SOLSOLSolana$72.1400+4.05%
24h High$72.46
24h Low$68.63
Volume$139.2M
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / SOL
OMNISCIUS · V6.2 (PYTHIA)

SOL Solana (SOL) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for SOL - Solana. 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 581 trades in total, compounding an initial $10,000 base to a final value of $57,864. 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 • $72.1400 (+4.05%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Solana (SOL) is a high-throughput blockchain capable of processing thousands of transactions per second at extremely low fees. Launched in 2020, it rapidly became a leading platform for DeFi, NFTs, and meme coins. Solana experienced significant drawdowns during the FTX collapse in 2022 but staged a remarkable recovery. Its high volatility and strong trending behavior make it an excellent candidate for momentum-based trading signals.

KPIs Equity Curve Price & Trades Regimes Trade Log All Backtests View SOL 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
2.92
Sortino Ratio
2.71
Profit Factor
1.93
Calmar Ratio
14.02
Win Rate
44.2%
Max Drawdown
-9.5%
Avg Drawdown
-9.46%
Alpha vs B&H
+4,701.8pp
Total Trades
581
Exposure
39.7%
Beats B&H
1/1
Cycles
1
SOL

SOL Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
-3.8%
9t
+43.8%
33t
+5.4%
31t
+20.6%
24t
+39.5%
41t
+22.0%
25t
+1.6%
16t
+48.2%
35t
+19.3%
36t
 +438.1%
2025 +21.6%
32t
 		+11.6%
29t
 		+9.1%
24t
 		+31.1%
19t
 		+8.6%
26t
 		+1.7%
21t
 		+2.8%
19t
 		+10.5%
24t
 		+0.9%
17t
 		+13.9%
25t
 		+16.6%
21t
 		+4.3%
9t
 		+240.9%
2026 +6.4%
11t
 		+21.7%
21t
 		-1.5%
14t
 		+10.3%
15t
+4.0%
4t
—
—
—
—
—
—
—
 +46.3%

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

Smart Insights
  • ↑ Exceptional return: +478.6% — compound across the full walk-forward window.
  • ↑ Robust sample: 581 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +1.95% on 96 trades, WR 77%.

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 SOL 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 96 77.1% +1.95% 11.74 14.0
BULL 97 50.5% +1.04% 2.69 17.3
BEAR 179 42.5% +0.32% 1.50 10.5

Trade Logv6.2 Pythia

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

Compound Return
+19.3%
Win Rate
52.0%
26W / 24L
Max Drawdown
-2.7%
€10,000 Invested
€11,929
1.2x 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
17 May 2026 03:00 17 May 2026 12:00 $86.210 $86.510 +0.25% NEUTRAL 10 signal
16 May 2026 07:00 17 May 2026 02:00 $87.180 $86.194 -1.27% NEUTRAL 20 stop
16 May 2026 01:00 16 May 2026 06:00 $89.240 $88.231 -1.27% BEAR 6 stop
07 May 2026 21:00 09 May 2026 03:00 $87.890 $93.640 +6.44% BULL 31 short_signal
28 Apr 2026 02:00 28 Apr 2026 14:00 $84.450 $83.495 -1.27% BEAR 13 stop
24 Apr 2026 02:00 24 Apr 2026 10:00 $86.150 $86.070 -0.19% BEAR 9 signal
23 Apr 2026 18:00 23 Apr 2026 23:00 $85.410 $86.090 +0.70% BEAR 6 signal
23 Apr 2026 03:00 23 Apr 2026 15:00 $85.800 $86.190 +0.35% BEAR 13 signal
22 Apr 2026 21:00 23 Apr 2026 02:00 $87.310 $86.323 -1.27% BEAR 6 stop
22 Apr 2026 04:00 22 Apr 2026 08:00 $87.130 $88.410 +1.37% BEAR 5 signal
21 Apr 2026 20:00 21 Apr 2026 22:00 $85.360 $85.710 +0.31% BEAR 3 signal
19 Apr 2026 23:00 20 Apr 2026 09:00 $83.590 $85.320 +1.97% BEAR 11 signal
18 Apr 2026 09:00 19 Apr 2026 11:00 $87.330 $86.342 -1.27% BEAR 27 stop
16 Apr 2026 01:00 16 Apr 2026 12:00 $84.720 $85.890 +1.28% NEUTRAL 12 signal
14 Apr 2026 20:00 15 Apr 2026 05:00 $84.100 $83.149 -1.27% CRASH 10 stop
13 Apr 2026 00:00 13 Apr 2026 12:00 $81.780 $82.680 +1.00% BEAR 13 signal
09 Apr 2026 06:00 10 Apr 2026 06:00 $82.240 $83.140 +0.99% BEAR 25 signal
07 Apr 2026 17:00 07 Apr 2026 19:00 $78.900 $81.950 +3.76% BEAR 3 signal
31 Mar 2026 10:00 01 Apr 2026 04:00 $80.720 $83.650 +3.53% BEAR 19 signal
30 Mar 2026 20:00 31 Mar 2026 09:00 $82.750 $81.814 -1.27% CRASH 14 stop
30 Mar 2026 12:00 30 Mar 2026 17:00 $84.330 $83.376 -1.27% BEAR 6 stop
28 Mar 2026 18:00 30 Mar 2026 08:00 $83.520 $84.290 +0.82% BEAR 39 exit_fp
27 Mar 2026 11:00 28 Mar 2026 14:00 $83.320 $83.430 +0.03% BEAR 28 signal
27 Mar 2026 02:00 27 Mar 2026 10:00 $86.880 $85.898 -1.27% CRASH 9 stop
26 Mar 2026 12:00 26 Mar 2026 23:00 $87.600 $86.609 -1.27% CRASH 12 stop
26 Mar 2026 07:00 26 Mar 2026 09:00 $89.150 $88.142 -1.27% CRASH 3 stop
24 Mar 2026 19:00 24 Mar 2026 21:00 $89.250 $90.680 +1.50% BEAR 3 signal
23 Mar 2026 00:00 24 Mar 2026 00:00 $86.360 $90.800 +5.04% BEAR 25 signal
19 Mar 2026 07:00 19 Mar 2026 17:00 $89.450 $88.439 -1.27% BEAR 11 stop
08 Mar 2026 13:00 09 Mar 2026 08:00 $81.710 $83.780 +2.43% BEAR 20 signal
07 Mar 2026 17:00 08 Mar 2026 08:00 $83.860 $83.160 -0.93% BEAR 16 signal
06 Mar 2026 15:00 07 Mar 2026 16:00 $84.650 $83.693 -1.27% BEAR 26 stop
06 Mar 2026 07:00 06 Mar 2026 12:00 $88.010 $87.015 -1.27% CRASH 6 stop
28 Feb 2026 07:00 28 Feb 2026 15:00 $78.540 $80.900 +2.90% CRASH 9 signal
27 Feb 2026 20:00 28 Feb 2026 06:00 $81.840 $80.915 -1.27% CRASH 11 stop
27 Feb 2026 14:00 27 Feb 2026 16:00 $83.130 $82.190 -1.27% CRASH 3 stop
18 Feb 2026 20:00 20 Feb 2026 12:00 $81.070 $83.210 +2.54% BEAR 41 signal
18 Feb 2026 14:00 18 Feb 2026 18:00 $82.790 $81.854 -1.27% CRASH 5 stop
17 Feb 2026 12:00 17 Feb 2026 23:00 $85.290 $85.390 +0.02% CRASH 12 signal
16 Feb 2026 16:00 16 Feb 2026 21:00 $83.750 $85.940 +2.51% BEAR 6 signal
13 Feb 2026 17:00 14 Feb 2026 07:00 $84.140 $85.570 +1.60% CRASH 15 signal
12 Feb 2026 20:00 13 Feb 2026 15:00 $77.390 $83.760 +8.12% BEAR 20 exit_fp
11 Feb 2026 21:00 12 Feb 2026 16:00 $80.190 $79.283 -1.27% CRASH 20 stop
11 Feb 2026 07:00 11 Feb 2026 19:00 $80.690 $79.778 -1.27% CRASH 13 stop
10 Feb 2026 07:00 11 Feb 2026 00:00 $84.830 $83.871 -1.27% CRASH 18 stop
07 Feb 2026 11:00 07 Feb 2026 18:00 $84.710 $88.300 +4.13% CRASH 8 signal
07 Feb 2026 03:00 07 Feb 2026 06:00 $88.120 $87.124 -1.27% CRASH 4 stop
06 Feb 2026 06:00 06 Feb 2026 16:00 $80.890 $86.780 +7.17% CRASH 11 exit_fp
05 Feb 2026 21:00 06 Feb 2026 05:00 $79.350 $80.890 +1.84% CRASH 9 exit_fp
05 Feb 2026 16:00 05 Feb 2026 20:00 $83.840 $82.892 -1.27% CRASH 5 stop

Start Trading Solana Smarter

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

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44.2% Win Rate Sharpe 2.92 581 Trades -9.5% Max Drawdown