August at a glance
The trading month began on 2 August and covered four perpetual-futures markets. Aggressive opened long positions, took relatively short moves and added size at a lower price when a cycle needed a better average entry.
The strategy had 350 USDT assigned to it and completed 47 trades during the month. Every closed cycle finished positive after trading fees and funding, producing 32.79 USDT in realized profit — 9.37% of the starting balance.
That result required no manual chart watching, entries, position adjustments or exits from us. The strategy did the trading and earned the money automatically, without our direct participation in each trade.
One BNB position remained open at the end of August. It rolled into the next reporting period and is not included in the realized monthly result.
Where the month’s profit came from
SOLUSDT made the largest contribution: 15 closed trades generated 11.67 USDT. BNBUSDT followed with 9.15 USDT, while ETHUSDT added 7.27 USDT and HYPEUSDT contributed 4.70 USDT.
The result was spread across all four markets rather than resting on a single trade. SOL and BNB together accounted for almost two thirds of the realized profit.
| Market | Trades closed | Monthly result |
|---|---|---|
| SOLUSDT | 15 | +11.67 USDT |
| BNBUSDT | 13 | +9.15 USDT |
| ETHUSDT | 9 | +7.27 USDT |
| HYPEUSDT | 10 | +4.70 USDT |
Most activity arrived in the second half of August
Trading was quieter through the middle of the month, with smaller positions appearing more often. Activity accelerated after 19 August: 32 of the month’s 47 trades closed during the remaining days.
The median holding time was 4 hours 9 minutes. Seventeen positions closed in under an hour, and 40 of 47 finished within one day. Seven cycles needed longer, allowing the strategy to wait for an exit around the improved average price.
This mix gave Aggressive room to collect quick moves while still carrying the positions that needed more time to complete their cycle.
How the Aggressive strategy traded
Aggressive used cross margin with x6 leverage. Its recurring pattern was to enter long, capture a modest upward move and increase the position when a lower price offered a more favourable place to add.
Six closed trades contained more than one entry. Adding lower changed the average price of the full position, so the market did not always need to return to the original purchase price for the cycle to close in profit.
Leverage allowed the strategy to control a larger notional position with less initial margin. Cross margin supported open positions with the account’s available balance, giving the algorithm more room to manage a cycle automatically.
Trade of the month: three SOL entries
The strongest individual trade began on 25 August with 1.1 SOL at 101.45 USDT. As the market moved lower, the strategy added 1.4 SOL at 98.58 and another 1.9 SOL at 95.05.
Total size reached 4.4 SOL and the average entry fell to 97.77 USDT. The bot closed the full position the next day at 98.51 USDT. Price never returned to the first entry, yet the lower average allowed the cycle to finish with 2.64 USDT after costs.
The maximum position notional was 430.20 USDT. At x6 leverage, its estimated initial margin before fees was approximately 71.70 USDT.
Three more trades that shaped the month
BNB, ETH and HYPE produced similar averaging cycles. In each case, the strategy added below its first purchase and closed the combined position after the market recovered.
| Trade | Entries and exit | Result |
|---|---|---|
| BNB, 22–23 August | 0.15 at 722.3; 0.20 at 704; 0.26 at 678.8; exit near 703.08 | +2.43 USDT |
| ETH, 12–17 August | 0.05 at 1,913.56; 0.07 at 1,867.35; exit at 1,901.39 | +1.29 USDT |
| HYPE, 28 August | 1.37 at 84.74; 1.77 at 82.35; exit at 84 | +1.54 USDT |
The result after every trading cost
Closed trades produced 41.82 USDT before costs. Trading fees totalled 8.50 USDT, while net funding cost 0.53 USDT. After both, realized profit for August was 32.79 USDT.
Measured against the 350 USDT starting balance, that equals 9.37%. Excluding any mark-to-market value from the position still open at month-end, the calculated balance after closed trades reached 382.79 USDT.
The average closed-trade result was roughly 0.70 USDT and the median was 0.64 USDT. With a strategy designed to collect many relatively small moves, execution costs and entry price have a direct effect on the monthly total.
What carried into September
At the reporting boundary, a 0.37 BNB long remained open at an average price of roughly 691.07 USDT. Its entry notional was 255.70 USDT. Because that cycle continued into September, it is excluded from both the 32.79 USDT profit and the 9.37% calculation.
The August takeaway is straightforward: Aggressive maintained its pace across four markets, used additional entries in its longer cycles and handled the month’s execution without manual trading from us. The next monthly report will show how the carried position closed and whether the same rhythm continued.