Lab 1112 - BTCUSD DeltaExchange (25min)
A positional short-only strategy for BTCUSD on DeltaExchange using a 25-minute timeframe with 4-contract sizing and long backtest history from Jul 2024.
2024-07-12 — 2026-07-17 · 30 trades over 2 years
Performance Overview
Total Trades
30
Over 2 years
Win Rate
73.33%
22W / 8L
Profit Factor
5.91
Gross Profit / Loss
Total P&L
₹43,200
Sharpe Ratio
2.35
Annualized
Sortino Ratio
4.57
Downside risk adjusted
Max Drawdown
₹2,800
Kelly Criterion
60.92%
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | — | — | — | — | — | — | +2000 | +3200 | -800 | — | — | — | +4400 |
| 2025 | +1200 | +6400 | +5600 | +2800 | — | -1200 | — | +2000 | +400 | +6400 | +5200 | +2400 | +31200 |
| 2026 | -2400 | +3200 | — | — | — | +6400 | +400 | — | — | — | — | — | +7600 |
Key Performance Metrics
Performance
Total Trades
30
Win Rate
73.33%
Profit Factor
5.91
Payoff Ratio
2.14
Total P&L
₹43,200
Risk-Adjusted Returns
Sharpe Ratio
2.35
Sortino Ratio
4.57
Calmar Ratio
6.98
Omega Ratio
5.91
Kelly Criterion
60.92%
Risk
Max Drawdown
₹2,800
Longest DD (days)
134
Avg Drawdown
₹1,760
Avg DD Days
80
Recovery Factor
15.43
Volatility (ann.)
2.83%
Distribution
Skewness
0.93
Kurtosis
0.46
Avg Return/Trade
0.45%
Avg Win
0.73%
Avg Loss
-0.34%
Extremes
Largest Win
₹7,600 (2.46%)
Largest Loss
₹-2,000 (-0.52%)
Best Month
₹6,400
Worst Month
₹-2,400
Best Year
₹31,200
Worst Year
₹4,400
Streaks & Consistency
Max Consecutive Wins
8
Max Consecutive Losses
3
Gross Profit
₹52,000
Gross Loss
₹8,800
Avg Up Month
₹3,400
Avg Down Month
₹-1,466.67
Win Month %
82.35%
Win Year %
100%
Avg Duration
3.6 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2025-12-18 | 2026-02-12 | ₹2,800 | 57 |
| 2 | 2025-02-07 | 2025-03-13 | ₹2,400 | 35 |
| 3 | 2024-07-12 | 2024-08-30 | ₹1,200 | 49 |
| 4 | 2024-09-06 | 2025-01-10 | ₹1,200 | 126 |
| 5 | 2025-04-10 | 2025-08-22 | ₹1,200 | 134 |
EOY Returns
| Year | P&L |
|---|---|
| 2024 | +₹4,400 |
| 2025 | +₹31,200 |
| 2026 | +₹7,600 |