Theia

Reliable and well-rounded — dependable returns.

provisional

CAGR

22.6%

Profit factor

2.02

Max drawdown

-27.5%

Net return

395%

Win rate

20.6%

Sharpe

1.08

daily, annualized

Sortino

0.69

daily, annualized

Trades

102

Time underwater

575d

longest

Denomination

BTC

inverse

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

CAGR

22.6%

MAX DD

-26.8%

NET

395%

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%	11.3%	-14.1%	2.02	1.08
1.5%	16.9%	-20.6%	2.02	1.08
2.0%base	22.6%	-26.8%	2.02	1.08
2.5%	28.1%	-32.6%	2.02	1.08
3.0%	33.5%	-38.0%	2.02	1.08

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

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

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