ORCAORCAOrca$1.2060-0.50%
24h High$1.25
24h Low$1.18
Volume$1.1M
Updated16:43 UTC
Modelv6.2 Pythia
Backtests / ORCA
OMNISCIUS · V6.2 (PYTHIA)

ORCA Orca (ORCA) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for ORCA - Orca. The results below cover the complete out-of-sample window from Apr 2025 → May 2026 across 3 walk-forward cycles (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 311 trades in total, compounding an initial $10,000 base to a final value of $28,655. 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) • 3 Walk-Forward Cycles • Apr 2025 – May 2026 • $1.2060 (-0.50%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Orca (ORCA) is one of the dominant decentralized exchanges on Solana, known for its concentrated-liquidity Whirlpools design. Token holders share protocol fees and govern parameters. Strongly correlated with SOL ecosystem momentum and Solana DeFi TVL trends.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View ORCA 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
2.22
Sortino Ratio
0.39
Profit Factor
1.80
Calmar Ratio
20.26
Win Rate
41.2%
Max Drawdown
-13.8%
Avg Drawdown
-9.33%
Alpha vs B&H
-2,092,243.3pp
Total Trades
104
Exposure
40.2%
Beats B&H
3/3
Sharpe Trend
+1.88
ORCA

ORCA Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2025
—
—
—
-2.3%
7t
+6.9%
23t
+10.2%
17t
+0.5%
2t
+3.4%
1t
+1.8%
27t
+26.6%
27t
+39.7%
23t
+8.7%
15t
 +133.8%
2026
+5.4%
20t
+44.6%
34t
+20.1%
44t
+37.4%
33t
+5.5%
38t
—
—
—
—
—
—
—
 +165.3%

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

Smart Insights
  • ↑ Exceptional return: +186.5% — compound across the full walk-forward window.
  • ↑ Robust sample: 104 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +2.93% on 6 trades, WR 67%.
  • ↓ Weakest regime: CRASH — avg -0.32% on 97 trades, WR 20%.

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 ORCA over the latest walk-forward cycle (2026-01-10 → 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 6 80.0% +3.13% 5.82 5.7
BULL 30 60.0% +1.88% 2.25 10.5
BEAR 124 50.1% +1.15% 2.83 13.5

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 Apr '25 – Aug '25 0.87 5% -6.7% 46.0% 50 Yes
2 Aug '25 – Jan '26 3.06 51% -7.6% 36.2% 94 Yes
3 Jan '26 – May '26 2.74 81% -13.8% 41.3% 167 Yes

Trade Logv6.2 Pythia

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

Compound Return
+0.6%
Win Rate
28.0%
14W / 36L
Max Drawdown
-6.1%
€10,000 Invested
€10,065
1.0x 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 16:00 19 May 2026 20:00 $1.396 $1.381 -1.33% NEUTRAL 5 stop
19 May 2026 12:00 19 May 2026 15:00 $1.415 $1.400 -1.33% NEUTRAL 4 stop
18 May 2026 20:00 19 May 2026 11:00 $1.430 $1.415 -1.33% NEUTRAL 16 stop
18 May 2026 11:00 18 May 2026 16:00 $1.416 $1.434 +1.08% BEAR 6 signal
18 May 2026 01:00 18 May 2026 09:00 $1.447 $1.432 -1.33% BEAR 9 stop
17 May 2026 20:00 18 May 2026 00:00 $1.505 $1.489 -1.33% BEAR 5 stop
16 May 2026 20:00 17 May 2026 10:00 $1.510 $1.494 -1.33% BULL 15 stop
16 May 2026 08:00 16 May 2026 19:00 $1.525 $1.509 -1.33% BULL 12 stop
16 May 2026 06:00 16 May 2026 07:00 $1.639 $1.621 -1.33% NEUTRAL 2 stop
16 May 2026 01:00 16 May 2026 04:00 $1.485 $1.582 +6.33% NEUTRAL 4 signal
15 May 2026 14:00 16 May 2026 00:00 $1.382 $1.485 +7.25% BULL 11 exit_fp
15 May 2026 07:00 15 May 2026 13:00 $1.440 $1.425 -1.33% BEAR 7 stop
14 May 2026 14:00 15 May 2026 06:00 $1.456 $1.440 -1.33% NEUTRAL 17 stop
13 May 2026 16:00 14 May 2026 13:00 $1.465 $1.449 -1.33% BULL 22 stop
13 May 2026 13:00 13 May 2026 15:00 $1.511 $1.495 -1.33% BEAR 3 stop
13 May 2026 01:00 13 May 2026 12:00 $1.593 $1.576 -1.33% NEUTRAL 12 stop
12 May 2026 11:00 12 May 2026 15:00 $1.591 $1.574 -1.33% NEUTRAL 5 stop
11 May 2026 18:00 12 May 2026 03:00 $1.630 $1.622 -0.68% BULL 10 signal
10 May 2026 22:00 11 May 2026 01:00 $1.646 $1.695 +2.78% BUBBLE 4 signal
10 May 2026 12:00 10 May 2026 18:00 $1.651 $1.687 +1.99% BULL 7 short_signal
10 May 2026 01:00 10 May 2026 10:00 $1.717 $1.699 -1.33% BULL 10 stop
09 May 2026 01:00 09 May 2026 07:00 $1.594 $1.597 +0.00% BUBBLE 7 short_signal
08 May 2026 11:00 08 May 2026 16:00 $1.559 $1.601 +2.50% BUBBLE 6 short_signal
08 May 2026 01:00 08 May 2026 08:00 $1.624 $1.607 -1.33% BUBBLE 8 stop
07 May 2026 10:00 08 May 2026 00:00 $1.556 $1.624 +4.17% BULL 15 exit_fp
07 May 2026 02:00 07 May 2026 09:00 $1.611 $1.594 -1.33% NEUTRAL 8 stop
06 May 2026 18:00 07 May 2026 00:00 $1.517 $1.675 +10.21% BUBBLE 7 exit_fp
06 May 2026 06:00 06 May 2026 17:00 $1.541 $1.525 -1.33% BEAR 12 stop
06 May 2026 01:00 06 May 2026 05:00 $1.597 $1.580 -1.33% NEUTRAL 5 stop
05 May 2026 14:00 06 May 2026 00:00 $1.647 $1.629 -1.33% BULL 11 stop
05 May 2026 02:00 05 May 2026 13:00 $1.735 $1.716 -1.33% BEAR 12 stop
04 May 2026 23:00 05 May 2026 01:00 $1.813 $1.794 -1.33% NEUTRAL 3 stop
04 May 2026 19:00 04 May 2026 22:00 $1.890 $1.870 -1.33% NEUTRAL 4 stop
04 May 2026 09:00 04 May 2026 18:00 $1.922 $1.901 -1.33% BULL 10 stop
03 May 2026 23:00 04 May 2026 08:00 $2.026 $2.005 -1.37% NEUTRAL 10 stop
03 May 2026 00:00 03 May 2026 06:00 $2.050 $2.106 +2.48% BULL 7 short_signal
02 May 2026 16:00 02 May 2026 16:00 $2.072 $2.051 -1.37% BULL 1 stop
01 May 2026 08:00 01 May 2026 14:00 $1.914 $1.982 +3.29% BULL 7 short_signal
30 Apr 2026 04:00 30 Apr 2026 06:00 $1.565 $1.584 +0.96% NEUTRAL 3 signal
30 Apr 2026 02:00 30 Apr 2026 03:00 $1.634 $1.617 -1.37% BULL 2 stop
29 Apr 2026 19:00 30 Apr 2026 01:00 $1.636 $1.635 -0.31% BULL 7 short_signal
29 Apr 2026 06:00 29 Apr 2026 08:00 $1.549 $1.583 +1.94% NEUTRAL 3 signal
29 Apr 2026 03:00 29 Apr 2026 04:00 $1.606 $1.589 -1.37% NEUTRAL 2 stop
28 Apr 2026 02:00 28 Apr 2026 06:00 $1.517 $1.501 -1.37% BULL 5 stop
28 Apr 2026 00:00 28 Apr 2026 01:00 $1.618 $1.601 -1.37% BULL 2 stop
27 Apr 2026 14:00 27 Apr 2026 20:00 $1.387 $1.473 +5.94% NEUTRAL 7 signal
27 Apr 2026 02:00 27 Apr 2026 05:00 $1.304 $1.291 -1.37% BEAR 4 stop
26 Apr 2026 20:00 26 Apr 2026 21:00 $1.386 $1.372 -1.37% NEUTRAL 2 stop
26 Apr 2026 16:00 26 Apr 2026 19:00 $1.457 $1.442 -1.37% BULL 4 stop
26 Apr 2026 15:00 26 Apr 2026 15:00 $1.556 $1.540 -1.37% BULL 1 stop

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

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41.2% Win Rate Sharpe 2.22 104 Trades -13.8% Max Drawdown