Lab 1102 - BTCUSD DeltaExchange
A positional short-only strategy for BTCUSD on DeltaExchange using a 35-minute timeframe with 4-contract position sizing.
2025-02-07 — 2026-08-06 · 50 trades over 1.5 years
Performance Overview
Total Trades
50
Over 1.5 years
Win Rate
54%
27W / 23L
Profit Factor
4.02
Gross Profit / Loss
Total P&L
₹119,314
Sharpe Ratio
2.37
Annualized
Sortino Ratio
5.3
Downside risk adjusted
Max Drawdown
₹17,412
Kelly Criterion
40.56%
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | — | +7042 | +18516 | +6620 | — | +5446 | — | +5164 | +6262 | +1008 | +39450 | +1996 | +91504 |
| 2026 | +17804 | +18548 | +3524 | -4020 | -5746 | -42 | — | -2258 | — | — | — | — | +27810 |
Key Performance Metrics
Performance
Total Trades
50
Win Rate
54%
Profit Factor
4.02
Payoff Ratio
3.06
Total P&L
₹119,314
Risk-Adjusted Returns
Sharpe Ratio
2.37
Sortino Ratio
5.3
Calmar Ratio
3.97
Omega Ratio
4.02
Kelly Criterion
40.56%
Risk
Max Drawdown
₹17,412
Longest DD (days)
133
Avg Drawdown
₹3,408.4
Avg DD Days
44
Recovery Factor
6.85
Volatility (ann.)
9.28%
Distribution
Skewness
1.35
Kurtosis
1.66
Avg Return/Trade
0.66%
Avg Win
1.69%
Avg Loss
-0.55%
Extremes
Largest Win
₹21,436 (5.84%)
Largest Loss
₹-4,132 (-1.64%)
Best Month
₹39,450
Worst Month
₹-5,746
Best Year
₹91,504
Worst Year
₹27,810
Streaks & Consistency
Max Consecutive Wins
5
Max Consecutive Losses
6
Gross Profit
₹158,844
Gross Loss
₹39,530
Avg Up Month
₹10,948.33
Avg Down Month
₹-3,016.5
Win Month %
75%
Win Year %
100%
Avg Duration
6.1 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-03-27 | — | ₹17,412 | 133 |
| 2 | 2025-11-21 | 2026-01-30 | ₹4,892 | 70 |
| 3 | 2025-10-17 | 2025-11-07 | ₹3,140 | 21 |
| 4 | 2025-06-20 | 2025-08-22 | ₹2,074 | 63 |
| 5 | 2025-03-21 | 2025-04-11 | ₹2,030 | 21 |
| 6 | 2025-02-07 | 2025-02-28 | ₹1,568 | 21 |
| 7 | 2026-02-13 | 2026-02-27 | ₹1,264 | 14 |
| 8 | 2025-08-29 | 2025-09-26 | ₹846 | 28 |
| 9 | 2025-06-06 | 2025-06-20 | ₹712 | 14 |
| 10 | 2025-04-11 | 2025-06-06 | ₹146 | 56 |
EOY Returns
| Year | P&L |
|---|---|
| 2025 | +₹91,504 |
| 2026 | +₹27,810 |