Lab 1105 - BTCUSD DeltaExchange
A positional long-short strategy for BTCUSD on DeltaExchange using a 35-minute timeframe with diverse entry signals and multi-month backtest coverage.
2025-01-12 — 2026-06-26 · 75 trades over 1.5 years
Performance Overview
Total Trades
75
Over 1.5 years
Win Rate
37.33%
28W / 47L
Profit Factor
2.45
Gross Profit / Loss
Total P&L
₹57,908.66
Sharpe Ratio
1.62
Annualized
Sortino Ratio
4.51
Downside risk adjusted
Max Drawdown
₹8,364
Kelly Criterion
22.11%
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 | -2140 | +2369 | +6666 | +2794 | — | +12082 | -366 | +3696 | +282 | -2634 | +23954 | -4892 | +41811 |
| 2026 | -2152 | +8378 | -264 | -1308 | -2288 | +13732 | — | — | — | — | — | — | +16098 |
Key Performance Metrics
Performance
Total Trades
75
Win Rate
37.33%
Profit Factor
2.45
Payoff Ratio
4.17
Total P&L
₹57,908.66
Risk-Adjusted Returns
Sharpe Ratio
1.62
Sortino Ratio
4.51
Calmar Ratio
4.42
Omega Ratio
2.45
Kelly Criterion
22.11%
Risk
Max Drawdown
₹8,364
Longest DD (days)
127
Avg Drawdown
₹2,553.33
Avg DD Days
39
Recovery Factor
6.92
Volatility (ann.)
7.38%
Distribution
Skewness
2.52
Kurtosis
6.65
Avg Return/Trade
0.23%
Avg Win
1.04%
Avg Loss
-0.25%
Extremes
Largest Win
₹15,234 (4.67%)
Largest Loss
₹-3,940 (-1.13%)
Best Month
₹23,954
Worst Month
₹-4,892
Best Year
₹41,810.66
Worst Year
₹16,098
Streaks & Consistency
Max Consecutive Wins
3
Max Consecutive Losses
9
Gross Profit
₹97,766
Gross Loss
₹39,857.34
Avg Up Month
₹8,216.96
Avg Down Month
₹-2,005.5
Win Month %
52.94%
Win Year %
100%
Avg Duration
2.4 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2025-11-20 | 2026-02-12 | ₹8,364 | 85 |
| 2 | 2026-02-19 | 2026-06-25 | ₹5,684 | 127 |
| 3 | 2025-03-16 | 2025-04-10 | ₹5,074 | 26 |
| 4 | 2025-09-02 | 2025-11-06 | ₹4,912 | 66 |
| 5 | 2025-02-27 | 2025-03-13 | ₹2,514 | 15 |
| 6 | 2025-01-12 | 2025-02-27 | ₹2,495.34 | 47 |
| 7 | 2025-08-03 | 2025-08-22 | ₹1,414 | 19 |
| 8 | 2025-11-06 | 2025-11-14 | ₹776 | 8 |
| 9 | 2025-06-16 | 2025-06-19 | ₹712 | 4 |
| 10 | 2025-08-29 | 2025-09-02 | ₹516 | 4 |
EOY Returns
| Year | P&L |
|---|---|
| 2025 | +₹41,810.66 |
| 2026 | +₹16,098 |