Backtests / KNC
OMNISCIUS · V4.2 (THEROS)

KNC KNC (KNC) Backtest

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

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.194100 (+35.73%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Kyber Network (KNC) is one of the longest-running DeFi protocols, providing on-chain liquidity aggregation across multiple chains via KyberSwap. KNC has full multi-cycle history (since 2020) which makes it a stable training target. Smart routing fees and KyberDAO governance drive token utility.

KPIs Equity Curve Regimes Trade Log View KNC 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
10.04
Sortino Ratio
12.02
Profit Factor
21.35
Calmar Ratio
2,655.62
Win Rate
87.2%
Max Drawdown
-8.4%
Avg Drawdown
-8.38%
Alpha vs B&H
+5,197,630.3pp
Total Trades
360
Exposure
40.0%
Beats B&H
1/1
Cycles
1
KNC

KNC Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+61.8%
10t
+78.8%
16t
+52.1%
14t
+51.1%
16t
+53.6%
13t
+43.2%
14t
+165.4%
14t
+90.2%
19t
 +7,291.6%
2025
+126.3%
17t
+79.3%
14t
+64.5%
19t
+32.9%
13t
+48.6%
12t
+42.5%
10t
+193.5%
12t
+57.0%
10t
+23.1%
16t
+53.3%
21t
+40.1%
16t
+13.9%
17t
 +25,952.8%
2026
+39.2%
20t
+51.5%
16t
+113.6%
17t
+25.6%
12t
+25.1%
2t
—
—
—
—
—
—
—
 +607.7%

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

Smart Insights
  • ↑ Exceptional return: +51.98K× — compound across the full walk-forward window.
  • ↑ High win rate: 87.2% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 360 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +5.17% on 85 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 85 92.9% +5.17% 52.74 17.7
BULL 40 85.0% +4.25% 14.87 29.1
SIDEWAYS 182 85.2% +2.61% 19.20 19.5
BEAR 53 86.8% +2.97% 12.10 18.2

Trade Log

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

Compound Return
+322.1%
Win Rate
82.0%
41W / 9L
Max Drawdown
-3.0%
€10,000 Invested
€42,211
4.2x 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 20:00 02 May 2026 04:00 $0.13810 $0.17750 +28.00% SIDEWAYS 9 exit_fp
29 Apr 2026 17:00 01 May 2026 07:00 $0.13900 $0.13660 -2.25% SIDEWAYS 39 stop
26 Apr 2026 12:00 26 Apr 2026 14:00 $0.14720 $0.14750 -0.21% SIDEWAYS 3 exit_fp
25 Apr 2026 18:00 25 Apr 2026 23:00 $0.14300 $0.14280 -0.55% SIDEWAYS 6 short_signal
23 Apr 2026 09:00 24 Apr 2026 23:00 $0.14040 $0.14380 +1.89% SIDEWAYS 39 trail
19 Apr 2026 23:00 21 Apr 2026 20:00 $0.13460 $0.14610 +8.10% SIDEWAYS 46 take_profit
14 Apr 2026 23:00 16 Apr 2026 20:00 $0.13420 $0.13940 +3.45% SIDEWAYS 46 short_signal
12 Apr 2026 14:00 14 Apr 2026 10:00 $0.13160 $0.13520 +2.17% BEAR 45 trail
09 Apr 2026 00:00 10 Apr 2026 00:00 $0.13340 $0.14060 +4.97% BEAR 25 exit_fp
07 Apr 2026 23:00 08 Apr 2026 01:00 $0.13910 $0.13760 -1.48% BEAR 3 signal
05 Apr 2026 15:00 07 Apr 2026 10:00 $0.12810 $0.13380 +4.02% BEAR 44 short_signal
04 Apr 2026 20:00 05 Apr 2026 02:00 $0.12880 $0.13000 +0.52% BEAR 7 short_signal
03 Apr 2026 14:00 04 Apr 2026 02:00 $0.12980 $0.12850 -1.41% BEAR 13 short_signal
01 Apr 2026 03:00 01 Apr 2026 07:00 $0.13880 $0.14210 +1.96% BEAR 5 short_signal
29 Mar 2026 09:00 30 Mar 2026 11:00 $0.14470 $0.14820 +2.00% BEAR 27 exit_fp
26 Mar 2026 13:00 27 Mar 2026 05:00 $0.13770 $0.17400 +25.84% BEAR 17 exit_fp
24 Mar 2026 01:00 25 Mar 2026 01:00 $0.13620 $0.14220 +3.89% BEAR 25 trail
22 Mar 2026 20:00 23 Mar 2026 12:00 $0.12960 $0.13930 +7.05% BEAR 17 exit_fp
22 Mar 2026 01:00 22 Mar 2026 05:00 $0.13240 $0.13310 +0.12% BEAR 5 short_signal
19 Mar 2026 17:00 19 Mar 2026 21:00 $0.13440 $0.13520 +0.18% SIDEWAYS 5 short_signal
17 Mar 2026 04:00 17 Mar 2026 09:00 $0.13720 $0.14040 +1.91% BEAR 6 exit_fp
16 Mar 2026 01:00 16 Mar 2026 13:00 $0.13710 $0.13850 +0.61% BEAR 13 short_signal
14 Mar 2026 16:00 14 Mar 2026 23:00 $0.13130 $0.13230 +0.35% BEAR 8 short_signal
12 Mar 2026 15:00 13 Mar 2026 02:00 $0.13320 $0.13640 +1.98% BEAR 12 short_signal
10 Mar 2026 11:00 12 Mar 2026 02:00 $0.13040 $0.13230 +0.97% BEAR 40 trail
08 Mar 2026 15:00 09 Mar 2026 22:00 $0.12400 $0.12630 +1.29% BEAR 32 trail
07 Mar 2026 23:00 08 Mar 2026 02:00 $0.12640 $0.12420 -2.25% BEAR 4 stop
06 Mar 2026 21:00 07 Mar 2026 02:00 $0.12970 $0.12890 -1.02% BEAR 6 short_signal
03 Mar 2026 22:00 04 Mar 2026 03:00 $0.13830 $0.14620 +5.28% BEAR 6 exit_fp
01 Mar 2026 18:00 02 Mar 2026 05:00 $0.13360 $0.17350 +29.33% BEAR 12 exit_fp
28 Feb 2026 14:00 01 Mar 2026 01:00 $0.13130 $0.13910 +5.51% BEAR 12 exit_fp
27 Feb 2026 22:00 28 Feb 2026 01:00 $0.13620 $0.13730 +0.40% BEAR 4 signal
26 Feb 2026 16:00 27 Feb 2026 08:00 $0.13140 $0.14050 +6.49% BEAR 17 exit_fp
25 Feb 2026 14:00 25 Feb 2026 20:00 $0.13420 $0.13990 +3.82% BEAR 7 exit_fp
24 Feb 2026 07:00 24 Feb 2026 20:00 $0.12930 $0.13120 +0.91% BEAR 14 trail
20 Feb 2026 17:00 21 Feb 2026 07:00 $0.13810 $0.14210 +2.48% BEAR 15 short_signal
18 Feb 2026 22:00 20 Feb 2026 04:00 $0.13500 $0.13680 +0.81% BEAR 31 trail
16 Feb 2026 16:00 16 Feb 2026 22:00 $0.14010 $0.14080 +0.09% BEAR 7 short_signal
13 Feb 2026 00:00 14 Feb 2026 05:00 $0.14740 $0.15210 +2.77% BEAR 30 short_signal
11 Feb 2026 11:00 12 Feb 2026 10:00 $0.14570 $0.15150 +3.56% BEAR 24 exit_fp
09 Feb 2026 23:00 10 Feb 2026 22:00 $0.14690 $0.14980 +1.56% BEAR 24 short_signal
08 Feb 2026 22:00 09 Feb 2026 10:00 $0.14740 $0.14330 -3.25% BEAR 13 stop
06 Feb 2026 00:00 07 Feb 2026 02:00 $0.14570 $0.15680 +7.18% BEAR 27 short_signal
04 Feb 2026 17:00 04 Feb 2026 20:00 $0.17450 $0.17820 +1.70% BEAR 4 signal
03 Feb 2026 18:00 03 Feb 2026 20:00 $0.17240 $0.18420 +6.41% BEAR 3 exit_fp
02 Feb 2026 05:00 03 Feb 2026 02:00 $0.16810 $0.17700 +4.77% BEAR 22 trail
31 Jan 2026 17:00 01 Feb 2026 00:00 $0.16860 $0.17450 +2.96% BEAR 8 regime_exit
28 Jan 2026 21:00 28 Jan 2026 23:00 $0.20840 $0.20920 -0.03% SIDEWAYS 3 signal
27 Jan 2026 14:00 27 Jan 2026 20:00 $0.20660 $0.21040 +1.42% SIDEWAYS 7 short_signal
25 Jan 2026 23:00 27 Jan 2026 00:00 $0.20470 $0.21370 +3.97% SIDEWAYS 26 exit_fp

Start Trading KNC Smarter

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

Get Started → KNC Signals → View Plans →
87.2% Win Rate Sharpe 10.04 360 Trades -8.4% Max Drawdown