Athena

The most risk-adjusted in the set — the strongest return per unit of risk.

provisional

CAGR

36.7%

Profit factor

3.02

Max drawdown

-31.0%

Net return

1,071%

Win rate

34.4%

Sharpe

1.38

daily, annualized

Sortino

0.99

daily, annualized

Trades

131

Time underwater

741d

longest

Denomination

BTC

inverse

Equity curve · growth of 1.0 · full backtest · base risk

CAGR

36.8%

MAX DD

-30.6%

NET

1,071%

Hover the curve for date & cumulative value

Evaluate at your risk level

per-trade risk 2.0% · base 2.0%

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
1.0%	17.8%	-16.4%	3.02	1.38
1.5%	27.2%	-23.8%	3.02	1.38
2.0%base	36.8%	-30.6%	3.02	1.38
2.5%	46.5%	-37.1%	3.02	1.38
3.0%	56.5%	-43.0%	3.02	1.38

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: 2.0% 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

Get this strategy

Live data, stats, returns and the risk-% tool — as a single-strategy subscription, or bundled. Pricing on request.

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Included in: Flagship