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ETH Scalper

ActiveCryptoBinance

anya.pVerified·Scalping · minutesView trader

Return 12m

+18.4%

804 days of history

Max drawdown

7.7%

Current 2.6%

Sortino

2.19

Sharpe 1.46 · PSR 0.98

Compliance

24/26

92% of Epochs kept

Risk score

32 · Low

Capacity used

81%

176/216 seats · $650k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.65%

median 0.65% · max 0.81%

Avg planned R:R

1 : 0.76

target distance ÷ stop distance

Realized R:R

1 : 0.76

avg win +0.64R · avg loss −0.85R

Expectancy

+0.20R

per trade

SQN

2.79

Good

Kelly fraction

30.5%

optimal f · use ¼–½ in practice

Win rate

70.0%

profit factor 1.77

Consecutive W / L

18 / 4

longest streaks

Largest win / loss

+1.0R / −1.5R

Avg hold

0.6h / 0.6h

winners / losers

Avg MAE / MFE

0.50R / 0.65R

adverse / favorable excursion

Capture ratio

85%

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 +78.3R

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	251	149
Win rate	67%	76%
Expectancy	+0.13R	+0.30R
Total R	+32.9R	+45.4R
Equity PnL	+20.4%	+29.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 23:01	ETH long	0.49%	1:0.7	+0.65R	0.2h
Oct 6, 01:00	ETH long	0.64%	1:0.7	−0.99R	0.1h
Oct 6, 21:24	ETH short	0.71%	1:0.8	+0.71R	0.6h
Oct 5, 08:15	ETH short	0.52%	1:0.8	−0.95R	1.2h
Oct 5, 19:40	ETH long	0.65%	1:0.8	+0.73R	0.5h
Oct 4, 06:39	ETH short	0.55%	1:0.7	+0.78R	0.3h
Oct 4, 22:04	ETH long	0.65%	1:0.6	+0.56R	0.6h
Oct 4, 07:34	ETH long	0.76%	1:0.6	−0.79R	0.3h
Oct 4, 17:54	ETH long	0.71%	1:0.7	+0.56R	0.7h
Oct 4, 22:51	ETH short	0.77%	1:0.8	+0.59R	1.1h
Oct 3, 10:02	ETH long	0.77%	1:0.8	+0.85R	0.1h
Oct 3, 22:58	ETH long	0.55%	1:0.9	−0.95R	0.5h

Performance statistics

Based on 5,202 trades over 804 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%	−0.9%	−0.8%	+2.8%	+10.6%	+18.4%	+33.9%
Followers	−2.1%	−1.2%	−1.9%	+0.5%	+6.9%	+13.2%	+21.3%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+129.9%
Excess vs BTC	−2.4%	−1.8%	−12.1%	−68.4%	−45.1%	−51.1%	−96.0%

Returns

Return 1m: −0.9%
Return 3m: −0.8%
Return 12m: +18.4%
Return since start: +33.9%
CAGR: +14.2%

Risk

Max drawdown: 7.7%
Volatility (ann.): 9.4%
Downside deviation: 6.3%
Ulcer index: 2.69%
VaR / CVaR 95% (daily): 0.72% / 1.01%
VaR / CVaR 99% (daily): 1.27% / 1.62%
Longest time under water: 173 days
Max / avg leverage: 3.4x / 1.5x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.46
Sortino: 2.19
Calmar: 1.84
Recovery factor: 4.41
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.22
Gain-to-pain: 0.22

Trades

Trades: 5,202
Win rate: 69%
Payoff ratio: 0.70
Profit factor: 1.56
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 0.6 h

Consistency

Profitable months: 64%
Equity curve R²: 0.94
Longest losing streak: 7 days
Skew / kurtosis: 0.11 / 5.7
Consistency score: 76/100

Benchmark (vs BTC)

Beta: 0.04
Alpha (ann.): +11.3%
Correlation / R²: 0.26 / 0.07
Up / down capture: 6% / 4%
Tracking error: 53.3%
Information ratio: -0.73

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, 2026Beta0.03Correlation0.19

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.38Volatility 90d8.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.72%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−7.7%	Mar 4, 2025	Jul 13, 2025	Aug 25, 2025	131 d	43 d
2	−4.3%	Aug 27, 2025	Sep 27, 2025	Oct 23, 2025	31 d	26 d
3	−4.1%	Sep 26, 2024	Oct 10, 2024	Oct 30, 2024	14 d	20 d
4	−3.2%	Jul 13, 2026	Sep 11, 2026	Sep 28, 2026	60 d	17 d
5	−3.0%	Dec 28, 2024	Jan 9, 2025	Jan 19, 2025	12 d	10 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

55%

63%

51%

56%

62%

50%

Exposure

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

Gross exposure35% of equityPeak261%

Average share of exposure

ETH100% · 111.8%

Performance by instrument

Share of net PnL

ETH Scalper

ActiveCryptoBinance

anya.pVerified·Scalping · minutesView trader

Return 12m

+18.4%

804 days of history

Max drawdown

7.7%

Current 2.6%

Sortino

2.19

Sharpe 1.46 · PSR 0.98

Compliance

24/26

92% of Epochs kept

Risk score

32 · Low

Capacity used

81%

176/216 seats · $650k

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.65%

median 0.65% · max 0.81%

Avg planned R:R

1 : 0.76

target distance ÷ stop distance

Realized R:R

1 : 0.76

avg win +0.64R · avg loss −0.85R

Expectancy

+0.20R

per trade

SQN

2.79

Good

Kelly fraction

30.5%

optimal f · use ¼–½ in practice

Win rate

70.0%

profit factor 1.77

Consecutive W / L

18 / 4

longest streaks

Largest win / loss

+1.0R / −1.5R

Avg hold

0.6h / 0.6h

winners / losers

Avg MAE / MFE

0.50R / 0.65R

adverse / favorable excursion

Capture ratio

85%

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 +78.3R

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	251	149
Win rate	67%	76%
Expectancy	+0.13R	+0.30R
Total R	+32.9R	+45.4R
Equity PnL	+20.4%	+29.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 23:01	ETH long	0.49%	1:0.7	+0.65R	0.2h
Oct 6, 01:00	ETH long	0.64%	1:0.7	−0.99R	0.1h
Oct 6, 21:24	ETH short	0.71%	1:0.8	+0.71R	0.6h
Oct 5, 08:15	ETH short	0.52%	1:0.8	−0.95R	1.2h
Oct 5, 19:40	ETH long	0.65%	1:0.8	+0.73R	0.5h
Oct 4, 06:39	ETH short	0.55%	1:0.7	+0.78R	0.3h
Oct 4, 22:04	ETH long	0.65%	1:0.6	+0.56R	0.6h
Oct 4, 07:34	ETH long	0.76%	1:0.6	−0.79R	0.3h
Oct 4, 17:54	ETH long	0.71%	1:0.7	+0.56R	0.7h
Oct 4, 22:51	ETH short	0.77%	1:0.8	+0.59R	1.1h
Oct 3, 10:02	ETH long	0.77%	1:0.8	+0.85R	0.1h
Oct 3, 22:58	ETH long	0.55%	1:0.9	−0.95R	0.5h

Performance statistics

Based on 5,202 trades over 804 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%	−0.9%	−0.8%	+2.8%	+10.6%	+18.4%	+33.9%
Followers	−2.1%	−1.2%	−1.9%	+0.5%	+6.9%	+13.2%	+21.3%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+129.9%
Excess vs BTC	−2.4%	−1.8%	−12.1%	−68.4%	−45.1%	−51.1%	−96.0%

Returns

Return 1m: −0.9%
Return 3m: −0.8%
Return 12m: +18.4%
Return since start: +33.9%
CAGR: +14.2%

Risk

Max drawdown: 7.7%
Volatility (ann.): 9.4%
Downside deviation: 6.3%
Ulcer index: 2.69%
VaR / CVaR 95% (daily): 0.72% / 1.01%
VaR / CVaR 99% (daily): 1.27% / 1.62%
Longest time under water: 173 days
Max / avg leverage: 3.4x / 1.5x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.46
Sortino: 2.19
Calmar: 1.84
Recovery factor: 4.41
Probabilistic Sharpe (PSR): 0.98
Omega ratio: 1.22
Gain-to-pain: 0.22

Trades

Trades: 5,202
Win rate: 69%
Payoff ratio: 0.70
Profit factor: 1.56
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 0.6 h

Consistency

Profitable months: 64%
Equity curve R²: 0.94
Longest losing streak: 7 days
Skew / kurtosis: 0.11 / 5.7
Consistency score: 76/100

Benchmark (vs BTC)

Beta: 0.04
Alpha (ann.): +11.3%
Correlation / R²: 0.26 / 0.07
Up / down capture: 6% / 4%
Tracking error: 53.3%
Information ratio: -0.73

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, 2026Beta0.03Correlation0.19

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d-0.38Volatility 90d8.1%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−0.72%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−7.7%	Mar 4, 2025	Jul 13, 2025	Aug 25, 2025	131 d	43 d
2	−4.3%	Aug 27, 2025	Sep 27, 2025	Oct 23, 2025	31 d	26 d
3	−4.1%	Sep 26, 2024	Oct 10, 2024	Oct 30, 2024	14 d	20 d
4	−3.2%	Jul 13, 2026	Sep 11, 2026	Sep 28, 2026	60 d	17 d
5	−3.0%	Dec 28, 2024	Jan 9, 2025	Jan 19, 2025	12 d	10 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

55%

63%

51%

56%

62%

50%

Exposure

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

Gross exposure35% of equityPeak261%

Average share of exposure

ETH100% · 111.8%

Performance by instrument

Share of net PnL