Backtests / ACH
OMNISCIUS · V4.2 (THEROS)

ACH ACH (ACH) Backtest

Walk-forward validated backtest results for ACH. The model is trained on historical data and tested exclusively on unseen future data.

6 Walk-Forward Cycles • Sep 2022 – May 2026 • $0.00818000 (+15.54%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Alchemy Pay (ACH) is a global on-ramp/off-ramp solution that bridges crypto and fiat payments for merchants and exchanges. ACH price moves with adoption metrics, partnerships and broader payment-rail narratives. Multi-year history makes it a robust training target.

KPIs Equity Curve Regimes Per-Cycle Trade Log View ACH Signals →

Performance Overview

Key risk-adjusted metrics from the walk-forward backtest. Sharpe above 3.0 is excellent; win rate above 75% demonstrates consistent signal quality.

Sharpe Ratio
9.96
Sortino Ratio
6.14
Profit Factor
29.04
Calmar Ratio
14,514.78
Win Rate
84.6%
Max Drawdown
-27.6%
Avg Drawdown
-13.98%
Alpha vs B&H
+3,422,512,017,237.1pp
Total Trades
115
Exposure
41.3%
Beats B&H
6/6
Sharpe Trend
+3.79
ACH

ACH Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2022
—
—
—
—
—
—
—
—
+33.7%
13t
+128.4%
12t
+22.9%
17t
+44.9%
16t
 +444.0%
2023
+172.2%
17t
+36.2%
8t
+105.0%
12t
+17.2%
8t
+114.2%
20t
+81.0%
15t
+47.7%
14t
+35.4%
14t
+87.1%
16t
+38.7%
15t
+100.3%
14t
+88.5%
19t
 +67,573.3%
2024
+98.2%
13t
+130.7%
14t
+283.6%
16t
+171.3%
18t
+77.1%
11t
+40.0%
14t
+128.6%
16t
+48.3%
22t
+49.4%
13t
+82.8%
20t
+212.6%
17t
+94.2%
24t
 +663,195.8%
2025
+132.9%
18t
+144.9%
20t
+86.6%
14t
+228.7%
18t
+84.7%
16t
+58.1%
13t
+86.8%
14t
+74.3%
12t
+21.8%
15t
+31.7%
18t
+33.1%
20t
+53.3%
17t
 +108,862.3%
2026
+167.2%
20t
+25.9%
17t
+39.3%
12t
+88.6%
17t
—
—
—
—
—
—
—
—
 +784.2%

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

Smart Insights
  • ↑ Exceptional return: +34.23B× — compound across the full walk-forward window.
  • ↑ High win rate: 84.6% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -27.6% — expect volatility on capital.
  • ↑ Robust sample: 115 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +4.77% on 168 trades, WR 86%.

Regime Breakdown

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 168 91.9% +3.32% 25.42 22.2
BULL 104 80.6% +3.21% 71.69 25.8
SIDEWAYS 365 84.2% +3.91% 22.71 19.8
BEAR 52 91.0% +3.14% 3.51 20.6

Per-Cycle Results

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 Sep '22 – Apr '23 5.45 22.4x -27.6% 74.7% 95 Yes
2 Apr '23 – Nov '23 10.01 32.2x -6.6% 86.0% 114 Yes
3 Nov '23 – Jul '24 12.61 191.1x -10.1% 89.3% 112 Yes
4 Jul '24 – Feb '25 10.53 127.0x -14.4% 81.6% 136 Yes
5 Feb '25 – Sep '25 11.91 77.9x -10.2% 90.9% 110 Yes
6 Sep '25 – May '26 9.24 21.7x -15.0% 85.2% 122 Yes

Trade Log

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

Compound Return
+218.4%
Win Rate
78.0%
39W / 11L
Max Drawdown
-8.5%
€10,000 Invested
€31,838
3.2x 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
29 Apr 2026 17:00 30 Apr 2026 10:00 $0.0071000 $0.0077000 +8.32% SIDEWAYS 18 exit_fp
28 Apr 2026 09:00 29 Apr 2026 00:00 $0.0070000 $0.0076000 +7.96% SIDEWAYS 16 exit_fp
26 Apr 2026 07:00 27 Apr 2026 20:00 $0.0064000 $0.0072000 +11.83% SIDEWAYS 38 exit_fp
23 Apr 2026 04:00 25 Apr 2026 18:00 $0.0062000 $0.0064000 +3.95% SIDEWAYS 63 short_signal
22 Apr 2026 07:00 22 Apr 2026 08:00 $0.0064000 $0.0064000 -0.10% SIDEWAYS 2 exit_fp
21 Apr 2026 14:00 21 Apr 2026 18:00 $0.0063000 $0.0063000 -1.51% SIDEWAYS 5 short_signal
19 Apr 2026 21:00 20 Apr 2026 23:00 $0.0060000 $0.0063000 +4.53% SIDEWAYS 27 short_signal
18 Apr 2026 21:00 19 Apr 2026 08:00 $0.0062000 $0.0062000 -0.89% SIDEWAYS 12 short_signal
14 Apr 2026 19:00 17 Apr 2026 21:00 $0.0060000 $0.0065000 +8.10% SIDEWAYS 75 take_profit
13 Apr 2026 14:00 14 Apr 2026 00:00 $0.0061000 $0.0062000 +1.06% BEAR 11 short_signal
12 Apr 2026 02:00 13 Apr 2026 01:00 $0.0058000 $0.0063000 +8.91% BEAR 24 exit_fp
10 Apr 2026 08:00 11 Apr 2026 09:00 $0.0058000 $0.0059000 +0.10% BEAR 26 short_signal
09 Apr 2026 01:00 09 Apr 2026 18:00 $0.0058000 $0.0059000 +1.99% BEAR 18 short_signal
07 Apr 2026 01:00 08 Apr 2026 01:00 $0.0058000 $0.0061000 +3.69% BEAR 25 exit_fp
05 Apr 2026 14:00 06 Apr 2026 02:00 $0.0059000 $0.0060000 +1.97% BEAR 13 short_signal
03 Apr 2026 01:00 04 Apr 2026 02:00 $0.0060000 $0.0063000 +4.59% BEAR 26 short_signal
31 Mar 2026 05:00 01 Apr 2026 05:00 $0.0063000 $0.0064000 +1.33% BEAR 25 short_signal
29 Mar 2026 18:00 30 Mar 2026 16:00 $0.0062000 $0.0064000 +1.35% BEAR 23 trail
29 Mar 2026 01:00 29 Mar 2026 05:00 $0.0063000 $0.0065000 +2.29% BEAR 5 short_signal
28 Mar 2026 04:00 28 Mar 2026 08:00 $0.0063000 $0.0063000 -0.09% BEAR 5 short_signal
22 Mar 2026 12:00 23 Mar 2026 20:00 $0.0066000 $0.0068000 +2.80% BEAR 33 trail
19 Mar 2026 13:00 20 Mar 2026 10:00 $0.0069000 $0.0070000 +1.90% SIDEWAYS 22 short_signal
14 Mar 2026 21:00 17 Mar 2026 00:00 $0.0067000 $0.0075000 +12.58% BEAR 52 exit_fp
13 Mar 2026 01:00 14 Mar 2026 02:00 $0.0069000 $0.0068000 -1.71% BEAR 26 short_signal
11 Mar 2026 01:00 12 Mar 2026 02:00 $0.0068000 $0.0068000 -0.26% BEAR 26 short_signal
09 Mar 2026 04:00 09 Mar 2026 14:00 $0.0069000 $0.0070000 +0.31% BEAR 11 short_signal
04 Mar 2026 10:00 05 Mar 2026 06:00 $0.0069000 $0.0074000 +6.38% BEAR 21 exit_fp
01 Mar 2026 21:00 03 Mar 2026 02:00 $0.0065000 $0.0068000 +3.19% BEAR 30 trail
28 Feb 2026 07:00 01 Mar 2026 01:00 $0.0066000 $0.0070000 +5.66% BEAR 19 exit_fp
26 Feb 2026 17:00 27 Feb 2026 00:00 $0.0070000 $0.0071000 +0.73% BEAR 8 short_signal
24 Feb 2026 23:00 25 Feb 2026 20:00 $0.0068000 $0.0074000 +9.61% BEAR 22 exit_fp
23 Feb 2026 17:00 24 Feb 2026 01:00 $0.0072000 $0.0072000 -0.41% BEAR 9 short_signal
22 Feb 2026 21:00 23 Feb 2026 01:00 $0.0073000 $0.0071000 -3.25% BEAR 5 stop
19 Feb 2026 11:00 21 Feb 2026 08:00 $0.0074000 $0.0076000 +2.69% BEAR 46 exit_fp
17 Feb 2026 13:00 18 Feb 2026 02:00 $0.0078000 $0.0080000 +2.92% BEAR 14 exit_fp
15 Feb 2026 18:00 16 Feb 2026 21:00 $0.0076000 $0.0077000 +1.48% BEAR 28 trail
14 Feb 2026 13:00 14 Feb 2026 17:00 $0.0080000 $0.0081000 +1.08% BEAR 5 short_signal
13 Feb 2026 04:00 13 Feb 2026 23:00 $0.0079000 $0.0080000 +0.88% BEAR 20 trail
11 Feb 2026 09:00 12 Feb 2026 15:00 $0.0076000 $0.0078000 +2.51% BEAR 31 trail
10 Feb 2026 07:00 10 Feb 2026 20:00 $0.0073000 $0.0077000 +4.35% BEAR 14 exit_fp
08 Feb 2026 17:00 09 Feb 2026 13:00 $0.0071000 $0.0073000 +1.74% BEAR 21 trail
05 Feb 2026 21:00 06 Feb 2026 16:00 $0.0069000 $0.0076000 +8.64% BEAR 20 exit_fp
04 Feb 2026 08:00 04 Feb 2026 14:00 $0.0083000 $0.0081000 -2.46% BEAR 7 short_signal
03 Feb 2026 15:00 03 Feb 2026 17:00 $0.0081000 $0.0079000 -3.86% BEAR 3 stop
02 Feb 2026 01:00 02 Feb 2026 15:00 $0.0081000 $0.0083000 +0.94% BEAR 15 exit_fp
31 Jan 2026 15:00 01 Feb 2026 00:00 $0.0086000 $0.0084000 -3.29% BEAR 10 regime_exit
27 Jan 2026 06:00 28 Jan 2026 00:00 $0.01030 $0.01060 +2.80% SIDEWAYS 19 exit_fp
26 Jan 2026 13:00 26 Jan 2026 17:00 $0.01050 $0.01060 +1.02% SIDEWAYS 5 short_signal
24 Jan 2026 05:00 24 Jan 2026 08:00 $0.01250 $0.01270 +1.27% SIDEWAYS 4 exit_fp
23 Jan 2026 01:00 23 Jan 2026 14:00 $0.01230 $0.01250 +0.72% SIDEWAYS 14 exit_fp

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84.6% Win Rate Sharpe 9.96 115 Trades -27.6% Max Drawdown