Performance Verification Document
Autonomous Intraday Trading Engine
Generated: September 2025
Document Version: 1.0
Strategy Overview
Autonomous Intraday Trading Engine
Verified Trade Ledger: 4,035 Closed Trades
This page presents the full performance record of an automated intraday trading engine operating across multiple crypto perpetual markets.
All statistics shown below are derived directly from the recorded trade ledger.
Track Record
- May 2025 – September 2025
- 116 calendar days
- 4,035 closed trades
The system executes high turnover intraday positions and compounds capital through repeated small statistical edges rather than directional macro bets.
All results shown are realized trade outcomes.
No mark-to-market assumptions are used.
Executive Performance Snapshot
Total Trades
4,035
Net Trading Profit
10,962.73 USDT
Win Rate
69.19%
Profit Factor
4.35
Expectancy
2.72 USDT per trade
Largest Loss
26.63 USDT
Average Win
5.10 USDT
Average Loss
2.63 USDT
Equity Curve Reconstruction
Performance Reconstruction From Trade Ledger
The chart below reconstructs strategy equity using only realized trade outcomes.
Equity is calculated by cumulatively summing net_pnl_usdt from each closed trade.
Deposits, withdrawals, and account adjustments are excluded from this reconstruction so that the curve reflects pure trading behavior.
Start Capital
150 USDT
Final Account Balance
3,541.87 USDT
Net Trading Profit
10,962.73 USDT
Drawdown Analysis
Risk and Drawdown Characteristics
Drawdown is calculated as the percentage decline from the prior equity peak using reconstructed trading equity.
Maximum Drawdown
28.88%
Largest Single Trade Loss
26.63 USDT
Longest Recovery Period
13 calendar days
Trade Outcome Statistics
| Metric | Value |
|---|---|
| Total Trades | 4,035 |
| Winning Trades | 2,792 |
| Losing Trades | 1,243 |
| Win Rate | 69.19% |
| Average Win | 5.10 USDT |
| Average Loss | 2.63 USDT |
| Profit Factor | 4.35 |
| Expectancy | 2.72 USDT per trade |
| Median Trade Outcome | 1.98 USDT |
| Largest Win | 81.77 USDT |
| Largest Loss | 26.63 USDT |
The strategy relies on frequent small gains with controlled losses rather than a high win rate or large directional bets.
Execution Characteristics
Execution and Holding Time
Average Trade Duration
2.49 hours
Median Trade Duration
2.0 hours
90th Percentile Duration
4.0 hours
Trades Per Day
34.78
All positions are intraday and closed within the same trading session.
This indicates rapid capital recycling and high trade frequency.
Position Sizing
Position Sizing Behavior
Average Position Size
78.66 USDT
Median Position Size
76.02 USDT
90th Percentile Size
126.97 USDT
Small position sizing relative to account equity is used to maintain loss containment while enabling high turnover.
Trade Distribution and Tail Risk
Trade Outcome Distribution
Median Win
3.71 USDT
Median Loss
1.96 USDT
95th Percentile Win
14.07 USDT
95th Percentile Loss
7.11 USDT
Largest Win
81.77 USDT
Largest Loss
26.63 USDT
Most trades cluster near small positive outcomes with occasional larger gains and infrequent larger losses.
Capital Efficiency
Capital Turnover
Expectancy per trade
2.72 USDT
Average deployed capital
78.66 USDT
Average return per deployed position
3.46%
Trades per day
34.78
Estimated daily capital turnover
2,736 USDT recycled notional
The system compounds through repeated small edges rather than single large directional trades.
Market Diversification
Asset Coverage
Unique assets traded
56
Top contributing markets:
| FUNUSDT | 1,448.08 |
| RLCUSDT | 606.79 |
| RVNUSDT | 481.16 |
Top three symbols contribution
23.13% of total profit
Returns are distributed across multiple markets rather than dependent on a single instrument.
Trading Costs
Execution Costs
Total Fees Paid
1,041.90 USDT
Average Fee Per Trade
0.26 USDT
All performance statistics use net PnL values which already include trading fees.
Cash Flow Adjustments
Account Cash Flow Events
The account history includes deposits, withdrawals, and adjustments which affect the final account balance but are excluded from trading performance statistics.
Start Balance
150 USDT
Final Balance
3,541.87 USDT
Data Verification Methodology
Dataset and Verification
All statistics shown on this page are derived from the trade ledger using the following rules.
- — Performance calculations include only rows where trade type equals LONG or SHORT.
- — Deposits, withdrawals, and adjustments are excluded from performance metrics.
- — Net profit and loss values are calculated using the net_pnl_usdt field which already incorporates trading fees.
- — Drawdowns are computed from reconstructed equity based on realized trades.
- — No estimates, projections, or smoothing are applied.