📢 The "Top Traders Monthly Report - September '25'' is out now! 🚀

Featuring curated, consistently profitable traders from the Binance and Hyperliquid Leaderboards.

We'll reveal key stats and insights that distinguish top traders in this competitive arena.

Let's explore the trading elites! 💪

Top 3 Traders of the Month - Overview#

September 2025 highlights its top three traders of the month as follows:

🏆0xtyle (Hyperliquid)

🥉chrollo (Hyperliquid)

September was marked by sharp reversals and uneven performance across majors. The first ten days saw muted activity, with most large-caps trading sideways before $SOL began to outperform both $BTC and $ETH, reaching a peak gain of +24%, compared to +8% and +5% respectively. However, a wave of liquidations in the final third of the month erased much of these advances. By month-end, $SOL held only a modest +4.8%, $BTC closed at +5.8%, while $ETH ended -5.3%, reflecting a broad correction across the market.

Despite the challenging market conditions, the top three traders of September delivered exceptional results, each posting multi-million-dollar gains. 0xtyle led with nearly $20 million in realized profits from closed positions, followed by andre_is_back with $4.2 million, and chrollo with $2.6 million.

Key performance metrics reveal distinct trading styles among the top three performers:

0xtyle was the most active, closing 29 positions with a 72% win rate and the highest profit factor (11.5). His average win-to-loss ratio of 4.4 indicates that profitable trades were, on average, more than four times larger than losing ones. With an average profit-to-drawdown ratio of 2.63, his gains typically exceeded the largest drawdowns by a wide margin. His average holding period was just over two weeks. Notably, 0xtyle has been featured in Mirrorly’s June and July reports for his consistent outperformance.
andre_is_back executed a more selective strategy, closing 10 positions with a 90% win rate and a profit factor of 4. However, his average win/loss ratio of 0.45 suggests that a single large loss outweighed several smaller wins, an important consideration in evaluating his risk exposure and volatility.
chrollo traded less frequently, closing 7 positions with the lowest win rate (28.6%), yet achieved a strong profit factor of 10.4 and an exceptional win/loss ratio of 25.9. This combination highlights disciplined risk management, as his occasional wins were large enough to more than offset frequent small losses.

Trader Spotlight: 0xtyle#

0xtyle maintained an entirely long-biased strategy throughout September, building on positions initially opened in August. Despite being down nearly $5 million at the peak of his drawdown in late August, he continued to scale into his longs, expanding his total exposure to roughly $80 million by September 7. From that point, he gradually reduced exposure, realizing most of his gains during the second week of September and finalizing the remainder before September 20, closing the month with $20 million in realized profits.

He traded a broad mix of assets, ranging from large-cap tokens to smaller names tied to emerging narratives, particularly the DEX sector, including $ASTER and $XPL. His largest gain came from a $PUMP position opened in mid-July and closed in late September, netting over $10 million in profit. Conversely, his biggest loss came from $LAUNCHCOIN, Pump.fun’s main competitor, where he lost roughly $1.1 million, about one-tenth of his gains on $PUMP.

As expected, $PUMP accounted for the majority of 0xtyle’s profits in September, followed by $SOL (+$4.3M) and $DOGE (+$1.5M). Losses were limited to just three symbols ($LAUNCHCOIN, $HYPE, and $XPL) with the latter two being negligible in impact.

In terms of PnL distribution, 0xtyle’s results display a clear positive skew, with gains consistently outweighing losses across all percentiles. At the 75th percentile, his profit reached +$350K compared to just –$1 at the 25th percentile, and at the 95th percentile, he posted +$3.2M versus –$300K at the 5th percentile.

Roughly half of his total profits (~$10M) came from trades within the P1–P99 range, while the remaining ~$9.6M originated from extreme outliers, highlighting how a few large winners drove about half of his performance.

Trader Spotlight: andre_is_back#

In contrast to 0xtyle, andre_is_back adopted a balanced long-short approach between August and September, though his overall positioning was heavily tilted to the short side. By late August, his net short exposure peaked at around –$30 million. From there, he systematically reduced his short positions, locking in profits throughout September and ultimately closing the month with over $4 million in realized gains.

During this period, he traded seven different symbols, maintaining a long position in $MKR that he had held for several months, while most other trades were short positions with shorter holding periods. The only additional long exposure was a position in $HYPE.

His largest gains came from $ETH, $HYPE, and $WLFI, which together contributed roughly $5 million in profits. The only losing trade of the period was a short position on $XPL, resulting in a $1.3 million loss.

Roughly 81% of his total profits ($3.4M) were generated by the majority of his positions (98%), while the remaining 19% (~$820K) came from just two trades. Aside from the notable $1.3M loss on $XPL, every other position closed in profit.

Trader Spotlight: chrollo#

Like 0xtyle, chrollo maintained a long bias from August through late September, with a notional exposure fluctuating between $1M and just over $3M. In the final days of the month, he briefly shifted net short by around –$2M.

Most of his profits were realized between September 10 and 15, when his gains exceeded $3.5M, before giving back roughly $1M and closing the month with about $2.5M in net realized profit.

Compared to the other two traders, chrollo traded fewer symbols and maintained a much shorter average holding period, with one key exception: his $PUMP position, which he held for nearly two months and which accounted for nearly all of his realized profits in September.

As anticipated, $PUMP was the sole major contributor to chrollo’s profits, earning him $2.8 million. The remaining trades ($HYPE, $MOODENG, $ETH, and $DOGE) were either nearly flat or slightly negative, with the largest loss being about $200K on $DOGE. These small losses were negligible compared to the significantly larger gain from his $PUMP long.

As expected, chrollo’s PnL distribution was dominated by numerous small gains and losses, collectively amounting to about $57K in net profit. His overall performance, however, was defined by two outlier trades, a $2.7M gain on $PUMP and a $200K loss on $DOGE, which together accounted for nearly all of his September results.

Case Study - Conviction in the Right Narrative#

Identifying the right narrative and holding it with conviction and size is one of the defining traits of exceptional traders and investors. These are the trades that offer asymmetric returns and often account for the majority of a portfolio’s long-term gains.

With his $PUMP position, 0xtyle demonstrated precisely this discipline, enduring weeks of drawdown before the narrative unfolded in his favor. The trade ultimately yielded $12 million in profit, representing 45.7% of his total realized gains in September.

The $PUMP narrative revolved around its TGE and the subsequent buyback program funded by Pump.fun’s revenues. As of October 1, Pump.fun had executed $125 million in cumulative $PUMP buybacks since July. An average of $1.4 million per day, equivalent to nearly 8% of the circulating supply repurchased in under three months.

Although the $PUMP narrative was compelling, the price action didn’t reflect it immediately. From its TGE and 0xtyle’s initial entries, $PUMP fell over 60%, dropping from $0.006 to a low of $0.0022. Despite the strong decline, he held the position for 67 days, maintaining conviction in the trade.

After entering around $0.006 on July 13, the token’s decline prompted him to average down to an adjusted entry of roughly $0.004, expanding his exposure to about $12 million in notional value. As the price continued to drop, he realized around $1.5 million in partial losses and sat on a drawdown of about $5 million between late July and August.

In the final week of August, as the market began to show signs of recovery, 0xtyle rebuilt his position to its full size, further lowering his average entry to $0.003738. When $PUMP eventually rallied nearly 300% off the lows, he took profits progressively, turning a –$5M drawdown into +$10.7M in realized gains, equivalent to an 88.8% ROI.

As noted in the June report, 0xtyle’s trading style is highly aggressive, often characterized by averaging down into positions over several days and tolerating significant drawdowns. This approach allows him to build large exposures when conviction is high but also subjects him to substantial interim losses.

At present, he holds 15 open positions totaling over $140 million in market value, representing a 4.4x portfolio exposure and approximately –$4.5 million in unrealized losses, a reflection of his willingness to endure short-term pain in pursuit of high-conviction setups.

Source: Mirrorly.xyz. As of September 7, 2025.

This is a key consideration for anyone looking to copytrade 0xtyle. His strategy often involves enduring deep drawdowns for days or even weeks before a position recovers and the trade thesis plays out. As 0xtyle notes in his X profile bio, “please don’t copytrade me, I can hold dogshit longer than people can stay sane.” Hence, copying him successfully requires patience and risk tolerance. Withdrawing during a drawdown is likely to lock in losses at the worst possible moment.

Given the uncertainty of sustaining such performance over time, especially if market conditions shift, the prudent approach is to allocate only the capital you’re comfortable risking, and then allow him the freedom to execute his strategy without interference.

Conclusion#

September’s volatility tested every trading style, yet the top performers proved that conviction and risk management still define success. Each (0xtyle, andre_is_back, and chrollo) executed distinct approaches but shared the same outcome: profitability in unstable markets.

The $PUMP case showed how 0xtyle’s conviction in the narrative, despite poor initial timing, led him to hold, manage, and scale a position while being underwater for weeks. In the end, his size, patience, and discipline turned the trade into one of the most profitable of the month.

Knowledge Base

Top Trader Report - September '25