7%
CAGR: +34.8%

Risk

Max drawdown: 7.4%
Volatility (ann.): 10.1%
Downside deviation: 6.2%
Ulcer index: 2.13%
VaR / CVaR 95% (daily): 0.74% / 1.00%
VaR / CVaR 99% (daily): 1.15% / 1.45%
Longest time under water: 51 days
Max / avg leverage: 4.2x / 1.9x
Top-3 trades share of PnL: 4%

Risk-adjusted

Sharpe: 3.00
Sortino: 4.86
Calmar: 4.70
Recovery factor: 5.23
Probabilistic Sharpe (PSR): 1.00
Omega ratio: 1.49
Gain-to-pain: 0.49

Trades

Trades: 6,120
Win rate: 58%
Payoff ratio: 1.02
Profit factor: 1.41
Expectancy: 6 bps
Tail ratio: 1.6
Avg holding time: 0.6 h

Consistency

Profitable months: 86%
Equity curve R²: 0.94
Longest losing streak: 8 days
Skew / kurtosis: 0.08 / 3.7
Consistency score: 88/100

Benchmark (vs BTC)

Beta: 0.04
Alpha (ann.): +27.6%
Correlation / R²: 0.24 / 0.06
Up / down capture: 7% / 0%
Tracking error: 55.1%
Information ratio: -0.63

Strategy vs BTC

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

Daily return pair365 daysFit · β0.04

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.04Correlation0.17

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.02Volatility 90d10.5%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.74%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−7.4%	Aug 20, 2026	Oct 4, 2026	Ongoing	45 d	—
2	−4.3%	Jun 28, 2026	Jul 12, 2026	Aug 5, 2026	14 d	24 d
3	−4.2%	Jan 6, 2026	Jan 24, 2026	Feb 27, 2026	18 d	34 d
4	−3.7%	Nov 24, 2025	Dec 14, 2025	Jan 3, 2026	20 d	20 d
5	−3.6%	Mar 30, 2026	Apr 13, 2026	Apr 25, 2026	14 d	12 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

63%

57%

53%

56%

60%

47%

53%

Exposure

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

Gross exposure163% of equityPeak426%

Average share of exposure

BTC100% · 242.7%

Performance by instrument

Share of net PnL