Lab 1104 - BTCUSD DeltaExchange (35min)
A positional long-short strategy for BTCUSD on DeltaExchange using a 35-minute timeframe with 4-contract sizing and bidirectional entries.
2025-02-07 — 2026-07-02 · 78 trades over 1.4 years
Performance Overview
Total Trades
78
Over 1.4 years
Win Rate
47.44%
37W / 41L
Profit Factor
2.48
Gross Profit / Loss
Total P&L
₹86,109.08
Sharpe Ratio
1.56
Annualized
Sortino Ratio
3.04
Downside risk adjusted
Max Drawdown
₹24,484
Kelly Criterion
28.32%
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 | — | +1542 | +8082 | +2782 | — | +3780 | -12 | +3081 | +11184 | +1818 | +35244 | +9942 | +77443 |
| 2026 | +14692 | +12636 | +3524 | -4912 | -5588 | -13274 | +1588 | — | — | — | — | — | +8666 |
Key Performance Metrics
Performance
Total Trades
78
Win Rate
47.44%
Profit Factor
2.48
Payoff Ratio
2.29
Total P&L
₹86,109.08
Risk-Adjusted Returns
Sharpe Ratio
1.56
Sortino Ratio
3.04
Calmar Ratio
2.29
Omega Ratio
2.48
Kelly Criterion
28.32%
Risk
Max Drawdown
₹24,484
Longest DD (days)
139
Avg Drawdown
₹4,143.69
Avg DD Days
32
Recovery Factor
3.52
Volatility (ann.)
9.66%
Distribution
Skewness
2.16
Kurtosis
6
Avg Return/Trade
0.27%
Avg Win
1.1%
Avg Loss
-0.48%
Extremes
Largest Win
₹21,436 (5.84%)
Largest Loss
₹-4,790 (-1.9%)
Best Month
₹35,244
Worst Month
₹-13,274
Best Year
₹77,443.08
Worst Year
₹8,666
Streaks & Consistency
Max Consecutive Wins
4
Max Consecutive Losses
7
Gross Profit
₹144,219.35
Gross Loss
₹58,110.27
Avg Up Month
₹8,453.49
Avg Down Month
₹-5,946.57
Win Month %
76.47%
Win Year %
100%
Avg Duration
3.4 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-02-13 | — | ₹24,484 | 139 |
| 2 | 2025-11-07 | 2025-11-14 | ₹4,686 | 7 |
| 3 | 2025-02-07 | 2025-03-14 | ₹3,810 | 35 |
| 4 | 2025-08-23 | 2025-09-02 | ₹3,714 | 10 |
| 5 | 2026-01-30 | 2026-02-06 | ₹3,112 | 7 |
| 6 | 2025-09-26 | 2025-10-17 | ₹2,432 | 21 |
| 7 | 2025-03-14 | 2025-04-11 | ₹2,056 | 28 |
| 8 | 2025-12-19 | 2025-12-26 | ₹1,964 | 7 |
| 9 | 2025-11-21 | 2025-12-19 | ₹1,748 | 28 |
| 10 | 2025-12-26 | 2026-01-30 | ₹892 | 35 |
EOY Returns
| Year | P&L |
|---|---|
| 2025 | +₹77,443.08 |
| 2026 | +₹8,666 |