Backtests / APE
OMNISCIUS · V4.2 (THEROS)

APE APE (APE) Backtest

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

6 Walk-Forward Cycles • Oct 2022 – May 2026 • $0.178200 (-0.11%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

ApeCoin (APE) powers governance and utility across the Bored Ape Yacht Club ecosystem and ApeChain. Strong correlation with broader NFT cycles, with periodic catalysts from ApeCoin DAO proposals and BAYC-collection trends. Multi-year history makes it a robust training target.

KPIs Equity Curve Regimes Per-Cycle Trade Log View APE 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
11.75
Sortino Ratio
6.30
Profit Factor
31.49
Calmar Ratio
52,199.41
Win Rate
89.6%
Max Drawdown
-12.3%
Avg Drawdown
-8.33%
Alpha vs B&H
+897,041,107,859.8pp
Total Trades
108
Exposure
37.1%
Beats B&H
6/6
Sharpe Trend
+3.32
APE

APE Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2022
—
—
—
—
—
—
—
—
—
-0.2%
1t
+114.1%
19t
+25.4%
14t
 +168.0%
2023
+123.3%
17t
+9.0%
6t
+45.2%
14t
+9.7%
3t
+11.9%
9t
+76.8%
18t
+58.7%
15t
+51.0%
19t
+27.1%
15t
+58.6%
18t
+128.1%
13t
+8.2%
3t
 +9,040.5%
2024
+100.2%
17t
+83.1%
14t
+90.1%
14t
+86.2%
14t
+77.0%
11t
+46.0%
10t
+63.8%
17t
+96.4%
17t
+107.7%
16t
+154.1%
19t
+196.8%
23t
+232.9%
25t
 +562,225.9%
2025
+106.4%
17t
+164.9%
16t
+71.0%
17t
+71.9%
15t
+118.9%
14t
+98.4%
13t
+86.4%
16t
+63.9%
11t
+27.2%
17t
+176.3%
20t
+96.2%
18t
+93.6%
16t
 +284,437.5%
2026
+98.3%
17t
+65.1%
20t
+62.3%
15t
+214.5%
20t
+21.3%
2t
—
—
—
—
—
—
—
 +1,928.2%

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

Smart Insights
  • ↑ Exceptional return: +8.97B× — compound across the full walk-forward window.
  • ↑ High win rate: 89.6% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 108 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.98% on 92 trades, WR 99%.

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 149 83.7% +3.38% 15.44 19.9
BULL 92 99.4% +6.04% 12.52 25.3
SIDEWAYS 348 86.7% +3.53% 33.66 18.4
BEAR 56 78.6% +4.17% 16.83 17.4

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 Oct '22 – Jun '23 7.72 708% -11.5% 83.3% 84 Yes
2 Jun '23 – Jan '24 11.22 14.5x -6.0% 91.1% 101 Yes
3 Jan '24 – Aug '24 13.28 44.0x -6.0% 97.0% 99 Yes
4 Aug '24 – Mar '25 14.57 334.6x -7.7% 88.8% 134 Yes
5 Mar '25 – Oct '25 12.69 37.0x -6.5% 85.7% 105 Yes
6 Oct '25 – May '26 11.04 124.1x -12.3% 91.8% 122 Yes

Trade Log

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

Compound Return
+719.4%
Win Rate
90.0%
45W / 5L
Max Drawdown
-12.1%
€10,000 Invested
€81,941
8.2x 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
02 May 2026 04:00 02 May 2026 13:00 $0.17330 $0.18610 +6.95% SIDEWAYS 10 exit_fp
01 May 2026 08:00 01 May 2026 15:00 $0.15800 $0.18000 +13.46% SIDEWAYS 8 exit_fp
30 Apr 2026 18:00 30 Apr 2026 19:00 $0.15900 $0.16220 +1.60% SIDEWAYS 2 exit_fp
29 Apr 2026 14:00 30 Apr 2026 05:00 $0.14580 $0.15760 +7.65% SIDEWAYS 16 exit_fp
28 Apr 2026 23:00 29 Apr 2026 01:00 $0.15740 $0.15410 -2.50% SIDEWAYS 3 signal
27 Apr 2026 13:00 28 Apr 2026 05:00 $0.14120 $0.15680 +10.59% SIDEWAYS 17 exit_fp
26 Apr 2026 17:00 26 Apr 2026 20:00 $0.14580 $0.15300 +4.51% SIDEWAYS 4 exit_fp
25 Apr 2026 05:00 25 Apr 2026 09:00 $0.20290 $0.17910 -12.09% SIDEWAYS 5 short_signal
23 Apr 2026 03:00 24 Apr 2026 15:00 $0.09910 $0.17470 +75.57% SIDEWAYS 37 exit_fp
21 Apr 2026 18:00 22 Apr 2026 05:00 $0.10120 $0.10580 +4.12% SIDEWAYS 12 exit_fp
19 Apr 2026 10:00 20 Apr 2026 21:00 $0.10100 $0.10610 +4.62% SIDEWAYS 36 exit_fp
18 Apr 2026 15:00 18 Apr 2026 21:00 $0.10390 $0.10510 +0.74% SIDEWAYS 7 short_signal
17 Apr 2026 18:00 18 Apr 2026 01:00 $0.10550 $0.10510 -0.79% SIDEWAYS 8 short_signal
15 Apr 2026 19:00 17 Apr 2026 05:00 $0.09340 $0.10060 +7.17% SIDEWAYS 35 trail
14 Apr 2026 18:00 15 Apr 2026 06:00 $0.08690 $0.08920 +2.15% BEAR 13 trail
13 Apr 2026 00:00 14 Apr 2026 05:00 $0.08500 $0.08900 +4.11% BEAR 30 trail
10 Apr 2026 11:00 10 Apr 2026 15:00 $0.08840 $0.08990 +1.28% BEAR 5 short_signal
09 Apr 2026 02:00 09 Apr 2026 10:00 $0.08810 $0.08870 +0.27% BEAR 9 short_signal
07 Apr 2026 01:00 08 Apr 2026 01:00 $0.08290 $0.09180 +10.28% BEAR 25 exit_fp
05 Apr 2026 08:00 06 Apr 2026 02:00 $0.08350 $0.08650 +3.17% BEAR 19 exit_fp
02 Apr 2026 21:00 03 Apr 2026 15:00 $0.08170 $0.08930 +8.69% BEAR 19 trail
31 Mar 2026 22:00 01 Apr 2026 11:00 $0.08590 $0.09150 +6.08% BEAR 14 exit_fp
31 Mar 2026 01:00 31 Mar 2026 09:00 $0.08510 $0.08340 -2.54% BEAR 9 stop
29 Mar 2026 13:00 30 Mar 2026 07:00 $0.08500 $0.08650 +1.35% BEAR 19 exit_fp
22 Mar 2026 19:00 23 Mar 2026 13:00 $0.08850 $0.09250 +4.09% BEAR 19 exit_fp
19 Mar 2026 08:00 20 Mar 2026 01:00 $0.09320 $0.09650 +3.12% SIDEWAYS 18 exit_fp
14 Mar 2026 20:00 16 Mar 2026 15:00 $0.09540 $0.10120 +5.51% BEAR 44 trail
12 Mar 2026 15:00 13 Mar 2026 01:00 $0.09530 $0.10010 +4.61% BEAR 11 exit_fp
11 Mar 2026 03:00 12 Mar 2026 02:00 $0.09450 $0.09520 +0.33% BEAR 24 short_signal
09 Mar 2026 23:00 10 Mar 2026 14:00 $0.09380 $0.09750 +3.52% BEAR 16 exit_fp
08 Mar 2026 22:00 09 Mar 2026 05:00 $0.09390 $0.09700 +2.88% BEAR 8 exit_fp
08 Mar 2026 05:00 08 Mar 2026 09:00 $0.09330 $0.09420 +0.55% BEAR 5 short_signal
06 Mar 2026 17:00 06 Mar 2026 21:00 $0.09740 $0.09990 +2.15% BEAR 5 short_signal
04 Mar 2026 06:00 04 Mar 2026 15:00 $0.10100 $0.10570 +4.23% BEAR 10 exit_fp
03 Mar 2026 09:00 03 Mar 2026 17:00 $0.09920 $0.10290 +3.31% BEAR 9 exit_fp
01 Mar 2026 20:00 02 Mar 2026 14:00 $0.09820 $0.10710 +8.62% BEAR 19 exit_fp
28 Feb 2026 07:00 01 Mar 2026 01:00 $0.09650 $0.10470 +8.05% BEAR 19 exit_fp
26 Feb 2026 16:00 27 Feb 2026 08:00 $0.10350 $0.10990 +5.75% BEAR 17 exit_fp
25 Feb 2026 10:00 25 Feb 2026 18:00 $0.10450 $0.11340 +8.07% BEAR 9 exit_fp
24 Feb 2026 06:00 24 Feb 2026 21:00 $0.10030 $0.10240 +1.57% BEAR 16 trail
23 Feb 2026 02:00 23 Feb 2026 09:00 $0.10260 $0.10580 +2.70% BEAR 8 exit_fp
22 Feb 2026 09:00 22 Feb 2026 11:00 $0.10710 $0.10870 +1.08% BEAR 3 signal
20 Feb 2026 14:00 21 Feb 2026 08:00 $0.10790 $0.11370 +4.94% BEAR 19 exit_fp
19 Feb 2026 16:00 20 Feb 2026 01:00 $0.10980 $0.11200 +1.59% BEAR 10 exit_fp
17 Feb 2026 15:00 17 Feb 2026 17:00 $0.12640 $0.12640 -0.41% BEAR 3 signal
16 Feb 2026 18:00 16 Feb 2026 22:00 $0.12810 $0.13070 +1.61% BEAR 5 short_signal
15 Feb 2026 19:00 15 Feb 2026 23:00 $0.12890 $0.13060 +0.90% BEAR 5 short_signal
13 Feb 2026 03:00 14 Feb 2026 05:00 $0.12590 $0.13020 +2.91% BEAR 27 trail
11 Feb 2026 07:00 12 Feb 2026 14:00 $0.12050 $0.12770 +5.43% BEAR 32 trail
10 Feb 2026 13:00 10 Feb 2026 17:00 $0.12350 $0.12500 +0.80% BEAR 5 short_signal

Start Trading APE Smarter

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

Get Started → APE Signals → View Plans →
89.6% Win Rate Sharpe 11.75 108 Trades -12.3% Max Drawdown