Bitcoin Cash (BCH) Backtest
Walk-forward validated backtest results for Bitcoin Cash. The model is trained on historical data and tested exclusively on unseen future data.
Model 2.5.8.3
•
2 Walk-Forward Folds
•
May 2020 – Apr 2026
•
$438.80 (-1.90%)
Bitcoin Cash (BCH) forked from Bitcoin in 2017 with larger block sizes to enable faster, cheaper transactions. While it shares Bitcoin's proof-of-work security model, BCH targets everyday payment use cases. Its high liquidity and tight correlation with BTC during major moves, combined with independent momentum during altcoin rallies, create exploitable patterns for systematic trading.
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
11.71
Win Rate
87.9%
Max Drawdown
-7.2%
Total Trades
533
Sortino Ratio
14.31
Profit Factor
40.00
Exposure
40.8%
Beats B&H
2/2
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 | 308 | 90.4% | +4.39% | 125.36 | 19.6 |
| BULL | 97 | 87.9% | +5.84% | 16.32 | 38.9 |
| SIDEWAYS | 564 | 85.4% | +3.26% | 43.12 | 18.8 |
| BEAR | 96 | 92.7% | +3.09% | 36.02 | 17.3 |
Per-Fold Results
Each fold 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.
| Fold | Period | Sharpe | Return | MaxDD | Win Rate | Trades | B&H |
|---|---|---|---|---|---|---|---|
| 1 | May '20 – Apr '24 | 11.74 | 3,573,549x | -7.2% | 86.4% | 737 | Yes |
| 2 | Apr '24 – Apr '26 | 11.68 | 4,438x | -6.4% | 89.3% | 328 | Yes |
Trade Log
Most recent 50 trades from the walk-forward backtest (Dec 2025 – Apr 2026).
Compound Return
+137.1%
Win Rate
90.0%
45W / 5L
Max Drawdown
-2.9%
€10,000 Invested
€23,711
2.4x 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 |
|---|---|---|---|---|---|---|---|
| 13 Apr 2026 00:00 | 14 Apr 2026 13:00 | $424.17 | $443.30 | +4.41% | BEAR | 38 | exit_fp |
| 09 Apr 2026 14:00 | 10 Apr 2026 01:00 | $436.17 | $444.86 | +1.89% | BEAR | 12 | signal |
| 07 Apr 2026 08:00 | 08 Apr 2026 04:00 | $433.14 | $443.49 | +2.29% | BEAR | 21 | signal |
| 05 Apr 2026 15:00 | 06 Apr 2026 19:00 | $421.24 | $436.91 | +3.58% | BEAR | 29 | trail |
| 31 Mar 2026 07:00 | 31 Mar 2026 12:00 | $469.67 | $467.47 | -0.57% | BEAR | 6 | signal |
| 29 Mar 2026 21:00 | 30 Mar 2026 18:00 | $454.31 | $461.73 | +1.49% | BEAR | 22 | trail |
| 27 Mar 2026 01:00 | 28 Mar 2026 18:00 | $464.28 | $483.42 | +4.02% | BEAR | 42 | signal |
| 24 Mar 2026 15:00 | 25 Mar 2026 00:00 | $474.26 | $477.94 | +0.68% | BEAR | 10 | signal |
| 22 Mar 2026 01:00 | 22 Mar 2026 19:00 | $459.53 | $465.63 | +1.19% | BEAR | 19 | trail |
| 20 Mar 2026 03:00 | 21 Mar 2026 00:00 | $464.61 | $472.50 | +1.60% | BEAR | 22 | signal |
| 18 Mar 2026 16:00 | 19 Mar 2026 12:00 | $448.60 | $455.46 | +1.39% | BEAR | 21 | trail |
| 15 Mar 2026 19:00 | 15 Mar 2026 22:00 | $461.79 | $469.36 | +1.54% | BEAR | 4 | signal |
| 14 Mar 2026 01:00 | 15 Mar 2026 06:00 | $460.10 | $464.64 | +0.84% | BEAR | 30 | trail |
| 13 Mar 2026 01:00 | 13 Mar 2026 12:00 | $467.36 | $469.79 | +0.42% | BEAR | 12 | signal |
| 10 Mar 2026 02:00 | 12 Mar 2026 03:00 | $449.65 | $455.06 | +1.06% | BEAR | 50 | trail |
| 08 Mar 2026 23:00 | 09 Mar 2026 13:00 | $442.89 | $454.61 | +2.54% | BEAR | 15 | exit_fp |
| 03 Mar 2026 06:00 | 04 Mar 2026 14:00 | $443.77 | $468.33 | +5.43% | BEAR | 33 | signal |
| 01 Mar 2026 19:00 | 02 Mar 2026 14:00 | $436.83 | $444.95 | +1.72% | BEAR | 20 | trail |
| 28 Feb 2026 07:00 | 01 Mar 2026 00:00 | $446.20 | $455.97 | +2.09% | BEAR | 18 | signal |
| 24 Feb 2026 13:00 | 25 Feb 2026 06:00 | $480.10 | $491.24 | +2.18% | BEAR | 18 | trail |
| 20 Feb 2026 22:00 | 21 Feb 2026 14:00 | $560.20 | $571.80 | +1.97% | BEAR | 17 | signal |
| 19 Feb 2026 11:00 | 20 Feb 2026 09:00 | $547.70 | $556.25 | +1.42% | BEAR | 23 | trail |
| 17 Feb 2026 15:00 | 18 Feb 2026 00:00 | $558.00 | $561.20 | +0.47% | BEAR | 10 | signal |
| 16 Feb 2026 01:00 | 16 Feb 2026 12:00 | $557.80 | $567.90 | +1.71% | BEAR | 12 | signal |
| 12 Feb 2026 17:00 | 14 Feb 2026 14:00 | $496.50 | $562.20 | +13.12% | BEAR | 46 | signal |
| 11 Feb 2026 16:00 | 12 Feb 2026 00:00 | $511.20 | $518.60 | +1.35% | BEAR | 9 | signal |
| 09 Feb 2026 09:00 | 10 Feb 2026 00:00 | $516.30 | $527.76 | +2.08% | BEAR | 16 | trail |
| 06 Feb 2026 01:00 | 06 Feb 2026 21:00 | $460.00 | $504.20 | +9.50% | BEAR | 21 | exit_fp |
| 04 Feb 2026 14:00 | 04 Feb 2026 19:00 | $518.80 | $538.90 | +3.77% | BEAR | 6 | exit_fp |
| 03 Feb 2026 15:00 | 03 Feb 2026 18:00 | $532.90 | $515.06 | -3.48% | BEAR | 4 | stop |
| 02 Feb 2026 05:00 | 02 Feb 2026 10:00 | $504.70 | $526.30 | +4.13% | BEAR | 6 | regime_exit |
| 31 Jan 2026 20:00 | 01 Feb 2026 08:00 | $485.60 | $529.70 | +8.97% | SIDEWAYS | 13 | exit_fp |
| 30 Jan 2026 02:00 | 30 Jan 2026 05:00 | $540.00 | $546.90 | +1.18% | SIDEWAYS | 4 | signal |
| 25 Jan 2026 21:00 | 27 Jan 2026 16:00 | $570.50 | $594.50 | +4.10% | SIDEWAYS | 44 | signal |
| 23 Jan 2026 21:00 | 24 Jan 2026 00:00 | $590.70 | $595.20 | +0.66% | SIDEWAYS | 4 | signal |
| 20 Jan 2026 18:00 | 21 Jan 2026 20:00 | $569.70 | $590.30 | +3.51% | SIDEWAYS | 27 | signal |
| 19 Jan 2026 11:00 | 20 Jan 2026 00:00 | $589.90 | $585.70 | -0.81% | SIDEWAYS | 14 | signal |
| 18 Jan 2026 15:00 | 18 Jan 2026 22:00 | $592.90 | $599.10 | +0.94% | SIDEWAYS | 8 | signal |
| 16 Jan 2026 02:00 | 17 Jan 2026 00:00 | $598.50 | $599.80 | +0.12% | SIDEWAYS | 23 | signal |
| 15 Jan 2026 01:00 | 15 Jan 2026 09:00 | $600.30 | $624.60 | +3.94% | SIDEWAYS | 9 | exit_fp |
| 13 Jan 2026 15:00 | 13 Jan 2026 22:00 | $612.30 | $623.00 | +1.65% | SIDEWAYS | 8 | signal |
| 08 Jan 2026 14:00 | 10 Jan 2026 21:00 | $630.40 | $649.60 | +2.94% | SIDEWAYS | 56 | exit_fp |
| 08 Jan 2026 01:00 | 08 Jan 2026 01:00 | $650.30 | $650.30 | -0.10% | SIDEWAYS | 1 | signal |
| 02 Jan 2026 10:00 | 03 Jan 2026 20:00 | $596.80 | $658.30 | +10.19% | SIDEWAYS | 35 | take_profit |
| 01 Jan 2026 17:00 | 01 Jan 2026 21:00 | $589.60 | $592.90 | +0.46% | SIDEWAYS | 5 | signal |
| 26 Dec 2025 23:00 | 28 Dec 2025 00:00 | $594.90 | $621.50 | +4.37% | SIDEWAYS | 26 | signal |
| 24 Dec 2025 15:00 | 25 Dec 2025 22:00 | $568.40 | $592.66 | +4.12% | BEAR | 32 | trail |
| 21 Dec 2025 13:00 | 22 Dec 2025 00:00 | $577.90 | $593.80 | +2.65% | BEAR | 12 | signal |
| 18 Dec 2025 19:00 | 19 Dec 2025 18:00 | $561.40 | $614.20 | +9.30% | SIDEWAYS | 24 | signal |
| 18 Dec 2025 02:00 | 18 Dec 2025 06:00 | $552.90 | $533.09 | -3.72% | SIDEWAYS | 5 | stop |
Start Trading Bitcoin Cash Smarter
These backtest results demonstrate what our model can do. Get real-time BCH signals delivered to your Telegram with every entry, stop-loss, and take-profit.
87.9% Win Rate
Sharpe 11.71
533 Trades
Free Plan Available
