Lab 1100 - BTCUSD DeltaExchange (55min)
A positional trading strategy for BTCUSD on DeltaExchange using a 55-minute timeframe. Alternates between long and short positions with weekly bar-based entries and exits.
2024-01-29 — 2026-08-11 · 264 trades over 2.5 years
Performance Overview
Total Trades
264
Over 2.5 years
Win Rate
53.79%
142W / 122L
Profit Factor
1.43
Gross Profit / Loss
Total P&L
₹186,690
Sharpe Ratio
1.2
Annualized
Sortino Ratio
1.39
Downside risk adjusted
Max Drawdown
₹41,605
Kelly Criterion
16.29%
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 | -1192 | -7192 | +42670 | +35935 | +13448 | -3062 | +18820 | -11902 | -14515 | +820 | +4230 | -15112 | +62945 |
| 2025 | +11470 | +45888 | -4887 | -12915 | -9442 | +17163 | +29948 | -340 | -19487 | +39020 | +21545 | -1120 | +116840 |
| 2026 | +6620 | +17840 | +14160 | -13287 | -5352 | +4693 | -13495 | -4272 | — | — | — | — | +6905 |
Key Performance Metrics
Performance
Total Trades
264
Win Rate
53.79%
Profit Factor
1.43
Payoff Ratio
1.19
Total P&L
₹186,690
Risk-Adjusted Returns
Sharpe Ratio
1.2
Sortino Ratio
1.39
Calmar Ratio
1.24
Omega Ratio
1.43
Kelly Criterion
16.29%
Risk
Max Drawdown
₹41,605
Longest DD (days)
197
Avg Drawdown
₹10,022.1
Avg DD Days
33
Recovery Factor
4.49
Volatility (ann.)
13.57%
Distribution
Skewness
0.73
Kurtosis
3.68
Avg Return/Trade
0.16%
Avg Win
1.05%
Avg Loss
-0.88%
Extremes
Largest Win
₹37,225 (7.42%)
Largest Loss
₹-17,510 (-4.44%)
Best Month
₹45,887.5
Worst Month
₹-19,487.5
Best Year
₹116,840
Worst Year
₹6,905
Streaks & Consistency
Max Consecutive Wins
7
Max Consecutive Losses
7
Gross Profit
₹616,452.5
Gross Loss
₹429,762.5
Avg Up Month
₹20,266.72
Avg Down Month
₹-8,598.59
Win Month %
50%
Win Year %
100%
Avg Duration
7 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2024-07-29 | 2025-02-10 | ₹41,605 | 197 |
| 2 | 2025-08-12 | 2025-10-21 | ₹35,797.5 | 71 |
| 3 | 2026-04-06 | — | ₹33,097.5 | 128 |
| 4 | 2025-02-25 | 2025-07-14 | ₹27,960 | 140 |
| 5 | 2024-06-11 | 2024-07-16 | ₹16,070 | 36 |
| 6 | 2025-10-28 | 2025-11-04 | ₹11,275 | 8 |
| 7 | 2024-03-25 | 2024-04-02 | ₹10,460 | 9 |
| 8 | 2024-02-05 | 2024-03-05 | ₹9,907.5 | 30 |
| 9 | 2026-03-09 | 2026-03-17 | ₹9,865 | 9 |
| 10 | 2025-12-29 | 2026-01-20 | ₹9,267.5 | 23 |
EOY Returns
| Year | P&L |
|---|---|
| 2024 | +₹62,945 |
| 2025 | +₹116,840 |
| 2026 | +₹6,905 |