Backtests / TRB
OMNISCIUS · V4.2 (THEROS)

TRB TRB (TRB) Backtest

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

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $21.3800 (+3.94%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Tellor (TRB) provides a decentralized oracle network that delivers off-chain data on-chain via a proof-of-work-style competitive reporting system. Long-running protocol (since 2019) with 49K+ bars of history. Volatile due to thin liquidity but well-suited for systematic strategies.

KPIs Equity Curve Regimes Trade Log View TRB 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
11.60
Sortino Ratio
13.50
Profit Factor
27.94
Calmar Ratio
16,462.92
Win Rate
88.2%
Max Drawdown
-19.1%
Avg Drawdown
-19.05%
Alpha vs B&H
+1,043,633,289.5pp
Total Trades
405
Exposure
42.8%
Beats B&H
1/1
Cycles
1
TRB

TRB Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+559.9%
20t
+75.5%
19t
+88.1%
17t
+114.9%
20t
+111.2%
14t
+63.0%
15t
+357.1%
20t
+135.4%
19t
 +173,279.2%
2025
+61.5%
20t
+95.9%
20t
+70.8%
14t
+96.9%
16t
+341.1%
16t
+103.3%
15t
+68.7%
15t
+69.6%
12t
+44.0%
16t
+143.7%
22t
+81.9%
21t
+60.2%
13t
 +279,055.6%
2026
+56.8%
12t
+48.3%
16t
+63.5%
15t
+121.5%
16t
+19.2%
2t
—
—
—
—
—
—
—
 +904.1%

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

Smart Insights
  • ↑ Exceptional return: +10.44M× — compound across the full walk-forward window.
  • ↑ High win rate: 88.2% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -19.1% — expect volatility on capital.
  • ↑ Robust sample: 405 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.07% on 66 trades, WR 89%.

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 103 84.5% +5.26% 29.32 16.1
BULL 66 89.4% +6.07% 16.04 22.8
SIDEWAYS 184 88.6% +4.37% 60.47 19.4
BEAR 52 92.3% +3.06% 14.91 18.2

Trade Log

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

Compound Return
+499.9%
Win Rate
94.0%
47W / 3L
Max Drawdown
-5.2%
€10,000 Invested
€59,993
6.0x 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 15:00 02 May 2026 01:00 $19.500 $21.260 +8.92% SIDEWAYS 11 exit_fp
29 Apr 2026 21:00 01 May 2026 02:00 $18.300 $20.050 +9.45% SIDEWAYS 30 exit_fp
27 Apr 2026 14:00 29 Apr 2026 08:00 $18.380 $18.910 +2.78% SIDEWAYS 43 short_signal
26 Apr 2026 01:00 27 Apr 2026 01:00 $18.210 $18.860 +3.47% SIDEWAYS 25 signal
23 Apr 2026 06:00 24 Apr 2026 15:00 $17.970 $19.200 +6.74% SIDEWAYS 34 exit_fp
21 Apr 2026 20:00 21 Apr 2026 22:00 $18.390 $18.370 -0.21% SIDEWAYS 3 signal
19 Apr 2026 23:00 21 Apr 2026 03:00 $17.930 $18.287 +1.85% SIDEWAYS 29 trail
18 Apr 2026 17:00 18 Apr 2026 22:00 $18.640 $19.080 +2.23% SIDEWAYS 6 signal
17 Apr 2026 22:00 18 Apr 2026 01:00 $20.340 $20.900 +2.62% SIDEWAYS 4 signal
16 Apr 2026 14:00 16 Apr 2026 23:00 $18.020 $23.440 +29.91% SIDEWAYS 10 exit_fp
14 Apr 2026 18:00 16 Apr 2026 01:00 $15.190 $16.990 +11.70% SIDEWAYS 32 take_profit
13 Apr 2026 08:00 13 Apr 2026 22:00 $14.990 $15.970 +6.40% BEAR 15 exit_fp
12 Apr 2026 17:00 12 Apr 2026 19:00 $15.240 $15.250 -0.06% BEAR 3 signal
08 Apr 2026 21:00 10 Apr 2026 20:00 $14.950 $16.380 +9.42% BEAR 48 exit_fp
06 Apr 2026 22:00 08 Apr 2026 01:00 $14.650 $15.260 +4.03% BEAR 28 signal
05 Apr 2026 09:00 06 Apr 2026 06:00 $14.680 $14.875 +1.15% BEAR 22 trail
04 Apr 2026 01:00 04 Apr 2026 20:00 $14.520 $14.860 +2.16% BEAR 20 trail
03 Apr 2026 04:00 03 Apr 2026 09:00 $14.880 $15.020 +0.81% BEAR 6 signal
31 Mar 2026 11:00 31 Mar 2026 21:00 $14.950 $15.130 +1.07% BEAR 11 signal
29 Mar 2026 17:00 30 Mar 2026 14:00 $14.560 $15.110 +3.64% BEAR 22 short_signal
24 Mar 2026 12:00 25 Mar 2026 12:00 $15.530 $16.240 +4.44% BEAR 25 exit_fp
22 Mar 2026 21:00 23 Mar 2026 20:00 $15.280 $15.769 +3.01% BEAR 24 trail
19 Mar 2026 01:00 21 Mar 2026 00:00 $16.070 $16.470 +2.36% SIDEWAYS 48 short_signal
16 Mar 2026 01:00 16 Mar 2026 10:00 $16.350 $16.830 +2.80% BEAR 10 short_signal
15 Mar 2026 01:00 15 Mar 2026 09:00 $16.150 $16.240 +0.43% BEAR 9 signal
11 Mar 2026 02:00 12 Mar 2026 23:00 $15.290 $16.350 +6.79% BEAR 46 short_signal
09 Mar 2026 23:00 10 Mar 2026 13:00 $15.130 $15.421 +1.74% BEAR 15 trail
08 Mar 2026 02:00 09 Mar 2026 10:00 $14.450 $15.043 +3.91% BEAR 33 trail
07 Mar 2026 07:00 07 Mar 2026 13:00 $14.530 $14.910 +2.48% BEAR 7 signal
05 Mar 2026 18:00 05 Mar 2026 20:00 $14.720 $15.000 +1.77% BEAR 3 signal
03 Mar 2026 19:00 04 Mar 2026 21:00 $14.480 $15.100 +4.15% BEAR 27 short_signal
01 Mar 2026 18:00 03 Mar 2026 06:00 $13.930 $14.297 +2.45% BEAR 37 trail
28 Feb 2026 09:00 01 Mar 2026 02:00 $13.340 $14.600 +9.30% BEAR 18 exit_fp
26 Feb 2026 14:00 27 Feb 2026 07:00 $14.590 $14.960 +2.40% BEAR 18 exit_fp
25 Feb 2026 13:00 25 Feb 2026 20:00 $14.680 $15.540 +5.72% BEAR 8 short_signal
24 Feb 2026 10:00 25 Feb 2026 00:00 $13.860 $14.021 +0.98% BEAR 15 trail
23 Feb 2026 02:00 23 Feb 2026 07:00 $13.990 $14.400 +2.80% BEAR 6 signal
19 Feb 2026 01:00 21 Feb 2026 08:00 $15.070 $15.540 +2.98% BEAR 56 exit_fp
15 Feb 2026 14:00 17 Feb 2026 01:00 $15.840 $16.000 +0.88% BEAR 36 exit_fp
14 Feb 2026 11:00 14 Feb 2026 13:00 $16.330 $16.510 +0.97% BEAR 3 signal
13 Feb 2026 01:00 13 Feb 2026 22:00 $14.390 $15.010 +4.17% BEAR 22 short_signal
11 Feb 2026 09:00 12 Feb 2026 12:00 $13.680 $14.333 +4.58% BEAR 28 trail
09 Feb 2026 08:00 09 Feb 2026 17:00 $14.320 $14.990 +4.54% BEAR 10 exit_fp
08 Feb 2026 17:00 08 Feb 2026 19:00 $14.630 $14.880 +1.58% BEAR 3 signal
07 Feb 2026 06:00 07 Feb 2026 18:00 $14.600 $15.110 +3.36% BEAR 13 exit_fp
06 Feb 2026 01:00 06 Feb 2026 17:00 $13.970 $15.320 +9.52% BEAR 17 exit_fp
04 Feb 2026 16:00 04 Feb 2026 21:00 $15.830 $16.060 +1.32% BEAR 6 short_signal
02 Feb 2026 01:00 03 Feb 2026 18:00 $16.100 $15.290 -5.20% BEAR 42 stop
31 Jan 2026 16:00 01 Feb 2026 00:00 $15.960 $15.990 +0.01% BEAR 9 regime_exit
30 Jan 2026 07:00 30 Jan 2026 11:00 $17.790 $18.100 +1.61% SIDEWAYS 5 signal

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

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88.2% Win Rate Sharpe 11.60 405 Trades -19.1% Max Drawdown