BCHBCHBitcoin Cash$196.30-0.41%
24h High$200.90
24h Low$195.80
Volume$3.9M
Updated14:28 UTC
Modelv6.2 Pythia
Backtests / BCH
OMNISCIUS · V6.2 (PYTHIA)

BCH Bitcoin Cash (BCH) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for BCH - Bitcoin Cash. The results below cover the complete out-of-sample window from May 2020 → May 2026 across 2 walk-forward cycles (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 2,610 trades in total, compounding an initial $10,000 base to a final value of $314,055,336. 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) • 2 Walk-Forward Cycles • May 2020 – May 2026 • $196.30 (-0.41%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

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.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View BCH 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
3.85
Sortino Ratio
4.89
Profit Factor
2.05
Calmar Ratio
38.60
Win Rate
51.0%
Max Drawdown
-11.8%
Avg Drawdown
-11.37%
Alpha vs B&H
+3,400,059.7pp
Total Trades
1,305
Exposure
46.6%
Beats B&H
2/2
Sharpe Trend
-1.24
BCH

BCH Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
+9.7%
14t
-6.6%
32t
+14.0%
29t
+23.1%
54t
+12.6%
23t
+18.7%
44t
+49.0%
49t
+87.0%
49t
 +436.2%
2021
+76.3%
58t
+75.3%
51t
+63.4%
57t
+137.9%
49t
+115.1%
45t
+8.0%
36t
+13.4%
15t
+21.8%
45t
+9.9%
40t
+18.8%
57t
+1.8%
37t
+9.5%
21t
 +5,507.5%
2022
+19.9%
28t
+8.2%
26t
+1.9%
27t
+3.3%
38t
+79.5%
46t
+36.8%
44t
+15.2%
29t
+21.1%
32t
+16.0%
26t
-3.5%
28t
+17.2%
14t
+0.7%
16t
 +517.9%
2023
+20.2%
39t
+16.3%
38t
+2.6%
43t
+9.9%
36t
+9.6%
21t
+100.3%
33t
+19.5%
38t
+27.0%
41t
+21.5%
38t
+8.4%
38t
+14.8%
35t
+33.6%
45t
 +962.0%
2024
+18.8%
53t
+28.7%
42t
+123.6%
49t
+36.9%
51t
+17.2%
39t
+12.4%
38t
+18.3%
42t
+8.0%
29t
+8.3%
31t
-2.3%
26t
+74.2%
43t
+30.5%
42t
 +1,795.8%
2025 +9.9%
38t
 		+31.8%
50t
 		+16.3%
24t
 		+28.8%
44t
 		+7.4%
33t
 		+22.0%
22t
 		+13.7%
30t
 		+13.7%
26t
 		-5.4%
31t
 		+9.7%
39t
 		+6.8%
32t
 		+15.2%
14t
 		+369.1%
2026 -0.2%
34t
 		+38.0%
37t
 		+13.2%
17t
 		+0.4%
34t
-3.7%
16t
—
—
—
—
—
—
—
 +50.7%

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

Smart Insights
  • ↑ Exceptional return: +31.41K× — compound across the full walk-forward window.
  • ↑ Robust sample: 1305 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +2.09% on 329 trades, WR 77%.
  • ↓ Weakest regime: NEUTRAL — avg -0.21% on 525 trades, WR 33%.

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 BCH 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 329 75.9% +1.82% 10.70 10.3
BULL 678 59.0% +1.01% 3.40 14.6
BEAR 583 48.3% +0.18% 1.42 7.9

Per-Cycle Resultsv6.2 Pythia

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 May '20 – Apr '24 4.47 2,008x -11.0% 52.4% 1785 Yes
2 Apr '24 – May '26 3.24 14.6x -11.8% 49.6% 825 Yes

Trade Logv6.2 Pythia

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

Compound Return
-2.3%
Win Rate
44.0%
22W / 28L
Max Drawdown
-7.1%
€10,000 Invested
€9,767
1.0x 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 08:00 19 May 2026 06:00 $365.10 $383.60 +4.96% BEAR 23 exit_fp
18 May 2026 02:00 18 May 2026 07:00 $390.80 $386.38 -1.27% CRASH 6 stop
18 May 2026 00:00 18 May 2026 01:00 $403.00 $398.44 -1.27% CRASH 2 stop
16 May 2026 10:00 17 May 2026 23:00 $413.90 $409.22 -1.27% BEAR 38 stop
16 May 2026 08:00 16 May 2026 09:00 $421.00 $416.24 -1.27% CRASH 2 stop
15 May 2026 14:00 16 May 2026 07:00 $425.90 $421.08 -1.27% BEAR 18 stop
13 May 2026 14:00 15 May 2026 13:00 $433.10 $428.20 -1.27% CRASH 48 stop
13 May 2026 05:00 13 May 2026 13:00 $442.30 $437.30 -1.27% BEAR 9 stop
12 May 2026 01:00 13 May 2026 04:00 $448.60 $443.53 -1.27% NEUTRAL 28 stop
11 May 2026 06:00 11 May 2026 21:00 $451.70 $450.40 -0.39% NEUTRAL 16 signal
07 May 2026 17:00 09 May 2026 01:00 $451.60 $453.00 +0.21% NEUTRAL 33 signal
07 May 2026 11:00 07 May 2026 16:00 $458.40 $453.22 -1.27% CRASH 6 stop
01 May 2026 23:00 02 May 2026 01:00 $450.90 $452.50 +0.25% BEAR 3 signal
01 May 2026 15:00 01 May 2026 19:00 $452.60 $454.40 +0.30% BEAR 5 signal
01 May 2026 10:00 01 May 2026 13:00 $441.90 $456.10 +3.11% NEUTRAL 4 signal
30 Apr 2026 09:00 01 May 2026 08:00 $445.30 $443.50 -0.50% NEUTRAL 24 signal
29 Apr 2026 14:00 29 Apr 2026 17:00 $450.10 $443.40 -1.59% BEAR 4 signal
29 Apr 2026 07:00 29 Apr 2026 11:00 $453.10 $452.10 -0.32% NEUTRAL 5 signal
28 Apr 2026 02:00 28 Apr 2026 17:00 $449.10 $447.90 -0.37% NEUTRAL 16 signal
27 Apr 2026 08:00 27 Apr 2026 13:00 $447.40 $454.10 +1.40% BEAR 6 signal
25 Apr 2026 00:00 25 Apr 2026 03:00 $455.80 $455.20 -0.23% NEUTRAL 4 signal
24 Apr 2026 03:00 24 Apr 2026 12:00 $459.30 $458.20 -0.34% NEUTRAL 10 signal
23 Apr 2026 04:00 23 Apr 2026 11:00 $455.90 $456.40 +0.01% BEAR 8 signal
23 Apr 2026 00:00 23 Apr 2026 02:00 $458.40 $455.20 -0.80% BEAR 3 signal
20 Apr 2026 15:00 20 Apr 2026 17:00 $440.40 $444.20 +0.76% NEUTRAL 3 signal
18 Apr 2026 11:00 20 Apr 2026 00:00 $445.90 $440.86 -1.27% BEAR 38 stop
18 Apr 2026 00:00 18 Apr 2026 02:00 $452.80 $454.90 +0.36% BEAR 3 signal
16 Apr 2026 14:00 16 Apr 2026 16:00 $436.10 $439.20 +0.61% NEUTRAL 3 signal
16 Apr 2026 05:00 16 Apr 2026 12:00 $441.50 $441.80 -0.03% NEUTRAL 8 signal
15 Apr 2026 23:00 16 Apr 2026 03:00 $439.60 $442.80 +0.63% NEUTRAL 5 signal
15 Apr 2026 14:00 15 Apr 2026 18:00 $434.80 $440.10 +1.12% BEAR 5 signal
15 Apr 2026 06:00 15 Apr 2026 09:00 $432.10 $434.70 +0.50% BEAR 4 signal
14 Apr 2026 21:00 15 Apr 2026 00:00 $435.80 $438.60 +0.54% BEAR 4 signal
14 Apr 2026 00:00 14 Apr 2026 02:00 $436.80 $434.70 -0.58% BEAR 3 signal
12 Apr 2026 19:00 13 Apr 2026 20:00 $422.60 $429.20 +1.46% NEUTRAL 26 signal
12 Apr 2026 13:00 12 Apr 2026 17:00 $422.70 $422.80 -0.08% CRASH 5 signal
12 Apr 2026 01:00 12 Apr 2026 03:00 $435.90 $426.30 -2.30% CRASH 3 signal
10 Apr 2026 09:00 10 Apr 2026 11:00 $437.30 $441.50 +0.86% BEAR 3 signal
09 Apr 2026 23:00 10 Apr 2026 01:00 $444.00 $444.40 -0.01% BEAR 3 signal
09 Apr 2026 14:00 09 Apr 2026 16:00 $435.80 $443.70 +1.71% BEAR 3 signal
08 Apr 2026 20:00 08 Apr 2026 22:00 $442.80 $441.00 -0.51% BEAR 3 signal
07 Apr 2026 11:00 07 Apr 2026 13:00 $432.30 $430.40 -0.54% BEAR 3 signal
06 Apr 2026 05:00 07 Apr 2026 09:00 $434.20 $432.70 -0.45% BEAR 29 signal
05 Apr 2026 13:00 06 Apr 2026 00:00 $426.50 $431.10 +0.98% CRASH 12 signal
05 Apr 2026 02:00 05 Apr 2026 12:00 $440.30 $435.32 -1.27% CRASH 11 stop
02 Apr 2026 19:00 03 Apr 2026 04:00 $440.50 $445.30 +0.99% NEUTRAL 10 signal
02 Apr 2026 13:00 02 Apr 2026 15:00 $441.80 $443.00 +0.17% CRASH 3 signal
01 Apr 2026 15:00 02 Apr 2026 03:00 $457.90 $452.72 -1.27% CRASH 13 stop
01 Apr 2026 09:00 01 Apr 2026 11:00 $459.70 $461.70 +0.33% BEAR 3 signal
01 Apr 2026 01:00 01 Apr 2026 05:00 $463.80 $464.40 +0.03% BEAR 5 signal

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51.0% Win Rate Sharpe 3.85 1,305 Trades -11.8% Max Drawdown