Backtests / ALGO
OMNISCIUS · V4.2 (THEROS)

ALGO ALGO (ALGO) Backtest

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

6 Walk-Forward Cycles • Jun 2020 – May 2026 • $0.111800 (+3.04%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Algorand (ALGO) is a high-throughput pure proof-of-stake blockchain founded by Turing-award winner Silvio Micali. Strong academic background, focus on formal verification and CBDC pilots. Mid-cap with long history (60K+ bars), giving the model robust regime coverage.

KPIs Equity Curve Regimes Per-Cycle Trade Log View ALGO 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
11.79
Sortino Ratio
15.62
Profit Factor
29.25
Calmar Ratio
296,547.95
Win Rate
86.4%
Max Drawdown
-14.0%
Avg Drawdown
-10.52%
Alpha vs B&H
+1,042,348,378,507,736,907,776.0pp
Total Trades
195
Exposure
40.2%
Beats B&H
6/6
Sharpe Trend
-2.11
ALGO

ALGO Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
—
+2.8%
4t
+238.7%
20t
+194.8%
21t
+224.6%
24t
+108.4%
15t
+99.1%
21t
+76.6%
18t
 +24,316.3%
2021
+414.6%
26t
+314.5%
27t
+155.5%
20t
+182.8%
25t
+326.3%
23t
+221.4%
18t
+58.7%
14t
+142.9%
17t
+348.1%
23t
+120.0%
14t
+120.8%
23t
+71.0%
19t
 +30,321,097.0%
2022
+119.5%
19t
+73.9%
12t
+65.8%
14t
+34.4%
16t
+144.7%
22t
+53.0%
14t
+58.3%
14t
+30.9%
13t
+91.6%
13t
+25.3%
15t
+124.6%
20t
+26.2%
15t
 +44,825.1%
2023
+70.6%
10t
+63.8%
12t
+57.1%
13t
+6.6%
8t
+5.4%
14t
+49.5%
18t
+51.7%
13t
+9.2%
19t
+30.8%
15t
+19.4%
18t
+107.4%
13t
+165.9%
18t
 +10,421.5%
2024
+43.7%
17t
+78.5%
13t
+157.3%
19t
+119.1%
20t
+63.8%
12t
+39.8%
14t
+58.5%
13t
+75.2%
15t
+55.7%
13t
+41.8%
14t
+565.2%
23t
+320.8%
24t
 +567,935.9%
2025
+152.5%
18t
+87.6%
14t
+103.5%
16t
+127.2%
15t
+88.1%
14t
+57.4%
12t
+153.6%
19t
+73.2%
15t
+27.5%
15t
+87.1%
19t
+30.8%
19t
+39.2%
11t
 +123,642.6%
2026
+83.2%
14t
+54.2%
15t
+56.2%
11t
+114.4%
13t
+0.1%
1t
—
—
—
—
—
—
—
 +847.6%

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

Smart Insights
  • ↑ Exceptional return: +10,423,483,785.08B× — compound across the full walk-forward window.
  • ↑ High win rate: 86.4% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 195 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.15% on 124 trades, WR 91%.

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 370 88.5% +4.76% 81.03 15.1
BULL 124 92.5% +6.86% 128.40 26.3
SIDEWAYS 567 84.2% +3.45% 27.36 19.3
BEAR 107 87.0% +5.95% 9.61 16.5

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 Jun '20 – Jun '21 14.25 185,807x -14.0% 92.5% 253 Yes
2 Jun '21 – Jun '22 10.85 2,682x -13.9% 84.5% 207 Yes
3 Jun '22 – Jun '23 8.95 67.0x -7.5% 79.7% 158 Yes
4 Jun '23 – May '24 11.59 226.7x -9.4% 83.8% 191 Yes
5 May '24 – May '25 12.96 5,300x -12.4% 89.9% 189 Yes
6 May '25 – May '26 12.14 253.7x -6.0% 87.6% 170 Yes

Trade Log

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

Compound Return
+576.6%
Win Rate
94.0%
47W / 3L
Max Drawdown
-1.7%
€10,000 Invested
€67,659
6.8x 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
01 May 2026 13:00 01 May 2026 15:00 $0.10900 $0.10960 +0.14% SIDEWAYS 3 exit_fp
26 Apr 2026 08:00 26 Apr 2026 10:00 $0.11870 $0.12030 +0.93% SIDEWAYS 3 exit_fp
25 Apr 2026 16:00 25 Apr 2026 19:00 $0.11470 $0.11770 +2.20% SIDEWAYS 4 exit_fp
23 Apr 2026 03:00 25 Apr 2026 03:00 $0.10110 $0.11200 +10.33% SIDEWAYS 49 take_profit
20 Apr 2026 01:00 22 Apr 2026 06:00 $0.10230 $0.10660 +3.78% SIDEWAYS 54 exit_fp
15 Apr 2026 23:00 16 Apr 2026 22:00 $0.11260 $0.11680 +3.31% SIDEWAYS 24 exit_fp
14 Apr 2026 19:00 15 Apr 2026 10:00 $0.10740 $0.11160 +3.37% BEAR 16 trail
13 Apr 2026 00:00 14 Apr 2026 03:00 $0.10220 $0.11190 +9.04% BEAR 28 exit_fp
09 Apr 2026 04:00 09 Apr 2026 13:00 $0.10950 $0.11320 +2.96% BEAR 10 exit_fp
07 Apr 2026 22:00 08 Apr 2026 04:00 $0.11540 $0.12160 +4.94% BEAR 7 exit_fp
07 Apr 2026 06:00 07 Apr 2026 09:00 $0.11200 $0.11450 +1.81% BEAR 4 signal
05 Apr 2026 04:00 06 Apr 2026 04:00 $0.11810 $0.12430 +4.82% BEAR 25 exit_fp
01 Apr 2026 19:00 03 Apr 2026 21:00 $0.10310 $0.12440 +20.17% BEAR 51 exit_fp
31 Mar 2026 07:00 01 Apr 2026 00:00 $0.08570 $0.09680 +12.49% BEAR 18 exit_fp
29 Mar 2026 14:00 30 Mar 2026 17:00 $0.08100 $0.08270 +1.61% BEAR 28 trail
24 Mar 2026 15:00 25 Mar 2026 18:00 $0.08660 $0.08760 +0.74% BEAR 28 short_signal
23 Mar 2026 01:00 23 Mar 2026 22:00 $0.08580 $0.08770 +1.65% BEAR 22 trail
19 Mar 2026 11:00 20 Mar 2026 05:00 $0.08850 $0.09140 +2.85% SIDEWAYS 19 exit_fp
14 Mar 2026 21:00 16 Mar 2026 21:00 $0.09050 $0.09700 +6.74% BEAR 49 exit_fp
11 Mar 2026 02:00 13 Mar 2026 12:00 $0.08520 $0.09570 +11.86% BEAR 59 exit_fp
08 Mar 2026 23:00 10 Mar 2026 13:00 $0.08180 $0.08670 +5.56% BEAR 39 signal
05 Mar 2026 18:00 05 Mar 2026 20:00 $0.08710 $0.08820 +0.85% BEAR 3 signal
03 Mar 2026 11:00 04 Mar 2026 15:00 $0.08530 $0.09060 +5.78% BEAR 29 exit_fp
01 Mar 2026 20:00 02 Mar 2026 10:00 $0.08440 $0.08600 +1.39% BEAR 15 trail
28 Feb 2026 10:00 01 Mar 2026 01:00 $0.08260 $0.08880 +7.07% BEAR 16 exit_fp
27 Feb 2026 15:00 27 Feb 2026 21:00 $0.08650 $0.08620 -0.75% BEAR 7 short_signal
23 Feb 2026 20:00 25 Feb 2026 16:00 $0.08360 $0.09220 +9.84% BEAR 45 exit_fp
23 Feb 2026 05:00 23 Feb 2026 07:00 $0.08400 $0.08510 +0.90% BEAR 3 signal
20 Feb 2026 08:00 20 Feb 2026 22:00 $0.08960 $0.09070 +0.81% BEAR 15 short_signal
19 Feb 2026 16:00 19 Feb 2026 19:00 $0.08800 $0.08910 +0.84% BEAR 4 signal
16 Feb 2026 20:00 16 Feb 2026 22:00 $0.09440 $0.09480 +0.01% BEAR 3 signal
13 Feb 2026 14:00 14 Feb 2026 16:00 $0.09180 $0.09900 +7.40% BEAR 27 short_signal
12 Feb 2026 11:00 12 Feb 2026 20:00 $0.09260 $0.09050 -2.79% BEAR 10 stop
11 Feb 2026 17:00 11 Feb 2026 19:00 $0.08970 $0.08980 -0.30% BEAR 3 signal
09 Feb 2026 11:00 09 Feb 2026 21:00 $0.09390 $0.09620 +2.03% BEAR 11 signal
08 Feb 2026 04:00 08 Feb 2026 08:00 $0.09610 $0.09890 +2.49% BEAR 5 signal
06 Feb 2026 01:00 06 Feb 2026 16:00 $0.08970 $0.10090 +12.03% BEAR 16 exit_fp
03 Feb 2026 19:00 03 Feb 2026 20:00 $0.10560 $0.10970 +3.46% BEAR 2 exit_fp
01 Feb 2026 16:00 02 Feb 2026 15:00 $0.10100 $0.10630 +4.82% BEAR 24 exit_fp
31 Jan 2026 17:00 01 Feb 2026 00:00 $0.09960 $0.10440 +4.28% BEAR 8 regime_exit
27 Jan 2026 09:00 28 Jan 2026 23:00 $0.11960 $0.12630 +5.17% SIDEWAYS 39 exit_fp
25 Jan 2026 18:00 26 Jan 2026 14:00 $0.11360 $0.12400 +8.71% SIDEWAYS 21 exit_fp
22 Jan 2026 21:00 23 Jan 2026 03:00 $0.11830 $0.12160 +2.37% SIDEWAYS 7 signal
20 Jan 2026 22:00 22 Jan 2026 07:00 $0.11490 $0.11900 +3.01% SIDEWAYS 34 trail
19 Jan 2026 01:00 19 Jan 2026 16:00 $0.11870 $0.12060 +1.19% SIDEWAYS 16 exit_fp
15 Jan 2026 21:00 17 Jan 2026 14:00 $0.12780 $0.13430 +4.66% SIDEWAYS 42 exit_fp
13 Jan 2026 07:00 13 Jan 2026 22:00 $0.13050 $0.14010 +6.92% SIDEWAYS 16 exit_fp
12 Jan 2026 12:00 12 Jan 2026 18:00 $0.12910 $0.13120 +1.21% SIDEWAYS 7 short_signal
10 Jan 2026 06:00 10 Jan 2026 08:00 $0.13160 $0.13330 +0.88% SIDEWAYS 3 signal
08 Jan 2026 13:00 09 Jan 2026 15:00 $0.13150 $0.13590 +2.92% SIDEWAYS 27 exit_fp

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86.4% Win Rate Sharpe 11.79 195 Trades -14.0% Max Drawdown