GRTGRTThe Graph$0.019650-0.30%
24h High$0.02
24h Low$0.02
Volume$580,070
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / GRT
OMNISCIUS · V6.2 (PYTHIA)

GRT The Graph (GRT) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for GRT - The Graph. 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 880 trades in total, compounding an initial $10,000 base to a final value of $89,732. 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 • $0.019650 (-0.30%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

The Graph (GRT) is a decentralized indexing and query protocol that powers thousands of dApps and DeFi front-ends. Active since 2020, GRT has full multi-cycle history. Price correlates with DeFi activity, Ethereum ecosystem health, and AI-data narratives given its role in providing structured blockchain data.

KPIs Equity Curve Price & Trades Regimes Trade Log All Backtests View GRT 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
2.65
Sortino Ratio
3.62
Profit Factor
1.69
Calmar Ratio
17.49
Win Rate
41.4%
Max Drawdown
-10.7%
Avg Drawdown
-10.71%
Alpha vs B&H
+9,907.2pp
Total Trades
880
Exposure
70.4%
Beats B&H
1/1
Cycles
1
GRT

GRT Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
-5.1%
8t
+42.7%
37t
+11.6%
38t
+15.3%
33t
+11.3%
37t
+22.2%
36t
+2.9%
33t
+82.0%
40t
+53.6%
47t
 +581.2%
2025 +34.3%
43t
 		+9.9%
38t
 		+7.2%
36t
 		+27.7%
29t
 		+17.7%
47t
 		+31.5%
29t
 		+16.9%
34t
 		+35.3%
32t
 		-0.7%
27t
 		+17.8%
32t
 		+35.2%
38t
 		+1.9%
34t
 		+697.4%
2026 +10.0%
36t
 		+18.8%
40t
 		+3.6%
29t
 		+5.9%
26t
+13.4%
21t
—
—
—
—
—
—
—
 +62.6%

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

Smart Insights
  • ↑ Exceptional return: +797.3% — compound across the full walk-forward window.
  • ↑ Robust sample: 880 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +2.91% on 25 trades, WR 80%.
  • ↓ Weakest regime: CRASH — avg -0.32% on 330 trades, WR 23%.

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 GRT 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 25 80.0% +2.91% 11.03 21.3
BULL 71 60.6% +2.39% 5.60 14.8
BEAR 330 48.2% +0.68% 1.96 17.2

Trade Logv6.2 Pythia

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

Compound Return
+10.1%
Win Rate
50.0%
25W / 25L
Max Drawdown
-4.5%
€10,000 Invested
€11,015
1.1x 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 12:00 20 May 2026 06:00 $0.02490 $0.02500 +0.31% BEAR 19 signal
18 May 2026 19:00 18 May 2026 21:00 $0.02520 $0.02530 +0.22% BEAR 3 signal
18 May 2026 04:00 18 May 2026 09:00 $0.02470 $0.02450 -1.17% CRASH 6 signal
17 May 2026 00:00 18 May 2026 03:00 $0.02540 $0.02520 -1.46% CRASH 28 stop
16 May 2026 08:00 16 May 2026 23:00 $0.02580 $0.02550 -1.46% BEAR 16 stop
15 May 2026 14:00 16 May 2026 07:00 $0.02700 $0.02670 -1.46% CRASH 18 stop
15 May 2026 05:00 15 May 2026 13:00 $0.02780 $0.02760 -1.46% CRASH 9 stop
14 May 2026 23:00 15 May 2026 04:00 $0.02810 $0.02790 -1.46% NEUTRAL 6 stop
14 May 2026 04:00 14 May 2026 22:00 $0.02710 $0.02820 +3.71% BEAR 19 trail
14 May 2026 00:00 14 May 2026 03:00 $0.02760 $0.02730 -1.46% CRASH 4 stop
13 May 2026 14:00 13 May 2026 23:00 $0.02800 $0.02770 -1.46% CRASH 10 stop
13 May 2026 06:00 13 May 2026 13:00 $0.02870 $0.02840 -1.46% BEAR 8 stop
10 May 2026 21:00 13 May 2026 05:00 $0.02810 $0.02870 +1.85% NEUTRAL 57 trail
09 May 2026 16:00 10 May 2026 17:00 $0.02690 $0.02970 +10.20% BULL 26 exit_fp
09 May 2026 13:00 09 May 2026 15:00 $0.02720 $0.02690 -1.46% BEAR 3 stop
09 May 2026 07:00 09 May 2026 12:00 $0.02750 $0.02720 -1.46% BULL 6 stop
07 May 2026 15:00 08 May 2026 17:00 $0.02600 $0.02740 +5.07% NEUTRAL 27 signal
07 May 2026 02:00 07 May 2026 06:00 $0.02590 $0.02670 +2.71% BULL 5 signal
04 May 2026 01:00 05 May 2026 21:00 $0.02450 $0.02550 +3.62% NEUTRAL 45 signal
03 May 2026 03:00 03 May 2026 12:00 $0.02440 $0.02460 +0.49% BEAR 10 signal
29 Apr 2026 20:00 03 May 2026 02:00 $0.02410 $0.02450 +1.07% BEAR 79 trail
27 Apr 2026 07:00 29 Apr 2026 19:00 $0.02450 $0.02430 -1.46% CRASH 61 stop
25 Apr 2026 17:00 26 Apr 2026 16:00 $0.02470 $0.02500 +0.56% BEAR 24 signal
23 Apr 2026 04:00 25 Apr 2026 16:00 $0.02430 $0.02480 +1.66% BEAR 61 trail
23 Apr 2026 01:00 23 Apr 2026 03:00 $0.02460 $0.02440 -1.46% CRASH 3 stop
21 Apr 2026 09:00 22 Apr 2026 13:00 $0.02470 $0.02530 +2.21% BEAR 29 signal
21 Apr 2026 02:00 21 Apr 2026 08:00 $0.02490 $0.02470 -1.46% BEAR 7 stop
19 Apr 2026 12:00 21 Apr 2026 00:00 $0.02490 $0.02520 +0.63% CRASH 37 signal
18 Apr 2026 17:00 19 Apr 2026 11:00 $0.02520 $0.02490 -1.46% BEAR 19 stop
18 Apr 2026 12:00 18 Apr 2026 16:00 $0.02550 $0.02530 -1.46% CRASH 5 stop
18 Apr 2026 01:00 18 Apr 2026 05:00 $0.02600 $0.02600 -0.41% BEAR 5 signal
17 Apr 2026 11:00 17 Apr 2026 13:00 $0.02550 $0.02630 +2.87% NEUTRAL 3 signal
17 Apr 2026 06:00 17 Apr 2026 08:00 $0.02530 $0.02560 +0.69% BEAR 3 signal
16 Apr 2026 09:00 16 Apr 2026 15:00 $0.02500 $0.02530 +0.66% BEAR 7 signal
14 Apr 2026 10:00 16 Apr 2026 04:00 $0.02420 $0.02510 +3.25% BEAR 43 signal
13 Apr 2026 13:00 14 Apr 2026 09:00 $0.02380 $0.02420 +1.16% BEAR 21 trail
12 Apr 2026 05:00 13 Apr 2026 08:00 $0.02370 $0.02340 -1.46% BEAR 28 stop
11 Apr 2026 10:00 12 Apr 2026 04:00 $0.02410 $0.02390 -1.46% CRASH 19 stop
08 Apr 2026 19:00 11 Apr 2026 09:00 $0.02400 $0.02420 +0.50% BEAR 63 trail
08 Apr 2026 12:00 08 Apr 2026 18:00 $0.02460 $0.02430 -1.46% CRASH 7 stop
06 Apr 2026 23:00 08 Apr 2026 11:00 $0.02370 $0.02470 +3.57% CRASH 37 trail
06 Apr 2026 20:00 06 Apr 2026 22:00 $0.02410 $0.02380 -1.46% CRASH 3 stop
05 Apr 2026 06:00 06 Apr 2026 19:00 $0.02350 $0.02420 +2.20% BEAR 38 trail
04 Apr 2026 03:00 05 Apr 2026 05:00 $0.02420 $0.02400 -1.46% CRASH 27 stop
02 Apr 2026 02:00 04 Apr 2026 02:00 $0.02380 $0.02410 +0.66% BEAR 49 trail
01 Apr 2026 20:00 02 Apr 2026 01:00 $0.02440 $0.02420 -1.46% CRASH 6 stop
30 Mar 2026 18:00 01 Apr 2026 19:00 $0.02390 $0.02450 +1.99% BEAR 50 trail
29 Mar 2026 19:00 30 Mar 2026 17:00 $0.02340 $0.02390 +1.60% CRASH 23 trail
27 Mar 2026 11:00 29 Mar 2026 18:00 $0.02370 $0.02350 -1.46% BEAR 56 stop
27 Mar 2026 04:00 27 Mar 2026 10:00 $0.02430 $0.02400 -1.46% CRASH 7 stop

Start Trading The Graph Smarter

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

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41.4% Win Rate Sharpe 2.65 880 Trades -10.7% Max Drawdown