Understanding Trader Performance in BloFin Copy Trading – Help Center

Your profile page provides a clear overview of your portfolio’s performance.

Trader Tags

Tag Name	Definition
Top ROI	Top 15 Traders that have earned the highest ROI in the last 30 days.
Top Profit	Top 15 Traders that have made the highest return for Copiers.
Low Risk	Traders that have made the lowest Maximum Drawdown in the last 30 days.
Rising Star	New traders with high ROI in the last 7 days.
High Frequency	Traders who have traded more frequently than other Lead Traders in the last 30 days.
Low Frequency	Traders who have traded less frequently than other Lead Traders in the last 30 days.
High Leverage	Traders whose average leverage used in the last 30 days is above 20X.
Low Leverage	Traders whose average leverage used in the last 30 days is below 10X.

Indicator	Description
PnL	Realized + Unrealized Profit or Loss
Return on Investment (ROI)	A metric that measures the profitability or efficiency of the portfolio. Formula: ROI = [PnL / Maximum Account Base Balance] Definition: Account base balance = Initial deposit + net deposit The system updates the account base balance each time a deposit or withdrawal is completed. If the account base balance reaches a new maximum, the system recalculates ROI based on the updated value.
Sharpe Ratio	Measures a portfolio’s return relative to its risk. A higher Sharpe Ratio indicates a more attractive risk-adjusted return. Formulas: Sharpe Ratio = Annualized Return / Annualized Volatility Annualized volatility measures how much your returns fluctuate over a year. Higher values mean higher risk. Its formula is as follows:
Maximum Drawdown (MDD)	Maximum Drawdown (MDD) measures the largest decline in net asset value from a peak to the subsequent trough over a given period. A higher MDD indicates greater risk. Formula: MDD = (Current ROI - Highest Recorded ROI) / (1 + Highest Recorded ROI) Note: MDD reflects only the magnitude of the largest loss. It does not account for how often large losses occur, how long recovery takes, or whether the portfolio has recovered.
Win Rate	The ratio of the number of trades realizing profit to the total number of trades. Formula: Number of Profitable Closed Positions / Total Number of Positions * 100% Note: A position is counted as one closed position only when it is fully closed after order execution. Partially closed positions are not counted as closed positions.
Assets Under Management (AUM)	Lead Trader's Investment Amount + Total Copy Trading Investment Amount
Volatility	Measures how much a trader’s trading performance fluctuates over a period of time. Formula:
Low Volatility	Indicates that a trader’s performance experiences relatively small fluctuations, reflecting a more stable and conservative trading style.
Calmar Ratio	Measures a trader’s return relative to the maximum drawdown over the same period. A higher Calmar Ratio indicates better return performance with stronger drawdown control. Formula: Calmar Ratio = ROI / Maximum Drawdown
Sortino Ratio	Measures a trader’s return relative to the downside risk of their trading performance. A higher Sortino Ratio indicates better returns with lower downside risk. Formula: Sortino Ratio = (Average Daily Return × 365) / Downside Risk Note: Downside risk is calculated as follows: