Lab 1000 - BTCUSD OANDA (125m-2H)
A positional trading strategy for BTCUSD on Coinbase using 125-minute and 2-hour timeframe.
2022-01-20 — 2026-08-09 · 865 trades over 4.5 years
Performance Overview
Total Trades
865
Over 4.5 years
Win Rate
51.45%
445W / 420L
Profit Factor
1.39
Gross Profit / Loss
Total P&L
₹601,648.6
Sharpe Ratio
1.12
Annualized
Sortino Ratio
1.65
Downside risk adjusted
Max Drawdown
₹79,115.14
Kelly Criterion
14.33%
Optimal bet size
Cumulative Returns (Equity Curve)
Underwater Plot (Drawdowns)
Individual Trade Returns
Return Distribution
Monthly P&L
End of Year Returns
Rolling Sharpe Ratio (20-trade window)
Rolling Sortino Ratio (20-trade window)
Rolling Volatility (20-trade window)
Rolling Win Rate (20-trade window)
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +33642 | -25864 | -20610 | +6567 | +57444 | +35609 | +15489 | +2030 | +1058 | +4384 | -2860 | -2044 | +104844 |
| 2023 | -6043 | -11282 | +18363 | +2746 | +2046 | +11771 | -8902 | -2898 | -1979 | +17964 | +13748 | +13681 | +49213 |
| 2024 | -21502 | +50138 | +85867 | -27627 | +17908 | +15391 | +38315 | -45124 | +16260 | -14620 | +93318 | -41590 | +166733 |
| 2025 | +21539 | -6095 | +26188 | +9393 | +26011 | -32964 | +14010 | +5613 | +10635 | -1200 | +74689 | -8891 | +138927 |
| 2026 | +23325 | +56271 | -13156 | +63624 | +11201 | +32214 | -27274 | -4274 | — | — | — | — | +141931 |
Key Performance Metrics
Performance
Total Trades
865
Win Rate
51.45%
Profit Factor
1.39
Payoff Ratio
1.32
Total P&L
₹601,648.6
Risk-Adjusted Returns
Sharpe Ratio
1.12
Sortino Ratio
1.65
Calmar Ratio
0.68
Omega Ratio
1.39
Kelly Criterion
14.33%
Risk
Max Drawdown
₹79,115.14
Longest DD (days)
168
Avg Drawdown
₹22,106.61
Avg DD Days
41
Recovery Factor
7.6
Volatility (ann.)
42.08%
Distribution
Skewness
3.91
Kurtosis
30.37
Avg Return/Trade
0.25%
Avg Win
1.69%
Avg Loss
-1.29%
Extremes
Largest Win
₹83,551.25 (30.7%)
Largest Loss
₹-40,766.85 (-12.12%)
Best Month
₹93,318.4
Worst Month
₹-45,124.25
Best Year
₹166,733.4
Worst Year
₹49,213.15
Streaks & Consistency
Max Consecutive Wins
8
Max Consecutive Losses
11
Gross Profit
₹2,159,812.05
Gross Loss
₹1,558,163.4
Avg Up Month
₹26,527.17
Avg Down Month
₹-15,562.02
Win Month %
62.5%
Win Year %
100%
Avg Duration
11.6 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2024-11-28 | 2025-03-04 | ₹79,115.14 | 97 |
| 2 | 2022-02-03 | 2022-05-14 | ₹72,427.9 | 100 |
| 3 | 2025-07-16 | 2025-10-09 | ₹61,190.31 | 86 |
| 4 | 2024-03-20 | 2024-06-14 | ₹58,493.89 | 87 |
| 5 | 2024-07-29 | 2024-11-15 | ₹56,751.2 | 109 |
| 6 | 2025-03-09 | 2025-05-14 | ₹53,880.28 | 66 |
| 7 | 2025-12-01 | 2026-01-04 | ₹50,867.9 | 34 |
| 8 | 2025-05-26 | 2025-07-16 | ₹47,238.16 | 51 |
| 9 | 2026-06-09 | — | ₹45,575.65 | 61 |
| 10 | 2026-02-08 | 2026-04-14 | ₹39,587.9 | 65 |
EOY Returns
| Year | P&L |
|---|---|
| 2022 | +₹104,844.1 |
| 2023 | +₹49,213.15 |
| 2024 | +₹166,733.4 |
| 2025 | +₹138,926.85 |
| 2026 | +₹141,931.15 |