PENGUPENGUPudgy Penguins$0.00670500+2.77%
24h High$0.01
24h Low$0.01
Volume$5.2M
Updated16:43 UTC
Modelv6.2 Pythia
Backtests / PENGU
OMNISCIUS · V6.2 (PYTHIA)

PENGU Pudgy Penguins (PENGU) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for PENGU - Pudgy Penguins. 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 389 trades in total, compounding an initial $10,000 base to a final value of $29,322. 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 • $0.00670500 (+2.77%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

PENGU is the official token of the Pudgy Penguins NFT brand — one of the few NFT projects to successfully bridge into mainstream consumer products. Launched on Solana late-2024 via airdrop. NFT-cycle correlation with strong retail-driven swings.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View PENGU 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
3.09
Sortino Ratio
4.37
Profit Factor
1.88
Calmar Ratio
24.49
Win Rate
37.6%
Max Drawdown
-7.8%
Avg Drawdown
-7.36%
Alpha vs B&H
-16,161,210.0pp
Total Trades
130
Exposure
56.1%
Beats B&H
2/3
Sharpe Trend
-1.44
PENGU

PENGU Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2025
—
—
—
—
+19.6%
29t
+44.5%
29t
+30.7%
14t
+32.0%
24t
+0.1%
28t
+31.5%
30t
+26.9%
34t
+27.0%
31t
 +532.5%
2026
+16.7%
44t
+11.2%
28t
+4.5%
40t
+66.8%
44t
-6.6%
14t
—
—
—
—
—
—
—
 +111.2%

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

Smart Insights
  • ↑ Exceptional return: +193.2% — compound across the full walk-forward window.
  • ↓ Low win rate: 37.6% — profits depend on a few large winners.
  • ↑ Robust sample: 130 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +4.10% on 20 trades, WR 65%.
  • ↓ Weakest regime: CRASH — avg -0.54% on 108 trades, WR 14%.

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 PENGU over the latest walk-forward cycle (2026-01-13 → 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 20 77.8% +4.25% 5.66 19.0
BULL 44 33.0% +0.92% 2.12 16.4
BEAR 174 43.8% +0.84% 2.25 12.8

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 – Sep '25 3.94 58% -7.4% 37.4% 99 No
2 Sep '25 – Jan '26 2.83 41% -7.8% 34.3% 134 Yes
3 Jan '26 – May '26 2.50 32% -6.8% 41.0% 156 Yes

Trade Logv6.2 Pythia

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

Compound Return
+25.1%
Win Rate
46.0%
23W / 27L
Max Drawdown
-6.5%
€10,000 Invested
€12,507
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 11:00 19 May 2026 08:00 $0.0082000 $0.0086000 +4.93% NEUTRAL 22 signal
18 May 2026 06:00 18 May 2026 10:00 $0.0083000 $0.0082000 -1.46% BEAR 5 stop
18 May 2026 01:00 18 May 2026 05:00 $0.0084000 $0.0083000 -1.46% NEUTRAL 5 stop
16 May 2026 07:00 17 May 2026 23:00 $0.0085000 $0.0084000 -1.46% BULL 41 stop
15 May 2026 14:00 16 May 2026 06:00 $0.0087000 $0.0087000 -1.46% NEUTRAL 17 stop
14 May 2026 12:00 15 May 2026 13:00 $0.0089000 $0.0088000 -1.46% BEAR 26 stop
13 May 2026 15:00 14 May 2026 11:00 $0.0090000 $0.0089000 -1.46% BULL 21 stop
13 May 2026 07:00 13 May 2026 14:00 $0.0094000 $0.0094000 -1.46% BEAR 8 stop
12 May 2026 14:00 13 May 2026 06:00 $0.0098000 $0.0097000 -1.46% NEUTRAL 17 stop
12 May 2026 09:00 12 May 2026 13:00 $0.01000 $0.0099000 -1.46% NEUTRAL 5 stop
07 May 2026 02:00 07 May 2026 19:00 $0.01040 $0.01030 -1.46% BULL 18 stop
06 May 2026 15:00 06 May 2026 17:00 $0.01090 $0.01080 -1.46% BULL 3 stop
03 May 2026 04:00 04 May 2026 01:00 $0.0097000 $0.01030 +6.17% BUBBLE 22 exit_fp
02 May 2026 00:00 03 May 2026 03:00 $0.0098000 $0.0098000 -1.46% NEUTRAL 28 stop
29 Apr 2026 17:00 30 Apr 2026 16:00 $0.0095000 $0.01010 +5.60% BUBBLE 24 exit_fp
27 Apr 2026 08:00 29 Apr 2026 16:00 $0.0096000 $0.0095000 -1.46% BEAR 57 stop
26 Apr 2026 16:00 27 Apr 2026 01:00 $0.0087000 $0.0095000 +8.28% BULL 10 exit_fp
26 Apr 2026 13:00 26 Apr 2026 15:00 $0.0089000 $0.0088000 -1.46% NEUTRAL 3 stop
25 Apr 2026 17:00 26 Apr 2026 09:00 $0.0084000 $0.0089000 +5.36% NEUTRAL 17 exit_fp
23 Apr 2026 19:00 25 Apr 2026 04:00 $0.0084000 $0.0085000 +1.52% NEUTRAL 34 trail
23 Apr 2026 03:00 23 Apr 2026 05:00 $0.0083000 $0.0086000 +3.26% BEAR 3 signal
22 Apr 2026 16:00 23 Apr 2026 01:00 $0.0085000 $0.0085000 -1.46% BEAR 10 stop
21 Apr 2026 20:00 22 Apr 2026 05:00 $0.0076000 $0.0081000 +6.09% BEAR 10 signal
21 Apr 2026 15:00 21 Apr 2026 19:00 $0.0077000 $0.0076000 -1.46% BEAR 5 stop
21 Apr 2026 01:00 21 Apr 2026 09:00 $0.0076000 $0.0078000 +2.95% NEUTRAL 9 exit_fp
19 Apr 2026 18:00 20 Apr 2026 12:00 $0.0071000 $0.0074000 +4.50% BEAR 19 exit_fp
19 Apr 2026 07:00 19 Apr 2026 17:00 $0.0072000 $0.0071000 -1.46% BEAR 11 stop
18 Apr 2026 11:00 19 Apr 2026 06:00 $0.0074000 $0.0073000 -1.46% BEAR 20 stop
17 Apr 2026 20:00 18 Apr 2026 10:00 $0.0079000 $0.0078000 -1.46% BEAR 15 stop
17 Apr 2026 03:00 17 Apr 2026 08:00 $0.0076000 $0.0077000 +0.01% BEAR 6 signal
16 Apr 2026 11:00 16 Apr 2026 15:00 $0.0073000 $0.0076000 +3.72% BEAR 5 exit_fp
15 Apr 2026 22:00 16 Apr 2026 02:00 $0.0073000 $0.0074000 +1.31% BEAR 5 exit_fp
15 Apr 2026 15:00 15 Apr 2026 21:00 $0.0071000 $0.0073000 +1.61% BEAR 7 exit_fp
14 Apr 2026 20:00 15 Apr 2026 14:00 $0.0068000 $0.0071000 +4.34% BEAR 19 exit_fp
14 Apr 2026 16:00 14 Apr 2026 19:00 $0.0070000 $0.0069000 -1.46% CRASH 4 stop
14 Apr 2026 11:00 14 Apr 2026 12:00 $0.0072000 $0.0071000 -1.46% BEAR 2 stop
13 Apr 2026 23:00 14 Apr 2026 10:00 $0.0070000 $0.0072000 +2.70% BEAR 12 exit_fp
13 Apr 2026 14:00 13 Apr 2026 22:00 $0.0066000 $0.0070000 +5.06% BEAR 9 exit_fp
12 Apr 2026 22:00 13 Apr 2026 08:00 $0.0065000 $0.0064000 -1.46% BEAR 11 stop
12 Apr 2026 02:00 12 Apr 2026 21:00 $0.0066000 $0.0066000 -1.46% BEAR 20 stop
11 Apr 2026 17:00 12 Apr 2026 01:00 $0.0069000 $0.0069000 -1.46% CRASH 9 stop
10 Apr 2026 21:00 11 Apr 2026 16:00 $0.0068000 $0.0069000 +0.93% BEAR 20 exit_fp
10 Apr 2026 00:00 10 Apr 2026 18:00 $0.0065000 $0.0069000 +4.95% BEAR 19 exit_fp
09 Apr 2026 20:00 09 Apr 2026 23:00 $0.0067000 $0.0066000 -1.46% CRASH 4 stop
08 Apr 2026 23:00 09 Apr 2026 19:00 $0.0066000 $0.0067000 +1.26% BEAR 21 exit_fp
07 Apr 2026 22:00 08 Apr 2026 22:00 $0.0067000 $0.0066000 -1.46% CRASH 25 stop
07 Apr 2026 00:00 07 Apr 2026 21:00 $0.0063000 $0.0067000 +6.01% BEAR 22 exit_fp
06 Apr 2026 15:00 06 Apr 2026 23:00 $0.0065000 $0.0064000 -1.46% CRASH 9 stop
06 Apr 2026 01:00 06 Apr 2026 08:00 $0.0064000 $0.0065000 +0.92% BEAR 8 signal
05 Apr 2026 07:00 06 Apr 2026 00:00 $0.0061000 $0.0064000 +4.15% BEAR 18 exit_fp

Start Trading Pudgy Penguins Smarter

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

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37.6% Win Rate Sharpe 3.09 130 Trades -7.8% Max Drawdown