Backtests / ZEN
OMNISCIUS · V4.2 (THEROS)

ZEN ZEN (ZEN) Backtest

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

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $6.2080 (-0.23%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Horizen (ZEN) is a long-running privacy-focused proof-of-stake network with sidechain capabilities and zk-proof support. Listed since 2020 with deep history (51K+ bars). Used by our model as a high-stability training target due to robust multi-cycle data.

KPIs Equity Curve Regimes Trade Log View ZEN 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
13.06
Sortino Ratio
15.10
Profit Factor
37.95
Calmar Ratio
67,796.39
Win Rate
92.5%
Max Drawdown
-10.6%
Avg Drawdown
-10.64%
Alpha vs B&H
+5,555,979,848.3pp
Total Trades
411
Exposure
37.0%
Beats B&H
1/1
Cycles
1
ZEN

ZEN Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+73.3%
15t
+37.1%
12t
+320.3%
19t
+72.2%
15t
+62.9%
11t
+39.1%
14t
+201.8%
23t
+213.1%
26t
 +36,716.0%
2025
+246.1%
21t
+250.6%
19t
+97.9%
16t
+57.0%
15t
+190.0%
19t
+94.8%
13t
+115.0%
14t
+67.9%
12t
+59.3%
15t
+453.5%
24t
+382.1%
25t
+105.6%
19t
 +6,717,242.6%
2026
+156.6%
18t
+43.2%
17t
+90.1%
14t
+72.9%
14t
+9.5%
1t
—
—
—
—
—
—
—
 +1,222.0%

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

Smart Insights
  • ↑ Exceptional return: +55.56M× — compound across the full walk-forward window.
  • ↑ High win rate: 92.5% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 411 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +7.07% on 54 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 117 94.0% +4.11% 34.84 12.8
BULL 54 92.6% +7.07% 81.22 22.0
SIDEWAYS 185 93.5% +5.37% 44.16 16.9
BEAR 55 85.5% +3.87% 16.19 17.0

Trade Log

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

Compound Return
+379.3%
Win Rate
88.0%
44W / 6L
Max Drawdown
-5.3%
€10,000 Invested
€47,932
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
29 Apr 2026 17:00 01 May 2026 22:00 $5.678 $6.225 +9.46% SIDEWAYS 54 short_signal
27 Apr 2026 21:00 28 Apr 2026 01:00 $5.908 $5.952 +0.58% SIDEWAYS 5 short_signal
26 Apr 2026 02:00 26 Apr 2026 07:00 $6.050 $6.142 +1.36% SIDEWAYS 6 short_signal
23 Apr 2026 06:00 24 Apr 2026 09:00 $6.045 $6.182 +2.10% SIDEWAYS 28 short_signal
21 Apr 2026 13:00 22 Apr 2026 14:00 $6.017 $6.264 +3.94% SIDEWAYS 26 short_signal
20 Apr 2026 01:00 20 Apr 2026 20:00 $5.885 $6.237 +5.81% SIDEWAYS 20 exit_fp
18 Apr 2026 12:00 19 Apr 2026 12:00 $5.825 $6.029 +3.34% SIDEWAYS 25 exit_fp
16 Apr 2026 10:00 17 Apr 2026 01:00 $5.765 $6.014 +4.15% SIDEWAYS 16 signal
14 Apr 2026 19:00 15 Apr 2026 21:00 $5.669 $5.763 +1.44% BEAR 27 trail
12 Apr 2026 13:00 14 Apr 2026 00:00 $5.738 $5.956 +3.63% BEAR 36 short_signal
09 Apr 2026 00:00 10 Apr 2026 02:00 $5.325 $6.073 +13.86% BEAR 27 exit_fp
07 Apr 2026 01:00 08 Apr 2026 02:00 $5.160 $5.538 +7.15% BEAR 26 short_signal
05 Apr 2026 02:00 06 Apr 2026 00:00 $5.126 $5.302 +3.27% BEAR 23 exit_fp
02 Apr 2026 14:00 04 Apr 2026 11:00 $5.130 $5.253 +2.23% BEAR 46 exit_fp
31 Mar 2026 11:00 01 Apr 2026 00:00 $5.382 $5.588 +3.66% BEAR 14 short_signal
29 Mar 2026 14:00 30 Mar 2026 17:00 $5.103 $5.293 +3.49% BEAR 28 trail
28 Mar 2026 02:00 28 Mar 2026 07:00 $5.090 $5.208 +2.15% BEAR 6 short_signal
24 Mar 2026 02:00 24 Mar 2026 09:00 $5.571 $5.698 +2.12% BEAR 8 short_signal
22 Mar 2026 09:00 23 Mar 2026 13:00 $5.458 $5.635 +3.08% BEAR 29 exit_fp
21 Mar 2026 09:00 21 Mar 2026 11:00 $5.697 $5.819 +1.92% BEAR 3 regime_exit
20 Mar 2026 13:00 20 Mar 2026 16:00 $5.623 $5.703 +1.20% BEAR 4 regime_exit
16 Mar 2026 02:00 16 Mar 2026 21:00 $6.101 $6.936 +13.50% BEAR 20 exit_fp
14 Mar 2026 07:00 15 Mar 2026 13:00 $5.498 $5.959 +8.14% BEAR 31 trail
13 Mar 2026 02:00 13 Mar 2026 06:00 $5.557 $5.547 -0.34% BEAR 5 short_signal
10 Mar 2026 22:00 12 Mar 2026 12:00 $5.424 $5.447 +0.26% BEAR 39 short_signal
08 Mar 2026 23:00 10 Mar 2026 09:00 $5.131 $5.602 +9.01% BEAR 35 exit_fp
03 Mar 2026 11:00 04 Mar 2026 17:00 $5.398 $5.821 +7.66% BEAR 31 short_signal
01 Mar 2026 19:00 02 Mar 2026 22:00 $5.259 $5.590 +6.12% BEAR 28 short_signal
28 Feb 2026 07:00 01 Mar 2026 01:00 $5.065 $5.501 +8.43% BEAR 19 exit_fp
26 Feb 2026 15:00 27 Feb 2026 04:00 $5.560 $5.736 +3.00% BEAR 14 exit_fp
25 Feb 2026 14:00 25 Feb 2026 20:00 $5.609 $5.782 +2.92% BEAR 7 short_signal
24 Feb 2026 07:00 25 Feb 2026 01:00 $5.321 $5.600 +5.08% BEAR 19 exit_fp
22 Feb 2026 20:00 22 Feb 2026 23:00 $5.658 $5.719 +0.92% BEAR 4 signal
21 Feb 2026 02:00 21 Feb 2026 09:00 $5.942 $5.938 -0.23% BEAR 8 short_signal
19 Feb 2026 10:00 20 Feb 2026 13:00 $5.820 $5.705 -2.15% BEAR 28 stop
16 Feb 2026 16:00 17 Feb 2026 02:00 $6.121 $6.331 +3.30% BEAR 11 exit_fp
15 Feb 2026 18:00 15 Feb 2026 23:00 $6.204 $6.310 +1.58% BEAR 6 short_signal
12 Feb 2026 23:00 14 Feb 2026 08:00 $5.934 $6.648 +11.89% BEAR 34 exit_fp
11 Feb 2026 08:00 12 Feb 2026 10:00 $5.694 $6.043 +5.99% BEAR 27 exit_fp
09 Feb 2026 08:00 09 Feb 2026 17:00 $5.842 $6.040 +3.25% BEAR 10 exit_fp
06 Feb 2026 18:00 08 Feb 2026 10:00 $6.149 $5.986 -2.78% BEAR 41 short_signal
05 Feb 2026 22:00 06 Feb 2026 05:00 $5.634 $5.728 +1.54% BEAR 8 exit_fp
03 Feb 2026 20:00 04 Feb 2026 00:00 $7.135 $6.906 -3.34% BEAR 5 short_signal
03 Feb 2026 03:00 03 Feb 2026 07:00 $6.924 $6.941 +0.12% BEAR 5 short_signal
01 Feb 2026 22:00 02 Feb 2026 14:00 $7.006 $7.103 +1.25% BEAR 17 short_signal
31 Jan 2026 18:00 01 Feb 2026 00:00 $6.990 $7.350 +4.96% BEAR 7 regime_exit
30 Jan 2026 02:00 30 Jan 2026 21:00 $7.840 $8.091 +3.07% SIDEWAYS 20 short_signal
27 Jan 2026 07:00 27 Jan 2026 09:00 $9.225 $9.232 -0.05% SIDEWAYS 3 signal
25 Jan 2026 21:00 26 Jan 2026 16:00 $8.962 $9.264 +3.24% SIDEWAYS 20 exit_fp
22 Jan 2026 21:00 23 Jan 2026 16:00 $9.801 $10.376 +5.73% SIDEWAYS 20 exit_fp

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

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92.5% Win Rate Sharpe 13.06 411 Trades -10.6% Max Drawdown