FILFILFilecoin$0.792000-1.61%
24h High$0.81
24h Low$0.77
Volume$3.6M
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / FIL
OMNISCIUS · V6.2 (PYTHIA)

FIL Filecoin (FIL) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for FIL - Filecoin. The results below cover the complete out-of-sample window from Apr 2024 → May 2026 across 1 walk-forward cycle (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 804 trades in total, compounding an initial $10,000 base to a final value of $586,753. 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) • 1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.792000 (-1.61%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Filecoin (FIL) provides a decentralized network for storing and retrieving data, with miners staking tokens to provide capacity. Important infrastructure for AI/data narratives. Long history (since 2020) and clear cycle behaviour around Ethereum + AI storage demand.

KPIs Equity Curve Price & Trades Regimes Trade Log All Backtests View FIL 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
3.98
Sortino Ratio
5.31
Profit Factor
2.18
Calmar Ratio
52.13
Win Rate
42.7%
Max Drawdown
-11.7%
Avg Drawdown
-11.67%
Alpha vs B&H
+14,272.7pp
Total Trades
804
Exposure
74.8%
Beats B&H
1/1
Cycles
1
FIL

FIL Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
-5.2%
7t
+29.7%
27t
+6.8%
37t
+48.9%
42t
+31.6%
27t
+14.5%
21t
+2.5%
22t
+51.6%
37t
+66.0%
42t
 +659.5%
2025
+29.5%
35t
+53.9%
44t
+48.2%
37t
+37.2%
36t
+29.2%
38t
+22.8%
26t
+21.3%
29t
+33.0%
28t
+12.3%
26t
+38.2%
34t
+73.1%
50t
+20.3%
24t
 +3,260.4%
2026
+11.6%
24t
+50.0%
32t
+17.4%
32t
+27.2%
25t
+8.6%
22t
—
—
—
—
—
—
—
 +171.3%

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

Smart Insights
  • ↑ Exceptional return: +5,767.5% — compound across the full walk-forward window.
  • ↑ Robust sample: 804 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +2.81% on 10 trades, WR 80%.
  • ↓ Weakest regime: CRASH — avg -0.15% on 318 trades, WR 22%.

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 FIL over the latest walk-forward cycle (2024-04-22 → 2026-05-20) 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 10 80.0% +2.81% 27.24 10.2
BULL 44 61.4% +1.98% 5.52 11.7
BEAR 303 52.5% +1.34% 3.19 19.8

Trade Logv6.2 Pythia

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

Compound Return
+29.0%
Win Rate
42.0%
21W / 29L
Max Drawdown
-10.5%
€10,000 Invested
€12,900
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
19 May 2026 13:00 19 May 2026 14:00 $0.95300 $0.94320 -1.37% NEUTRAL 2 stop
19 May 2026 01:00 19 May 2026 11:00 $0.95900 $0.94910 -1.37% NEUTRAL 11 stop
18 May 2026 20:00 19 May 2026 00:00 $0.95300 $0.96600 +1.11% NEUTRAL 5 exit_fp
16 May 2026 07:00 18 May 2026 19:00 $0.96800 $0.95800 -1.37% NEUTRAL 61 stop
15 May 2026 14:00 16 May 2026 06:00 $0.99900 $0.98870 -1.37% BEAR 17 stop
15 May 2026 06:00 15 May 2026 13:00 $1.027 $1.016 -1.37% CRASH 8 stop
13 May 2026 16:00 15 May 2026 05:00 $1.045 $1.034 -1.37% NEUTRAL 38 stop
13 May 2026 13:00 13 May 2026 15:00 $1.073 $1.062 -1.37% BEAR 3 stop
12 May 2026 16:00 13 May 2026 12:00 $1.081 $1.070 -1.37% BULL 21 stop
10 May 2026 21:00 12 May 2026 11:00 $1.114 $1.103 -1.37% NEUTRAL 39 stop
10 May 2026 17:00 10 May 2026 20:00 $1.181 $1.169 -1.37% BEAR 4 stop
09 May 2026 16:00 10 May 2026 04:00 $1.209 $1.197 -1.37% NEUTRAL 13 stop
09 May 2026 10:00 09 May 2026 14:00 $1.230 $1.217 -1.37% NEUTRAL 5 stop
09 May 2026 07:00 09 May 2026 09:00 $1.266 $1.253 -1.37% BULL 3 stop
08 May 2026 22:00 09 May 2026 02:00 $1.272 $1.305 +2.34% BULL 5 exit_fp
08 May 2026 14:00 08 May 2026 21:00 $1.100 $1.272 +15.35% BULL 8 exit_fp
08 May 2026 12:00 08 May 2026 13:00 $1.103 $1.092 -1.37% BULL 2 stop
07 May 2026 16:00 07 May 2026 23:00 $1.062 $1.103 +3.60% NEUTRAL 8 exit_fp
06 May 2026 06:00 06 May 2026 14:00 $1.098 $1.087 -1.37% NEUTRAL 9 stop
05 May 2026 15:00 05 May 2026 20:00 $0.95800 $0.99600 +3.71% BULL 6 exit_fp
04 May 2026 11:00 05 May 2026 11:00 $0.93700 $0.95500 +1.67% NEUTRAL 25 signal
30 Apr 2026 13:00 04 May 2026 01:00 $0.92400 $0.94900 +2.45% NEUTRAL 85 signal
30 Apr 2026 02:00 30 Apr 2026 08:00 $0.93800 $0.92830 -1.37% CRASH 7 stop
29 Apr 2026 16:00 30 Apr 2026 01:00 $0.90400 $0.93800 +3.50% CRASH 10 exit_fp
29 Apr 2026 05:00 29 Apr 2026 15:00 $0.94600 $0.93620 -1.37% CRASH 11 stop
27 Apr 2026 16:00 29 Apr 2026 04:00 $0.90600 $0.94600 +4.15% NEUTRAL 37 exit_fp
27 Apr 2026 06:00 27 Apr 2026 15:00 $0.93100 $0.92140 -1.37% CRASH 10 stop
25 Apr 2026 17:00 27 Apr 2026 01:00 $0.93600 $0.95200 +1.46% NEUTRAL 33 signal
23 Apr 2026 04:00 25 Apr 2026 01:00 $0.91600 $0.94600 +3.02% NEUTRAL 46 signal
19 Apr 2026 12:00 23 Apr 2026 03:00 $0.92800 $0.91840 -1.37% CRASH 88 stop
18 Apr 2026 12:00 19 Apr 2026 11:00 $0.95600 $0.94610 -1.37% BEAR 24 stop
18 Apr 2026 01:00 18 Apr 2026 11:00 $0.98400 $0.97380 -1.37% CRASH 11 stop
17 Apr 2026 16:00 17 Apr 2026 23:00 $0.99800 $0.98770 -1.37% BEAR 8 stop
16 Apr 2026 15:00 17 Apr 2026 07:00 $0.98500 $1.000 +1.27% BEAR 17 exit_fp
16 Apr 2026 04:00 16 Apr 2026 11:00 $0.94900 $0.99600 +4.69% BEAR 8 exit_fp
14 Apr 2026 18:00 16 Apr 2026 03:00 $0.89600 $0.94900 +5.65% BEAR 34 exit_fp
12 Apr 2026 23:00 14 Apr 2026 16:00 $0.85800 $0.90130 +4.69% NEUTRAL 42 trail
12 Apr 2026 02:00 12 Apr 2026 22:00 $0.87000 $0.86100 -1.37% BEAR 21 stop
11 Apr 2026 11:00 12 Apr 2026 01:00 $0.89600 $0.88680 -1.37% CRASH 15 stop
09 Apr 2026 00:00 11 Apr 2026 10:00 $0.88300 $0.89540 +1.06% BEAR 59 trail
08 Apr 2026 15:00 08 Apr 2026 23:00 $0.89400 $0.88480 -1.37% CRASH 9 stop
07 Apr 2026 12:00 07 Apr 2026 21:00 $0.85900 $0.89900 +4.40% BEAR 10 exit_fp
06 Apr 2026 23:00 07 Apr 2026 09:00 $0.85400 $0.86600 +1.15% CRASH 11 signal
05 Apr 2026 10:00 06 Apr 2026 02:00 $0.81800 $0.85500 +4.26% BEAR 17 exit_fp
03 Apr 2026 05:00 05 Apr 2026 05:00 $0.83700 $0.82840 -1.37% CRASH 49 stop
02 Apr 2026 21:00 03 Apr 2026 04:00 $0.81800 $0.83700 +2.07% BEAR 8 exit_fp
30 Mar 2026 16:00 02 Apr 2026 20:00 $0.83100 $0.82240 -1.37% BEAR 77 stop
29 Mar 2026 17:00 30 Mar 2026 15:00 $0.80200 $0.83120 +3.29% CRASH 23 trail
28 Mar 2026 15:00 29 Mar 2026 16:00 $0.82500 $0.81650 -1.37% BEAR 26 stop
27 Mar 2026 11:00 28 Mar 2026 14:00 $0.84000 $0.83130 -1.37% BEAR 28 stop

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

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42.7% Win Rate Sharpe 3.98 804 Trades -11.7% Max Drawdown