ARBARBArbitrum$0.082500-2.25%
24h High$0.09
24h Low$0.08
Volume$2.0M
Updated14:38 UTC
Modelv6.2 Pythia
Backtests / ARB
OMNISCIUS · V6.2 (PYTHIA)

ARB Arbitrum (ARB) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for ARB - Arbitrum. The results below cover the complete out-of-sample window from Apr 2024 → May 2026 across 1 walk-forward cycle (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 766 trades in total, compounding an initial $10,000 base to a final value of $494,256. All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). The model uses a 15‑minute delay on every signal to simulate live execution latency — the same decision logic runs in production.

Model v6.2 (Pythia) • 1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.082500 (-2.25%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

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.

KPIs Equity Curve Price & Trades Regimes Trade Log All Backtests View ARB Signals →

Performance Overview

Key risk-adjusted metrics from the walk-forward backtest. A Sharpe above 3.0 and a profit factor above 1.5 mean winners decisively outweigh losers — by design the model wins on size, not on frequency.

Sharpe Ratio
3.52
Sortino Ratio
4.30
Profit Factor
1.92
Calmar Ratio
28.81
Win Rate
43.0%
Max Drawdown
-19.2%
Avg Drawdown
-19.18%
Alpha vs B&H
+13,920.9pp
Total Trades
766
Exposure
58.9%
Beats B&H
1/1
Cycles
1
ARB

ARB Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
-1.8%
7t
+25.7%
28t
-1.2%
35t
+35.4%
34t
+23.9%
29t
+36.9%
24t
+3.0%
29t
+57.2%
31t
+51.4%
38t
 +586.5%
2025 +26.2%
35t
 		+70.4%
38t
 		+33.7%
31t
 		+38.9%
33t
 		+12.3%
37t
 		+26.1%
35t
 		+17.0%
32t
 		+30.4%
27t
 		+3.9%
18t
 		+37.6%
23t
 		+14.6%
31t
 		+59.1%
31t
 		+2,149.6%
2026 -12.2%
35t
 		+8.5%
30t
+7.3%
30t
+18.1%
23t
-5.3%
22t
—
—
—
—
—
—
—
 +14.2%

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

Smart Insights
  • ↑ Exceptional return: +4,842.6% — compound across the full walk-forward window.
  • ↓ Large drawdown: -19.2% — expect volatility on capital.
  • ↑ Robust sample: 766 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +3.53% on 38 trades, WR 71%.

Equity Curvev6.2 Pythia

Cumulative portfolio growth on a logarithmic scale. Each cycle starts at 1x. A smooth, upward-sloping curve indicates consistent compounding with controlled drawdowns.

Price & trade markers

1H candles for ARB over the latest walk-forward cycle (2024-04-22 → 2026-05-20) with every entry (▲) and exit (▼ profitable, ▼ loss). Older cycles are summarized in the per-cycle table below.

Loading 1H candles…
▲ Entry ▼ Profit exit ▼ Loss exit Powered by TradingView Lightweight Charts

Regime Breakdownv6.2 Pythia

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 3 66.7% +1.42% 36.42 11.7
BULL 38 71.1% +3.53% 11.14 15.6
BEAR 310 52.3% +0.89% 2.36 15.2

Trade Logv6.2 Pythia

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

Compound Return
+8.2%
Win Rate
40.0%
20W / 30L
Max Drawdown
-8.4%
€10,000 Invested
€10,818
1.1x 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
18 May 2026 09:00 20 May 2026 14:00 $0.11570 $0.11460 -1.46% NEUTRAL 54 stop
16 May 2026 10:00 18 May 2026 08:00 $0.11820 $0.11710 -1.46% BEAR 47 stop
16 May 2026 06:00 16 May 2026 09:00 $0.12230 $0.12110 -1.46% CRASH 4 stop
15 May 2026 14:00 16 May 2026 05:00 $0.12420 $0.12300 -1.46% BEAR 16 stop
15 May 2026 06:00 15 May 2026 13:00 $0.12760 $0.12640 -1.46% CRASH 8 stop
14 May 2026 18:00 15 May 2026 05:00 $0.13400 $0.13270 -1.46% BEAR 12 stop
14 May 2026 04:00 14 May 2026 16:00 $0.12920 $0.13430 +3.52% BULL 13 exit_fp
12 May 2026 15:00 14 May 2026 03:00 $0.13620 $0.13490 -1.46% BEAR 37 stop
12 May 2026 11:00 12 May 2026 14:00 $0.13710 $0.13580 -1.46% BEAR 4 stop
12 May 2026 05:00 12 May 2026 10:00 $0.13900 $0.13770 -1.46% NEUTRAL 6 stop
10 May 2026 01:00 12 May 2026 01:00 $0.14050 $0.13920 -1.46% BULL 49 stop
09 May 2026 16:00 09 May 2026 19:00 $0.14050 $0.14230 +0.87% NEUTRAL 4 signal
09 May 2026 14:00 09 May 2026 15:00 $0.14100 $0.13970 -1.46% NEUTRAL 2 stop
07 May 2026 15:00 08 May 2026 11:00 $0.12640 $0.13390 +5.50% NEUTRAL 21 signal
07 May 2026 02:00 07 May 2026 05:00 $0.12340 $0.12670 +2.25% NEUTRAL 4 signal
04 May 2026 12:00 05 May 2026 20:00 $0.11500 $0.12110 +4.87% NEUTRAL 33 exit_fp
04 May 2026 00:00 04 May 2026 11:00 $0.11660 $0.11550 -1.46% CRASH 12 stop
03 May 2026 04:00 03 May 2026 23:00 $0.11850 $0.11740 -1.46% BEAR 20 stop
02 May 2026 23:00 03 May 2026 03:00 $0.12310 $0.12190 -1.46% CRASH 5 stop
01 May 2026 16:00 02 May 2026 22:00 $0.12510 $0.12390 -1.46% NEUTRAL 31 stop
01 May 2026 07:00 01 May 2026 13:00 $0.12440 $0.12670 +1.43% BEAR 7 exit_fp
30 Apr 2026 03:00 01 May 2026 00:00 $0.12550 $0.12430 -1.46% CRASH 22 stop
29 Apr 2026 20:00 30 Apr 2026 00:00 $0.12360 $0.12770 +2.89% BEAR 5 exit_fp
28 Apr 2026 03:00 29 Apr 2026 19:00 $0.12510 $0.12390 -1.46% CRASH 41 stop
27 Apr 2026 11:00 28 Apr 2026 02:00 $0.12680 $0.12560 -1.46% BEAR 16 stop
26 Apr 2026 15:00 27 Apr 2026 10:00 $0.13050 $0.12930 -1.46% CRASH 20 stop
26 Apr 2026 01:00 26 Apr 2026 08:00 $0.12840 $0.13210 +2.46% BEAR 8 exit_fp
24 Apr 2026 21:00 25 Apr 2026 02:00 $0.12940 $0.13230 +1.82% NEUTRAL 6 exit_fp
23 Apr 2026 04:00 23 Apr 2026 13:00 $0.12440 $0.12590 +0.79% CRASH 10 signal
22 Apr 2026 23:00 23 Apr 2026 03:00 $0.13080 $0.12960 -1.46% CRASH 5 stop
21 Apr 2026 20:00 22 Apr 2026 04:00 $0.12470 $0.12820 +2.39% BEAR 9 exit_fp
21 Apr 2026 03:00 21 Apr 2026 14:00 $0.12560 $0.12760 +1.18% NEUTRAL 12 signal
20 Apr 2026 13:00 21 Apr 2026 02:00 $0.12810 $0.12690 -1.46% NEUTRAL 14 stop
19 Apr 2026 23:00 20 Apr 2026 12:00 $0.12190 $0.12810 +4.66% BEAR 14 exit_fp
19 Apr 2026 08:00 19 Apr 2026 22:00 $0.12480 $0.12360 -1.46% CRASH 15 stop
14 Apr 2026 23:00 15 Apr 2026 01:00 $0.10980 $0.11190 +1.50% BEAR 3 signal
12 Apr 2026 09:00 12 Apr 2026 12:00 $0.11010 $0.11190 +1.22% CRASH 4 signal
08 Apr 2026 16:00 08 Apr 2026 21:00 $0.10070 $0.10600 +4.83% BEAR 6 exit_fp
08 Apr 2026 13:00 08 Apr 2026 15:00 $0.10210 $0.10110 -1.46% BEAR 3 stop
06 Apr 2026 23:00 07 Apr 2026 06:00 $0.09370 $0.09440 +0.34% CRASH 8 signal
06 Apr 2026 20:00 06 Apr 2026 22:00 $0.09580 $0.09490 -1.46% CRASH 3 stop
05 Apr 2026 08:00 06 Apr 2026 02:00 $0.09060 $0.09580 +5.31% BEAR 19 exit_fp
03 Apr 2026 05:00 04 Apr 2026 00:00 $0.09300 $0.09210 -1.46% BEAR 20 stop
02 Apr 2026 02:00 02 Apr 2026 21:00 $0.09200 $0.09110 -1.46% CRASH 20 stop
30 Mar 2026 23:00 01 Apr 2026 03:00 $0.09080 $0.09340 +2.44% BEAR 29 signal
30 Mar 2026 05:00 30 Mar 2026 22:00 $0.09190 $0.09100 -1.46% BEAR 18 stop
29 Mar 2026 11:00 30 Mar 2026 04:00 $0.08940 $0.09190 +2.38% CRASH 18 exit_fp
28 Mar 2026 11:00 29 Mar 2026 10:00 $0.09010 $0.08930 -1.46% CRASH 24 stop
27 Mar 2026 10:00 28 Mar 2026 10:00 $0.09270 $0.09180 -1.46% BEAR 25 stop
25 Mar 2026 22:00 26 Mar 2026 03:00 $0.09840 $0.09750 -1.46% BEAR 6 stop

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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.

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43.0% Win Rate Sharpe 3.52 766 Trades -19.2% Max Drawdown