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ETH Scalper

ActiveCryptoBybit

ethan.bqVerified+·Scalping · minutesView trader

Return 12m

+35.9%

462 days of history

Max drawdown

14.2%

Current 5.8%

Sortino

2.22

Sharpe 1.40 · PSR 0.94

Compliance

13/15

87% of Epochs kept

Risk score

32 · Low

Capacity used

95%

384/403 seats · $1.2M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.65%

median 0.64% · 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

+0.26R

per trade

SQN

3.43

Excellent

Kelly fraction

34.6%

optimal f · use ¼–½ in practice

Win rate

69.3%

profit factor 2.00

Consecutive W / L

14 / 4

longest streaks

Largest win / loss

+1.2R / −1.5R

Avg hold

0.3h / 0.3h

winners / losers

Avg MAE / MFE

0.52R / 0.74R

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 +105.3R

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	233	167
Win rate	68%	71%
Expectancy	+0.25R	+0.28R
Total R	+58.7R	+46.6R
Equity PnL	+39.2%	+28.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 04:06	ETH long	0.52%	1:0.8	+0.74R	1.1h
Oct 6, 23:37	ETH short	0.77%	1:0.8	+0.65R	0.2h
Oct 6, 17:14	ETH short	0.66%	1:1.0	−0.80R	0.3h
Oct 6, 05:02	ETH short	0.60%	1:0.9	+0.72R	0.7h
Oct 6, 06:49	ETH long	0.67%	1:0.7	−1.04R	0.9h
Oct 6, 06:38	ETH long	0.81%	1:1.0	−0.62R	0.1h
Oct 6, 12:01	ETH long	0.73%	1:1.0	−0.90R	0.2h
Oct 6, 04:06	ETH long	0.61%	1:0.8	−0.78R	0.1h
Oct 6, 02:05	ETH short	0.68%	1:0.8	+0.76R	0.1h
Oct 6, 12:23	ETH short	0.72%	1:0.7	+0.61R	0.1h
Oct 5, 00:52	ETH long	0.56%	1:1.0	+0.93R	0.3h
Oct 5, 09:53	ETH long	0.61%	1:0.9	+0.81R	0.1h

Performance statistics

Based on 6,734 trades over 462 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	+3.1%	+3.3%	+2.2%	+4.5%	+26.9%	+35.9%	+57.8%
Followers	+2.9%	+2.5%	−0.3%	−0.6%	+17.5%	+22.8%	+38.8%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+141.7%
Excess vs BTC	+2.7%	+2.3%	−9.1%	−66.7%	−28.8%	−33.6%	−84.0%

Returns

Return 1m: +3.3%
Return 3m: +2.2%
Return 12m: +35.9%
Return since start: +57.8%
CAGR: +43.4%

Risk

Max drawdown: 14.2%
Volatility (ann.): 28.6%
Downside deviation: 18.1%
Ulcer index: 5.86%
VaR / CVaR 95% (daily): 2.07% / 2.75%
VaR / CVaR 99% (daily): 3.34% / 3.94%
Longest time under water: 108 days
Max / avg leverage: 3.4x / 1.5x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.40
Sortino: 2.22
Calmar: 3.05
Recovery factor: 4.07
Probabilistic Sharpe (PSR): 0.94
Omega ratio: 1.21
Gain-to-pain: 0.21

Trades

Trades: 6,734
Win rate: 67%
Payoff ratio: 0.83
Profit factor: 1.69
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 0.3 h

Consistency

Profitable months: 75%
Equity curve R²: 0.85
Longest losing streak: 7 days
Skew / kurtosis: 0.38 / 3.7
Consistency score: 72/100

Benchmark (vs BTC)

Beta: 0.12
Alpha (ann.): +30.1%
Correlation / R²: 0.23 / 0.05
Up / down capture: 17% / 10%
Tracking error: 56.9%
Information ratio: -0.80

Strategy vs BTC

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

Daily return pair365 daysFit · β0.12

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.13Correlation0.25

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d0.46Volatility 90d26.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.07%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−14.2%	Jul 15, 2026	Aug 15, 2026	Ongoing	31 d	—
2	−13.2%	Mar 27, 2026	May 12, 2026	Jul 14, 2026	46 d	63 d
3	−10.8%	Dec 22, 2025	Jan 13, 2026	Jan 28, 2026	22 d	15 d
4	−9.7%	Nov 3, 2025	Nov 20, 2025	Nov 27, 2025	17 d	7 d
5	−9.6%	Sep 29, 2025	Oct 22, 2025	Nov 3, 2025	23 d	12 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

50%

55%

56%

61%

36%

59%

Exposure

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

Gross exposure197% of equityPeak336%

Average share of exposure

ETH100% · 224.3%

Performance by instrument

Share of net PnL

ETH Scalper

ActiveCryptoBybit

ethan.bqVerified+·Scalping · minutesView trader

Return 12m

+35.9%

462 days of history

Max drawdown

14.2%

Current 5.8%

Sortino

2.22

Sharpe 1.40 · PSR 0.94

Compliance

13/15

87% of Epochs kept

Risk score

32 · Low

Capacity used

95%

384/403 seats · $1.2M

Trade analytics

Last 400 closed trades · risk measured at the initial stop

Avg risk / trade

0.65%

median 0.64% · 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

+0.26R

per trade

SQN

3.43

Excellent

Kelly fraction

34.6%

optimal f · use ¼–½ in practice

Win rate

69.3%

profit factor 2.00

Consecutive W / L

14 / 4

longest streaks

Largest win / loss

+1.2R / −1.5R

Avg hold

0.3h / 0.3h

winners / losers

Avg MAE / MFE

0.52R / 0.74R

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 +105.3R

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	233	167
Win rate	68%	71%
Expectancy	+0.25R	+0.28R
Total R	+58.7R	+46.6R
Equity PnL	+39.2%	+28.6%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 6, 04:06	ETH long	0.52%	1:0.8	+0.74R	1.1h
Oct 6, 23:37	ETH short	0.77%	1:0.8	+0.65R	0.2h
Oct 6, 17:14	ETH short	0.66%	1:1.0	−0.80R	0.3h
Oct 6, 05:02	ETH short	0.60%	1:0.9	+0.72R	0.7h
Oct 6, 06:49	ETH long	0.67%	1:0.7	−1.04R	0.9h
Oct 6, 06:38	ETH long	0.81%	1:1.0	−0.62R	0.1h
Oct 6, 12:01	ETH long	0.73%	1:1.0	−0.90R	0.2h
Oct 6, 04:06	ETH long	0.61%	1:0.8	−0.78R	0.1h
Oct 6, 02:05	ETH short	0.68%	1:0.8	+0.76R	0.1h
Oct 6, 12:23	ETH short	0.72%	1:0.7	+0.61R	0.1h
Oct 5, 00:52	ETH long	0.56%	1:1.0	+0.93R	0.3h
Oct 5, 09:53	ETH long	0.61%	1:0.9	+0.81R	0.1h

Performance statistics

Based on 6,734 trades over 462 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	+3.1%	+3.3%	+2.2%	+4.5%	+26.9%	+35.9%	+57.8%
Followers	+2.9%	+2.5%	−0.3%	−0.6%	+17.5%	+22.8%	+38.8%
BTC	+0.4%	+1.0%	+11.3%	+71.2%	+55.7%	+69.5%	+141.7%
Excess vs BTC	+2.7%	+2.3%	−9.1%	−66.7%	−28.8%	−33.6%	−84.0%

Returns

Return 1m: +3.3%
Return 3m: +2.2%
Return 12m: +35.9%
Return since start: +57.8%
CAGR: +43.4%

Risk

Max drawdown: 14.2%
Volatility (ann.): 28.6%
Downside deviation: 18.1%
Ulcer index: 5.86%
VaR / CVaR 95% (daily): 2.07% / 2.75%
VaR / CVaR 99% (daily): 3.34% / 3.94%
Longest time under water: 108 days
Max / avg leverage: 3.4x / 1.5x
Top-3 trades share of PnL: 14%

Risk-adjusted

Sharpe: 1.40
Sortino: 2.22
Calmar: 3.05
Recovery factor: 4.07
Probabilistic Sharpe (PSR): 0.94
Omega ratio: 1.21
Gain-to-pain: 0.21

Trades

Trades: 6,734
Win rate: 67%
Payoff ratio: 0.83
Profit factor: 1.69
Expectancy: 2 bps
Tail ratio: 2.3
Avg holding time: 0.3 h

Consistency

Profitable months: 75%
Equity curve R²: 0.85
Longest losing streak: 7 days
Skew / kurtosis: 0.38 / 3.7
Consistency score: 72/100

Benchmark (vs BTC)

Beta: 0.12
Alpha (ann.): +30.1%
Correlation / R²: 0.23 / 0.05
Up / down capture: 17% / 10%
Tracking error: 56.9%
Information ratio: -0.80

Strategy vs BTC

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

Daily return pair365 daysFit · β0.12

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.13Correlation0.25

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d0.46Volatility 90d26.6%

Volatility (ann.)

Return distribution

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

Up daysDown daysNormal fitVaR 95%−2.07%

Worst drawdowns

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

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−14.2%	Jul 15, 2026	Aug 15, 2026	Ongoing	31 d	—
2	−13.2%	Mar 27, 2026	May 12, 2026	Jul 14, 2026	46 d	63 d
3	−10.8%	Dec 22, 2025	Jan 13, 2026	Jan 28, 2026	22 d	15 d
4	−9.7%	Nov 3, 2025	Nov 20, 2025	Nov 27, 2025	17 d	7 d
5	−9.6%	Sep 29, 2025	Oct 22, 2025	Nov 3, 2025	23 d	12 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

53%

50%

55%

56%

61%

36%

59%

Exposure

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

Gross exposure197% of equityPeak336%

Average share of exposure

ETH100% · 224.3%

Performance by instrument

Share of net PnL