Helios

The flagship — the highest backtested return in the lineup, and one of its most independent.

provisional

CAGR

50.5%

Profit factor

2.60

Max drawdown

-33.3%

Net return

2,389%

Win rate

37.9%

Sharpe

1.18

daily, annualized

Sortino

1.05

daily, annualized

Trades

240

Time underwater

1,261d

longest

Denomination

BTC

inverse

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

CAGR

50.5%

MAX DD

-32.8%

NET

2,389%

Hover the curve for date & cumulative value

Evaluate at your risk level

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
1.0%	19.9%	-14.4%	2.60	1.18
1.5%	30.1%	-21.0%	2.60	1.18
2.0%	40.3%	-27.1%	2.60	1.18
2.5%base	50.5%	-32.8%	2.60	1.18
3.0%	60.7%	-38.1%	2.60	1.18

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

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 · Flagship