Lab 1001 - BTCUSD OANDA(125m-2H)
A positional trading strategy for BTCUSD on Coinbase using 125-minute and 2-hour timeframe.
2022-03-28 — 2026-08-09 · 436 trades over 4.4 years
Performance Overview
Total Trades
436
Over 4.4 years
Win Rate
50.69%
221W / 215L
Profit Factor
1.59
Gross Profit / Loss
Total P&L
₹654,465.94
Sharpe Ratio
1.17
Annualized
Sortino Ratio
1.75
Downside risk adjusted
Max Drawdown
₹78,949.35
Kelly Criterion
18.78%
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 | — | — | -11465 | -16439 | +58993 | +46632 | -14509 | +3613 | -1801 | +2370 | +19528 | +3906 | +90830 |
| 2023 | -3658 | -828 | +21076 | +15184 | -7148 | +2723 | -4409 | -16984 | -6780 | +6239 | +13963 | +28516 | +47893 |
| 2024 | -9600 | +47731 | +68093 | -8888 | +5201 | -8593 | +7627 | -24414 | +44724 | -55350 | +125825 | -36118 | +156237 |
| 2025 | +27960 | -28040 | +112176 | -9194 | +38735 | +8634 | +55534 | -32153 | -12013 | +46864 | +97875 | -3326 | +303052 |
| 2026 | -19507 | +66913 | +16149 | -30503 | +16572 | +37342 | -26357 | -4154 | — | — | — | — | +56454 |
Key Performance Metrics
Performance
Total Trades
436
Win Rate
50.69%
Profit Factor
1.59
Payoff Ratio
1.51
Total P&L
₹654,465.94
Risk-Adjusted Returns
Sharpe Ratio
1.17
Sortino Ratio
1.75
Calmar Ratio
0.75
Omega Ratio
1.59
Kelly Criterion
18.78%
Risk
Max Drawdown
₹78,949.35
Longest DD (days)
220
Avg Drawdown
₹20,451.77
Avg DD Days
43
Recovery Factor
8.29
Volatility (ann.)
42.84%
Distribution
Skewness
2.83
Kurtosis
15.74
Avg Return/Trade
0.5%
Avg Win
2.77%
Avg Loss
-1.83%
Extremes
Largest Win
₹97,063.95 (30.7%)
Largest Loss
₹-38,330.75 (-11.81%)
Best Month
₹125,825.45
Worst Month
₹-55,350
Best Year
₹303,052.45
Worst Year
₹47,893.05
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
8
Gross Profit
₹1,766,794.15
Gross Loss
₹1,112,328.2
Avg Up Month
₹36,093.03
Avg Down Month
₹-15,689.28
Win Month %
53.7%
Win Year %
100%
Avg Duration
26.5 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2024-11-28 | 2025-03-02 | ₹78,949.35 | 94 |
| 2 | 2024-03-13 | 2024-09-21 | ₹77,829.15 | 192 |
| 3 | 2024-09-29 | 2024-11-15 | ₹59,520.64 | 47 |
| 4 | 2025-07-31 | 2025-10-20 | ₹56,938.4 | 81 |
| 5 | 2023-05-03 | 2023-12-08 | ₹50,483.6 | 220 |
| 6 | 2025-04-16 | 2025-05-26 | ₹49,210.5 | 41 |
| 7 | 2026-03-29 | 2026-06-09 | ₹34,455.24 | 72 |
| 8 | 2022-03-28 | 2022-05-14 | ₹33,113.6 | 47 |
| 9 | 2025-11-29 | 2026-02-08 | ₹32,158.9 | 72 |
| 10 | 2026-06-30 | — | ₹31,175.85 | 40 |
EOY Returns
| Year | P&L |
|---|---|
| 2022 | +₹90,829.8 |
| 2023 | +₹47,893.05 |
| 2024 | +₹156,237.1 |
| 2025 | +₹303,052.45 |
| 2026 | +₹56,453.55 |