Lab 1101 - BTCUSD DeltaExchange (55min)
A positional short-biased strategy for BTCUSD on DeltaExchange using a 55-minute timeframe with weekly rotation cycles.
2024-02-02 — 2026-08-11 · 263 trades over 2.5 years
Performance Overview
Total Trades
263
Over 2.5 years
Win Rate
51.33%
135W / 128L
Profit Factor
1.57
Gross Profit / Loss
Total P&L
₹218,128
Sharpe Ratio
1.45
Annualized
Sortino Ratio
1.86
Downside risk adjusted
Max Drawdown
₹38,236
Kelly Criterion
18.59%
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 | — | -13122 | +32136 | +9840 | +5636 | +12082 | +3066 | +8006 | -12998 | -6040 | +2866 | +35154 | +76626 |
| 2025 | -31268 | +39528 | +4102 | -4556 | -12374 | +22060 | -11870 | +16928 | -11534 | +34838 | +61480 | +5046 | +112380 |
| 2026 | +19874 | +32324 | +4272 | -16804 | -16326 | +10102 | -3254 | -1066 | — | — | — | — | +29122 |
Key Performance Metrics
Performance
Total Trades
263
Win Rate
51.33%
Profit Factor
1.57
Payoff Ratio
1.38
Total P&L
₹218,128
Risk-Adjusted Returns
Sharpe Ratio
1.45
Sortino Ratio
1.86
Calmar Ratio
1.52
Omega Ratio
1.57
Kelly Criterion
18.59%
Risk
Max Drawdown
₹38,236
Longest DD (days)
159
Avg Drawdown
₹12,569.91
Avg DD Days
38
Recovery Factor
5.7
Volatility (ann.)
15.4%
Distribution
Skewness
0.77
Kurtosis
1.01
Avg Return/Trade
0.21%
Avg Win
1.33%
Avg Loss
-0.96%
Extremes
Largest Win
₹21,904 (5.38%)
Largest Loss
₹-10,474 (-3.74%)
Best Month
₹61,480
Worst Month
₹-31,268
Best Year
₹112,380
Worst Year
₹29,122
Streaks & Consistency
Max Consecutive Wins
9
Max Consecutive Losses
8
Gross Profit
₹602,386
Gross Loss
₹384,258
Avg Up Month
₹18,912.63
Avg Down Month
₹-11,767.67
Win Month %
61.29%
Win Year %
100%
Avg Duration
7 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-03-06 | — | ₹38,236 | 159 |
| 2 | 2024-12-20 | 2025-02-28 | ₹36,440 | 70 |
| 3 | 2024-09-06 | 2024-12-13 | ₹28,558 | 98 |
| 4 | 2025-04-11 | 2025-06-17 | ₹28,136 | 68 |
| 5 | 2025-08-29 | 2025-10-14 | ₹19,400 | 47 |
| 6 | 2024-04-09 | 2024-05-28 | ₹14,770 | 50 |
| 7 | 2025-06-24 | 2025-08-22 | ₹13,854 | 59 |
| 8 | 2024-06-14 | 2024-07-19 | ₹13,236 | 35 |
| 9 | 2024-02-02 | 2024-03-15 | ₹13,122 | 42 |
| 10 | 2025-12-23 | 2026-01-30 | ₹11,646 | 38 |
EOY Returns
| Year | P&L |
|---|---|
| 2024 | +₹76,626 |
| 2025 | +₹112,380 |
| 2026 | +₹29,122 |