Backtests / IMX
OMNISCIUS · V4.2 (THEROS)

IMX IMX (IMX) Backtest

Walk-forward validated backtest results for IMX. The model is trained on historical data and tested exclusively on unseen future data.

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.167500 (-0.48%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Immutable (IMX) is a leading Ethereum L2 specifically built for Web3 gaming, used by hundreds of titles. Strong correlation with gaming-cycle phases plus periodic catalysts from major game launches. Multi-year history (since 2022).

KPIs Equity Curve Regimes Trade Log View IMX Signals →

Performance Overview

Key risk-adjusted metrics from the walk-forward backtest. Sharpe above 3.0 is excellent; win rate above 75% demonstrates consistent signal quality.

Sharpe Ratio
13.11
Sortino Ratio
14.39
Profit Factor
26.30
Calmar Ratio
24,686.02
Win Rate
89.3%
Max Drawdown
-18.8%
Avg Drawdown
-18.77%
Alpha vs B&H
+2,285,681,451.0pp
Total Trades
382
Exposure
39.4%
Beats B&H
1/1
Cycles
1
IMX

IMX Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+159.2%
14t
+50.1%
10t
+159.9%
16t
+148.5%
16t
+101.8%
19t
+76.9%
11t
+253.9%
18t
+123.6%
17t
 +70,899.2%
2025
+129.0%
17t
+67.3%
15t
+158.9%
17t
+55.4%
15t
+147.7%
11t
+83.9%
15t
+143.6%
15t
+133.2%
14t
+190.4%
18t
+150.3%
22t
+76.9%
22t
+107.8%
15t
 +1,064,975.2%
2026
+104.4%
18t
+71.3%
15t
+60.9%
18t
+81.2%
13t
+0.9%
1t
—
—
—
—
—
—
—
 +929.8%

Derived from the walk-forward trade log. Cells link to the matching paper-trade page when available. Color intensity = magnitude.

Smart Insights
  • ↑ Exceptional return: +22.86M× — compound across the full walk-forward window.
  • ↑ High win rate: 89.3% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -18.8% — expect volatility on capital.
  • ↑ Robust sample: 382 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.99% on 51 trades, WR 90%.

Regime Breakdown

Performance segmented by market condition. The model adapts entry thresholds, position sizing, and exit timing to each regime. Consistent profitability across all regimes demonstrates true robustness.

Regime Trades Win Rate Avg PnL Profit Factor Avg Bars
BUBBLE 89 96.6% +5.60% 446.07 17.0
BULL 51 90.2% +5.99% 13.12 24.8
SIDEWAYS 185 87.0% +4.88% 36.71 19.9
BEAR 57 84.2% +3.51% 9.42 16.9

Trade Log

Most recent 50 trades from the walk-forward backtest (Jan 2026 – May 2026).

Compound Return
+345.0%
Win Rate
84.0%
42W / 8L
Max Drawdown
-3.8%
€10,000 Invested
€44,495
4.4x return
Based on last 50 trades, compounded sequentially. Past performance does not guarantee future returns.
Entry Exit Entry Price Exit Price PnL Regime Bars Exit Reason
29 Apr 2026 14:00 02 May 2026 03:00 $0.16550 $0.16780 +0.89% SIDEWAYS 62 trail
25 Apr 2026 01:00 25 Apr 2026 12:00 $0.17580 $0.18460 +4.58% SIDEWAYS 12 exit_fp
21 Apr 2026 10:00 22 Apr 2026 17:00 $0.17740 $0.18270 +2.57% SIDEWAYS 32 exit_fp
19 Apr 2026 23:00 20 Apr 2026 21:00 $0.15490 $0.17060 +9.69% SIDEWAYS 23 take_profit
16 Apr 2026 18:00 17 Apr 2026 10:00 $0.16520 $0.17130 +3.27% SIDEWAYS 17 exit_fp
14 Apr 2026 19:00 16 Apr 2026 05:00 $0.14490 $0.16280 +11.89% SIDEWAYS 35 take_profit
12 Apr 2026 23:00 13 Apr 2026 22:00 $0.13790 $0.15000 +8.33% BEAR 24 exit_fp
10 Apr 2026 17:00 10 Apr 2026 20:00 $0.14620 $0.14950 +1.84% BEAR 4 exit_fp
09 Apr 2026 00:00 10 Apr 2026 04:00 $0.14090 $0.14890 +5.25% BEAR 29 exit_fp
07 Apr 2026 01:00 08 Apr 2026 10:00 $0.13370 $0.14400 +7.11% BEAR 34 trail
05 Apr 2026 08:00 06 Apr 2026 11:00 $0.13170 $0.13980 +5.72% BEAR 28 exit_fp
04 Apr 2026 10:00 04 Apr 2026 11:00 $0.13700 $0.13760 +0.03% BEAR 2 exit_fp
03 Apr 2026 02:00 03 Apr 2026 21:00 $0.13180 $0.13420 +1.29% BEAR 20 trail
01 Apr 2026 01:00 01 Apr 2026 14:00 $0.14090 $0.14150 +0.02% BEAR 14 short_signal
29 Mar 2026 14:00 30 Mar 2026 08:00 $0.14250 $0.14910 +4.20% BEAR 19 exit_fp
27 Mar 2026 19:00 28 Mar 2026 16:00 $0.14610 $0.15020 +2.39% BEAR 22 exit_fp
26 Mar 2026 12:00 27 Mar 2026 06:00 $0.14620 $0.15280 +4.09% BEAR 19 exit_fp
25 Mar 2026 18:00 25 Mar 2026 23:00 $0.15220 $0.15240 -0.28% BEAR 6 short_signal
23 Mar 2026 21:00 23 Mar 2026 23:00 $0.16000 $0.16110 +0.28% BEAR 3 exit_fp
22 Mar 2026 22:00 23 Mar 2026 08:00 $0.15650 $0.15160 -3.63% BEAR 11 stop
21 Mar 2026 23:00 22 Mar 2026 00:00 $0.15580 $0.16830 +7.58% BEAR 2 exit_fp
20 Mar 2026 01:00 21 Mar 2026 01:00 $0.16440 $0.16370 -0.83% SIDEWAYS 25 signal
16 Mar 2026 13:00 17 Mar 2026 01:00 $0.17330 $0.18330 +5.34% BEAR 13 signal
14 Mar 2026 11:00 16 Mar 2026 00:00 $0.15890 $0.16940 +6.03% BEAR 38 trail
12 Mar 2026 18:00 13 Mar 2026 00:00 $0.16540 $0.16890 +1.70% BEAR 7 exit_fp
10 Mar 2026 07:00 12 Mar 2026 04:00 $0.15910 $0.16440 +2.77% BEAR 46 trail
09 Mar 2026 00:00 09 Mar 2026 18:00 $0.14950 $0.15280 +1.69% BEAR 19 trail
05 Mar 2026 08:00 06 Mar 2026 07:00 $0.15780 $0.16500 +4.14% BEAR 24 exit_fp
03 Mar 2026 14:00 04 Mar 2026 08:00 $0.15670 $0.16360 +3.98% BEAR 19 exit_fp
02 Mar 2026 14:00 03 Mar 2026 01:00 $0.16640 $0.16320 -2.32% BEAR 12 signal
01 Mar 2026 18:00 02 Mar 2026 01:00 $0.16110 $0.16890 +4.41% BEAR 8 exit_fp
28 Feb 2026 07:00 01 Mar 2026 01:00 $0.15510 $0.16740 +7.49% BEAR 19 exit_fp
26 Feb 2026 13:00 27 Feb 2026 06:00 $0.16940 $0.17300 +1.71% BEAR 18 exit_fp
24 Feb 2026 03:00 25 Feb 2026 19:00 $0.15260 $0.18110 +18.19% BEAR 41 exit_fp
23 Feb 2026 01:00 23 Feb 2026 09:00 $0.15080 $0.16040 +5.93% BEAR 9 exit_fp
19 Feb 2026 14:00 21 Feb 2026 13:00 $0.15710 $0.17170 +8.85% BEAR 48 exit_fp
17 Feb 2026 15:00 18 Feb 2026 07:00 $0.16680 $0.17320 +3.41% BEAR 17 exit_fp
16 Feb 2026 12:00 16 Feb 2026 15:00 $0.16940 $0.16290 -4.36% BEAR 4 stop
14 Feb 2026 17:00 15 Feb 2026 02:00 $0.17420 $0.17390 -0.58% BEAR 10 short_signal
12 Feb 2026 23:00 14 Feb 2026 04:00 $0.16370 $0.16790 +2.04% BEAR 30 trail
11 Feb 2026 07:00 12 Feb 2026 10:00 $0.14890 $0.16470 +10.16% BEAR 28 exit_fp
09 Feb 2026 01:00 09 Feb 2026 10:00 $0.15840 $0.15340 -3.67% BEAR 10 stop
07 Feb 2026 07:00 07 Feb 2026 18:00 $0.15890 $0.16640 +4.29% BEAR 12 exit_fp
05 Feb 2026 21:00 06 Feb 2026 15:00 $0.14640 $0.16060 +9.25% BEAR 19 exit_fp
03 Feb 2026 15:00 03 Feb 2026 17:00 $0.18600 $0.17980 -3.84% BEAR 3 stop
02 Feb 2026 01:00 02 Feb 2026 15:00 $0.18200 $0.18740 +2.55% BEAR 15 exit_fp
31 Jan 2026 17:00 01 Feb 2026 00:00 $0.17840 $0.18530 +3.33% BEAR 8 regime_exit
30 Jan 2026 07:00 30 Jan 2026 18:00 $0.20460 $0.21020 +2.32% SIDEWAYS 12 exit_fp
27 Jan 2026 09:00 28 Jan 2026 03:00 $0.23200 $0.23900 +2.60% SIDEWAYS 19 exit_fp
25 Jan 2026 20:00 26 Jan 2026 14:00 $0.22900 $0.24000 +4.37% SIDEWAYS 19 exit_fp

Start Trading IMX Smarter

These backtest results demonstrate what our model can do. Get real-time IMX signals delivered to your Telegram with every entry, stop-loss, and take-profit.

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89.3% Win Rate Sharpe 13.11 382 Trades -18.8% Max Drawdown