Eos

Consistent returns with a balanced risk profile.

provisional

CAGR

18.1%

Profit factor

2.27

Max drawdown

-30.7%

Net return

269%

Win rate

15.7%

Sharpe

0.88

daily, annualized

Sortino

0.60

daily, annualized

Trades

Time underwater

1,126d

longest

Denomination

BTC

inverse

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

CAGR

18.1%

MAX DD

-30.0%

NET

269%

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
1.5%	13.7%	-23.0%	2.27	0.88
2.0%base	18.1%	-30.0%	2.27	0.88
2.5%	22.2%	-36.5%	2.27	0.88
3.0%	26.2%	-42.6%	2.27	0.88

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.

Subscribe — Single tier or get it in the Diversifier Bundle or the full catalogue — everything

Included in: Diversifier