Lab 1103 - BTCUSD DeltaExchange
A positional short-only strategy for BTCUSD on DeltaExchange using a 35-minute timeframe with 3-contract position sizing and intraday session entries.
2025-02-04 — 2026-08-07 · 82 trades over 1.5 years
Performance Overview
Total Trades
82
Over 1.5 years
Win Rate
48.78%
40W / 42L
Profit Factor
1.65
Gross Profit / Loss
Total P&L
₹31,200
Sharpe Ratio
1.15
Annualized
Sortino Ratio
1.95
Downside risk adjusted
Max Drawdown
₹7,921.5
Kelly Criterion
19.2%
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | — | +2117 | +1845 | +359 | — | +768 | -2802 | +959 | +3830 | +1698 | +11987 | -2371 | +18387 |
| 2026 | +2910 | +7721 | -1576 | -1278 | -145 | +8783 | -901 | -2698 | — | — | — | — | +12813 |
Key Performance Metrics
Performance
Total Trades
82
Win Rate
48.78%
Profit Factor
1.65
Payoff Ratio
1.71
Total P&L
₹31,200
Risk-Adjusted Returns
Sharpe Ratio
1.15
Sortino Ratio
1.95
Calmar Ratio
2.5
Omega Ratio
1.65
Kelly Criterion
19.2%
Risk
Max Drawdown
₹7,921.5
Longest DD (days)
232
Avg Drawdown
₹3,498.33
Avg DD Days
60
Recovery Factor
3.94
Volatility (ann.)
6.98%
Distribution
Skewness
2.18
Kurtosis
6.94
Avg Return/Trade
0.15%
Avg Win
0.78%
Avg Loss
-0.46%
Extremes
Largest Win
₹8,574 (4.67%)
Largest Loss
₹-4,087.5 (-1.72%)
Best Month
₹11,986.5
Worst Month
₹-2,802
Best Year
₹18,387
Worst Year
₹12,813
Streaks & Consistency
Max Consecutive Wins
4
Max Consecutive Losses
4
Gross Profit
₹79,273.5
Gross Loss
₹48,073.5
Avg Up Month
₹3,906.68
Avg Down Month
₹-1,681.93
Win Month %
61.11%
Win Year %
100%
Avg Duration
2.2 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2025-02-06 | 2025-09-25 | ₹7,921.5 | 232 |
| 2 | 2025-11-13 | 2026-02-03 | ₹5,596.5 | 82 |
| 3 | 2026-02-26 | 2026-06-25 | ₹4,521 | 120 |
| 4 | 2026-06-25 | — | ₹4,131 | 43 |
| 5 | 2026-02-03 | 2026-02-12 | ₹2,961 | 10 |
| 6 | 2025-11-06 | 2025-11-13 | ₹2,112 | 8 |
| 7 | 2025-09-30 | 2025-10-14 | ₹2,071.5 | 14 |
| 8 | 2025-10-16 | 2025-11-04 | ₹1,759.5 | 19 |
| 9 | 2026-02-12 | 2026-02-26 | ₹411 | 15 |
EOY Returns
| Year | P&L |
|---|---|
| 2025 | +₹18,387 |
| 2026 | +₹12,813 |