Lab 2000 - EURUSD OANDA
A positional trading strategy for EURUSD on OANDA using 125-minute timeframe.
2020-01-03 — 2026-08-07 · 2080 trades over 6.6 years
Performance Overview
Total Trades
2080
Over 6.6 years
Win Rate
50.43%
1049W / 1013L
Profit Factor
1.25
Gross Profit / Loss
Total P&L
₹9.44
Sharpe Ratio
1.26
Annualized
Sortino Ratio
1.39
Downside risk adjusted
Max Drawdown
₹1.15
Kelly Criterion
9.4%
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0 | 0 | +1 | 0 | +0 | 0 | 0 | +0 | 0 | 0 | 0 | +1 | +0 |
| 2021 | +0 | 0 | +0 | 0 | +0 | +0 | +0 | +0 | +0 | +0 | +0 | +0 | +1 |
| 2022 | 0 | 0 | +0 | +1 | 0 | 0 | 0 | 0 | +1 | +0 | +1 | 0 | +3 |
| 2023 | +0 | 0 | +0 | 0 | +0 | +1 | +1 | +0 | +0 | +0 | +0 | +0 | +2 |
| 2024 | -1 | +1 | 0 | +1 | +0 | 0 | +0 | +0 | 0 | 0 | +0 | 0 | +0 |
| 2025 | +0 | 0 | +1 | +1 | +1 | 0 | +0 | +0 | 0 | 0 | 0 | +0 | +2 |
| 2026 | 0 | +0 | +1 | 0 | 0 | +0 | +0 | +0 | — | — | — | — | +1 |
Key Performance Metrics
Performance
Total Trades
2080
Win Rate
50.43%
Profit Factor
1.25
Payoff Ratio
1.21
Total P&L
₹9.44
Risk-Adjusted Returns
Sharpe Ratio
1.26
Sortino Ratio
1.39
Calmar Ratio
1.24
Omega Ratio
1.25
Kelly Criterion
9.4%
Risk
Max Drawdown
₹1.15
Longest DD (days)
483
Avg Drawdown
₹0.15
Avg DD Days
22
Recovery Factor
8.21
Volatility (ann.)
3.18%
Distribution
Skewness
0.83
Kurtosis
9.57
Avg Return/Trade
0.01%
Avg Win
0.12%
Avg Loss
-0.1%
Extremes
Largest Win
₹0.52 (1.54%)
Largest Loss
₹-0.46 (-1.39%)
Best Month
₹1.39
Worst Month
₹-0.71
Best Year
₹2.68
Worst Year
₹0.04
Streaks & Consistency
Max Consecutive Wins
11
Max Consecutive Losses
11
Gross Profit
₹47.57
Gross Loss
₹38.02
Avg Up Month
₹0.32
Avg Down Month
₹-0.17
Win Month %
58.75%
Win Year %
100%
Avg Duration
1.8 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2020-03-20 | 2021-07-15 | ₹1.15 | 483 |
| 2 | 2022-05-12 | 2022-10-05 | ₹1.04 | 147 |
| 3 | 2023-12-28 | 2024-04-12 | ₹0.8 | 107 |
| 4 | 2025-09-16 | 2026-03-23 | ₹0.74 | 189 |
| 5 | 2022-12-02 | 2023-03-23 | ₹0.72 | 111 |
| 6 | 2024-09-10 | 2025-03-05 | ₹0.69 | 177 |
| 7 | 2022-01-25 | 2022-03-10 | ₹0.68 | 44 |
| 8 | 2023-03-23 | 2023-06-26 | ₹0.66 | 96 |
| 9 | 2025-05-27 | 2025-07-16 | ₹0.63 | 51 |
| 10 | 2022-10-26 | 2022-11-08 | ₹0.58 | 13 |
EOY Returns
| Year | P&L |
|---|---|
| 2020 | +₹0.037 |
| 2021 | +₹1.075 |
| 2022 | +₹2.685 |
| 2023 | +₹2.412 |
| 2024 | +₹0.412 |
| 2025 | +₹2.399 |
| 2026 | +₹0.524 |