Lab 1111 - BTCUSD DeltaExchange(25min)
A positional short-only strategy for BTCUSD on DeltaExchange using a 25-minute timeframe with 5-contract sizing, identical trade list to Lab 1110.
2026-02-05 — 2026-07-02 · 17 trades over 0.4 years
Performance Overview
Total Trades
17
Over 0.4 years
Win Rate
29.41%
5W / 12L
Profit Factor
1.44
Gross Profit / Loss
Total P&L
₹10,245
Sharpe Ratio
0.77
Annualized
Sortino Ratio
1.67
Downside risk adjusted
Max Drawdown
₹11,260
Kelly Criterion
8.92%
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 | — | +15568 | +2705 | -3012 | -2697 | -120 | -2197 | — | — | — | — | — | +10245 |
Key Performance Metrics
Performance
Total Trades
17
Win Rate
29.41%
Profit Factor
1.44
Payoff Ratio
3.45
Total P&L
₹10,245
Risk-Adjusted Returns
Sharpe Ratio
0.77
Sortino Ratio
1.67
Calmar Ratio
2.43
Omega Ratio
1.44
Kelly Criterion
8.92%
Risk
Max Drawdown
₹11,260
Longest DD (days)
134
Avg Drawdown
₹8,476.25
Avg DD Days
68
Recovery Factor
0.91
Volatility (ann.)
9.73%
Distribution
Skewness
1.74
Kurtosis
2.28
Avg Return/Trade
0.18%
Avg Win
1.99%
Avg Loss
-0.58%
Extremes
Largest Win
₹15,742.5 (4.54%)
Largest Loss
₹-5,692.5 (-1.64%)
Best Month
₹15,567.5
Worst Month
₹-3,012.5
Best Year
₹10,245
Worst Year
₹10,245
Streaks & Consistency
Max Consecutive Wins
3
Max Consecutive Losses
7
Gross Profit
₹33,782.5
Gross Loss
₹23,537.5
Avg Up Month
₹9,136.25
Avg Down Month
₹-2,006.87
Win Month %
33.33%
Win Year %
100%
Avg Duration
5.6 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-02-19 | — | ₹11,260 | 134 |
| 2 | 2026-02-05 | 2026-02-06 | ₹5,692.5 | 1 |
EOY Returns
| Year | P&L |
|---|---|
| 2026 | +₹10,245 |