Paper Trades / THETA / THETA — January 2025

Theta Network Paper Trade

THETA — January 2025 — Simulated live trading results using the v2.5.8.3 model.

v2.5.8.3 17 Trades Completed

THETA — January 2025 Performance

Theta Network (THETA) — clean monthly entry, no carry-over from previous months. Net of trading fees (Bitvavo 0.15% + 0.25%).

Win Rate
88.2%
Max Drawdown
-0.2%
Model
v2.5.8.3
Full Backtest

Trade Log

All 17 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
01 Jan 2025 08:00 $0.00 $0.00 +16.23% BUBBLE 2.8d
04 Jan 2025 16:00 $0.00 $0.00 +0.38% BUBBLE 2h
05 Jan 2025 10:00 $0.00 $0.00 +0.14% BUBBLE 6h
08 Jan 2025 17:00 $0.00 $0.00 +2.03% BUBBLE 6h
09 Jan 2025 14:00 $0.00 $0.00 +3.14% BUBBLE 2h
10 Jan 2025 04:00 $0.00 $0.00 +2.60% BUBBLE 21h
13 Jan 2025 09:00 $0.00 $0.00 +25.23% BULL 3.2d
19 Jan 2025 12:00 $0.00 $0.00 +2.61% BUBBLE 19h
21 Jan 2025 01:00 $0.00 $0.00 +4.85% BUBBLE 16h
23 Jan 2025 05:00 $0.00 $0.00 -0.25% BUBBLE 1h
23 Jan 2025 19:00 $0.00 $0.00 +1.06% BUBBLE 2h
24 Jan 2025 09:00 $0.00 $0.00 +0.09% BUBBLE 4h
27 Jan 2025 08:00 $0.00 $0.00 +8.43% BUBBLE 20h
28 Jan 2025 22:00 $0.00 $0.00 +2.42% BUBBLE 16h
30 Jan 2025 02:00 $0.00 $0.00 +2.17% BUBBLE 8h
31 Jan 2025 03:00 $0.00 $0.00 +1.21% BUBBLE 4h
31 Jan 2025 21:00 $0.00 $0.00 -0.30% BUBBLE 2h

Frequently Asked Questions

What is a paper trade?

A paper trade simulates real signal execution without real money. Each month starts fresh with a clean €10,000 allocation — no carry-over from previous months. This shows exactly what would have happened if you started following signals on day one of that month. View live THETA signals →

Are trading fees included?

Yes. All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). No slippage is applied. Trading via Bitget (0.1%/0.1%) would improve returns.

How does this relate to the backtest?

Paper trades use the same model and signals as the full backtest. The difference: backtests cover years of data across multiple market cycles, while paper trades show month-by-month performance in recent market conditions. Together they provide a complete picture.

Is the model retrained during the month?

Yes. The Omniscius model is retrained bi-weekly, which means paper trade results reflect the exact same model updates that live subscribers receive. This is not a static backtest — it is a living simulation. Learn about Omniscius →

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These paper trade results show what our model delivers. Get real-time THETA signals with entry, stop-loss, and take-profit on every trade.

88.2% Win Rate +57.5% Return Net of Fees Free Plan Available