Backtests / FIL
OMNISCIUS · V4.2 (THEROS)

FIL FIL (FIL) Backtest

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

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.928000 (+0.65%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Filecoin (FIL) provides a decentralized network for storing and retrieving data, with miners staking tokens to provide capacity. Important infrastructure for AI/data narratives. Long history (since 2020) and clear cycle behaviour around Ethereum + AI storage demand.

KPIs Equity Curve Regimes Trade Log View FIL 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
12.63
Sortino Ratio
15.39
Profit Factor
85.87
Calmar Ratio
9,362.02
Win Rate
92.2%
Max Drawdown
-10.4%
Avg Drawdown
-10.44%
Alpha vs B&H
+100,628,807.6pp
Total Trades
345
Exposure
43.0%
Beats B&H
1/1
Cycles
1
FIL

FIL Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+67.8%
13t
+61.8%
14t
+90.6%
12t
+71.2%
18t
+53.1%
14t
+62.2%
13t
+223.3%
16t
+115.2%
16t
 +15,202.1%
2025
+95.1%
12t
+105.0%
15t
+57.2%
16t
+62.6%
14t
+73.2%
11t
+60.6%
12t
+100.2%
12t
+91.6%
14t
+55.0%
14t
+92.1%
16t
+338.1%
24t
+69.7%
13t
 +241,320.6%
2026
+89.5%
19t
+103.1%
12t
+60.2%
11t
+68.6%
13t
+1.5%
1t
—
—
—
—
—
—
—
 +955.7%

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

Smart Insights
  • ↑ Exceptional return: +1.01M× — compound across the full walk-forward window.
  • ↑ High win rate: 92.2% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 345 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.50% on 42 trades, WR 88%.

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 81 93.8% +5.04% 111.56 19.9
BULL 42 88.1% +5.50% 82.41 32.5
SIDEWAYS 175 91.4% +4.24% 80.50 22.4
BEAR 47 93.6% +4.54% 74.06 18.3

Trade Log

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

Compound Return
+464.1%
Win Rate
92.0%
46W / 4L
Max Drawdown
-2.2%
€10,000 Invested
€56,408
5.6x 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 22:00 01 May 2026 16:00 $0.91600 $0.93300 +1.54% SIDEWAYS 43 exit_fp
27 Apr 2026 16:00 29 Apr 2026 09:00 $0.90900 $0.95400 +4.63% SIDEWAYS 42 exit_fp
25 Apr 2026 23:00 27 Apr 2026 01:00 $0.93800 $0.95700 +1.71% SIDEWAYS 27 exit_fp
23 Apr 2026 04:00 25 Apr 2026 10:00 $0.91900 $0.94900 +2.94% SIDEWAYS 55 short_signal
19 Apr 2026 23:00 22 Apr 2026 04:00 $0.90700 $0.95200 +4.64% SIDEWAYS 54 exit_fp
17 Apr 2026 04:00 17 Apr 2026 07:00 $0.97800 $1.008 +2.75% SIDEWAYS 4 exit_fp
14 Apr 2026 19:00 16 Apr 2026 15:00 $0.88700 $1.014 +13.96% SIDEWAYS 45 exit_fp
13 Apr 2026 00:00 13 Apr 2026 22:00 $0.86200 $0.92100 +6.51% BEAR 23 exit_fp
11 Apr 2026 14:00 11 Apr 2026 18:00 $0.89100 $0.91600 +2.49% BEAR 5 short_signal
09 Apr 2026 01:00 10 Apr 2026 03:00 $0.88000 $0.90030 +1.88% BEAR 27 trail
07 Apr 2026 01:00 08 Apr 2026 02:00 $0.85300 $0.89900 +5.07% BEAR 26 short_signal
05 Apr 2026 18:00 06 Apr 2026 09:00 $0.82200 $0.87500 +6.12% BEAR 16 exit_fp
04 Apr 2026 06:00 05 Apr 2026 05:00 $0.84400 $0.82890 -2.21% BEAR 24 stop
02 Apr 2026 13:00 03 Apr 2026 17:00 $0.80700 $0.83930 +3.57% BEAR 29 trail
29 Mar 2026 01:00 30 Mar 2026 07:00 $0.80600 $0.85600 +5.87% BEAR 31 exit_fp
23 Mar 2026 01:00 24 Mar 2026 05:00 $0.85400 $0.93100 +8.68% BEAR 29 exit_fp
19 Mar 2026 13:00 21 Mar 2026 14:00 $0.89700 $0.92500 +2.80% BEAR 50 exit_fp
18 Mar 2026 17:00 18 Mar 2026 22:00 $0.91700 $0.92500 +0.56% SIDEWAYS 6 short_signal
14 Mar 2026 02:00 16 Mar 2026 08:00 $0.87200 $0.93900 +7.35% BEAR 55 short_signal
12 Mar 2026 15:00 13 Mar 2026 13:00 $0.85900 $0.90000 +4.45% BEAR 23 exit_fp
11 Mar 2026 01:00 11 Mar 2026 12:00 $0.85800 $0.90500 +5.15% BEAR 12 exit_fp
09 Mar 2026 00:00 09 Mar 2026 20:00 $0.94100 $0.95200 +0.86% BEAR 21 short_signal
03 Mar 2026 19:00 04 Mar 2026 23:00 $1.003 $1.025 +1.88% BEAR 29 short_signal
01 Mar 2026 21:00 02 Mar 2026 14:00 $0.95600 $1.001 +4.38% BEAR 18 exit_fp
28 Feb 2026 07:00 01 Mar 2026 01:00 $0.95000 $1.015 +6.51% BEAR 19 exit_fp
26 Feb 2026 23:00 27 Feb 2026 03:00 $1.026 $1.023 -0.60% BEAR 5 short_signal
24 Feb 2026 14:00 25 Feb 2026 21:00 $0.88100 $1.092 +23.64% BEAR 32 short_signal
19 Feb 2026 16:00 21 Feb 2026 10:00 $0.90300 $1.007 +11.24% BEAR 43 exit_fp
18 Feb 2026 23:00 19 Feb 2026 03:00 $0.92700 $0.93500 +0.61% BEAR 5 short_signal
16 Feb 2026 16:00 17 Feb 2026 02:00 $0.96000 $0.97800 +1.62% BEAR 11 short_signal
12 Feb 2026 23:00 14 Feb 2026 05:00 $0.91400 $0.95520 +4.16% BEAR 31 trail
11 Feb 2026 16:00 12 Feb 2026 10:00 $0.86000 $0.93200 +8.10% BEAR 19 exit_fp
09 Feb 2026 09:00 09 Feb 2026 20:00 $0.91000 $0.94700 +3.81% BEAR 12 exit_fp
06 Feb 2026 01:00 07 Feb 2026 02:00 $0.90100 $0.97700 +8.16% BEAR 26 short_signal
03 Feb 2026 18:00 03 Feb 2026 20:00 $1.018 $1.106 +8.37% BEAR 3 exit_fp
02 Feb 2026 02:00 03 Feb 2026 02:00 $1.043 $1.070 +2.20% BEAR 25 trail
31 Jan 2026 17:00 01 Feb 2026 00:00 $1.014 $1.056 +3.79% BEAR 8 regime_exit
30 Jan 2026 02:00 30 Jan 2026 18:00 $1.154 $1.189 +2.78% SIDEWAYS 17 exit_fp
28 Jan 2026 17:00 28 Jan 2026 21:00 $1.271 $1.279 +0.38% SIDEWAYS 5 short_signal
25 Jan 2026 19:00 27 Jan 2026 12:00 $1.223 $1.260 +2.71% SIDEWAYS 42 trail
24 Jan 2026 20:00 25 Jan 2026 00:00 $1.309 $1.322 +0.74% SIDEWAYS 5 exit_fp
23 Jan 2026 15:00 23 Jan 2026 19:00 $1.328 $1.311 -1.53% SIDEWAYS 5 short_signal
22 Jan 2026 21:00 23 Jan 2026 01:00 $1.312 $1.341 +1.96% SIDEWAYS 5 short_signal
20 Jan 2026 19:00 21 Jan 2026 21:00 $1.307 $1.369 +4.48% SIDEWAYS 27 exit_fp
19 Jan 2026 23:00 20 Jan 2026 03:00 $1.384 $1.374 -0.97% SIDEWAYS 5 short_signal
19 Jan 2026 01:00 19 Jan 2026 10:00 $1.363 $1.376 +0.70% SIDEWAYS 10 short_signal
17 Jan 2026 10:00 17 Jan 2026 14:00 $1.555 $1.582 +1.48% SIDEWAYS 5 exit_fp
15 Jan 2026 19:00 16 Jan 2026 21:00 $1.480 $1.511 +1.73% SIDEWAYS 27 trail
14 Jan 2026 23:00 15 Jan 2026 00:00 $1.592 $1.629 +2.07% SIDEWAYS 2 exit_fp
11 Jan 2026 23:00 14 Jan 2026 07:00 $1.457 $1.566 +7.21% SIDEWAYS 57 short_signal

Start Trading FIL Smarter

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

Get Started → FIL Signals → View Plans →
92.2% Win Rate Sharpe 12.63 345 Trades -10.4% Max Drawdown