DIADIADIA$0.120300+0.92%
24h High$0.12
24h Low$0.12
Volume$100,463
Updated18:03 UTC
Modelv6.2 Pythia
Paper Trades / DIA / DIA — February 2025 (v4.2 Theros)
LEGACY · v4.2 Theros

DIA DIA Paper Trade

We ran simulated live trades using the AlgoZilla Omniscius v4.2 Theros model for DIA - DIA. The results below give you an overview of the most important Key Performance Indicators, Equity Curve and the Trade Log as simulated by our Pythia model. The returns have been accumulated over the February 2025 period. The simulated paper trades of the model show that an initial investment at the start of the period with 18 trades would have compounded to a final value of $21,297 (from a $10,000 base). All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). The model uses a 15‑minute delay on the signal on both entries and exits to simulate possible slippage when executing orders.

v4.2 Theros • 18 Trades • Completed
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

DIA (DIA) is an open-source oracle network providing transparent, customizable price and data feeds across multiple chains. Listed since 2020, DIA has full multi-cycle history. Price tends to track oracle-sector rotations alongside Chainlink and competing protocols, with periodic catalysts from new chain integrations.

Performance Price & Trades Trade Stats Day Grid Regimes Trade Log FAQ DIA Signals →

DIA — February 2025 (v4.2 Theros) Performancev4.2 Theros

DIA (DIA) — clean monthly entry, no carry-over from previous months. Net of trading fees (Bitvavo 0.15% + 0.25%).

Monthly Return
+113.0%
$10,000 →
$21,297
Win Rate
88.9%
16W / 2L
Trades
18
Sharpe
15.52
Alpha vs B&H
+123.99pp
Risk / Reward
99+×
B&H Return
-11.01%
Max Drawdown
-0.39%
Avg Drawdown
-4.79%
Sharpe Trend
-0.87
Model
v4.2 Theros
Full Backtest
View →

Side-by-side: model versions

Same coin, same period, same data window — different model. All walk-forward validated. v5.0 (Kairos) is the current production model (live since 11 May 2026); v4.2 (Theros) was the predecessor; v4.0.1 (Pythia) and v4.0 (Itzamná) confirmed the statistical edge during 2025; v2.5 is the legacy baseline.

v4.0.1 PYTHIA
Return
+101.88%
▲ +11.09
Win Rate
87.5%
▲ +1.39
Sharpe
15.09
▲ +0.43
Alpha vs B&H
+112.90pp
▲ +11.09
Max DD
-0.64%
▲ +0.25
Avg DD
-4.27%
▼ -0.52
Risk / Reward
99+×
Trades
16
Open v4.0.1 page →
v4.0 ITZAMNÁ
Return
+96.47%
▲ +16.50
Win Rate
93.8%
▼ -4.91
Sharpe
0.00
▲ +15.52
Alpha vs B&H
+0.00pp
▲ +123.99
Max DD
-4.52%
▲ +4.13
Avg DD
0.00%
▼ -4.79
Risk / Reward
0.00×
Trades
14
Open v4.0 page →
V4.2 THEROS THIS PAGE
Return
+112.97%
Win Rate
88.9%
Sharpe
15.52
Alpha vs B&H
+123.99pp
Max DD
-0.39%
Avg DD
-4.79%
Risk / Reward
99+×
Trades
18

Δ-arrows on the counterpart cards show this page minus that version. Higher return / WR = better; smaller (less negative) Max DD = better.

Day-by-day — DIA — February 2025 (v4.2 Theros) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
—
2
—
3
+9.9
4
+4.3
5
—
6
—
7
+5.5
8
+12.4
9
+2.0
10
—
11
+8.4
12
—
13
+10.8
14
—
15
+5.1
16
—
17
+4.1
18
—
19
+2.2
20
—
21
+4.6
22
—
23
+5.9
24
—
25
—
26
+5.7
27
+7.6
28
+2.4

Price & trade markersv4.2 Theros

1H candles for DIA over the test window with every entry (▲ green up-arrow) and exit (▼ green = profitable, ▼ red = loss). Hover a marker for trade details.

Loading 1H candles…
▲ Entry ▼ Profit exit ▼ Loss exit Powered by TradingView Lightweight Charts

Trade statisticsv4.2 Theros

Aggregates derived from the full 18-trade log of this period.

Avg Win
+5.70%
Avg Loss
-0.29%
Best Trade
+12.37%
Worst Trade
-0.39%
Avg Bars Held
19.4h
Exit-reason mix (hover badges for details)
Forward-pred: 9 (50%) Signal flip: 7 (39%) Take-profit: 1 (6%) Trailing stop: 1 (6%)
Smart Insights
  • ↑ Exceptional return: +113.0% — compound across the full walk-forward window.
  • ↑ High win rate: 88.9% — 4 in 5 trades close in profit.
  • ↑ Tight risk control: max drawdown only -0.4%.
  • ↑ Strongest regime: SIDEWAYS — avg +4.78% on 16 trades, WR 88%.

Per-regime Breakdownv4.2 Theros

How the model performs across the 4 market regimes detected by Omniscius.

Regime Trades Win Rate Avg PnL Compounded Return Avg Hold
SIDEWAYS 16 87.5% +4.78% +109.10% 20h
BULL 1 100.0% +9.92% +9.92% 21h
BUBBLE 1 100.0% +4.28% +4.28% 5h

Trade Logv4.2 Theros

All 18 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
03 Feb 2025 01:00 03 Feb 2025 21:00 $0.44 $0.48 +9.92% BULL 21h
04 Feb 2025 08:00 04 Feb 2025 12:00 $0.45 $0.48 +4.28% BUBBLE 5h
06 Feb 2025 16:00 07 Feb 2025 13:00 $0.43 $0.45 +5.50% SIDEWAYS 22h
07 Feb 2025 22:00 08 Feb 2025 20:00 $0.42 $0.47 +12.37% SIDEWAYS 23h
08 Feb 2025 22:00 09 Feb 2025 07:00 $0.47 $0.48 +1.95% SIDEWAYS 10h
09 Feb 2025 20:00 11 Feb 2025 06:00 $0.46 $0.51 +8.40% SIDEWAYS 1.5d
12 Feb 2025 01:00 13 Feb 2025 00:00 $0.48 $0.54 +10.77% SIDEWAYS 24h
13 Feb 2025 16:00 15 Feb 2025 02:00 $0.50 $0.53 +5.10% SIDEWAYS 1.5d
16 Feb 2025 02:00 17 Feb 2025 01:00 $0.51 $0.53 +2.95% SIDEWAYS 24h
17 Feb 2025 08:00 17 Feb 2025 10:00 $0.52 $0.52 +1.10% SIDEWAYS 3h
18 Feb 2025 16:00 19 Feb 2025 21:00 $0.49 $0.50 +2.17% SIDEWAYS 1.3d
19 Feb 2025 23:00 21 Feb 2025 06:00 $0.51 $0.53 +4.60% SIDEWAYS 1.3d
21 Feb 2025 21:00 23 Feb 2025 05:00 $0.52 $0.56 +5.86% SIDEWAYS 1.4d
25 Feb 2025 04:00 26 Feb 2025 03:00 $0.45 $0.48 +6.07% SIDEWAYS 24h
26 Feb 2025 05:00 26 Feb 2025 09:00 $0.48 $0.48 -0.39% SIDEWAYS 5h
26 Feb 2025 19:00 27 Feb 2025 09:00 $0.45 $0.49 +7.77% SIDEWAYS 15h
27 Feb 2025 15:00 27 Feb 2025 18:00 $0.47 $0.47 -0.18% SIDEWAYS 4h
27 Feb 2025 20:00 28 Feb 2025 00:00 $0.46 $0.48 +2.43% SIDEWAYS 5h

Frequently Asked Questions

What is a paper trade?

A paper trade simulates real signal execution without real money. Each period starts fresh with a clean $10,000 allocation — no carry-over from previous windows. This shows exactly what would have happened if you started following signals on day one of that window. View live DIA signals →

Are trading fees included?

Yes. All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). No slippage is applied. Trading via Bitget (0.1%/0.1%) would improve returns.

How does this relate to the backtest?

Paper trades use the same model and signals as the full backtest. The difference: backtests cover years of data across multiple market cycles, while paper trades show month-by-month performance in recent market conditions. Together they provide a complete picture.

Is the model retrained during the month?

Yes. The Omniscius model is retrained bi-weekly, which means paper trade results reflect the exact same model updates that live subscribers receive. This is not a static backtest — it is a living simulation. Learn about Omniscius →

Start Trading DIA Smarter

These paper trade results show what our model delivers. Get real-time DIA signals with entry, stop-loss, and take-profit on every trade.

Get Started → DIA Signals → View Plans →
88.9% Win Rate +113.0% Return -0.4% Max Drawdown Net of Fees