Lab 1107 - BTCUSD DeltaExchange (35min)
A positional short-only strategy for BTCUSD on DeltaExchange using a 35-minute timeframe with concentrated high-return trades and low trade frequency.
2025-02-27 — 2026-08-07 · 23 trades over 1.4 years
Performance Overview
Total Trades
23
Over 1.4 years
Win Rate
73.91%
17W / 6L
Profit Factor
9.1
Gross Profit / Loss
Total P&L
₹91,416
Sharpe Ratio
2.77
Annualized
Sortino Ratio
6.81
Downside risk adjusted
Max Drawdown
₹3,940
Kelly Criterion
65.79%
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 | — | +2290 | +9066 | +8106 | — | +9924 | — | +3842 | — | — | +39028 | -3940 | +68316 |
| 2026 | +5032 | +7652 | — | — | +258 | +11432 | — | -1274 | — | — | — | — | +23100 |
Key Performance Metrics
Performance
Total Trades
23
Win Rate
73.91%
Profit Factor
9.1
Payoff Ratio
3.01
Total P&L
₹91,416
Risk-Adjusted Returns
Sharpe Ratio
2.77
Sortino Ratio
6.81
Calmar Ratio
14.49
Omega Ratio
9.1
Kelly Criterion
65.79%
Risk
Max Drawdown
₹3,940
Longest DD (days)
127
Avg Drawdown
₹2,256.8
Avg DD Days
61
Recovery Factor
23.2
Volatility (ann.)
6.64%
Distribution
Skewness
0.68
Kurtosis
-0.7
Avg Return/Trade
1.15%
Avg Win
1.76%
Avg Loss
-0.58%
Extremes
Largest Win
₹16,374 (4.67%)
Largest Loss
₹-3,940 (-1.13%)
Best Month
₹39,028
Worst Month
₹-3,940
Best Year
₹68,316
Worst Year
₹23,100
Streaks & Consistency
Max Consecutive Wins
5
Max Consecutive Losses
2
Gross Profit
₹102,700
Gross Loss
₹11,284
Avg Up Month
₹9,663
Avg Down Month
₹-2,607
Win Month %
83.33%
Win Year %
100%
Avg Duration
5.1 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2025-11-20 | 2026-01-22 | ₹3,940 | 64 |
| 2 | 2026-02-19 | 2026-06-25 | ₹2,522 | 127 |
| 3 | 2025-06-20 | 2025-08-22 | ₹2,330 | 63 |
| 4 | 2026-06-25 | — | ₹1,274 | 43 |
| 5 | 2025-04-03 | 2025-04-10 | ₹1,218 | 8 |
EOY Returns
| Year | P&L |
|---|---|
| 2025 | +₹68,316 |
| 2026 | +₹23,100 |