Backtests / ARKM
OMNISCIUS · V4.2 (THEROS)

ARKM ARKM (ARKM) Backtest

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

6 Walk-Forward Cycles • Dec 2023 – May 2026 • $0.122100 (+9.61%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Arkham (ARKM) is the token of the Arkham Intelligence platform, which de-anonymizes blockchain activity by labeling wallet ownership. Traders use it to track whales, exchanges and smart-money flows. Listed mid-2023 with reasonable history; volatile around major industry events.

KPIs Equity Curve Regimes Per-Cycle Trade Log View ARKM 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
11.40
Sortino Ratio
11.74
Profit Factor
29.00
Calmar Ratio
72,384.43
Win Rate
88.0%
Max Drawdown
-19.5%
Avg Drawdown
-12.64%
Alpha vs B&H
+53,257,489,575.6pp
Total Trades
86
Exposure
36.1%
Beats B&H
6/6
Sharpe Trend
-0.86
ARKM

ARKM Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2023
—
—
—
—
—
—
—
—
—
—
—
+19.9%
9t
 +19.9%
2024
+72.8%
22t
+230.5%
22t
+157.7%
26t
+174.8%
21t
+169.0%
21t
+39.3%
21t
+85.4%
16t
+89.5%
24t
+113.8%
22t
+138.7%
16t
+174.7%
27t
+75.2%
17t
 +1,307,664.3%
2025
+100.6%
22t
+117.0%
18t
+186.5%
17t
+139.0%
17t
+176.4%
16t
+66.7%
13t
+124.0%
19t
+107.4%
13t
+82.7%
17t
+118.4%
16t
+121.7%
17t
+77.5%
14t
 +1,002,217.0%
2026
+101.0%
13t
+88.7%
15t
+53.3%
12t
+84.2%
14t
+0.9%
1t
—
—
—
—
—
—
—
 +981.2%

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

Smart Insights
  • ↑ Exceptional return: +532.57M× — compound across the full walk-forward window.
  • ↑ High win rate: 88.0% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -19.5% — expect volatility on capital.
  • ↑ Robust sample: 86 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.20% on 68 trades, WR 90%.

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 200 78.2% +3.26% 12.19 11.6
BULL 68 89.8% +6.30% 19.12 23.6
SIDEWAYS 203 95.0% +5.03% 186.46 18.2
BEAR 47 92.3% +3.82% 1,744.67 19.5

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 Dec '23 – May '24 11.94 51.0x -19.4% 86.2% 109 Yes
2 May '24 – Oct '24 9.95 15.6x -14.1% 81.0% 100 Yes
3 Oct '24 – Mar '25 11.42 33.9x -18.2% 78.9% 95 Yes
4 Mar '25 – Jul '25 11.73 53.5x -9.9% 94.8% 77 Yes
5 Jul '25 – Dec '25 12.27 23.0x -7.7% 92.2% 77 Yes
6 Dec '25 – May '26 11.08 12.5x -6.5% 95.0% 60 Yes

Trade Log

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

Compound Return
+653.4%
Win Rate
94.0%
47W / 3L
Max Drawdown
-5.2%
€10,000 Invested
€75,344
7.5x 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 16:00 01 May 2026 03:00 $0.10970 $0.11130 +0.94% SIDEWAYS 36 trail
23 Apr 2026 04:00 24 Apr 2026 23:00 $0.11790 $0.12360 +4.41% SIDEWAYS 44 short_signal
21 Apr 2026 20:00 22 Apr 2026 04:00 $0.12290 $0.12740 +3.24% SIDEWAYS 9 short_signal
20 Apr 2026 01:00 20 Apr 2026 20:00 $0.13290 $0.13630 +2.14% SIDEWAYS 20 exit_fp
19 Apr 2026 02:00 19 Apr 2026 08:00 $0.12670 $0.13350 +4.94% SIDEWAYS 7 exit_fp
18 Apr 2026 00:00 18 Apr 2026 13:00 $0.12170 $0.13140 +7.53% SIDEWAYS 14 exit_fp
16 Apr 2026 16:00 16 Apr 2026 21:00 $0.12490 $0.12520 -0.17% SIDEWAYS 6 short_signal
14 Apr 2026 18:00 16 Apr 2026 03:00 $0.09870 $0.11540 +16.44% SIDEWAYS 34 take_profit
12 Apr 2026 23:00 14 Apr 2026 01:00 $0.09700 $0.10400 +6.78% BEAR 27 exit_fp
10 Apr 2026 23:00 11 Apr 2026 09:00 $0.10100 $0.10200 +0.58% BEAR 11 exit_fp
09 Apr 2026 00:00 10 Apr 2026 10:00 $0.09700 $0.09970 +2.24% BEAR 35 trail
07 Apr 2026 03:00 07 Apr 2026 23:00 $0.09500 $0.10200 +6.93% BEAR 21 exit_fp
05 Apr 2026 07:00 06 Apr 2026 14:00 $0.09200 $0.09700 +5.00% BEAR 32 short_signal
03 Apr 2026 01:00 03 Apr 2026 21:00 $0.09500 $0.09700 +1.69% BEAR 21 short_signal
30 Mar 2026 20:00 01 Apr 2026 04:00 $0.09400 $0.09610 +1.73% BEAR 33 trail
30 Mar 2026 01:00 30 Mar 2026 07:00 $0.09700 $0.09900 +1.64% BEAR 7 exit_fp
28 Mar 2026 00:00 29 Mar 2026 06:00 $0.09600 $0.09600 -0.41% BEAR 31 short_signal
24 Mar 2026 10:00 24 Mar 2026 23:00 $0.10500 $0.10600 +0.54% BEAR 14 short_signal
22 Mar 2026 15:00 23 Mar 2026 18:00 $0.10200 $0.10700 +4.47% BEAR 28 exit_fp
17 Mar 2026 18:00 17 Mar 2026 20:00 $0.12100 $0.12200 +0.41% BEAR 3 exit_fp
15 Mar 2026 19:00 16 Mar 2026 21:00 $0.11700 $0.12500 +6.40% BEAR 27 exit_fp
13 Mar 2026 23:00 15 Mar 2026 06:00 $0.11300 $0.12000 +5.76% BEAR 32 exit_fp
12 Mar 2026 16:00 13 Mar 2026 05:00 $0.10700 $0.11800 +9.83% BEAR 14 exit_fp
11 Mar 2026 07:00 12 Mar 2026 03:00 $0.10300 $0.10500 +1.46% BEAR 21 trail
08 Mar 2026 06:00 10 Mar 2026 18:00 $0.10000 $0.10300 +2.48% BEAR 61 trail
03 Mar 2026 11:00 04 Mar 2026 15:00 $0.10500 $0.11300 +7.18% BEAR 29 exit_fp
01 Mar 2026 17:00 02 Mar 2026 15:00 $0.10600 $0.11100 +4.29% BEAR 23 exit_fp
28 Feb 2026 07:00 28 Feb 2026 22:00 $0.10200 $0.11000 +7.40% BEAR 16 exit_fp
26 Feb 2026 16:00 27 Feb 2026 04:00 $0.10700 $0.11200 +4.24% BEAR 13 exit_fp
24 Feb 2026 06:00 25 Feb 2026 16:00 $0.10300 $0.11700 +13.13% BEAR 35 exit_fp
22 Feb 2026 22:00 23 Feb 2026 01:00 $0.10800 $0.10290 -5.24% BEAR 4 stop
20 Feb 2026 23:00 21 Feb 2026 05:00 $0.11500 $0.11600 +0.46% BEAR 7 short_signal
19 Feb 2026 11:00 20 Feb 2026 10:00 $0.11000 $0.11400 +3.21% BEAR 24 exit_fp
13 Feb 2026 00:00 14 Feb 2026 06:00 $0.11400 $0.12130 +5.88% BEAR 31 trail
11 Feb 2026 11:00 12 Feb 2026 09:00 $0.11300 $0.12000 +5.76% BEAR 23 exit_fp
09 Feb 2026 08:00 09 Feb 2026 17:00 $0.11900 $0.12300 +2.94% BEAR 10 exit_fp
07 Feb 2026 08:00 07 Feb 2026 12:00 $0.12500 $0.12800 +1.98% BEAR 5 short_signal
06 Feb 2026 01:00 06 Feb 2026 14:00 $0.11700 $0.12900 +9.81% BEAR 14 exit_fp
04 Feb 2026 15:00 04 Feb 2026 19:00 $0.13400 $0.13800 +2.56% BEAR 5 exit_fp
03 Feb 2026 17:00 03 Feb 2026 20:00 $0.13100 $0.14000 +6.43% BEAR 4 exit_fp
02 Feb 2026 01:00 02 Feb 2026 15:00 $0.13200 $0.13700 +3.36% BEAR 15 exit_fp
31 Jan 2026 19:00 01 Feb 2026 00:00 $0.12900 $0.13500 +4.11% BEAR 6 regime_exit
30 Jan 2026 03:00 30 Jan 2026 13:00 $0.15000 $0.15100 +0.26% SIDEWAYS 11 short_signal
27 Jan 2026 13:00 28 Jan 2026 22:00 $0.16100 $0.18500 +14.44% SIDEWAYS 34 exit_fp
25 Jan 2026 20:00 26 Jan 2026 16:00 $0.16500 $0.16900 +2.01% SIDEWAYS 21 exit_fp
22 Jan 2026 15:00 23 Jan 2026 17:00 $0.17700 $0.18200 +2.40% SIDEWAYS 27 short_signal
20 Jan 2026 22:00 21 Jan 2026 19:00 $0.17400 $0.18500 +5.89% SIDEWAYS 22 exit_fp
19 Jan 2026 01:00 19 Jan 2026 18:00 $0.18400 $0.18800 +1.76% SIDEWAYS 18 exit_fp
16 Jan 2026 01:00 17 Jan 2026 14:00 $0.20500 $0.21900 +6.39% SIDEWAYS 38 exit_fp
12 Jan 2026 22:00 13 Jan 2026 22:00 $0.19600 $0.22200 +12.80% SIDEWAYS 25 exit_fp

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88.0% Win Rate Sharpe 11.40 86 Trades -19.5% Max Drawdown