Lab 1109 - BTCUSD DeltaExchange (25min)
A positional short-only strategy for BTCUSD on DeltaExchange using a 25-minute timeframe with 5-contract sizing and variant entry logic.
2026-02-05 — 2026-07-31 · 13 trades over 0.5 years
Performance Overview
Total Trades
13
Over 0.5 years
Win Rate
30.77%
4W / 9L
Profit Factor
2.02
Gross Profit / Loss
Total P&L
₹14,877.5
Sharpe Ratio
1.12
Annualized
Sortino Ratio
2.78
Downside risk adjusted
Max Drawdown
₹7,207.5
Kelly Criterion
15.57%
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 | — | +20593 | — | -1280 | -2697 | -120 | -1617 | — | — | — | — | — | +14878 |
Key Performance Metrics
Performance
Total Trades
13
Win Rate
30.77%
Profit Factor
2.02
Payoff Ratio
4.65
Total P&L
₹14,877.5
Risk-Adjusted Returns
Sharpe Ratio
1.12
Sortino Ratio
2.78
Calmar Ratio
4.65
Omega Ratio
2.02
Kelly Criterion
15.57%
Risk
Max Drawdown
₹7,207.5
Longest DD (days)
162
Avg Drawdown
₹6,450
Avg DD Days
82
Recovery Factor
2.06
Volatility (ann.)
8.36%
Distribution
Skewness
1.56
Kurtosis
1.45
Avg Return/Trade
0.35%
Avg Win
2.18%
Avg Loss
-0.47%
Extremes
Largest Win
₹15,742.5 (4.54%)
Largest Loss
₹-5,692.5 (-1.64%)
Best Month
₹20,592.5
Worst Month
₹-2,697.5
Best Year
₹14,877.5
Worst Year
₹14,877.5
Streaks & Consistency
Max Consecutive Wins
3
Max Consecutive Losses
6
Gross Profit
₹29,395
Gross Loss
₹14,517.5
Avg Up Month
₹20,592.5
Avg Down Month
₹-1,428.75
Win Month %
20%
Win Year %
100%
Avg Duration
6.1 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-02-19 | — | ₹7,207.5 | 162 |
| 2 | 2026-02-05 | 2026-02-06 | ₹5,692.5 | 1 |
EOY Returns
| Year | P&L |
|---|---|
| 2026 | +₹14,877.5 |