Paper Trades / THETA / THETA — April 2025

Theta Network Paper Trade

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

v2.5.8.3 17 Trades Completed

THETA — April 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
94.1%
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
02 Apr 2025 07:00 $0.00 $0.00 +0.50% SIDEWAYS 3h
02 Apr 2025 23:00 $0.00 $0.00 +2.91% SIDEWAYS 5h
03 Apr 2025 16:00 $0.00 $0.00 +2.88% SIDEWAYS 16h
07 Apr 2025 04:00 $0.00 $0.00 +3.47% SIDEWAYS 10h
08 Apr 2025 02:00 $0.00 $0.00 +1.07% SIDEWAYS 10h
09 Apr 2025 00:00 $0.00 $0.00 +13.25% SIDEWAYS 21h
10 Apr 2025 16:00 $0.00 $0.00 +3.28% SIDEWAYS 1.1d
12 Apr 2025 06:00 $0.00 $0.00 +3.97% SIDEWAYS 12h
14 Apr 2025 17:00 $0.00 $0.00 -0.31% SIDEWAYS 1h
16 Apr 2025 18:00 $0.00 $0.00 +1.09% SIDEWAYS 2h
17 Apr 2025 08:00 $0.00 $0.00 +2.03% SIDEWAYS 1.2d
19 Apr 2025 02:00 $0.00 $0.00 +0.60% SIDEWAYS 12h
20 Apr 2025 10:00 $0.00 $0.00 +4.79% SIDEWAYS 15h
22 Apr 2025 01:00 $0.00 $0.00 +9.27% SIDEWAYS 1.3d
24 Apr 2025 03:00 $0.00 $0.00 +10.27% SIDEWAYS 1.8d
27 Apr 2025 23:00 $0.00 $0.00 +11.78% BULL 1.4d
30 Apr 2025 02:00 $0.00 $0.00 +1.28% BULL 24h

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.

94.1% Win Rate +58.6% Return Net of Fees Free Plan Available