Paper Trades / THETA / THETA — February 2025

Theta Network Paper Trade

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

v2.5.8.3 19 Trades Completed

THETA — February 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
84.2%
Max Drawdown
-0.2%
Model
v2.5.8.3
Full Backtest

Trade Log

All 19 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
03 Feb 2025 01:00 $0.00 $0.00 +8.05% BUBBLE 7h
03 Feb 2025 20:00 $0.00 $0.00 +3.51% BUBBLE 4h
05 Feb 2025 18:00 $0.00 $0.00 +2.22% BUBBLE 2h
06 Feb 2025 22:00 $0.00 $0.00 +4.59% SIDEWAYS 16h
08 Feb 2025 21:00 $0.00 $0.00 -0.32% SIDEWAYS 2h
09 Feb 2025 20:00 $0.00 $0.00 +9.09% SIDEWAYS 1.3d
12 Feb 2025 03:00 $0.00 $0.00 +7.07% SIDEWAYS 20h
13 Feb 2025 13:00 $0.00 $0.00 +0.40% SIDEWAYS 6h
14 Feb 2025 07:00 $0.00 $0.00 +3.35% SIDEWAYS 8h
15 Feb 2025 17:00 $0.00 $0.00 +0.48% SIDEWAYS 2h
16 Feb 2025 08:00 $0.00 $0.00 -0.25% SIDEWAYS 1h
16 Feb 2025 21:00 $0.00 $0.00 +0.05% SIDEWAYS 4h
17 Feb 2025 19:00 $0.00 $0.00 +2.02% SIDEWAYS 3h
18 Feb 2025 16:00 $0.00 $0.00 +9.16% SIDEWAYS 2.3d
21 Feb 2025 20:00 $0.00 $0.00 +2.72% SIDEWAYS 21h
25 Feb 2025 01:00 $0.00 $0.00 +4.14% SIDEWAYS 1.1d
26 Feb 2025 19:00 $0.00 $0.00 +3.24% SIDEWAYS 7h
27 Feb 2025 21:00 $0.00 $0.00 -0.25% SIDEWAYS 1h
28 Feb 2025 10:00 $0.00 $0.00 +7.56% SIDEWAYS 9h

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.

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