HIGHHIGHHighstreet$0.034000-20.93%
24h High$0.06
24h Low$0.03
Volume$1.3M
Updated17:38 UTC
Modelv6.2 Pythia
Paper Trades / HIGH / HIGH — June 2025 (v4.2 Theros)
LEGACY · v4.2 Theros

HIGH Highstreet Paper Trade

We ran simulated live trades using the AlgoZilla Omniscius v4.2 Theros model for HIGH - Highstreet. 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 June 2025 period. The simulated paper trades of the model show that an initial investment at the start of the period with 15 trades would have compounded to a final value of $15,289 (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 • 15 Trades • Completed
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Highstreet (HIGH) is a metaverse commerce platform that combines gaming, virtual real estate, and physical-product redemption. Listed via Binance Launchpad in late 2021 with multi-cycle history. Price reacts to metaverse-narrative phases, gaming-cycle rotations, and brand-partnership announcements.

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

HIGH — June 2025 (v4.2 Theros) Performancev4.2 Theros

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

Monthly Return
+52.9%
$10,000 →
$15,289
Win Rate
93.3%
14W / 1L
Trades
15
Sharpe
13.21
Alpha vs B&H
+57.14pp
Risk / Reward
12.95×
B&H Return
-4.25%
Max Drawdown
-4.08%
Avg Drawdown
-3.17%
Sharpe Trend
-0.68
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
+56.96%
▼ -4.07
Win Rate
91.7%
▲ +1.66
Sharpe
9.33
▲ +3.88
Alpha vs B&H
+61.20pp
▼ -4.06
Max DD
-0.05%
▼ -4.03
Avg DD
-2.99%
▼ -0.18
Risk / Reward
99+×
Trades
12
Open v4.0.1 page →
v4.0 ITZAMNÁ
Return
+47.34%
▲ +5.55
Win Rate
95.8%
▼ -2.47
Sharpe
0.00
▲ +13.21
Alpha vs B&H
+0.00pp
▲ +57.14
Max DD
-4.50%
▲ +0.42
Avg DD
0.00%
▼ -3.17
Risk / Reward
0.00×
Trades
12
Open v4.0 page →
V4.2 THEROS THIS PAGE
Return
+52.89%
Win Rate
93.3%
Sharpe
13.21
Alpha vs B&H
+57.14pp
Max DD
-4.08%
Avg DD
-3.17%
Risk / Reward
12.95×
Trades
15

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 — HIGH — June 2025 (v4.2 Theros) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
+4.4
2
—
3
+7.4
4
+0.3
5
+2.8
6
—
7
—
8
+2.3
9
+6.9
10
—
11
+2.5
12
—
13
—
14
+2.8
15
+0.5
16
—
17
—
18
—
19
+1.3
20
—
21
—
22
—
23
—
24
+15.3
25
—
26
-4.1
27
—
28
—
29
+1.2
30
—

Price & trade markersv4.2 Theros

1H candles for HIGH 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 15-trade log of this period.

Avg Win
+3.38%
Avg Loss
-4.08%
Best Trade
+12.87%
Worst Trade
-4.08%
Avg Bars Held
19.7h
Exit-reason mix (hover badges for details)
Forward-pred: 4 (27%) Short signal: 4 (27%) Signal flip: 3 (20%) Trailing stop: 2 (13%) Take-profit: 1 (7%) Stop-loss: 1 (7%)
Smart Insights
  • ↑ Exceptional return: +52.9% — compound across the full walk-forward window.
  • ↑ High win rate: 93.3% — 4 in 5 trades close in profit.
  • ↑ Strongest regime: SIDEWAYS — avg +3.64% on 3 trades, WR 67%.

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
BULL 8 100.0% +2.84% +24.83% 22h
SIDEWAYS 3 66.7% +3.64% +10.58% 14h
BUBBLE 4 100.0% +2.40% +9.94% 20h

Trade Logv4.2 Theros

All 15 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
01 Jun 2025 02:00 01 Jun 2025 09:00 $0.53 $0.54 +1.06% BUBBLE 8h
01 Jun 2025 11:00 01 Jun 2025 21:00 $0.54 $0.56 +3.27% BUBBLE 11h
02 Jun 2025 10:00 03 Jun 2025 11:00 $0.54 $0.58 +7.39% BULL 1.1d
04 Jun 2025 14:00 04 Jun 2025 20:00 $0.55 $0.56 +0.31% BULL 7h
05 Jun 2025 09:00 05 Jun 2025 16:00 $0.56 $0.58 +2.79% BULL 8h
06 Jun 2025 05:00 08 Jun 2025 01:00 $0.54 $0.56 +2.34% BULL 1.9d
09 Jun 2025 01:00 09 Jun 2025 22:00 $0.55 $0.59 +6.90% BULL 22h
10 Jun 2025 04:00 11 Jun 2025 01:00 $0.59 $0.61 +2.45% SIDEWAYS 22h
13 Jun 2025 01:00 14 Jun 2025 16:00 $0.50 $0.52 +2.82% BUBBLE 1.7d
15 Jun 2025 03:00 15 Jun 2025 23:00 $0.53 $0.53 +0.53% BULL 21h
17 Jun 2025 16:00 19 Jun 2025 01:00 $0.52 $0.53 +1.32% BULL 1.4d
22 Jun 2025 17:00 24 Jun 2025 00:00 $0.45 $0.51 +12.87% SIDEWAYS 1.3d
24 Jun 2025 02:00 24 Jun 2025 05:00 $0.51 $0.52 +2.14% SIDEWAYS 4h
26 Jun 2025 07:00 26 Jun 2025 13:00 $0.51 $0.49 -4.08% SIDEWAYS 7h
29 Jun 2025 02:00 29 Jun 2025 10:00 $0.51 $0.51 +1.17% BULL 9h

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 HIGH 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 Highstreet Smarter

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

Get Started → HIGH Signals → View Plans →
93.3% Win Rate +52.9% Return -4.1% Max Drawdown Net of Fees