Lab 1106 - BTCUSD DeltaExchange(25min)
A positional short-only strategy for BTCUSD on DeltaExchange using a 25-minute timeframe with selective high-conviction entries.
2025-11-13 — 2026-08-06 · 13 trades over 0.7 years
Performance Overview
Total Trades
13
Over 0.7 years
Win Rate
46.15%
6W / 7L
Profit Factor
1.45
Gross Profit / Loss
Total P&L
₹5,097.58
Sharpe Ratio
0.48
Annualized
Sortino Ratio
0.52
Downside risk adjusted
Max Drawdown
₹4,532
Kelly Criterion
14.24%
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 | — | — | — | — | — | — | — | — | — | — | +5928 | -3168 | +2760 |
| 2026 | +2908 | +2382 | — | -1620 | -230 | — | — | -1102 | — | — | — | — | +2338 |
Key Performance Metrics
Performance
Total Trades
13
Win Rate
46.15%
Profit Factor
1.45
Payoff Ratio
1.51
Total P&L
₹5,097.58
Risk-Adjusted Returns
Sharpe Ratio
0.48
Sortino Ratio
0.52
Calmar Ratio
1.56
Omega Ratio
1.45
Kelly Criterion
14.24%
Risk
Max Drawdown
₹4,532
Longest DD (days)
169
Avg Drawdown
₹2,567.37
Avg DD Days
85
Recovery Factor
1.12
Volatility (ann.)
3.46%
Distribution
Skewness
-0.33
Kurtosis
-0.91
Avg Return/Trade
0.09%
Avg Win
0.87%
Avg Loss
-0.58%
Extremes
Largest Win
₹4,000 (1.22%)
Largest Loss
₹-4,116 (-1.56%)
Best Month
₹5,927.59
Worst Month
₹-3,168
Best Year
₹2,759.59
Worst Year
₹2,338
Streaks & Consistency
Max Consecutive Wins
2
Max Consecutive Losses
3
Gross Profit
₹16,527.71
Gross Loss
₹11,430.12
Avg Up Month
₹3,739.2
Avg Down Month
₹-1,530
Win Month %
42.86%
Win Year %
100%
Avg Duration
4.5 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-02-19 | — | ₹4,532 | 169 |
| 2 | 2025-11-20 | 2026-02-12 | ₹3,168 | 85 |
| 3 | 2025-11-13 | 2025-11-13 | ₹2.12 | 1 |
EOY Returns
| Year | P&L |
|---|---|
| 2025 | +₹2,759.59 |
| 2026 | +₹2,338 |