ETHETHEthereum$1,741.21+1.95%
24h High$1,746.67
24h Low$1,693.70
Volume$239.2M
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / ETH
OMNISCIUS · V6.2 (PYTHIA)

ETH Ethereum (ETH) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for ETH - Ethereum. The results below cover the complete out-of-sample window from May 2020 → May 2026 across 2 walk-forward cycles (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 1,852 trades in total, compounding an initial $10,000 base to a final value of $108,622,062. 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 every signal to simulate live execution latency — the same decision logic runs in production.

Model v6.2 (Pythia) • 2 Walk-Forward Cycles • May 2020 – May 2026 • $1,741.21 (+1.95%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Ethereum (ETH) is the second-largest cryptocurrency and the backbone of decentralized finance (DeFi), NFTs, and thousands of decentralized applications. Launched in 2015 by Vitalik Buterin, Ethereum transitioned to proof-of-stake in 2022, significantly reducing energy consumption. ETH price movements are driven by network activity, DeFi total value locked, and layer-2 adoption. Its high correlation with BTC during macro moves, combined with unique DeFi-driven volatility, creates distinct trading opportunities.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View ETH Signals →

Performance Overview

Key risk-adjusted metrics from the walk-forward backtest. A Sharpe above 3.0 and a profit factor above 1.5 mean winners decisively outweigh losers — by design the model wins on size, not on frequency.

Sharpe Ratio
3.72
Sortino Ratio
4.25
Profit Factor
2.20
Calmar Ratio
32.98
Win Rate
50.1%
Max Drawdown
-11.0%
Avg Drawdown
-10.65%
Alpha vs B&H
+5,815,389.1pp
Total Trades
926
Exposure
46.9%
Beats B&H
2/2
Sharpe Trend
-1.62
ETH

ETH Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
+11.8%
8t
0.0%
18t
+14.1%
13t
+30.5%
48t
+11.1%
22t
+7.2%
16t
+53.0%
39t
+27.4%
28t
 +286.3%
2021
+85.8%
52t
+69.0%
43t
+21.5%
28t
+27.7%
37t
+145.8%
46t
+56.9%
45t
+51.5%
45t
+31.2%
33t
+26.1%
26t
+34.4%
38t
+13.1%
26t
+18.1%
24t
 +8,354.5%
2022
+23.3%
33t
+35.7%
26t
+18.1%
21t
+9.0%
20t
+28.4%
35t
+57.4%
44t
+81.6%
45t
+5.9%
29t
+19.8%
24t
+6.3%
16t
+23.1%
25t
+0.5%
10t
 +1,220.3%
2023
+14.9%
11t
+7.5%
17t
+21.2%
21t
-2.5%
25t
+10.7%
10t
+3.4%
10t
-5.2%
10t
+2.3%
11t
+2.6%
13t
-0.3%
13t
+4.8%
18t
+13.8%
22t
 +97.3%
2024
+5.5%
23t
+3.3%
12t
+2.2%
31t
+15.8%
18t
+21.4%
21t
+5.0%
21t
-1.3%
29t
+24.3%
32t
+13.9%
21t
+3.1%
21t
+44.7%
33t
+0.5%
31t
 +244.4%
2025 +12.9%
28t
 		+16.5%
32t
 		+22.0%
34t
 		+34.1%
30t
 		+21.2%
33t
 		+4.4%
23t
 		+21.1%
19t
 		+14.3%
24t
 		-0.9%
19t
 		+12.7%
34t
 		+5.5%
25t
 		+16.6%
13t
 		+417.8%
2026 -4.3%
25t
 		+28.3%
35t
 		+12.3%
12t
 		+9.7%
16t
-2.4%
13t
—
—
—
—
—
—
—
 +47.7%

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

Smart Insights
  • ↑ Exceptional return: +10.86K× — compound across the full walk-forward window.
  • ↑ Robust sample: 926 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +1.30% on 433 trades, WR 74%.

Equity Curvev6.2 Pythia

Cumulative portfolio growth on a logarithmic scale. Each cycle starts at 1x. A smooth, upward-sloping curve indicates consistent compounding with controlled drawdowns.

Price & trade markers

1H candles for ETH over the latest walk-forward cycle (2024-04-22 → 2026-05-21) with every entry (▲) and exit (▼ profitable, ▼ loss). Older cycles are summarized in the per-cycle table below.

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

Regime Breakdownv6.2 Pythia

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 433 77.2% +1.58% 11.32 17.2
BULL 358 53.2% +0.87% 2.85 17.3
BEAR 371 42.2% +0.58% 1.91 12.9

Per-Cycle Resultsv6.2 Pythia

Each cycle is an independent out-of-sample test period aligned with a Bitcoin halving cycle. The model is trained on earlier cycles and tested on the next — never seeing the test data during training.

Cycle Period Sharpe Return MaxDD Win Rate Trades B&H
1 May '20 – Apr '24 4.53 971.3x -10.3% 53.4% 1222 Yes
2 Apr '24 – May '26 2.91 10.2x -11.0% 46.8% 630 Yes

Trade Logv6.2 Pythia

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

Compound Return
+32.2%
Win Rate
52.0%
26W / 24L
Max Drawdown
-3.4%
€10,000 Invested
€13,215
1.3x 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
18 May 2026 19:00 20 May 2026 02:00 $2,124.98 $2,109.29 -0.84% NEUTRAL 32 signal
17 May 2026 02:00 17 May 2026 20:00 $2,172.62 $2,189.45 +0.67% BULL 19 signal
15 May 2026 17:00 16 May 2026 14:00 $2,227.15 $2,201.96 -1.27% BEAR 22 stop
15 May 2026 02:00 15 May 2026 13:00 $2,268.89 $2,243.23 -1.27% BEAR 12 stop
13 May 2026 17:00 15 May 2026 01:00 $2,254.45 $2,280.03 +0.99% NEUTRAL 33 trail
12 May 2026 20:00 13 May 2026 15:00 $2,285.15 $2,259.31 -1.27% BEAR 20 stop
12 May 2026 10:00 12 May 2026 12:00 $2,291.78 $2,287.78 -0.27% NEUTRAL 3 signal
07 May 2026 15:00 09 May 2026 18:00 $2,298.50 $2,330.22 +1.28% BULL 52 short_signal
07 May 2026 05:00 07 May 2026 14:00 $2,331.27 $2,304.91 -1.27% BULL 10 stop
06 May 2026 18:00 07 May 2026 02:00 $2,349.46 $2,322.89 -1.27% BEAR 9 stop
04 May 2026 11:00 05 May 2026 19:00 $2,341.65 $2,380.47 +1.56% BULL 33 signal
01 May 2026 13:00 02 May 2026 00:00 $2,311.79 $2,298.86 -0.66% NEUTRAL 12 signal
27 Apr 2026 16:00 01 May 2026 12:00 $2,278.05 $2,310.71 +1.29% NEUTRAL 93 trail
24 Apr 2026 01:00 25 Apr 2026 00:00 $2,325.73 $2,318.05 -0.43% NEUTRAL 24 signal
21 Apr 2026 02:00 21 Apr 2026 04:00 $2,310.16 $2,316.76 +0.19% NEUTRAL 3 signal
19 Apr 2026 08:00 21 Apr 2026 00:00 $2,316.67 $2,322.92 +0.17% NEUTRAL 41 signal
18 Apr 2026 11:00 19 Apr 2026 07:00 $2,352.03 $2,325.43 -1.27% NEUTRAL 21 stop
18 Apr 2026 06:00 18 Apr 2026 10:00 $2,409.41 $2,382.16 -1.27% BEAR 5 stop
17 Apr 2026 10:00 18 Apr 2026 05:00 $2,353.59 $2,414.99 +2.47% NEUTRAL 20 trail
16 Apr 2026 15:00 17 Apr 2026 08:00 $2,325.08 $2,356.35 +1.24% NEUTRAL 18 signal
16 Apr 2026 08:00 16 Apr 2026 12:00 $2,335.00 $2,344.70 +0.32% NEUTRAL 5 signal
16 Apr 2026 03:00 16 Apr 2026 06:00 $2,358.00 $2,352.33 -0.34% NEUTRAL 4 signal
14 Apr 2026 18:00 15 Apr 2026 16:00 $2,339.27 $2,345.72 +0.18% NEUTRAL 23 signal
14 Apr 2026 00:00 14 Apr 2026 02:00 $2,367.56 $2,366.75 -0.13% BEAR 3 signal
13 Apr 2026 20:00 13 Apr 2026 22:00 $2,249.66 $2,353.76 +4.52% NEUTRAL 3 signal
12 Apr 2026 11:00 13 Apr 2026 17:00 $2,205.62 $2,227.38 +0.89% NEUTRAL 31 signal
10 Apr 2026 05:00 10 Apr 2026 09:00 $2,194.45 $2,193.48 -0.14% NEUTRAL 5 signal
07 Apr 2026 15:00 07 Apr 2026 20:00 $2,070.78 $2,142.31 +3.35% BEAR 6 signal
02 Apr 2026 04:00 04 Apr 2026 00:00 $2,053.83 $2,050.91 -0.24% BEAR 45 signal
31 Mar 2026 11:00 31 Mar 2026 16:00 $2,033.79 $2,114.16 +3.85% BEAR 6 exit_fp
27 Mar 2026 11:00 29 Mar 2026 21:00 $1,994.52 $1,992.35 -0.21% BEAR 59 signal
26 Mar 2026 10:00 27 Mar 2026 04:00 $2,077.20 $2,053.71 -1.27% BEAR 19 stop
22 Mar 2026 15:00 22 Mar 2026 23:00 $2,082.48 $2,058.93 -1.27% BEAR 9 stop
19 Mar 2026 17:00 20 Mar 2026 14:00 $2,109.42 $2,130.31 +0.89% NEUTRAL 22 signal
18 Mar 2026 13:00 19 Mar 2026 07:00 $2,238.03 $2,212.72 -1.27% BEAR 19 stop
06 Mar 2026 18:00 07 Mar 2026 18:00 $1,978.69 $1,969.43 -0.57% BEAR 25 signal
05 Mar 2026 18:00 06 Mar 2026 17:00 $2,069.73 $2,046.32 -1.27% CRASH 24 stop
03 Mar 2026 14:00 04 Mar 2026 08:00 $1,961.19 $2,068.84 +5.38% BEAR 19 signal
01 Mar 2026 21:00 02 Mar 2026 00:00 $1,922.57 $1,981.07 +2.94% CRASH 4 signal
01 Mar 2026 02:00 01 Mar 2026 13:00 $2,046.85 $2,023.70 -1.27% BEAR 12 stop
28 Feb 2026 19:00 01 Mar 2026 01:00 $1,925.65 $2,046.85 +6.19% CRASH 7 exit_fp
28 Feb 2026 07:00 28 Feb 2026 18:00 $1,862.91 $1,925.65 +3.26% CRASH 12 exit_fp
27 Feb 2026 12:00 28 Feb 2026 06:00 $1,960.95 $1,938.77 -1.27% CRASH 19 stop
27 Feb 2026 01:00 27 Feb 2026 03:00 $2,008.50 $2,052.88 +2.11% CRASH 3 signal
26 Feb 2026 17:00 26 Feb 2026 22:00 $1,989.56 $2,029.73 +1.92% CRASH 6 signal
25 Feb 2026 04:00 25 Feb 2026 12:00 $1,905.77 $1,956.17 +2.54% BEAR 9 exit_fp
23 Feb 2026 20:00 25 Feb 2026 01:00 $1,848.28 $1,934.90 +4.58% BEAR 30 exit_fp
23 Feb 2026 16:00 23 Feb 2026 18:00 $1,884.57 $1,863.26 -1.27% CRASH 3 stop
23 Feb 2026 05:00 23 Feb 2026 07:00 $1,865.00 $1,888.40 +1.15% CRASH 3 signal
19 Feb 2026 14:00 20 Feb 2026 01:00 $1,930.23 $1,952.60 +1.06% CRASH 12 signal

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50.1% Win Rate Sharpe 3.72 926 Trades -11.0% Max Drawdown