Lab 1115 - BTCUSD DeltaExchange (15min)
A positional short-only strategy for BTCUSD on DeltaExchange using a 15-minute timeframe with 4-contract sizing and weekly session-based entries.
2024-02-02 — 2026-08-07 · 132 trades over 2.5 years
Performance Overview
Total Trades
132
Over 2.5 years
Win Rate
46.97%
62W / 70L
Profit Factor
1.69
Gross Profit / Loss
Total P&L
₹144,840
Sharpe Ratio
1.32
Annualized
Sortino Ratio
1.85
Downside risk adjusted
Max Drawdown
₹25,706
Kelly Criterion
19.17%
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 | — | -5608 | +19128 | -14674 | +4286 | +4098 | +2624 | +10654 | -8982 | +3710 | +6632 | +19468 | +41336 |
| 2025 | -18736 | +12750 | +19114 | +2344 | -6066 | +8714 | -22810 | +12266 | +4404 | +18682 | +36886 | -256 | +67292 |
| 2026 | +13340 | +24120 | +12184 | -7116 | -8684 | +8142 | -5828 | +54 | — | — | — | — | +36212 |
Key Performance Metrics
Performance
Total Trades
132
Win Rate
46.97%
Profit Factor
1.69
Payoff Ratio
1.82
Total P&L
₹144,840
Risk-Adjusted Returns
Sharpe Ratio
1.32
Sortino Ratio
1.85
Calmar Ratio
1.67
Omega Ratio
1.69
Kelly Criterion
19.17%
Risk
Max Drawdown
₹25,706
Longest DD (days)
189
Avg Drawdown
₹8,560.59
Avg DD Days
50
Recovery Factor
5.63
Volatility (ann.)
12.27%
Distribution
Skewness
0.59
Kurtosis
0.17
Avg Return/Trade
0.31%
Avg Win
1.74%
Avg Loss
-0.96%
Extremes
Largest Win
₹19,622 (5.35%)
Largest Loss
₹-14,694 (-3.62%)
Best Month
₹36,886
Worst Month
₹-22,810
Best Year
₹67,292
Worst Year
₹36,212
Streaks & Consistency
Max Consecutive Wins
5
Max Consecutive Losses
6
Gross Profit
₹354,818
Gross Loss
₹209,978
Avg Up Month
₹11,600
Avg Down Month
₹-9,876
Win Month %
67.74%
Win Year %
100%
Avg Duration
23.9 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2025-04-11 | 2025-10-17 | ₹25,706 | 189 |
| 2 | 2024-03-22 | 2024-08-02 | ₹20,668 | 133 |
| 3 | 2026-03-27 | — | ₹20,564 | 133 |
| 4 | 2024-12-20 | 2025-03-07 | ₹18,980 | 77 |
| 5 | 2024-08-30 | 2024-11-01 | ₹10,026 | 63 |
| 6 | 2025-12-05 | 2026-01-30 | ₹9,694 | 56 |
| 7 | 2024-08-02 | 2024-08-30 | ₹6,214 | 28 |
| 8 | 2025-10-17 | 2025-11-07 | ₹6,150 | 21 |
| 9 | 2024-11-01 | 2024-11-15 | ₹6,080 | 14 |
| 10 | 2024-02-02 | 2024-03-01 | ₹5,966 | 28 |
EOY Returns
| Year | P&L |
|---|---|
| 2024 | +₹41,336 |
| 2025 | +₹67,292 |
| 2026 | +₹36,212 |