ARKMARKMArkham$0.129000-2.27%
24h High$0.13
24h Low$0.13
Volume$702,686
Updated14:33 UTC
Modelv6.2 Pythia
Backtests / ARKM
OMNISCIUS · V6.2 (PYTHIA)

ARKM Arkham (ARKM) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for ARKM - Arkham. 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 921 trades in total, compounding an initial $10,000 base to a final value of $86,688. 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 $0.129000 (-2.27%)
Walk-forward validated Backtest = Live (bit-identical) Net of fees (0.15% / 0.25%) Forward-look-bias audited

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.

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
3.14
Sortino Ratio
3.19
Profit Factor
1.81
Calmar Ratio
13.90
Win Rate
44.5%
Max Drawdown
-13.1%
Avg Drawdown
-13.14%
Alpha vs B&H
+10,193.0pp
Total Trades
921
Exposure
31.4%
Beats B&H
1/1
Cycles
1
ARKM

ARKM Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
+2.0%
10t
+74.3%
41t
+11.8%
48t
+21.9%
41t
+25.7%
25t
+20.0%
38t
+36.0%
48t
+76.7%
41t
+45.7%
59t
+1,178.7%
2025
+43.9%
40t
+65.0%
26t
+24.4%
23t
+26.9%
21t
-5.3%
71t
+8.4%
31t
+18.9%
49t
+18.7%
51t
+7.0%
28t
+35.2%
28t
+5.5%
17t
+9.4%
19t
+806.7%
2026
+0.2%
24t
+22.3%
32t
-6.6%
51t
-6.9%
20t
-4.1%
39t
+2.2%

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

Smart Insights
  • Exceptional return: +766.9% — compound across the full walk-forward window.
  • Robust sample: 921 trades smooth out single-trade luck.
  • Strongest regime: BUBBLE — avg +3.43% on 44 trades, WR 84%.

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 ARKM 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 44 84.1% +3.43% 19.27 11.5
BULL 99 34.3% +0.66% 1.74 10.1
BEAR 334 44.9% +0.31% 1.46 5.7

Trade Logv6.2 Pythia

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

Entry Exit Entry Price Exit Price PnL Regime Bars Exit Reason
20 May 2026 10:00 20 May 2026 12:00 $0.11820 $0.11900 +0.27% NEUTRAL 3 signal
19 May 2026 14:00 19 May 2026 17:00 $0.11730 $0.11820 +0.36% BEAR 4 signal
18 May 2026 04:00 18 May 2026 06:00 $0.11550 $0.11410 -1.62% CRASH 3 signal
18 May 2026 00:00 18 May 2026 02:00 $0.11460 $0.11600 +0.81% CRASH 3 signal
17 May 2026 13:00 17 May 2026 19:00 $0.11940 $0.11920 -0.58% BEAR 7 signal
17 May 2026 06:00 17 May 2026 12:00 $0.12290 $0.12170 -1.46% BEAR 7 stop
17 May 2026 01:00 17 May 2026 03:00 $0.11890 $0.12090 +1.27% BEAR 3 signal
16 May 2026 07:00 16 May 2026 14:00 $0.12070 $0.11980 -1.15% CRASH 8 signal
15 May 2026 14:00 16 May 2026 00:00 $0.12460 $0.12740 +1.83% BEAR 11 signal
15 May 2026 06:00 15 May 2026 13:00 $0.12910 $0.12790 -1.46% CRASH 8 stop
15 May 2026 04:00 15 May 2026 05:00 $0.13180 $0.13060 -1.46% BEAR 2 stop
14 May 2026 14:00 15 May 2026 03:00 $0.13460 $0.13330 -1.46% BULL 14 stop
14 May 2026 04:00 14 May 2026 06:00 $0.12940 $0.13290 +2.28% BEAR 3 signal
13 May 2026 20:00 14 May 2026 03:00 $0.13310 $0.13180 -1.46% CRASH 8 stop
13 May 2026 16:00 13 May 2026 19:00 $0.13630 $0.13500 -1.46% BEAR 4 stop
13 May 2026 14:00 13 May 2026 15:00 $0.14270 $0.14140 -1.46% NEUTRAL 2 stop
13 May 2026 06:00 13 May 2026 13:00 $0.14360 $0.14220 -1.46% NEUTRAL 8 stop
13 May 2026 02:00 13 May 2026 05:00 $0.14580 $0.14440 -1.46% BEAR 4 stop
12 May 2026 22:00 13 May 2026 00:00 $0.13900 $0.14230 +1.96% BEAR 3 signal
12 May 2026 14:00 12 May 2026 16:00 $0.13420 $0.13290 -1.46% BEAR 3 stop
12 May 2026 03:00 12 May 2026 07:00 $0.13960 $0.13830 -1.46% BEAR 5 stop
10 May 2026 02:00 11 May 2026 18:00 $0.13850 $0.14180 +1.86% NEUTRAL 41 trail
09 May 2026 10:00 10 May 2026 01:00 $0.13950 $0.13820 -1.46% BULL 16 stop
09 May 2026 08:00 09 May 2026 09:00 $0.14140 $0.14010 -1.46% NEUTRAL 2 stop
08 May 2026 15:00 09 May 2026 07:00 $0.14200 $0.14070 -1.46% BULL 17 stop
08 May 2026 11:00 08 May 2026 12:00 $0.14510 $0.14370 -1.46% BEAR 2 stop
08 May 2026 06:00 08 May 2026 10:00 $0.13940 $0.14510 +3.66% NEUTRAL 5 exit_fp
07 May 2026 23:00 08 May 2026 05:00 $0.13060 $0.13940 +6.30% NEUTRAL 7 exit_fp
07 May 2026 20:00 07 May 2026 21:00 $0.13280 $0.13150 -1.46% BEAR 2 stop
07 May 2026 14:00 07 May 2026 15:00 $0.13150 $0.13030 -1.46% BEAR 2 stop
07 May 2026 05:00 07 May 2026 13:00 $0.13280 $0.13150 -1.46% BULL 9 stop
06 May 2026 20:00 07 May 2026 03:00 $0.13330 $0.13200 -1.46% BEAR 8 stop
06 May 2026 02:00 06 May 2026 04:00 $0.12690 $0.12850 +0.85% BEAR 3 signal
05 May 2026 20:00 06 May 2026 01:00 $0.12330 $0.12690 +2.50% NEUTRAL 6 exit_fp
04 May 2026 13:00 04 May 2026 16:00 $0.11650 $0.11820 +1.04% BEAR 4 signal
02 May 2026 07:00 02 May 2026 09:00 $0.11890 $0.12180 +2.02% BEAR 3 signal
02 May 2026 02:00 02 May 2026 04:00 $0.11320 $0.11350 -0.15% BEAR 3 signal
01 May 2026 07:00 01 May 2026 09:00 $0.11000 $0.11020 -0.23% BEAR 3 signal
01 May 2026 01:00 01 May 2026 03:00 $0.10990 $0.11130 +0.86% BEAR 3 signal
30 Apr 2026 05:00 30 Apr 2026 08:00 $0.10980 $0.11250 +2.04% BEAR 4 signal
30 Apr 2026 03:00 30 Apr 2026 04:00 $0.11030 $0.10930 -1.46% CRASH 2 stop
28 Apr 2026 21:00 30 Apr 2026 00:00 $0.11280 $0.11170 -1.46% BEAR 28 stop
28 Apr 2026 17:00 28 Apr 2026 19:00 $0.11140 $0.11290 +0.93% BEAR 3 signal
28 Apr 2026 04:00 28 Apr 2026 15:00 $0.11400 $0.11290 -1.46% BEAR 12 stop
27 Apr 2026 14:00 27 Apr 2026 16:00 $0.11500 $0.11440 -0.93% CRASH 3 signal
27 Apr 2026 10:00 27 Apr 2026 12:00 $0.11590 $0.11510 -1.10% CRASH 3 signal
27 Apr 2026 06:00 27 Apr 2026 08:00 $0.11790 $0.11680 -1.46% CRASH 3 stop
25 Apr 2026 16:00 25 Apr 2026 17:00 $0.12020 $0.11910 -1.46% CRASH 2 stop
24 Apr 2026 07:00 25 Apr 2026 04:00 $0.12280 $0.12770 +3.56% NEUTRAL 22 exit_fp
23 Apr 2026 04:00 23 Apr 2026 06:00 $0.11780 $0.11940 +0.94% CRASH 3 signal

Start Trading Arkham Smarter

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

44.5% Win Rate Sharpe 3.14 921 Trades -13.1% Max Drawdown