Lab 1108 - BTCUSD DeltaExchange
A positional short-only strategy for BTCUSD on DeltaExchange using a 25-minute timeframe with 5-contract sizing and focused entries from Feb 2026.
2026-02-05 — 2026-06-26 · 12 trades over 0.4 years
Performance Overview
Total Trades
12
Over 0.4 years
Win Rate
41.67%
5W / 7L
Profit Factor
2
Gross Profit / Loss
Total P&L
₹16,595
Sharpe Ratio
1.38
Annualized
Sortino Ratio
2.89
Downside risk adjusted
Max Drawdown
₹9,290
Kelly Criterion
20.79%
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | — | +20070 | +2705 | -3560 | -3392 | +773 | — | — | — | — | — | — | +16595 |
Key Performance Metrics
Performance
Total Trades
12
Win Rate
41.67%
Profit Factor
2
Payoff Ratio
2.87
Total P&L
₹16,595
Risk-Adjusted Returns
Sharpe Ratio
1.38
Sortino Ratio
2.89
Calmar Ratio
5.29
Omega Ratio
2
Kelly Criterion
20.79%
Risk
Max Drawdown
₹9,290
Longest DD (days)
91
Avg Drawdown
₹5,555
Avg DD Days
43
Recovery Factor
1.79
Volatility (ann.)
9.48%
Distribution
Skewness
1.24
Kurtosis
0.57
Avg Return/Trade
0.42%
Avg Win
1.96%
Avg Loss
-0.68%
Extremes
Largest Win
₹15,742.5 (4.54%)
Largest Loss
₹-5,692.5 (-1.64%)
Best Month
₹20,070
Worst Month
₹-3,560
Best Year
₹16,595
Worst Year
₹16,595
Streaks & Consistency
Max Consecutive Wins
3
Max Consecutive Losses
5
Gross Profit
₹33,260
Gross Loss
₹16,665
Avg Up Month
₹7,849.17
Avg Down Month
₹-3,476.25
Win Month %
60%
Win Year %
100%
Avg Duration
6.1 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-03-27 | — | ₹9,290 | 91 |
| 2 | 2026-02-05 | 2026-02-06 | ₹5,692.5 | 1 |
| 3 | 2026-02-19 | 2026-03-27 | ₹1,682.5 | 36 |
EOY Returns
| Year | P&L |
|---|---|
| 2026 | +₹16,595 |