Crypto futures trading statistics

Most trading statistics online come from surveys, or from accounts that only show their winners. The figures below come from one systematic strategy's complete history: 33,251 closed trades on 134 crypto perpetual futures markets, from 2020 to October 2026. Losing trades are included. Each line stands on its own so it can be quoted, and the numbers update as new trades close.

Payoff and win rate

  • The average winning trade returned +19.2% and the average losing trade -3.0%, so winners were 6.3x the size of losers.
  • 30% of trades were winners. About 7 in 10 trades lost money.
  • At a 6.3x payoff ratio the break-even win rate is 13.7%. The actual win rate was 2.2 times that.
  • The average trade, losses included, returned +3.69%.

Losses

  • No single trade lost more than 4.1%.
  • The median losing trade lost 3.1%.
  • 52% of all trades ended at the stop loss. The rest closed when the signal reversed, and 63% of those were winners.

Where the profit came from

  • The best 1% of trades produced 40% of all gross profit.
  • The best 5% produced 66%. Without them, the full record would show a net loss.
  • With the 50 best trades removed, the payoff ratio is still 4.9x.
  • Winning trades stayed open for a median of 7.1 days, losing trades for 13 hours.
Share of gross profit by trade rankBest 1% of trades40%Next 4%26%Next 15%30%Other 80%3%

Losing streaks

  • 110 of 134 markets had at least one run of 10 or more losing trades in a row.
  • In a typical market the longest losing streak was 13 trades. The longest anywhere was 29, on 1INCH.
  • 24% of losing streaks lasted 5 trades or more. How many losing trades in a row is normal explains why.

Markets, sides and years

  • 134 of 134 markets finished with a positive total.
  • Win rates by market ranged from 18% to 43%.
  • Long trades won 28% of the time with a payoff ratio of 8.7x. Short trades won 32% with 4.2x.
  • 7 of 7 calendar years finished positive.

About the data

Every figure on this page is computed from AlphaFeed's closed trades: 33,251 trades across 134 crypto perpetual futures markets on 1-hour bars, from 2020 to October 2026. Returns are the percentage gained or lost on each trade, losing trades included. The numbers update as new trades close.

This is research on one systematic strategy and is not financial advice. Past results do not predict future ones, and leveraged futures can lose more than the money put in.

The full results are on the record, with each market on the markets page. New trades, winners and losers, are posted in the free AlphaFeed Telegram channel.