Bybit copy traders: return minus drawdown
The same low-risk filter as above, ranked by return minus 1.5x drawdown: the same return with a 2% drawdown and with a 20% drawdown are not the same trade.
Experimental screen - the rating itself is unchanged. Same filter, ordered by ROI - 1.5 x drawdown, so the same return with a 2% drawdown and with a 20% drawdown become different.
Rating
Liquidation Days (180d)
Max Drawdown
%
Follower PnL
Win Rate
%
Followers
Avg Holding
h
AUM
Sharpe
Trading Days
| Trader | ROI (ours) | Max DD (ours) | Score▲ | Rating | ROI | Master's PnL | Followers' PnL | Win Rate | Max. Drawdown | Liquidation Days | Sharpe Ratio | Sortino Ratio | Trading Days | Avg. Holding Time | AUM | Followers | Stability Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| -22.29% | 23.85% | -58.06 | 71 | -6.34% | -123.43 | — | 25.32% | 24.61% | 0 | -1.39 | -1.76 | 92 | — | 116.17 | 1 | 0.0 | |
| -22.97% | 22.97% | -57.43 | 54 | -20.14% | -123.96 | — | 0.00% | 25.50% | 0 | -3.44 | -1.63 | 289 | — | 58,523.94 | 18 | 1.5 | |
| -21.11% | 23.76% | -56.75 | 69 | -8.62% | -81.67 | — | 51.99% | 26.01% | 0 | -1.73 | -1.36 | 73 | — | 0.00 | 0 | 0.0 | |
| -21.66% | 21.66% | -54.16 | 67 | -2.22% | -464.07 | — | 65.37% | 23.23% | 0 | -2.15 | -1.57 | 69 | — | 0.00 | 0 | 0.0 | |
| -16.42% | 24.86% | -53.72 | 62 | -16.35% | -350.71 | — | 97.97% | 26.56% | 0 | -0.80 | -0.77 | 731 | — | 0.00 | 0 | 3.0 | |
| -17.20% | 24.12% | -53.38 | 54 | -7.51% | -56.75 | — | 52.52% | 24.85% | 0 | -0.86 | -0.48 | 83 | — | 0.00 | 0 | 0.0 | |
| -19.21% | 22.76% | -53.34 | 57 | -19.26% | -44.73 | — | 33.33% | 22.74% | 0 | -1.04 | -0.77 | 354 | — | 0.00 | 0 | 0.0 | |
| -18.48% | 23.01% | -52.99 | 60 | -18.96% | -81.22 | — | 46.15% | 25.58% | 0 | -2.50 | -1.89 | 450 | — | 317.00 | 1 | 0.0 | |
| -16.61% | 24.18% | -52.87 | 61 | -16.10% | -48.74 | — | 40.26% | 26.56% | 0 | -1.54 | -0.82 | 46 | — | 0.00 | 0 | 1.5 | |
| -16.06% | 24.43% | -52.71 | 66 | -16.02% | -12.71 | — | 52.41% | 25.73% | 0 | -0.80 | -0.83 | 261 | — | 0.00 | 0 | 0.0 | |
| -17.24% | 23.10% | -51.89 | 61 | -18.39% | -30.28 | — | 30.21% | 25.89% | 0 | -2.53 | -2.77 | 194 | — | 0.00 | 0 | 0.0 | |
| -17.28% | 22.17% | -50.53 | 68 | -17.19% | -34.84 | — | 53.33% | 24.23% | 0 | -1.70 | -1.29 | 71 | — | 0.00 | 0 | 0.0 | |
| -19.12% | 20.82% | -50.35 | 63 | -19.19% | -47.83 | — | 92.31% | 21.91% | 0 | -1.68 | -1.45 | 653 | — | 0.00 | 0 | 1.5 | |
| -13.78% | 24.17% | -50.03 | 73 | -15.24% | -21.07 | — | 61.98% | 27.18% | 0 | -0.97 | -0.92 | 97 | — | 0.00 | 0 | 2.5 | |
| -17.60% | 21.00% | -49.09 | 73 | -11.28% | -11,856.88 | — | 34.64% | 21.69% | 0 | -1.18 | -1.83 | 213 | — | 1,000.00 | 1 | 3.0 | |
| -12.64% | 24.15% | -48.86 | 74 | -8.67% | -1,260.89 | — | 31.82% | 25.73% | 0 | -0.45 | -0.60 | 374 | — | 60,815.00 | 5 | 2.0 | |
| -11.53% | 24.78% | -48.70 | 63 | -11.13% | -115.04 | — | 86.36% | 27.13% | 0 | -0.74 | -0.71 | 387 | — | 200.00 | 1 | 0.0 | |
| -18.55% | 19.99% | -48.53 | 54 | -18.82% | -80.57 | — | 17.14% | 21.98% | 0 | -3.43 | -2.73 | 256 | — | 342,756.87 | 14 | 0.0 | |
| -16.54% | 21.31% | -48.50 | 70 | -6.58% | -196.74 | — | 48.11% | 22.90% | 0 | -1.22 | -0.98 | 121 | — | 0.00 | 0 | 2.5 | |
| -19.37% | 19.38% | -48.44 | 60 | -17.21% | -42.69 | — | 44.79% | 21.33% | 0 | -4.82 | -3.37 | 406 | — | 0.00 | 0 | 0.0 |
