Arbitrum (ARB) Backtest
Walk-forward validated backtest results for Arbitrum. The model is trained on historical data and tested exclusively on unseen future data.
Model 2.5.8.3
•
1 Walk-Forward Fold
•
Apr 2024 – Apr 2026
•
$0.125000 (-2.65%)
Arbitrum (ARB) is the governance token of the Arbitrum network, the largest Ethereum Layer 2 by total value locked. Arbitrum uses optimistic rollups to provide faster and cheaper transactions while inheriting Ethereum's security. ARB price is influenced by Layer 2 adoption metrics, DeFi activity, and Ethereum scaling narratives. Its relatively young market history provides fresh price patterns for our model to exploit.
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
11.66
Win Rate
78.7%
Max Drawdown
-10.9%
Total Trades
394
Sortino Ratio
12.61
Profit Factor
22.39
Exposure
33.6%
Beats B&H
1/1
Equity Curve
Cumulative portfolio growth on a logarithmic scale. Each fold starts at 1x. A smooth, upward-sloping curve indicates consistent compounding with controlled drawdowns.
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 | 157 | 61.8% | +2.66% | 20.61 | 10.0 |
| BULL | 48 | 85.4% | +6.92% | 20.45 | 31.4 |
| SIDEWAYS | 186 | 91.4% | +2.92% | 26.47 | 15.0 |
| BEAR | 3 | 66.7% | +0.51% | 2.83 | 8.0 |
Trade Log
Most recent 50 trades from the walk-forward backtest (Oct 2025 – Feb 2026).
Compound Return
+165.7%
Win Rate
88.0%
44W / 6L
Max Drawdown
-2.0%
€10,000 Invested
€26,572
2.7x 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 Feb 2026 14:00 | 03 Feb 2026 00:00 | $0.14 | $0.14 | -0.84% | BEAR | 11 | signal |
| 01 Feb 2026 22:00 | 02 Feb 2026 01:00 | $0.14 | $0.14 | +0.44% | BEAR | 4 | regime_exit |
| 31 Jan 2026 15:00 | 31 Jan 2026 23:00 | $0.14 | $0.14 | -1.46% | SIDEWAYS | 9 | exit_fp |
| 31 Jan 2026 00:00 | 31 Jan 2026 00:00 | $0.15 | $0.15 | -0.41% | SIDEWAYS | 1 | signal |
| 30 Jan 2026 04:00 | 30 Jan 2026 11:00 | $0.15 | $0.16 | +0.75% | SIDEWAYS | 8 | exit_fp |
| 27 Jan 2026 13:00 | 28 Jan 2026 11:00 | $0.17 | $0.17 | +2.68% | SIDEWAYS | 23 | exit_fp |
| 25 Jan 2026 20:00 | 26 Jan 2026 15:00 | $0.17 | $0.17 | +2.11% | SIDEWAYS | 20 | signal |
| 23 Jan 2026 15:00 | 23 Jan 2026 18:00 | $0.18 | $0.18 | +0.88% | SIDEWAYS | 4 | signal |
| 22 Jan 2026 15:00 | 22 Jan 2026 17:00 | $0.18 | $0.18 | +0.77% | SIDEWAYS | 3 | signal |
| 20 Jan 2026 22:00 | 21 Jan 2026 15:00 | $0.18 | $0.19 | +3.80% | SIDEWAYS | 18 | exit_fp |
| 16 Jan 2026 20:00 | 17 Jan 2026 15:00 | $0.21 | $0.22 | +5.53% | SIDEWAYS | 20 | exit_fp |
| 16 Jan 2026 05:00 | 16 Jan 2026 07:00 | $0.21 | $0.21 | +0.02% | SIDEWAYS | 3 | signal |
| 12 Jan 2026 15:00 | 13 Jan 2026 22:00 | $0.20 | $0.22 | +8.88% | SIDEWAYS | 32 | exit_fp |
| 08 Jan 2026 13:00 | 08 Jan 2026 15:00 | $0.21 | $0.21 | +2.79% | SIDEWAYS | 3 | signal |
| 06 Jan 2026 18:00 | 06 Jan 2026 21:00 | $0.22 | $0.22 | +3.02% | SIDEWAYS | 4 | signal |
| 05 Jan 2026 06:00 | 05 Jan 2026 18:00 | $0.21 | $0.22 | +3.61% | SIDEWAYS | 13 | exit_fp |
| 03 Jan 2026 16:00 | 04 Jan 2026 16:00 | $0.21 | $0.22 | +3.53% | SIDEWAYS | 25 | exit_fp |
| 02 Jan 2026 11:00 | 03 Jan 2026 03:00 | $0.20 | $0.21 | +4.54% | SIDEWAYS | 17 | exit_fp |
| 31 Dec 2025 19:00 | 01 Jan 2026 22:00 | $0.19 | $0.20 | +8.35% | SIDEWAYS | 28 | exit_fp |
| 30 Dec 2025 01:00 | 30 Dec 2025 14:00 | $0.19 | $0.19 | +1.42% | SIDEWAYS | 14 | signal |
| 27 Dec 2025 03:00 | 29 Dec 2025 00:00 | $0.19 | $0.20 | +0.88% | SIDEWAYS | 46 | signal |
| 19 Dec 2025 02:00 | 19 Dec 2025 07:00 | $0.18 | $0.18 | +4.93% | SIDEWAYS | 6 | exit_fp |
| 18 Dec 2025 05:00 | 18 Dec 2025 13:00 | $0.18 | $0.19 | +5.99% | SIDEWAYS | 9 | exit_fp |
| 15 Dec 2025 19:00 | 16 Dec 2025 11:00 | $0.20 | $0.20 | +1.21% | SIDEWAYS | 17 | exit_fp |
| 14 Dec 2025 22:00 | 15 Dec 2025 06:00 | $0.20 | $0.21 | +1.83% | SIDEWAYS | 9 | signal |
| 13 Dec 2025 08:00 | 13 Dec 2025 20:00 | $0.21 | $0.22 | +3.65% | SIDEWAYS | 13 | exit_fp |
| 12 Dec 2025 17:00 | 12 Dec 2025 19:00 | $0.20 | $0.20 | +0.14% | SIDEWAYS | 3 | signal |
| 11 Dec 2025 17:00 | 11 Dec 2025 21:00 | $0.20 | $0.21 | +3.58% | SIDEWAYS | 5 | exit_fp |
| 09 Dec 2025 10:00 | 09 Dec 2025 15:00 | $0.21 | $0.22 | +2.79% | SIDEWAYS | 6 | exit_fp |
| 08 Dec 2025 08:00 | 08 Dec 2025 21:00 | $0.21 | $0.21 | +0.58% | SIDEWAYS | 14 | exit_fp |
| 07 Dec 2025 15:00 | 07 Dec 2025 19:00 | $0.21 | $0.21 | +2.25% | SIDEWAYS | 5 | exit_fp |
| 06 Dec 2025 01:00 | 06 Dec 2025 17:00 | $0.20 | $0.21 | +3.06% | SIDEWAYS | 17 | exit_fp |
| 03 Dec 2025 05:00 | 03 Dec 2025 19:00 | $0.22 | $0.22 | +1.25% | SIDEWAYS | 15 | signal |
| 01 Dec 2025 18:00 | 02 Dec 2025 16:00 | $0.19 | $0.22 | +13.96% | SIDEWAYS | 23 | exit_fp |
| 16 Nov 2025 16:00 | 17 Nov 2025 00:00 | $0.23 | $0.24 | +1.94% | BEAR | 9 | regime_exit |
| 14 Nov 2025 05:00 | 14 Nov 2025 15:00 | $0.24 | $0.25 | +1.38% | SIDEWAYS | 11 | exit_fp |
| 10 Nov 2025 22:00 | 11 Nov 2025 00:00 | $0.31 | $0.30 | -2.39% | SIDEWAYS | 3 | signal |
| 10 Nov 2025 05:00 | 10 Nov 2025 09:00 | $0.30 | $0.30 | +0.18% | SIDEWAYS | 5 | exit_fp |
| 09 Nov 2025 03:00 | 09 Nov 2025 16:00 | $0.29 | $0.30 | +4.42% | SIDEWAYS | 14 | exit_fp |
| 07 Nov 2025 20:00 | 08 Nov 2025 00:00 | $0.30 | $0.30 | -2.18% | SIDEWAYS | 5 | signal |
| 07 Nov 2025 02:00 | 07 Nov 2025 07:00 | $0.27 | $0.28 | +2.79% | SIDEWAYS | 6 | exit_fp |
| 06 Nov 2025 13:00 | 06 Nov 2025 13:00 | $0.26 | $0.26 | -0.31% | SIDEWAYS | 1 | signal |
| 05 Nov 2025 01:00 | 05 Nov 2025 13:00 | $0.25 | $0.26 | +4.81% | SIDEWAYS | 13 | exit_fp |
| 04 Nov 2025 06:00 | 04 Nov 2025 11:00 | $0.26 | $0.26 | +1.11% | SIDEWAYS | 6 | signal |
| 03 Nov 2025 16:00 | 03 Nov 2025 17:00 | $0.27 | $0.27 | +1.63% | SIDEWAYS | 2 | signal |
| 02 Nov 2025 20:00 | 02 Nov 2025 23:00 | $0.30 | $0.31 | +2.05% | SIDEWAYS | 4 | signal |
| 31 Oct 2025 14:00 | 02 Nov 2025 05:00 | $0.30 | $0.31 | +3.66% | SIDEWAYS | 40 | exit_fp |
| 30 Oct 2025 20:00 | 31 Oct 2025 01:00 | $0.29 | $0.29 | +2.80% | SIDEWAYS | 6 | exit_fp |
| 28 Oct 2025 22:00 | 29 Oct 2025 10:00 | $0.32 | $0.32 | +1.78% | SIDEWAYS | 13 | exit_fp |
| 26 Oct 2025 02:00 | 26 Oct 2025 22:00 | $0.32 | $0.34 | +6.00% | SIDEWAYS | 21 | exit_fp |
Start Trading Arbitrum Smarter
These backtest results demonstrate what our model can do. Get real-time ARB signals delivered to your Telegram with every entry, stop-loss, and take-profit.
78.7% Win Rate
Sharpe 11.66
394 Trades
Free Plan Available
