Backtests / ACH
OMNISCIUS · V4.2 (THEROS)

ACH ACH (ACH) Backtest

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

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.00810000 (+14.25%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Alchemy Pay (ACH) is a global on-ramp/off-ramp solution that bridges crypto and fiat payments for merchants and exchanges. ACH price moves with adoption metrics, partnerships and broader payment-rail narratives. Multi-year history makes it a robust training target.

KPIs Equity Curve Regimes Trade Log View ACH 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
10.77
Sortino Ratio
12.07
Profit Factor
14.65
Calmar Ratio
5,715.85
Win Rate
85.9%
Max Drawdown
-16.3%
Avg Drawdown
-16.29%
Alpha vs B&H
+91,356,532.2pp
Total Trades
375
Exposure
41.0%
Beats B&H
1/1
Cycles
1
ACH

ACH Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+84.7%
13t
+53.1%
13t
+146.7%
16t
+44.6%
19t
+68.8%
13t
+72.6%
20t
+197.5%
16t
+141.2%
18t
 +21,010.1%
2025
+76.5%
18t
+158.6%
19t
+84.5%
15t
+178.8%
19t
+77.1%
15t
+33.4%
14t
+92.5%
11t
+78.4%
13t
+21.3%
16t
+29.4%
15t
+47.5%
16t
+47.2%
16t
 +64,832.2%
2026
+232.4%
17t
+10.5%
15t
+40.9%
12t
+98.6%
16t
—
—
—
—
—
—
—
—
 +927.6%

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

Smart Insights
  • ↑ Exceptional return: +913.57K× — compound across the full walk-forward window.
  • ↑ High win rate: 85.9% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -16.3% — expect volatility on capital.
  • ↑ Robust sample: 375 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +4.29% on 100 trades, WR 86%.

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 100 86.0% +4.29% 14.61 15.8
BULL 46 82.6% +4.16% 6.38 30.1
SIDEWAYS 182 87.4% +4.16% 35.75 19.6
BEAR 47 83.0% +2.14% 6.19 19.4

Trade Log

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

Compound Return
+347.0%
Win Rate
84.0%
42W / 8L
Max Drawdown
-10.3%
€10,000 Invested
€44,697
4.5x 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 15:00 30 Apr 2026 09:00 $0.0070000 $0.0076000 +7.70% SIDEWAYS 19 exit_fp
28 Apr 2026 06:00 29 Apr 2026 00:00 $0.0069000 $0.0076000 +10.32% SIDEWAYS 19 exit_fp
26 Apr 2026 15:00 27 Apr 2026 17:00 $0.0064000 $0.0070000 +8.99% SIDEWAYS 27 short_signal
23 Apr 2026 04:00 25 Apr 2026 22:00 $0.0062000 $0.0064000 +3.47% SIDEWAYS 67 trail
22 Apr 2026 01:00 22 Apr 2026 14:00 $0.0063000 $0.0063000 +1.18% SIDEWAYS 14 short_signal
19 Apr 2026 21:00 20 Apr 2026 15:00 $0.0060000 $0.0064000 +5.35% SIDEWAYS 19 exit_fp
14 Apr 2026 19:00 17 Apr 2026 21:00 $0.0060000 $0.0065000 +8.10% SIDEWAYS 75 take_profit
13 Apr 2026 17:00 14 Apr 2026 01:00 $0.0060000 $0.0062000 +2.08% BEAR 9 signal
12 Apr 2026 10:00 13 Apr 2026 01:00 $0.0057000 $0.0063000 +9.48% BEAR 16 exit_fp
11 Apr 2026 16:00 11 Apr 2026 21:00 $0.0059000 $0.0059000 +0.27% BEAR 6 short_signal
10 Apr 2026 06:00 10 Apr 2026 21:00 $0.0059000 $0.0059000 +0.44% BEAR 16 short_signal
09 Apr 2026 01:00 09 Apr 2026 17:00 $0.0058000 $0.0060000 +2.17% BEAR 17 signal
07 Apr 2026 01:00 08 Apr 2026 01:00 $0.0058000 $0.0061000 +3.69% BEAR 25 exit_fp
05 Apr 2026 13:00 05 Apr 2026 18:00 $0.0059000 $0.0059000 -0.24% BEAR 6 short_signal
03 Apr 2026 01:00 03 Apr 2026 19:00 $0.0060000 $0.0063000 +5.75% BEAR 19 exit_fp
31 Mar 2026 05:00 01 Apr 2026 06:00 $0.0063000 $0.0065000 +2.28% BEAR 26 exit_fp
29 Mar 2026 17:00 30 Mar 2026 16:00 $0.0062000 $0.0064000 +1.52% BEAR 24 trail
29 Mar 2026 01:00 29 Mar 2026 04:00 $0.0063000 $0.0064000 +1.81% BEAR 4 signal
22 Mar 2026 12:00 23 Mar 2026 20:00 $0.0066000 $0.0068000 +2.80% BEAR 33 trail
19 Mar 2026 17:00 19 Mar 2026 21:00 $0.0069000 $0.0069000 +0.46% SIDEWAYS 5 short_signal
14 Mar 2026 20:00 17 Mar 2026 00:00 $0.0067000 $0.0075000 +12.41% BEAR 53 short_signal
13 Mar 2026 01:00 14 Mar 2026 02:00 $0.0069000 $0.0068000 -1.71% BEAR 26 short_signal
11 Mar 2026 01:00 12 Mar 2026 01:00 $0.0068000 $0.0068000 +0.33% BEAR 25 signal
10 Mar 2026 04:00 10 Mar 2026 09:00 $0.0068000 $0.0069000 +1.35% BEAR 6 short_signal
09 Mar 2026 04:00 09 Mar 2026 14:00 $0.0069000 $0.0070000 +0.31% BEAR 11 short_signal
03 Mar 2026 12:00 04 Mar 2026 23:00 $0.0067000 $0.0071000 +4.76% BEAR 36 short_signal
01 Mar 2026 20:00 02 Mar 2026 23:00 $0.0065000 $0.0068000 +4.44% BEAR 28 trail
28 Feb 2026 07:00 01 Mar 2026 02:00 $0.0066000 $0.0070000 +7.03% BEAR 20 exit_fp
26 Feb 2026 17:00 26 Feb 2026 23:00 $0.0070000 $0.0071000 +1.02% BEAR 7 signal
24 Feb 2026 23:00 25 Feb 2026 20:00 $0.0068000 $0.0074000 +9.61% BEAR 22 exit_fp
22 Feb 2026 15:00 23 Feb 2026 01:00 $0.0073000 $0.0071000 -3.25% BEAR 11 stop
19 Feb 2026 11:00 21 Feb 2026 08:00 $0.0074000 $0.0076000 +2.69% BEAR 46 exit_fp
17 Feb 2026 13:00 18 Feb 2026 02:00 $0.0078000 $0.0080000 +2.92% BEAR 14 exit_fp
15 Feb 2026 18:00 16 Feb 2026 21:00 $0.0076000 $0.0077000 +1.48% BEAR 28 trail
13 Feb 2026 04:00 13 Feb 2026 23:00 $0.0079000 $0.0080000 +0.88% BEAR 20 trail
11 Feb 2026 09:00 12 Feb 2026 15:00 $0.0076000 $0.0078000 +2.51% BEAR 31 trail
10 Feb 2026 02:00 10 Feb 2026 06:00 $0.0076000 $0.0073000 -3.44% BEAR 5 stop
08 Feb 2026 17:00 09 Feb 2026 13:00 $0.0071000 $0.0073000 +1.74% BEAR 21 trail
05 Feb 2026 22:00 06 Feb 2026 14:00 $0.0070000 $0.0074000 +5.58% BEAR 17 exit_fp
04 Feb 2026 08:00 04 Feb 2026 14:00 $0.0083000 $0.0081000 -2.46% BEAR 7 short_signal
03 Feb 2026 15:00 03 Feb 2026 17:00 $0.0081000 $0.0079000 -3.86% BEAR 3 stop
02 Feb 2026 01:00 03 Feb 2026 01:00 $0.0081000 $0.0081000 -1.14% BEAR 25 signal
31 Jan 2026 15:00 01 Feb 2026 00:00 $0.0086000 $0.0084000 -3.29% BEAR 10 regime_exit
27 Jan 2026 01:00 28 Jan 2026 00:00 $0.01050 $0.01060 +0.35% SIDEWAYS 24 exit_fp
23 Jan 2026 01:00 24 Jan 2026 08:00 $0.01230 $0.01270 +2.25% SIDEWAYS 32 exit_fp
21 Jan 2026 07:00 22 Jan 2026 00:00 $0.01220 $0.01290 +5.22% SIDEWAYS 18 exit_fp
20 Jan 2026 03:00 20 Jan 2026 14:00 $0.01200 $0.01280 +6.66% SIDEWAYS 12 exit_fp
19 Jan 2026 05:00 19 Jan 2026 12:00 $0.01140 $0.01250 +9.21% SIDEWAYS 8 exit_fp
17 Jan 2026 22:00 18 Jan 2026 16:00 $0.01110 $0.01240 +10.79% SIDEWAYS 19 exit_fp
16 Jan 2026 07:00 17 Jan 2026 05:00 $0.01070 $0.01180 +9.71% SIDEWAYS 23 exit_fp

Start Trading ACH Smarter

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

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85.9% Win Rate Sharpe 10.77 375 Trades -16.3% Max Drawdown