PENDLEPENDLEPendle$1.3490-2.53%
24h High$1.41
24h Low$1.35
Volume$2.8M
Updated14:28 UTC
Modelv6.2 Pythia
Backtests / PENDLE
OMNISCIUS · V6.2 (PYTHIA)

PENDLE Pendle (PENDLE) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for PENDLE - Pendle. 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 1,287 trades in total, compounding an initial $10,000 base to a final value of $281,414. 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 • $1.3490 (-2.53%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Pendle (PENDLE) lets users separate principal and yield from staking and DeFi positions and trade them independently. It powers fixed-yield markets, leveraged yield strategies, and points-driven farming. Protocol activity correlates with Ethereum DeFi cycles and LST/LRT trends, producing momentum bursts the model can ride.

KPIs Equity Curve Price & Trades Regimes Trade Log All Backtests View PENDLE 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
3.11
Sortino Ratio
3.99
Profit Factor
1.66
Calmar Ratio
13.83
Win Rate
39.5%
Max Drawdown
-28.8%
Avg Drawdown
-28.75%
Alpha vs B&H
+9,590.9pp
Total Trades
1,287
Exposure
63.5%
Beats B&H
1/1
Cycles
1
PENDLE

PENDLE Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
-3.6%
5t
+47.2%
23t
+16.9%
25t
+53.5%
51t
+69.7%
88t
+29.0%
32t
+27.3%
16t
+41.2%
22t
+58.7%
26t
 +1,491.3%
2025
+41.2%
75t
+55.6%
78t
+34.8%
70t
+35.8%
43t
+31.2%
24t
+13.7%
33t
+37.7%
18t
+23.8%
22t
+4.3%
24t
+36.6%
55t
+31.6%
77t
-10.3%
82t
 +1,620.1%
2026
-1.0%
74t
+16.7%
105t
-27.3%
99t
-7.1%
104t
+47.9%
16t
—
—
—
—
—
—
—
 +15.4%

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

Smart Insights
  • ↑ Exceptional return: +2,714.1% — compound across the full walk-forward window.
  • ↓ Low win rate: 39.5% — profits depend on a few large winners.
  • ↓ Large drawdown: -28.8% — expect volatility on capital.
  • ↑ Robust sample: 1287 trades smooth out single-trade luck.
  • ↑ Strongest regime: BUBBLE — avg +6.22% on 19 trades, WR 89%.
  • ↓ Weakest regime: CRASH — avg -0.03% on 827 trades, WR 38%.

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 PENDLE 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 19 89.5% +6.22% 46.14 31.3
BULL 93 57.0% +3.26% 6.71 22.8
BEAR 254 34.7% +0.62% 1.74 11.2

Trade Logv6.2 Pythia

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

Compound Return
+24.6%
Win Rate
44.0%
22W / 28L
Max Drawdown
-7.2%
€10,000 Invested
€12,460
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
19 May 2026 19:00 20 May 2026 20:00 $1.744 $1.903 +8.91% BULL 26 exit_fp
18 May 2026 22:00 19 May 2026 14:00 $1.831 $1.811 -1.33% BULL 17 stop
17 May 2026 01:00 18 May 2026 13:00 $1.819 $1.800 -1.33% BEAR 37 stop
16 May 2026 07:00 17 May 2026 00:00 $1.866 $1.846 -1.33% NEUTRAL 18 stop
15 May 2026 14:00 16 May 2026 04:00 $1.983 $1.962 -1.33% BULL 15 stop
13 May 2026 23:00 14 May 2026 17:00 $1.959 $2.063 +5.11% BULL 19 exit_fp
13 May 2026 18:00 13 May 2026 21:00 $2.031 $2.009 -1.33% BEAR 4 stop
13 May 2026 13:00 13 May 2026 15:00 $2.022 $2.000 -1.33% BEAR 3 stop
12 May 2026 19:00 13 May 2026 05:00 $2.023 $2.157 +6.42% BULL 11 exit_fp
11 May 2026 03:00 11 May 2026 20:00 $1.899 $2.158 +13.46% BULL 18 exit_fp
07 May 2026 05:00 08 May 2026 04:00 $1.872 $1.956 +4.32% BULL 24 exit_fp
06 May 2026 15:00 06 May 2026 17:00 $1.929 $1.908 -1.31% NEUTRAL 3 stop
06 May 2026 10:00 06 May 2026 13:00 $1.881 $1.861 -1.31% BEAR 4 stop
06 May 2026 04:00 06 May 2026 09:00 $1.905 $1.884 -1.31% NEUTRAL 6 stop
05 May 2026 18:00 05 May 2026 23:00 $1.924 $1.969 +2.18% BULL 6 short_signal
30 Apr 2026 13:00 01 May 2026 04:00 $1.305 $1.479 +13.15% BEAR 16 signal
30 Apr 2026 10:00 30 Apr 2026 12:00 $1.249 $1.305 +4.32% CRASH 3 signal
30 Apr 2026 07:00 30 Apr 2026 09:00 $1.252 $1.249 -0.40% CRASH 3 signal
30 Apr 2026 04:00 30 Apr 2026 06:00 $1.257 $1.252 -0.56% CRASH 3 signal
30 Apr 2026 01:00 30 Apr 2026 03:00 $1.301 $1.257 -3.54% CRASH 3 signal
29 Apr 2026 22:00 30 Apr 2026 00:00 $1.321 $1.301 -1.67% CRASH 3 signal
29 Apr 2026 19:00 29 Apr 2026 21:00 $1.307 $1.321 +0.91% CRASH 3 signal
29 Apr 2026 13:00 29 Apr 2026 18:00 $1.340 $1.325 -1.31% CRASH 6 stop
27 Apr 2026 20:00 28 Apr 2026 18:00 $1.295 $1.343 +3.54% NEUTRAL 23 exit_fp
25 Apr 2026 21:00 26 Apr 2026 07:00 $1.278 $1.297 +1.32% NEUTRAL 11 short_signal
23 Apr 2026 14:00 24 Apr 2026 10:00 $1.297 $1.330 +2.38% NEUTRAL 21 signal
23 Apr 2026 11:00 23 Apr 2026 13:00 $1.283 $1.297 +0.93% CRASH 3 signal
23 Apr 2026 08:00 23 Apr 2026 10:00 $1.302 $1.283 -1.62% CRASH 3 signal
22 Apr 2026 20:00 22 Apr 2026 23:00 $1.344 $1.329 -1.31% BEAR 4 stop
21 Apr 2026 20:00 22 Apr 2026 12:00 $1.321 $1.344 +1.49% BEAR 17 trail
21 Apr 2026 10:00 21 Apr 2026 13:00 $1.375 $1.360 -1.31% BEAR 4 stop
20 Apr 2026 08:00 20 Apr 2026 15:00 $1.272 $1.327 +4.16% BEAR 8 exit_fp
20 Apr 2026 05:00 20 Apr 2026 07:00 $1.283 $1.272 -1.02% CRASH 3 signal
20 Apr 2026 02:00 20 Apr 2026 04:00 $1.274 $1.283 +0.55% CRASH 3 signal
19 Apr 2026 23:00 20 Apr 2026 01:00 $1.241 $1.274 +2.50% CRASH 3 signal
19 Apr 2026 20:00 19 Apr 2026 22:00 $1.261 $1.241 -1.74% CRASH 3 signal
19 Apr 2026 17:00 19 Apr 2026 19:00 $1.287 $1.261 -2.18% CRASH 3 signal
19 Apr 2026 14:00 19 Apr 2026 16:00 $1.316 $1.287 -2.36% CRASH 3 signal
19 Apr 2026 11:00 19 Apr 2026 13:00 $1.327 $1.316 -0.99% CRASH 3 signal
19 Apr 2026 08:00 19 Apr 2026 10:00 $1.311 $1.327 +1.06% CRASH 3 signal
19 Apr 2026 05:00 19 Apr 2026 07:00 $1.321 $1.311 -0.92% CRASH 3 signal
19 Apr 2026 02:00 19 Apr 2026 04:00 $1.346 $1.321 -2.01% CRASH 3 signal
18 Apr 2026 23:00 19 Apr 2026 01:00 $1.371 $1.346 -1.98% CRASH 3 signal
18 Apr 2026 20:00 18 Apr 2026 22:00 $1.377 $1.371 -0.59% CRASH 3 signal
18 Apr 2026 17:00 18 Apr 2026 19:00 $1.370 $1.377 +0.35% CRASH 3 signal
18 Apr 2026 13:00 18 Apr 2026 16:00 $1.356 $1.370 +0.87% CRASH 4 signal
16 Apr 2026 01:00 16 Apr 2026 03:00 $1.089 $1.136 +4.15% BEAR 3 exit_fp
15 Apr 2026 22:00 16 Apr 2026 00:00 $1.106 $1.089 -1.69% CRASH 3 signal
15 Apr 2026 14:00 15 Apr 2026 18:00 $1.072 $1.093 +1.80% BEAR 5 exit_fp
15 Apr 2026 02:00 15 Apr 2026 04:00 $1.051 $1.049 -0.35% CRASH 3 signal

Start Trading Pendle Smarter

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

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39.5% Win Rate Sharpe 3.11 1,287 Trades -28.8% Max Drawdown