You core problem is that you are trying to use a product that includes an entire audit trail BY DESIGN to try and stay under the radar.

The moment you exit via any interaction with fiat that isn't cash, or you purchase anything that comes with a trail (property, cars) etc even if you have secure to that point, you just blew yourself up. IF anyone is looking, and those, computers are looking.

On an exchange you are not hiding in the crowd any more than banking in a big bank hides you in the crowd of other customers. Their literal job is know whose money is whose and be able to prove it to auditors.

If you want to stay legal, find out your local rules, and use them. I can bury tens to hundreds of thousands in gains totally legally tax free. My payoff is unlikely to hit 7figs but if it did, i could spend time in warm places and cash out tax free.

Don't be a small time tax evader. They are the ones who get caught.