Lab 1003 - BTCUSD OANDA
A positional trading strategy for BTCUSD on Coinbase using 125-minute and 2-hour timeframe.
2023-01-21 — 2025-10-31 · 248 trades over 2.8 years
Performance Overview
Total Trades
248
Over 2.8 years
Win Rate
52.02%
129W / 119L
Profit Factor
1.93
Gross Profit / Loss
Total P&L
₹345,742.1
Sharpe Ratio
1.77
Annualized
Sortino Ratio
3.41
Downside risk adjusted
Max Drawdown
₹58,903.1
Kelly Criterion
25.1%
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1356 | -5243 | +8525 | +7817 | +1958 | +12010 | -5349 | -2082 | — | +24954 | -3567 | +27268 | +64934 |
| 2024 | -2867 | +22019 | +45627 | -11820 | +2355 | -6745 | +18699 | — | +1647 | +21395 | +89515 | -21807 | +158017 |
| 2025 | +20747 | +2673 | -15120 | +11594 | +14026 | -6098 | +47439 | -8715 | +1231 | +55015 | — | — | +122791 |
Key Performance Metrics
Performance
Total Trades
248
Win Rate
52.02%
Profit Factor
1.93
Payoff Ratio
1.92
Total P&L
₹345,742.1
Risk-Adjusted Returns
Sharpe Ratio
1.77
Sortino Ratio
3.41
Calmar Ratio
1.21
Omega Ratio
1.93
Kelly Criterion
25.1%
Risk
Max Drawdown
₹58,903.1
Longest DD (days)
123
Avg Drawdown
₹10,857.3
Avg DD Days
35
Recovery Factor
5.87
Volatility (ann.)
23.69%
Distribution
Skewness
2.99
Kurtosis
12.56
Avg Return/Trade
0.47%
Avg Win
1.74%
Avg Loss
-0.91%
Extremes
Largest Win
₹50,894.3 (15.19%)
Largest Loss
₹-22,453.05 (-4.43%)
Best Month
₹89,515
Worst Month
₹-21,806.95
Best Year
₹158,016.8
Worst Year
₹64,934
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
6
Gross Profit
₹716,631.65
Gross Loss
₹370,889.55
Avg Up Month
₹21,825.63
Avg Down Month
₹-7,564.2
Win Month %
62.5%
Win Year %
100%
Avg Duration
8.1 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2024-12-18 | 2025-02-01 | ₹58,903.1 | 45 |
| 2 | 2024-03-17 | 2024-07-17 | ₹28,438.85 | 123 |
| 3 | 2025-02-01 | 2025-05-10 | ₹22,802.55 | 99 |
| 4 | 2025-05-23 | 2025-07-13 | ₹22,259.65 | 51 |
| 5 | 2024-07-25 | 2024-10-31 | ₹21,406.95 | 98 |
| 6 | 2025-07-26 | 2025-10-04 | ₹17,061.76 | 71 |
| 7 | 2025-10-30 | — | ₹13,628.24 | 1 |
| 8 | 2024-11-27 | 2024-12-18 | ₹12,885.09 | 21 |
| 9 | 2024-03-10 | 2024-03-17 | ₹10,487.2 | 8 |
| 10 | 2025-05-10 | 2025-05-15 | ₹10,097.05 | 6 |
EOY Returns
| Year | P&L |
|---|---|
| 2023 | +₹64,934 |
| 2024 | +₹158,016.8 |
| 2025 | +₹122,791.3 |