ZECZECZcash$482.77+6.31%
24h High$479.79
24h Low$444.74
Volume$84.8M
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / ZEC
OMNISCIUS · V6.2 (PYTHIA)

ZEC Zcash (ZEC) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for ZEC - Zcash. The results below cover the complete out-of-sample window from May 2020 → May 2026 across 2 walk-forward cycles (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 1,966 trades in total, compounding an initial $10,000 base to a final value of $3,382,650,999. 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) • 2 Walk-Forward Cycles • May 2020 – May 2026 • $482.77 (+6.31%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Zcash (ZEC) is a privacy-focused cryptocurrency that offers optional shielded transactions using zero-knowledge proofs (zk-SNARKs). While privacy coins face regulatory scrutiny, the underlying technology has influenced the broader blockchain ecosystem. ZEC shows distinct trading patterns driven by privacy narrative cycles and regulatory developments, providing diversification from mainstream crypto trends.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View ZEC 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
4.32
Sortino Ratio
3.61
Profit Factor
2.62
Calmar Ratio
63.00
Win Rate
50.0%
Max Drawdown
-15.5%
Avg Drawdown
-12.66%
Alpha vs B&H
+47,026,177.7pp
Total Trades
983
Exposure
36.3%
Beats B&H
2/2
Sharpe Trend
0.00
ZEC

ZEC Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
+8.5%
13t
+17.0%
27t
+17.8%
23t
+12.5%
24t
+2.2%
20t
+21.3%
16t
+49.9%
24t
+16.4%
25t
 +264.0%
2021
+82.9%
25t
+39.4%
27t
+12.8%
14t
+82.3%
22t
+377.3%
37t
+42.9%
34t
+14.1%
20t
+55.6%
40t
+4.5%
31t
+6.1%
14t
+59.8%
34t
+24.6%
34t
 +13,928.0%
2022
+10.5%
18t
+40.7%
29t
+51.4%
27t
+12.2%
35t
+77.6%
37t
+27.5%
28t
+45.1%
33t
-4.1%
21t
+9.1%
14t
+9.0%
23t
+46.9%
39t
+10.5%
15t
 +1,507.7%
2023
+19.7%
21t
+5.8%
26t
+31.5%
38t
+6.8%
17t
+2.4%
7t
+17.0%
16t
+7.6%
25t
+1.8%
10t
+3.2%
4t
+4.1%
13t
+32.7%
17t
+10.8%
17t
 +268.6%
2024
+21.3%
17t
+38.8%
15t
+26.8%
25t
+18.5%
11t
+11.6%
22t
+12.9%
44t
+38.3%
26t
+26.1%
23t
+8.5%
40t
+41.8%
35t
+19.0%
33t
+56.0%
36t
 +1,486.3%
2025 +25.2%
45t
 		+60.0%
39t
 		+7.7%
31t
 		+39.7%
51t
 		+27.3%
33t
 		+0.3%
30t
 		+38.1%
39t
 		+20.1%
40t
 		+12.4%
19t
 		+191.9%
29t
 		+76.1%
24t
 		+29.0%
34t
 		+4,659.3%
2026 +31.8%
48t
 		+28.7%
57t
 		+11.5%
42t
 		+27.7%
39t
+14.3%
5t
—
—
—
—
—
—
—
 +176.2%

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

Smart Insights
  • ↑ Exceptional return: +338.27K× — compound across the full walk-forward window.
  • ↓ Large drawdown: -15.5% — expect volatility on capital.
  • ↑ Robust sample: 983 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +2.83% on 134 trades, WR 86%.

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 ZEC 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 134 85.6% +2.87% 18.51 10.8
BULL 306 59.6% +1.87% 5.17 11.9
BEAR 558 47.7% +0.70% 2.21 9.6

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 May '20 – Apr '24 4.32 3,516x -15.5% 53.5% 1101 Yes
2 Apr '24 – May '26 4.32 95.2x -9.9% 46.5% 865 Yes

Trade Logv6.2 Pythia

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

Compound Return
+30.3%
Win Rate
50.0%
25W / 25L
Max Drawdown
-4.3%
€10,000 Invested
€13,028
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
16 May 2026 10:00 16 May 2026 20:00 $488.75 $511.80 +4.61% BUBBLE 11 signal
15 May 2026 15:00 16 May 2026 01:00 $522.00 $516.10 -1.27% BULL 11 stop
13 May 2026 22:00 14 May 2026 14:00 $519.06 $553.75 +6.58% BUBBLE 17 signal
10 May 2026 21:00 11 May 2026 01:00 $565.25 $580.73 +2.64% BULL 5 short_signal
01 May 2026 01:00 01 May 2026 09:00 $346.28 $350.69 +1.17% BULL 9 short_signal
29 Apr 2026 14:00 30 Apr 2026 16:00 $325.28 $342.40 +5.16% BULL 27 exit_fp
29 Apr 2026 12:00 29 Apr 2026 13:00 $330.67 $326.93 -1.27% NEUTRAL 2 stop
28 Apr 2026 09:00 29 Apr 2026 11:00 $336.99 $333.18 -1.27% BULL 27 stop
25 Apr 2026 02:00 25 Apr 2026 06:00 $355.64 $355.85 -0.04% BULL 5 signal
24 Apr 2026 03:00 24 Apr 2026 10:00 $342.12 $353.89 +3.34% NEUTRAL 8 exit_fp
23 Apr 2026 20:00 23 Apr 2026 23:00 $335.26 $341.75 +1.83% NEUTRAL 4 signal
23 Apr 2026 05:00 23 Apr 2026 19:00 $315.35 $335.26 +6.21% NEUTRAL 15 exit_fp
22 Apr 2026 20:00 23 Apr 2026 03:00 $320.36 $316.74 -1.27% BEAR 8 stop
22 Apr 2026 17:00 22 Apr 2026 19:00 $326.38 $322.69 -1.27% BULL 3 stop
21 Apr 2026 21:00 22 Apr 2026 15:00 $311.86 $330.13 +5.75% BULL 19 exit_fp
19 Apr 2026 18:00 21 Apr 2026 20:00 $302.59 $311.72 +2.87% BEAR 51 trail
19 Apr 2026 16:00 19 Apr 2026 17:00 $323.84 $320.18 -1.27% CRASH 2 stop
19 Apr 2026 12:00 19 Apr 2026 15:00 $331.69 $327.94 -1.27% NEUTRAL 4 stop
19 Apr 2026 02:00 19 Apr 2026 11:00 $324.87 $331.69 +2.00% BULL 10 exit_fp
17 Apr 2026 18:00 19 Apr 2026 01:00 $331.71 $327.96 -1.27% NEUTRAL 32 stop
17 Apr 2026 15:00 17 Apr 2026 17:00 $343.84 $339.95 -1.27% BEAR 3 stop
17 Apr 2026 04:00 17 Apr 2026 13:00 $334.65 $353.66 +5.57% BULL 10 exit_fp
16 Apr 2026 03:00 17 Apr 2026 02:00 $338.60 $334.77 -1.27% NEUTRAL 24 stop
16 Apr 2026 00:00 16 Apr 2026 02:00 $345.68 $341.77 -1.27% BEAR 3 stop
15 Apr 2026 22:00 15 Apr 2026 23:00 $350.11 $346.15 -1.27% NEUTRAL 2 stop
14 Apr 2026 17:00 15 Apr 2026 20:00 $351.91 $347.93 -1.27% BULL 28 stop
13 Apr 2026 23:00 14 Apr 2026 01:00 $367.44 $364.20 -0.98% NEUTRAL 3 signal
13 Apr 2026 18:00 13 Apr 2026 22:00 $355.04 $367.44 +3.39% NEUTRAL 5 exit_fp
12 Apr 2026 15:00 12 Apr 2026 22:00 $365.33 $361.20 -1.27% BULL 8 stop
12 Apr 2026 11:00 12 Apr 2026 13:00 $366.26 $365.97 -0.18% NEUTRAL 3 signal
12 Apr 2026 02:00 12 Apr 2026 09:00 $361.83 $367.07 +1.35% NEUTRAL 8 signal
12 Apr 2026 00:00 12 Apr 2026 01:00 $369.62 $365.44 -1.27% NEUTRAL 2 stop
09 Apr 2026 11:00 09 Apr 2026 15:00 $315.02 $327.36 +3.81% NEUTRAL 5 exit_fp
09 Apr 2026 02:00 09 Apr 2026 05:00 $316.43 $318.39 +0.52% BEAR 4 signal
09 Apr 2026 00:00 09 Apr 2026 01:00 $326.55 $322.86 -1.27% BEAR 2 stop
07 Apr 2026 00:00 07 Apr 2026 02:00 $252.86 $253.86 +0.30% NEUTRAL 3 signal
06 Apr 2026 18:00 06 Apr 2026 23:00 $256.72 $253.82 -1.27% BULL 6 stop
06 Apr 2026 06:00 06 Apr 2026 16:00 $254.66 $254.64 -0.11% NEUTRAL 11 signal
06 Apr 2026 01:00 06 Apr 2026 05:00 $248.60 $254.66 +2.34% BEAR 5 exit_fp
05 Apr 2026 11:00 06 Apr 2026 00:00 $244.35 $248.60 +1.64% NEUTRAL 14 exit_fp
05 Apr 2026 02:00 05 Apr 2026 09:00 $246.05 $246.89 +0.24% NEUTRAL 8 signal
03 Apr 2026 14:00 04 Apr 2026 00:00 $236.54 $234.69 -0.88% BEAR 11 signal
02 Apr 2026 04:00 03 Apr 2026 12:00 $238.32 $235.63 -1.27% BEAR 33 stop
01 Apr 2026 12:00 01 Apr 2026 19:00 $245.44 $253.18 +3.05% NEUTRAL 8 signal
31 Mar 2026 10:00 31 Mar 2026 12:00 $234.63 $249.38 +6.18% BEAR 3 signal
31 Mar 2026 05:00 31 Mar 2026 07:00 $228.47 $231.30 +1.14% BEAR 3 signal
29 Mar 2026 03:00 29 Mar 2026 17:00 $214.27 $216.66 +1.01% BEAR 15 signal
28 Mar 2026 21:00 29 Mar 2026 00:00 $217.68 $215.22 -1.27% BEAR 4 stop
26 Mar 2026 17:00 26 Mar 2026 20:00 $221.03 $222.74 +0.67% CRASH 4 signal
26 Mar 2026 06:00 26 Mar 2026 13:00 $226.86 $224.29 -1.27% CRASH 8 stop

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50.0% Win Rate Sharpe 4.32 983 Trades -15.5% Max Drawdown