Hyperion
Strong returns at unusually shallow drawdown — among the most efficient in the set.
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.
| Risk | CAGR | max-DD | PF | Sharpe |
|---|---|---|---|---|
| 0.5% | 10.1% | -7.8% | 3.21 | 1.29 |
| 1.0% | 20.6% | -15.5% | 3.21 | 1.29 |
| 1.5%base | 31.2% | -22.8% | 3.21 | 1.29 |
| 2.0% | 42.1% | -29.8% | 3.21 | 1.29 |
| 2.5% | 52.9% | -36.5% | 3.21 | 1.29 |
| 3.0% | 63.7% | -42.7% | 3.21 | 1.29 |
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.
- Base risk
- 1.5% 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
Live data, stats, returns and the risk-% tool — as a single-strategy subscription, or bundled. Pricing on request.
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