Backtests / BNB
OMNISCIUS · V4.2 (THEROS)

BNB BNB (BNB) Backtest

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

2 Walk-Forward Cycles • May 2020 – May 2026 • $617.88 (+0.33%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

BNB is the native token of the Binance exchange and BNB Smart Chain. Used for trading-fee discounts, gas, BNB Chain DeFi and Binance Launchpool. Top-5 cryptocurrency by market cap with the deepest history in our universe (74K+ bars since 2017). Anchor large-cap that provides macro context for the entire model.

KPIs Equity Curve Regimes Per-Cycle Trade Log View BNB 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
11.95
Sortino Ratio
12.45
Profit Factor
38.20
Calmar Ratio
1,682.41
Win Rate
90.6%
Max Drawdown
-9.9%
Avg Drawdown
-7.46%
Alpha vs B&H
+511,696,947,059,689.6pp
Total Trades
541
Exposure
47.1%
Beats B&H
2/2
Sharpe Trend
+1.92
BNB

BNB Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
+12.4%
3t
+15.3%
18t
+76.0%
15t
+66.5%
14t
+182.3%
24t
+48.3%
12t
+36.1%
11t
+83.3%
12t
 +3,866.1%
2021
+128.2%
18t
+808.1%
20t
+140.0%
16t
+302.0%
20t
+307.6%
19t
+130.0%
22t
+57.9%
14t
+121.6%
12t
+97.1%
15t
+88.2%
18t
+110.1%
16t
+38.2%
14t
 +7,068,502.1%
2022
+67.0%
20t
+55.8%
13t
+51.2%
13t
+39.8%
11t
+50.6%
19t
+49.2%
19t
+89.4%
15t
+42.3%
15t
+41.8%
18t
+39.0%
17t
+51.5%
19t
+8.8%
13t
 +10,728.4%
2023
+35.8%
14t
+34.4%
13t
+43.1%
15t
+13.7%
15t
+7.7%
16t
+15.4%
12t
+22.9%
13t
+10.8%
14t
+10.3%
13t
+16.5%
13t
+26.4%
15t
+48.8%
14t
 +1,115.8%
2024
+38.2%
13t
+34.4%
10t
+85.4%
15t
+17.7%
8t
+31.5%
15t
+37.7%
13t
+57.4%
14t
+50.4%
17t
+42.1%
14t
+34.4%
11t
+73.0%
16t
+79.1%
20t
 +10,180.7%
2025
+24.8%
17t
+48.3%
14t
+58.8%
16t
+21.3%
13t
+41.8%
14t
+18.6%
17t
+50.6%
14t
+51.3%
13t
+46.1%
18t
+83.8%
19t
+29.7%
16t
+42.3%
17t
 +6,671.4%
2026
+29.1%
14t
+29.7%
10t
+41.5%
16t
+27.8%
15t
—
—
—
—
—
—
—
—
 +202.9%

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

Smart Insights
  • ↑ Exceptional return: +5,116.97B× — compound across the full walk-forward window.
  • ↑ High win rate: 90.6% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 541 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +4.04% on 273 trades, WR 93%.

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 273 92.9% +3.70% 41.04 23.6
BULL 134 89.3% +3.16% 202.58 28.6
SIDEWAYS 554 89.6% +2.45% 35.10 22.3
BEAR 120 88.9% +3.16% 76.86 18.8

Per-Cycle Results

Each cycle is an independent out-of-sample test period aligned with a Bitcoin halving cycle. The model is trained on earlier cycles and tested on the next — never seeing the test data during training.

Cycle Period Sharpe Return MaxDD Win Rate Trades B&H
1 May '20 – Apr '24 10.99 2,045,082,888x -9.9% 88.3% 718 Yes
2 Apr '24 – May '26 12.91 2,501x -5.0% 92.8% 363 Yes

Trade Log

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

Compound Return
+141.5%
Win Rate
94.0%
47W / 3L
Max Drawdown
-0.6%
€10,000 Invested
€24,153
2.4x 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 21:00 29 Apr 2026 22:00 $617.19 $618.03 +0.04% SIDEWAYS 2 exit_fp
27 Apr 2026 16:00 28 Apr 2026 00:00 $621.50 $627.08 +0.80% SIDEWAYS 9 exit_fp
26 Apr 2026 01:00 26 Apr 2026 05:00 $629.77 $631.62 +0.19% SIDEWAYS 5 exit_fp
23 Apr 2026 20:00 24 Apr 2026 00:00 $637.80 $639.92 +0.23% SIDEWAYS 5 exit_fp
23 Apr 2026 03:00 23 Apr 2026 07:00 $635.60 $635.70 -0.08% SIDEWAYS 5 short_signal
21 Apr 2026 22:00 22 Apr 2026 13:00 $628.90 $650.59 +3.35% SIDEWAYS 16 exit_fp
19 Apr 2026 23:00 21 Apr 2026 09:00 $616.06 $636.75 +3.26% SIDEWAYS 35 exit_fp
14 Apr 2026 23:00 17 Apr 2026 05:00 $613.75 $628.79 +2.31% SIDEWAYS 55 trail
12 Apr 2026 13:00 14 Apr 2026 10:00 $591.25 $617.90 +4.40% BEAR 46 short_signal
09 Apr 2026 01:00 09 Apr 2026 17:00 $601.51 $608.45 +1.05% BEAR 17 exit_fp
07 Apr 2026 22:00 07 Apr 2026 23:00 $619.46 $620.10 +0.00% BEAR 2 exit_fp
06 Apr 2026 23:00 07 Apr 2026 09:00 $600.11 $605.19 +0.75% BEAR 11 exit_fp
05 Apr 2026 14:00 06 Apr 2026 09:00 $589.50 $606.98 +2.86% BEAR 20 exit_fp
02 Apr 2026 13:00 05 Apr 2026 01:00 $573.22 $592.01 +3.13% BEAR 61 trail
31 Mar 2026 10:00 01 Apr 2026 00:00 $602.79 $619.20 +2.62% BEAR 15 exit_fp
29 Mar 2026 23:00 30 Mar 2026 12:00 $606.09 $619.57 +2.12% BEAR 14 exit_fp
27 Mar 2026 14:00 28 Mar 2026 08:00 $609.56 $612.53 +0.39% BEAR 19 short_signal
26 Mar 2026 17:00 27 Mar 2026 01:00 $625.69 $631.35 +0.80% BEAR 9 signal
24 Mar 2026 17:00 25 Mar 2026 21:00 $628.85 $647.17 +2.81% BEAR 29 short_signal
23 Mar 2026 07:00 23 Mar 2026 20:00 $624.33 $640.01 +2.37% BEAR 14 trail
22 Mar 2026 00:00 22 Mar 2026 18:00 $630.38 $629.60 -0.22% BEAR 19 short_signal
19 Mar 2026 17:00 21 Mar 2026 01:00 $638.25 $640.61 +0.27% SIDEWAYS 33 short_signal
18 Mar 2026 19:00 19 Mar 2026 01:00 $648.08 $651.41 +0.41% SIDEWAYS 7 signal
17 Mar 2026 13:00 17 Mar 2026 20:00 $665.23 $672.07 +0.93% BEAR 8 short_signal
14 Mar 2026 01:00 15 Mar 2026 15:00 $656.43 $660.47 +0.47% BEAR 39 trail
12 Mar 2026 14:00 13 Mar 2026 12:00 $646.84 $671.21 +3.66% BEAR 23 exit_fp
11 Mar 2026 07:00 12 Mar 2026 01:00 $640.50 $648.57 +1.12% BEAR 19 trail
08 Mar 2026 23:00 10 Mar 2026 18:00 $611.98 $643.42 +4.99% BEAR 44 trail
03 Mar 2026 05:00 04 Mar 2026 17:00 $632.18 $658.34 +4.03% BEAR 37 short_signal
01 Mar 2026 21:00 02 Mar 2026 16:00 $611.93 $649.13 +5.97% BEAR 20 exit_fp
28 Feb 2026 07:00 01 Mar 2026 04:00 $597.50 $629.74 +5.29% BEAR 22 exit_fp
26 Feb 2026 17:00 26 Feb 2026 21:00 $616.69 $623.58 +1.02% BEAR 5 short_signal
24 Feb 2026 14:00 25 Feb 2026 21:00 $581.94 $634.94 +9.00% BEAR 32 exit_fp
21 Feb 2026 00:00 21 Feb 2026 09:00 $624.65 $628.65 +0.54% BEAR 10 signal
18 Feb 2026 21:00 20 Feb 2026 11:00 $604.27 $608.63 +0.58% BEAR 39 trail
16 Feb 2026 01:00 16 Feb 2026 12:00 $614.94 $628.12 +2.04% BEAR 12 exit_fp
13 Feb 2026 06:00 14 Feb 2026 03:00 $597.83 $617.66 +3.17% BEAR 22 trail
11 Feb 2026 07:00 12 Feb 2026 15:00 $600.77 $611.55 +1.65% BEAR 33 trail
09 Feb 2026 11:00 09 Feb 2026 17:00 $621.83 $640.30 +2.87% BEAR 7 short_signal
05 Feb 2026 22:00 06 Feb 2026 05:00 $617.03 $639.38 +3.52% BEAR 8 exit_fp
01 Feb 2026 17:00 03 Feb 2026 01:00 $756.13 $773.92 +2.25% BEAR 33 signal
30 Jan 2026 09:00 31 Jan 2026 01:00 $834.56 $854.46 +2.28% SIDEWAYS 17 signal
25 Jan 2026 20:00 28 Jan 2026 08:00 $860.84 $902.49 +4.73% SIDEWAYS 61 short_signal
22 Jan 2026 04:00 22 Jan 2026 20:00 $892.11 $887.48 -0.62% SIDEWAYS 17 signal
21 Jan 2026 09:00 21 Jan 2026 15:00 $872.81 $892.66 +2.17% SIDEWAYS 7 exit_fp
20 Jan 2026 00:00 20 Jan 2026 01:00 $929.37 $932.38 +0.22% SIDEWAYS 2 exit_fp
19 Jan 2026 01:00 19 Jan 2026 11:00 $919.86 $928.23 +0.81% SIDEWAYS 11 short_signal
15 Jan 2026 21:00 16 Jan 2026 22:00 $929.74 $937.86 +0.77% SIDEWAYS 26 short_signal
14 Jan 2026 14:00 14 Jan 2026 23:00 $941.68 $948.47 +0.62% SIDEWAYS 10 exit_fp
11 Jan 2026 21:00 14 Jan 2026 01:00 $904.80 $947.53 +4.62% SIDEWAYS 53 signal

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90.6% Win Rate Sharpe 11.95 541 Trades -9.9% Max Drawdown