BNBBNBBNB$582.99+0.93%
24h High$589.43
24h Low$576.47
Volume$51.8M
Updated14:38 UTC
Modelv6.2 Pythia
Backtests / BNB
OMNISCIUS · V6.2 (PYTHIA)

BNB BNB (BNB) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for BNB - BNB. 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 2,014 trades in total, compounding an initial $10,000 base to a final value of $258,151,476. 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 • $582.99 (+0.93%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

BNB is the native token of the Binance exchange and BNB Smart Chain. Used for trading-fee discounts, gas, BNB Chain DeFi and Binance Launchpool. Top-5 cryptocurrency by market cap with the deepest history in our universe (74K+ bars since 2017). Anchor large-cap that provides macro context for the entire model.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View BNB 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
4.15
Sortino Ratio
5.03
Profit Factor
2.32
Calmar Ratio
35.41
Win Rate
53.0%
Max Drawdown
-11.8%
Avg Drawdown
-11.71%
Alpha vs B&H
-1,566,659.0pp
Total Trades
1,007
Exposure
58.3%
Beats B&H
2/2
Sharpe Trend
-1.76
BNB

BNB Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2020
—
—
—
—
+5.6%
14t
+2.6%
17t
+30.5%
22t
+32.9%
39t
+105.2%
55t
+12.5%
31t
+19.6%
17t
+21.7%
29t
 +532.3%
2021
+76.8%
46t
+247.3%
49t
+109.9%
51t
+94.5%
39t
+148.6%
53t
+55.4%
39t
+14.1%
45t
+43.9%
34t
+31.6%
32t
+39.7%
28t
+63.1%
40t
+5.8%
21t
 +50,279.2%
2022
+9.6%
23t
+16.0%
23t
+7.6%
18t
+1.3%
30t
+54.1%
42t
+31.5%
45t
+51.8%
41t
+12.7%
34t
+17.7%
24t
+9.1%
14t
+43.1%
32t
-0.4%
26t
 +778.2%
2023
+16.3%
15t
+11.2%
23t
+19.3%
27t
+0.5%
13t
-1.4%
19t
+2.9%
32t
+4.7%
29t
-0.7%
17t
-0.7%
11t
-1.3%
21t
+11.1%
23t
+15.6%
16t
 +105.9%
2024
+15.0%
16t
+10.3%
10t
+46.3%
50t
+7.7%
30t
+7.8%
16t
+0.9%
26t
+26.8%
28t
+22.9%
29t
+16.2%
22t
+4.5%
15t
+25.4%
28t
+55.2%
29t
 +700.4%
2025
+11.6%
20t
+9.0%
33t
+13.2%
34t
+4.4%
21t
+7.3%
21t
+8.7%
16t
+13.4%
18t
+19.5%
21t
+14.2%
21t
+26.6%
32t
+7.1%
34t
+4.9%
24t
 +268.7%
2026
+8.6%
23t
+4.7%
34t
+5.6%
28t
+7.9%
19t
+8.3%
17t
—
—
—
—
—
—
—
 +40.3%

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

Smart Insights
  • ↑ Exceptional return: +25.82K× — compound across the full walk-forward window.
  • ↑ Robust sample: 1007 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +1.73% on 453 trades, WR 82%.
  • ↓ Weakest regime: CRASH — avg -0.19% on 266 trades, WR 27%.

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 BNB 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 453 85.0% +1.81% 19.79 16.9
BULL 454 61.9% +1.20% 3.75 22.3
BEAR 486 40.6% +0.21% 1.36 13.3

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 5.03 2,179x -11.8% 55.2% 1401 Yes
2 Apr '24 – May '26 3.27 10.8x -11.6% 50.9% 613 Yes

Trade Logv6.2 Pythia

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

Compound Return
+10.7%
Win Rate
60.0%
30W / 20L
Max Drawdown
-4.5%
€10,000 Invested
€11,068
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 15:00 20 May 2026 17:00 $636.83 $649.64 +1.91% BULL 51 exit_fp
18 May 2026 03:00 18 May 2026 14:00 $644.26 $636.97 -1.27% BEAR 12 stop
17 May 2026 01:00 18 May 2026 02:00 $653.14 $645.75 -1.27% BULL 26 stop
16 May 2026 04:00 17 May 2026 00:00 $662.66 $655.17 -1.27% NEUTRAL 21 stop
15 May 2026 14:00 16 May 2026 03:00 $675.41 $667.77 -1.27% BEAR 14 stop
15 May 2026 05:00 15 May 2026 09:00 $679.16 $683.03 +0.47% BUBBLE 5 short_signal
13 May 2026 14:00 14 May 2026 17:00 $670.15 $682.00 +1.67% BULL 28 short_signal
12 May 2026 14:00 12 May 2026 21:00 $658.10 $665.26 +0.99% BULL 8 short_signal
10 May 2026 21:00 11 May 2026 01:00 $650.89 $657.20 +0.87% BULL 5 short_signal
10 May 2026 02:00 10 May 2026 12:00 $646.12 $649.98 +0.50% BULL 11 signal
09 May 2026 16:00 09 May 2026 20:00 $648.36 $651.85 +0.44% BULL 5 signal
07 May 2026 23:00 09 May 2026 14:00 $636.00 $647.18 +1.62% BULL 40 trail
07 May 2026 15:00 07 May 2026 22:00 $642.90 $635.63 -1.27% BEAR 8 stop
06 May 2026 14:00 07 May 2026 08:00 $646.58 $651.04 +0.59% BULL 19 short_signal
04 May 2026 11:00 06 May 2026 09:00 $623.88 $646.96 +3.60% BULL 47 short_signal
02 May 2026 20:00 04 May 2026 07:00 $618.56 $628.72 +1.54% BEAR 36 signal
30 Apr 2026 15:00 02 May 2026 19:00 $616.99 $619.72 +0.30% NEUTRAL 53 trail
25 Apr 2026 18:00 30 Apr 2026 14:00 $628.10 $621.00 -1.27% NEUTRAL 117 stop
23 Apr 2026 00:00 25 Apr 2026 17:00 $636.22 $629.03 -1.27% BEAR 66 stop
22 Apr 2026 17:00 22 Apr 2026 23:00 $645.15 $637.85 -1.27% NEUTRAL 7 stop
21 Apr 2026 15:00 22 Apr 2026 05:00 $632.00 $641.62 +1.42% BEAR 15 signal
19 Apr 2026 03:00 21 Apr 2026 14:00 $623.35 $630.58 +1.02% NEUTRAL 60 trail
18 Apr 2026 09:00 19 Apr 2026 02:00 $634.83 $627.65 -1.27% BEAR 18 stop
17 Apr 2026 19:00 18 Apr 2026 00:00 $640.47 $645.65 +0.71% BEAR 6 signal
17 Apr 2026 03:00 17 Apr 2026 16:00 $630.88 $642.90 +1.80% NEUTRAL 14 signal
16 Apr 2026 08:00 16 Apr 2026 18:00 $621.42 $635.29 +2.13% NEUTRAL 11 signal
15 Apr 2026 04:00 15 Apr 2026 11:00 $616.36 $618.45 +0.24% BEAR 8 signal
14 Apr 2026 18:00 15 Apr 2026 01:00 $617.73 $619.13 +0.13% BEAR 8 signal
14 Apr 2026 13:00 14 Apr 2026 15:00 $616.42 $624.43 +1.20% BEAR 3 signal
12 Apr 2026 04:00 14 Apr 2026 08:00 $595.10 $617.94 +3.73% BEAR 53 signal
11 Apr 2026 19:00 12 Apr 2026 03:00 $612.75 $605.82 -1.27% CRASH 9 stop
06 Apr 2026 18:00 11 Apr 2026 17:00 $605.14 $613.43 +1.23% BEAR 120 trail
05 Apr 2026 06:00 05 Apr 2026 23:00 $588.71 $604.60 +2.60% BEAR 18 exit_fp
03 Apr 2026 15:00 04 Apr 2026 17:00 $588.77 $592.47 +0.53% BEAR 27 signal
02 Apr 2026 03:00 03 Apr 2026 03:00 $595.93 $589.19 -1.27% BEAR 25 stop
31 Mar 2026 11:00 02 Apr 2026 02:00 $604.82 $597.98 -1.27% CRASH 40 stop
30 Mar 2026 14:00 31 Mar 2026 01:00 $617.83 $616.20 -0.36% BEAR 12 signal
29 Mar 2026 23:00 30 Mar 2026 08:00 $606.15 $618.49 +1.93% BEAR 10 exit_fp
27 Mar 2026 11:00 29 Mar 2026 21:00 $611.12 $608.07 -0.60% BEAR 59 signal
27 Mar 2026 09:00 27 Mar 2026 10:00 $619.55 $612.54 -1.27% CRASH 2 stop
26 Mar 2026 12:00 27 Mar 2026 08:00 $629.18 $622.07 -1.27% BEAR 21 stop
25 Mar 2026 04:00 26 Mar 2026 11:00 $642.69 $635.42 -1.27% CRASH 32 stop
24 Mar 2026 04:00 25 Mar 2026 03:00 $632.37 $642.69 +1.53% BEAR 24 exit_fp
22 Mar 2026 00:00 24 Mar 2026 02:00 $627.41 $633.52 +0.83% BEAR 51 trail
19 Mar 2026 13:00 21 Mar 2026 16:00 $636.84 $642.04 +0.67% NEUTRAL 52 trail
19 Mar 2026 01:00 19 Mar 2026 12:00 $651.27 $643.91 -1.27% BEAR 12 stop
18 Mar 2026 15:00 18 Mar 2026 22:00 $646.07 $651.64 +0.76% CRASH 8 signal
17 Mar 2026 13:00 18 Mar 2026 14:00 $666.51 $658.97 -1.27% CRASH 26 stop
17 Mar 2026 05:00 17 Mar 2026 12:00 $675.07 $667.44 -1.27% BEAR 8 stop
14 Mar 2026 16:00 15 Mar 2026 19:00 $652.86 $660.13 +1.01% NEUTRAL 28 signal

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53.0% Win Rate Sharpe 4.15 1,007 Trades -11.8% Max Drawdown