Lab 1002 - 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 · 885 trades over 4.5 years
Performance Overview
Total Trades
885
Over 4.5 years
Win Rate
47.91%
424W / 461L
Profit Factor
1.35
Gross Profit / Loss
Total P&L
₹589,547.44
Sharpe Ratio
1.18
Annualized
Sortino Ratio
1.83
Downside risk adjusted
Max Drawdown
₹107,901.36
Kelly Criterion
12.44%
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 | -13608 | -16637 | +18664 | +54151 | +35096 | +17393 | -8873 | +4053 | +6040 | -4094 | -4702 | +121122 |
| 2023 | +28688 | -6049 | +15306 | -4531 | -7781 | -1110 | -10589 | +13645 | -3635 | +26804 | +17343 | +12478 | +80569 |
| 2024 | -12157 | +48241 | +77057 | -34062 | +4202 | +264 | +42297 | +3382 | +8274 | -13348 | +101803 | -40990 | +184963 |
| 2025 | +32281 | -49844 | +80192 | +33055 | +40530 | -59303 | +7676 | +1759 | -13701 | -16509 | +71787 | -18941 | +108983 |
| 2026 | +4584 | +67635 | -13489 | +9379 | +12353 | +30390 | -11687 | -5254 | — | — | — | — | +93910 |
Key Performance Metrics
Performance
Total Trades
885
Win Rate
47.91%
Profit Factor
1.35
Payoff Ratio
1.54
Total P&L
₹589,547.44
Risk-Adjusted Returns
Sharpe Ratio
1.18
Sortino Ratio
1.83
Calmar Ratio
0.49
Omega Ratio
1.35
Kelly Criterion
12.44%
Risk
Max Drawdown
₹107,901.36
Longest DD (days)
269
Avg Drawdown
₹17,282.18
Avg DD Days
39
Recovery Factor
5.46
Volatility (ann.)
45.38%
Distribution
Skewness
3.67
Kurtosis
26.12
Avg Return/Trade
0.28%
Avg Win
1.94%
Avg Loss
-1.26%
Extremes
Largest Win
₹83,551.25 (30.94%)
Largest Loss
₹-33,659.95 (-12.12%)
Best Month
₹101,803.35
Worst Month
₹-59,303
Best Year
₹184,963.2
Worst Year
₹80,568.55
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
11
Gross Profit
₹2,271,332.65
Gross Loss
₹1,681,785.2
Avg Up Month
₹29,104.4
Avg Down Month
₹-16,125.98
Win Month %
58.93%
Win Year %
100%
Avg Duration
13.4 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2025-05-16 | 2026-02-08 | ₹107,901.36 | 269 |
| 2 | 2024-12-03 | 2025-03-05 | ₹76,527.3 | 93 |
| 3 | 2022-02-24 | 2022-05-14 | ₹68,162.35 | 79 |
| 4 | 2024-03-20 | 2024-08-07 | ₹62,506.41 | 141 |
| 5 | 2024-08-16 | 2024-11-15 | ₹43,946.4 | 91 |
| 6 | 2023-04-17 | 2023-11-12 | ₹41,450.95 | 209 |
| 7 | 2026-06-09 | — | ₹37,059 | 61 |
| 8 | 2026-02-20 | 2026-04-17 | ₹35,566.56 | 57 |
| 9 | 2023-12-18 | 2024-02-17 | ₹23,227.05 | 61 |
| 10 | 2024-03-13 | 2024-03-19 | ₹18,649.16 | 7 |
EOY Returns
| Year | P&L |
|---|---|
| 2022 | +₹121,122.45 |
| 2023 | +₹80,568.55 |
| 2024 | +₹184,963.2 |
| 2025 | +₹108,983.2 |
| 2026 | +₹93,910.05 |