Backtests / ALGO
OMNISCIUS · V4.2 (THEROS)

ALGO ALGO (ALGO) Backtest

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

2 Walk-Forward Cycles • May 2020 – May 2026 • $0.112700 (+4.45%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Algorand (ALGO) is a high-throughput pure proof-of-stake blockchain founded by Turing-award winner Silvio Micali. Strong academic background, focus on formal verification and CBDC pilots. Mid-cap with long history (60K+ bars), giving the model robust regime coverage.

KPIs Equity Curve Regimes Per-Cycle Trade Log View ALGO 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
10.67
Sortino Ratio
10.44
Profit Factor
16.95
Calmar Ratio
4,393.81
Win Rate
82.8%
Max Drawdown
-24.1%
Avg Drawdown
-21.11%
Alpha vs B&H
+17,941,067,725,027,977,216.0pp
Total Trades
620
Exposure
43.2%
Beats B&H
2/2
Sharpe Trend
+2.53
ALGO

ALGO Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
+42.2%
6t
+11.4%
14t
+213.9%
20t
+184.4%
23t
+133.1%
23t
+97.8%
15t
+115.6%
20t
+65.4%
21t
 +23,149.9%
2021
+402.4%
25t
+438.4%
24t
+132.6%
22t
+198.7%
24t
+236.8%
23t
+160.5%
22t
+43.5%
16t
+149.5%
18t
+286.5%
26t
+88.9%
20t
+111.2%
21t
+76.1%
20t
 +16,021,458.1%
2022
+104.8%
18t
+47.8%
14t
+70.2%
15t
+21.1%
19t
+89.4%
22t
+54.3%
16t
+57.9%
16t
+32.4%
13t
+80.7%
14t
+25.9%
15t
+72.8%
21t
+26.5%
14t
 +18,847.0%
2023
+67.0%
14t
+47.3%
14t
+35.7%
18t
+10.5%
10t
+4.9%
16t
+34.6%
15t
+28.8%
16t
+3.6%
17t
+19.4%
15t
+10.6%
19t
+85.7%
11t
+115.9%
18t
 +3,576.8%
2024
+38.0%
16t
+63.9%
15t
+176.0%
21t
-0.9%
14t
+71.2%
11t
+30.4%
16t
+49.6%
13t
+70.9%
19t
+62.0%
15t
+39.6%
16t
+539.5%
25t
+202.9%
26t
 +154,669.6%
2025
+201.2%
18t
+77.0%
15t
+79.9%
16t
+137.1%
17t
+91.0%
16t
+59.9%
13t
+184.9%
18t
+75.2%
16t
+19.0%
13t
+89.9%
18t
+21.6%
18t
+42.9%
11t
 +136,016.6%
2026
+86.5%
15t
+42.8%
17t
+54.7%
14t
+104.3%
13t
+0.1%
1t
—
—
—
—
—
—
—
 +743.1%

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

Smart Insights
  • ↑ Exceptional return: +179,410,677.25B× — compound across the full walk-forward window.
  • ↑ High win rate: 82.8% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -24.1% — expect volatility on capital.
  • ↑ Robust sample: 620 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.44% on 124 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 387 84.3% +4.27% 19.94 14.4
BULL 124 86.5% +5.57% 50.10 26.5
SIDEWAYS 605 81.8% +3.12% 16.26 20.8
BEAR 123 81.2% +3.25% 7.64 16.4

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 9.40 154,379,727,597x -24.1% 79.4% 849 Yes
2 Apr '24 – May '26 11.93 1,162,138x -18.1% 86.2% 390 Yes

Trade Log

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

Compound Return
+384.9%
Win Rate
86.0%
43W / 7L
Max Drawdown
-2.7%
€10,000 Invested
€48,493
4.8x 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
01 May 2026 13:00 01 May 2026 15:00 $0.10900 $0.10960 +0.14% SIDEWAYS 3 exit_fp
25 Apr 2026 17:00 25 Apr 2026 21:00 $0.11530 $0.11520 -0.50% SIDEWAYS 5 short_signal
23 Apr 2026 02:00 25 Apr 2026 04:00 $0.10200 $0.11210 +9.45% SIDEWAYS 51 take_profit
20 Apr 2026 01:00 22 Apr 2026 06:00 $0.10230 $0.10660 +3.78% SIDEWAYS 54 exit_fp
15 Apr 2026 23:00 17 Apr 2026 02:00 $0.11260 $0.11510 +1.80% SIDEWAYS 28 short_signal
14 Apr 2026 22:00 15 Apr 2026 10:00 $0.10740 $0.11160 +3.37% BEAR 13 trail
14 Apr 2026 06:00 14 Apr 2026 09:00 $0.11150 $0.11410 +1.91% BEAR 4 exit_fp
13 Apr 2026 07:00 13 Apr 2026 16:00 $0.10100 $0.10300 +1.46% BEAR 10 trail
12 Apr 2026 15:00 12 Apr 2026 18:00 $0.10230 $0.10350 +0.76% BEAR 4 signal
09 Apr 2026 02:00 09 Apr 2026 14:00 $0.11280 $0.11490 +1.45% BEAR 13 exit_fp
07 Apr 2026 12:00 08 Apr 2026 05:00 $0.11270 $0.12350 +9.13% BEAR 18 exit_fp
05 Apr 2026 02:00 06 Apr 2026 06:00 $0.11880 $0.12650 +6.05% BEAR 29 exit_fp
02 Apr 2026 01:00 04 Apr 2026 02:00 $0.10100 $0.12110 +19.41% BEAR 50 short_signal
31 Mar 2026 07:00 01 Apr 2026 04:00 $0.08570 $0.10120 +17.60% BEAR 22 exit_fp
29 Mar 2026 14:00 30 Mar 2026 17:00 $0.08100 $0.08270 +1.61% BEAR 28 trail
28 Mar 2026 03:00 28 Mar 2026 07:00 $0.08140 $0.08220 +0.57% BEAR 5 short_signal
24 Mar 2026 15:00 25 Mar 2026 19:00 $0.08660 $0.08780 +0.97% BEAR 29 short_signal
23 Mar 2026 01:00 23 Mar 2026 22:00 $0.08580 $0.08770 +1.65% BEAR 22 trail
20 Mar 2026 01:00 20 Mar 2026 05:00 $0.09000 $0.09140 +1.14% SIDEWAYS 5 exit_fp
19 Mar 2026 09:00 19 Mar 2026 12:00 $0.08960 $0.08760 -2.70% SIDEWAYS 4 stop
14 Mar 2026 21:00 16 Mar 2026 22:00 $0.09050 $0.09770 +7.51% BEAR 50 exit_fp
11 Mar 2026 01:00 13 Mar 2026 12:00 $0.08520 $0.09570 +11.86% BEAR 60 exit_fp
09 Mar 2026 01:00 10 Mar 2026 12:00 $0.08190 $0.08750 +6.40% BEAR 36 short_signal
08 Mar 2026 05:00 08 Mar 2026 07:00 $0.08240 $0.08260 -0.17% BEAR 3 signal
05 Mar 2026 18:00 05 Mar 2026 20:00 $0.08710 $0.08820 +0.85% BEAR 3 signal
03 Mar 2026 10:00 04 Mar 2026 15:00 $0.08540 $0.09060 +5.66% BEAR 30 exit_fp
01 Mar 2026 18:00 02 Mar 2026 15:00 $0.08600 $0.08910 +3.18% BEAR 22 exit_fp
28 Feb 2026 14:00 01 Mar 2026 02:00 $0.08370 $0.08970 +6.73% BEAR 13 exit_fp
27 Feb 2026 13:00 28 Feb 2026 01:00 $0.08700 $0.08670 -0.75% BEAR 13 short_signal
26 Feb 2026 18:00 26 Feb 2026 20:00 $0.08820 $0.08830 -0.30% BEAR 3 signal
24 Feb 2026 01:00 25 Feb 2026 16:00 $0.08390 $0.09220 +9.44% BEAR 40 exit_fp
23 Feb 2026 08:00 23 Feb 2026 12:00 $0.08500 $0.08690 +1.82% BEAR 5 short_signal
22 Feb 2026 15:00 22 Feb 2026 19:00 $0.08700 $0.08660 -0.87% BEAR 5 short_signal
20 Feb 2026 08:00 21 Feb 2026 01:00 $0.08960 $0.09030 +0.37% BEAR 18 signal
19 Feb 2026 16:00 19 Feb 2026 19:00 $0.08800 $0.08910 +0.84% BEAR 4 signal
15 Feb 2026 18:00 15 Feb 2026 22:00 $0.09490 $0.09570 +0.43% BEAR 5 short_signal
13 Feb 2026 21:00 14 Feb 2026 11:00 $0.09490 $0.09820 +3.05% BEAR 15 short_signal
12 Feb 2026 01:00 13 Feb 2026 08:00 $0.09020 $0.09200 +1.48% BEAR 32 trail
11 Feb 2026 08:00 11 Feb 2026 12:00 $0.08940 $0.08950 -0.30% BEAR 5 short_signal
09 Feb 2026 11:00 09 Feb 2026 19:00 $0.09390 $0.09660 +2.45% BEAR 9 short_signal
08 Feb 2026 04:00 08 Feb 2026 08:00 $0.09610 $0.09890 +2.49% BEAR 5 signal
06 Feb 2026 01:00 06 Feb 2026 14:00 $0.08970 $0.09680 +7.47% BEAR 14 exit_fp
03 Feb 2026 19:00 03 Feb 2026 20:00 $0.10560 $0.10970 +3.46% BEAR 2 exit_fp
01 Feb 2026 16:00 02 Feb 2026 15:00 $0.10100 $0.10630 +4.82% BEAR 24 exit_fp
31 Jan 2026 15:00 01 Feb 2026 00:00 $0.10310 $0.10440 +0.74% BEAR 10 regime_exit
27 Jan 2026 07:00 28 Jan 2026 23:00 $0.12040 $0.12630 +4.47% SIDEWAYS 41 exit_fp
25 Jan 2026 19:00 26 Jan 2026 14:00 $0.11290 $0.12400 +9.38% SIDEWAYS 20 exit_fp
22 Jan 2026 23:00 23 Jan 2026 04:00 $0.11880 $0.12340 +3.45% SIDEWAYS 6 exit_fp
21 Jan 2026 09:00 22 Jan 2026 10:00 $0.11770 $0.11950 +1.03% SIDEWAYS 26 trail
20 Jan 2026 18:00 20 Jan 2026 20:00 $0.11500 $0.11620 +0.63% SIDEWAYS 3 signal

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82.8% Win Rate Sharpe 10.67 620 Trades -24.1% Max Drawdown