Paper Trades / THETA / THETA — May 2025

Theta Network Paper Trade

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

v2.5.8.3 19 Trades Completed

THETA — May 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
78.9%
Max Drawdown
-4.8%
Model
v2.5.8.3
Full Backtest

Trade Log

All 19 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
01 May 2025 14:00 $0.00 $0.00 -1.86% BULL 17h
02 May 2025 20:00 $0.00 $0.00 -5.20% BULL 21h
04 May 2025 19:00 $0.00 $0.00 +3.51% BULL 23h
06 May 2025 12:00 $0.00 $0.00 +5.40% BULL 22h
07 May 2025 23:00 $0.00 $0.00 +23.95% BULL 1.6d
10 May 2025 02:00 $0.00 $0.00 +12.84% BULL 23h
11 May 2025 14:00 $0.00 $0.00 +2.11% BULL 15h
12 May 2025 19:00 $0.00 $0.00 +6.88% BULL 1.3d
15 May 2025 13:00 $0.00 $0.00 +2.78% BULL 22h
17 May 2025 14:00 $0.00 $0.00 +5.97% BUBBLE 24h
19 May 2025 07:00 $0.00 $0.00 -0.31% BUBBLE 1h
19 May 2025 20:00 $0.00 $0.00 +1.70% BUBBLE 6h
20 May 2025 14:00 $0.00 $0.00 +2.30% BUBBLE 11h
21 May 2025 18:00 $0.00 $0.00 +8.41% BUBBLE 1.3d
24 May 2025 01:00 $0.00 $0.00 +0.84% BUBBLE 3h
25 May 2025 09:00 $0.00 $0.00 +3.60% BUBBLE 16h
27 May 2025 02:00 $0.00 $0.00 +6.84% BUBBLE 15h
28 May 2025 10:00 $0.00 $0.00 -0.31% BUBBLE 1h
31 May 2025 01:00 $0.00 $0.00 +3.81% BUBBLE 1.4d

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 →

Start Trading Theta Network Smarter

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

78.9% Win Rate +67.2% Return Net of Fees Free Plan Available