CATALOGUE / apollo · dataset 2026-06-25T05:33:09Z
BTC-PERPETUAL
Apollo
An exceptional profit factor — high-quality, efficient returns.
CAGR
13.1%
Profit factor
5.48
Max drawdown
-20.3%
Net return
163%
Win rate
23.1%
Sharpe
0.92
daily, annualized
Sortino
0.79
daily, annualized
Trades
13
Time underwater
696d
longest
Denomination
BTC
inverse
Equity curve · growth of 1.0 · full backtest · base risk
CAGR
13.1%
MAX DD
-20.3%
NET
163%
Hover the curve for date & cumulative value
per-trade risk 2.5% · base 2.5%
Drag 0.5%–3.0%. The full-history curve, CAGR & drawdown recompute live; the axes rescale with it. Profit factor, Sharpe & Sortino are scale-invariant (unchanged). Documented transform, identical to the API.
Profitable risk range · CAGR > 10%amber ≥ 10% · standout ≥ 15%
| Risk | CAGR | max-DD | PF | Sharpe |
|---|---|---|---|---|
| 2.0% | 10.5% | -16.4% | 5.48 | 0.92 |
| 2.5%base | 13.1% | -20.3% | 5.48 | 0.92 |
| 3.0% | 15.7% | -24.0% | 5.48 | 0.92 |
CAGR & drawdown scale with sizing; profit factor & Sharpe are scale-invariant (unchanged). Rows shown only where CAGR > 10%, up to a 3.0% cap. Drawdown shown beside every CAGR.
Pick your sizing
The table lists each 0.5% level where this strategy clears 10% CAGR, up to 3.0%. Use the slider above to dial any value in between — the curve, CAGR and drawdown recompute live.
Drawdown is shown beside every CAGR — you weigh the trade-off.
Provenance
- Base risk
- 2.5% per trade
- Window
- 2018-08-14 → 2026-06-25
- Engine
- Deribit-native BTC-PERPETUAL DRY_RUN backtest (keyless)
- Data source
- public Deribit chart history
- Commission
- 5 bps / side
- Slippage
- 2 ticks
- Parameters
- — (null until stamped)
- Engine commit
- — (null until stamped)
Backtested / modelled historical data, net of the costs above — not advice. → full methodology
Subscribe
Get this strategy
Live data, stats, returns and the risk-% tool — as a single-strategy subscription, or bundled. Pricing on request.
Subscribe — Single tieror the full catalogue — everythingIncluded in: Steady