BTCBitcoin$63,350.01+0.23%

24h High$63,907.07

24h Low$62,866.99

Volume$663.9M

Updated14:33 UTC

Modelv6.2 Pythia

OMNISCIUS · V6.2 (PYTHIA)

Bitcoin (BTC) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for BTC - Bitcoin. 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 1,879 trades in total, compounding an initial $10,000 base to a final value of $25,323,864. 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 • $63,350.01 (+0.23%)

✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

←

BNB — BNB

CELO — Celo →

Bitcoin (BTC) is the first and largest cryptocurrency by market capitalization, created in 2009 by the pseudonymous Satoshi Nakamoto. It operates on a decentralized proof-of-work blockchain with a fixed supply of 21 million coins. Bitcoin is widely regarded as digital gold and serves as the benchmark asset for the entire crypto market. Its four-year halving cycles have historically driven major bull markets, making cycle-aware trading models particularly effective for BTC.

KPIs Equity Curve Price & Trades Regimes Per-Cycle Trade Log All Backtests View BTC 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

3.29

Sortino Ratio

3.80

Profit Factor

1.84

Calmar Ratio

12.99

Win Rate

52.4%

Max Drawdown

-21.4%

Avg Drawdown

-19.21%

Alpha vs B&H

-1,003,863.4pp

Total Trades

940

Exposure

66.7%

Beats B&H

2/2

Sharpe Trend

-0.28

BTC Monthly Returns

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year Σ
2020	—	—	—	—	+5.5% 11t	-0.8% 12t	+9.5% 12t	+14.3% 21t	+2.6% 18t	+13.5% 16t	+29.9% 30t	+33.1% 24t	+163.5%
2021	+49.8% 52t	+54.7% 44t	+49.5% 53t	+4.6% 27t	+19.4% 19t	+18.0% 28t	+19.0% 36t	+29.3% 30t	+14.4% 19t	+15.8% 21t	-0.2% 27t	+5.7% 26t	+997.3%
2022	+5.0% 23t	+17.1% 26t	+12.3% 33t	-11.8% 35t	+16.9% 37t	+20.2% 44t	+49.6% 36t	+10.7% 25t	+9.3% 29t	+4.5% 16t	+18.2% 32t	+4.6% 13t	+300.5%
2023	+18.2% 20t	+15.1% 16t	+22.8% 23t	+8.8% 20t	-4.8% 19t	+8.2% 16t	-2.4% 9t	-6.6% 19t	+3.0% 18t	+4.7% 14t	+15.9% 19t	+17.2% 24t	+149.9%
2024	+11.4% 22t	+18.1% 12t	+34.5% 36t	+8.0% 31t	+20.5% 27t	-5.4% 21t	+14.7% 37t	+26.6% 31t	+21.5% 23t	+1.1% 22t	+12.3% 33t	+19.8% 37t	+423.2%
2025	+10.2% 32t	-3.9% 29t	+19.1% 31t	+24.0% 25t	+8.2% 17t	+7.1% 22t	+5.0% 25t	-3.5% 17t	+8.2% 17t	+2.8% 31t	+3.7% 38t	+12.3% 27t	+137.8%
2026	-5.2% 20t	+18.3% 40t	+11.8% 47t	+19.1% 26t	-0.9% 11t	—	—	—	—	—	—	—	+47.9%

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

Smart Insights

↑ Exceptional return: +2.53K× — compound across the full walk-forward window.
↓ Large drawdown: -21.4% — expect volatility on capital.
↑ Robust sample: 940 trades smooth out single-trade luck.
↑ Strongest regime: BUBBLE — avg +1.38% on 346 trades, WR 82%.
↓ Weakest regime: NEUTRAL — avg -0.14% on 288 trades, WR 35%.

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 BTC over the latest walk-forward cycle (2024-04-22 → 2026-05-21) 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	346	80.1%	+1.23%	10.50	19.0
BULL	439	56.7%	+0.68%	2.53	22.0
BEAR	497	55.5%	+0.44%	1.91	15.8

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	3.43	275.5x	-21.4%	51.9%	1185	Yes
2	Apr '24 – May '26	3.14	816%	-17.0%	52.9%	694	Yes

Trade Logv6.2 Pythia

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

Compound Return

+18.0%

Win Rate

58.0%

29W / 21L

Max Drawdown

-4.6%

€10,000 Invested

€11,803

1.2x 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
16 May 2026 10:00	18 May 2026 14:00	$77,906.82	$77,025.82	-1.27%	BEAR	53	stop
16 May 2026 02:00	16 May 2026 09:00	$79,192.72	$78,297.18	-1.27%	BULL	8	stop
15 May 2026 13:00	16 May 2026 01:00	$80,134.22	$79,228.03	-1.27%	NEUTRAL	13	stop
13 May 2026 16:00	15 May 2026 12:00	$78,922.12	$80,617.08	+2.00%	BULL	45	trail
12 May 2026 18:00	13 May 2026 15:00	$80,545.00	$79,634.16	-1.27%	BEAR	22	stop
12 May 2026 02:00	12 May 2026 15:00	$81,316.02	$80,396.47	-1.27%	BULL	14	stop
11 May 2026 09:00	11 May 2026 12:00	$80,925.35	$81,285.13	+0.34%	BULL	4	signal
07 May 2026 17:00	10 May 2026 02:00	$79,891.87	$80,777.42	+1.01%	BULL	58	short_signal
07 May 2026 11:00	07 May 2026 16:00	$80,948.96	$80,033.56	-1.27%	NEUTRAL	6	stop
01 May 2026 13:00	02 May 2026 00:00	$78,344.38	$78,380.14	-0.05%	NEUTRAL	12	signal
29 Apr 2026 19:00	01 May 2026 12:00	$75,568.41	$78,344.38	+3.57%	BULL	42	exit_fp
28 Apr 2026 10:00	29 Apr 2026 18:00	$76,521.04	$75,655.71	-1.27%	BEAR	33	stop
27 Apr 2026 07:00	28 Apr 2026 09:00	$77,647.68	$76,769.61	-1.27%	NEUTRAL	27	stop
23 Apr 2026 00:00	27 Apr 2026 00:00	$77,888.01	$79,127.83	+1.49%	BULL	97	exit_fp
22 Apr 2026 07:00	22 Apr 2026 14:00	$78,105.21	$78,947.64	+0.98%	NEUTRAL	8	signal
21 Apr 2026 14:00	22 Apr 2026 05:00	$75,838.23	$77,950.76	+2.68%	NEUTRAL	16	exit_fp
20 Apr 2026 16:00	21 Apr 2026 08:00	$75,419.01	$76,476.68	+1.30%	NEUTRAL	17	exit_fp
19 Apr 2026 23:00	20 Apr 2026 15:00	$74,026.01	$75,419.01	+1.78%	BEAR	17	exit_fp
19 Apr 2026 10:00	19 Apr 2026 22:00	$75,033.81	$74,185.30	-1.27%	BEAR	13	stop
18 Apr 2026 11:00	19 Apr 2026 09:00	$75,957.62	$75,098.66	-1.27%	NEUTRAL	23	stop
18 Apr 2026 00:00	18 Apr 2026 10:00	$77,096.85	$76,225.01	-1.27%	NEUTRAL	11	stop
17 Apr 2026 11:00	17 Apr 2026 22:00	$75,315.67	$77,209.46	+2.41%	BEAR	12	signal
14 Apr 2026 19:00	17 Apr 2026 08:00	$74,262.61	$75,902.82	+2.11%	NEUTRAL	62	exit_fp
13 Apr 2026 19:00	14 Apr 2026 01:00	$72,318.67	$74,487.41	+2.90%	BEAR	7	signal
13 Apr 2026 14:00	13 Apr 2026 18:00	$71,622.24	$72,318.67	+0.87%	BEAR	5	exit_fp
12 Apr 2026 14:00	13 Apr 2026 13:00	$70,990.00	$71,622.24	+0.79%	NEUTRAL	24	exit_fp
12 Apr 2026 02:00	12 Apr 2026 13:00	$71,789.64	$70,977.81	-1.27%	CRASH	12	stop
11 Apr 2026 01:00	11 Apr 2026 03:00	$72,809.38	$72,837.99	-0.06%	BEAR	3	signal
10 Apr 2026 03:00	10 Apr 2026 19:00	$71,863.74	$73,242.98	+1.82%	BEAR	17	exit_fp
09 Apr 2026 17:00	10 Apr 2026 00:00	$72,481.24	$72,000.00	-0.76%	BEAR	8	signal
08 Apr 2026 15:00	09 Apr 2026 15:00	$71,106.03	$72,176.63	+1.40%	NEUTRAL	25	exit_fp
08 Apr 2026 00:00	08 Apr 2026 08:00	$71,966.18	$71,822.00	-0.30%	BEAR	9	signal
06 Apr 2026 23:00	07 Apr 2026 21:00	$68,602.81	$70,289.99	+2.36%	BEAR	23	exit_fp
05 Apr 2026 23:00	06 Apr 2026 01:00	$68,599.99	$69,112.58	+0.65%	BEAR	3	signal
02 Apr 2026 03:00	05 Apr 2026 22:00	$66,759.97	$68,599.99	+2.65%	BEAR	92	exit_fp
01 Apr 2026 07:00	02 Apr 2026 02:00	$69,179.68	$68,397.37	-1.27%	CRASH	20	stop
31 Mar 2026 21:00	01 Apr 2026 06:00	$68,019.97	$69,179.68	+1.60%	BEAR	10	exit_fp
31 Mar 2026 10:00	31 Mar 2026 20:00	$66,381.30	$68,019.97	+2.37%	BEAR	11	exit_fp
31 Mar 2026 02:00	31 Mar 2026 09:00	$67,916.59	$67,148.56	-1.27%	CRASH	8	stop
30 Mar 2026 09:00	31 Mar 2026 01:00	$67,580.59	$67,916.59	+0.40%	BEAR	17	exit_fp
30 Mar 2026 03:00	30 Mar 2026 08:00	$67,012.46	$67,580.59	+0.75%	BEAR	6	exit_fp
29 Mar 2026 04:00	30 Mar 2026 02:00	$66,914.50	$67,012.46	+0.05%	BEAR	23	exit_fp
29 Mar 2026 00:00	29 Mar 2026 02:00	$66,412.28	$66,802.23	+0.49%	BEAR	3	signal
27 Mar 2026 11:00	28 Mar 2026 13:00	$66,619.17	$66,775.92	+0.14%	BEAR	27	signal
27 Mar 2026 09:00	27 Mar 2026 10:00	$67,749.67	$66,983.53	-1.27%	CRASH	2	stop
26 Mar 2026 16:00	27 Mar 2026 08:00	$69,022.57	$68,242.04	-1.27%	BEAR	17	stop
26 Mar 2026 06:00	26 Mar 2026 15:00	$70,068.00	$69,275.64	-1.27%	CRASH	10	stop
25 Mar 2026 01:00	26 Mar 2026 00:00	$70,803.63	$71,269.60	+0.56%	BEAR	24	signal
24 Mar 2026 14:00	25 Mar 2026 00:00	$69,858.64	$70,803.63	+1.25%	BEAR	11	exit_fp
23 Mar 2026 13:00	24 Mar 2026 07:00	$70,749.76	$71,132.08	+0.44%	NEUTRAL	19	exit_fp

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52.4% Win Rate Sharpe 3.29 940 Trades -21.4% Max Drawdown

Bitcoin (BTC) Backtest

Performance Overview

BTC Monthly Returns

Equity Curvev6.2 Pythia

Price & trade markers

Regime Breakdownv6.2 Pythia

Per-Cycle Resultsv6.2 Pythia

Trade Logv6.2 Pythia

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