VIRTUALVIRTUALVirtuals Protocol$0.607400-1.04%
24h High$0.62
24h Low$0.59
Volume$2.7M
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / VIRTUAL
OMNISCIUS · V6.2 (PYTHIA)

VIRTUAL Virtuals Protocol (VIRTUAL) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for VIRTUAL - Virtuals Protocol. The results below cover the complete out-of-sample window from Jul 2025 → May 2026 across 3 walk-forward cycles (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 312 trades in total, compounding an initial $10,000 base to a final value of $23,116. 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) 3 Walk-Forward Cycles Jul 2025 – May 2026 $0.607400 (-1.04%)
Walk-forward validated Backtest = Live (bit-identical) Net of fees (0.15% / 0.25%) Forward-look-bias audited

Virtuals Protocol (VIRTUAL) is a leading platform for tokenizing autonomous AI agents that operate across social media, gaming and DeFi. Major narrative-leader for the "AI agents" thesis in 2025. Marginal history (about 1 year) — model uses limited-history confidence.

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
2.84
Sortino Ratio
6.66
Profit Factor
1.86
Calmar Ratio
25.54
Win Rate
33.9%
Max Drawdown
-9.1%
Avg Drawdown
-8.46%
Alpha vs B&H
+441,880.8pp
Total Trades
104
Exposure
56.1%
Beats B&H
2/3
Sharpe Trend
-2.73
VIRTUAL

VIRTUAL Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2025
-8.0%
10t
+35.3%
20t
+8.9%
22t
+107.0%
19t
+24.0%
54t
+12.2%
27t
+290.5%
2026
+8.1%
33t
+44.3%
34t
+18.2%
38t
-4.2%
31t
-5.7%
24t
+66.7%

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

Smart Insights
  • Exceptional return: +131.2% — compound across the full walk-forward window.
  • Low win rate: 33.9% — profits depend on a few large winners.
  • Robust sample: 104 trades smooth out single-trade luck.
  • Strongest regime: BULL — avg +2.00% on 32 trades, WR 53%.
  • Weakest regime: CRASH — avg -0.28% on 93 trades, WR 10%.

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 VIRTUAL over the latest walk-forward cycle (2026-02-10 → 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 2 100.0% +1.10% 0.00 4.0
BULL 32 57.3% +2.26% 5.40 16.5
BEAR 127 44.0% +1.01% 2.30 16.8

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 Jul '25 – Nov '25 4.78 57% -7.8% 31.0% 71 Yes
2 Nov '25 – Feb '26 1.68 23% -8.6% 30.1% 123 Yes
3 Feb '26 – May '26 2.05 19% -9.1% 40.7% 118 No

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 05:00 20 May 2026 11:00 $0.71800 $0.71530 -0.68% BULL 7 short_signal
19 May 2026 01:00 19 May 2026 15:00 $0.71610 $0.70680 -1.60% BULL 15 signal
18 May 2026 11:00 18 May 2026 13:00 $0.69120 $0.70270 +1.35% BEAR 3 signal
18 May 2026 00:00 18 May 2026 08:00 $0.69690 $0.69770 -0.19% BEAR 9 signal
17 May 2026 01:00 17 May 2026 23:00 $0.71780 $0.71070 -1.41% BULL 23 stop
16 May 2026 14:00 16 May 2026 16:00 $0.71970 $0.72800 +0.84% BEAR 3 signal
16 May 2026 05:00 16 May 2026 12:00 $0.73850 $0.73120 -1.41% BEAR 8 stop
15 May 2026 14:00 16 May 2026 04:00 $0.75320 $0.74570 -1.41% BEAR 15 stop
15 May 2026 06:00 15 May 2026 13:00 $0.77180 $0.76410 -1.41% NEUTRAL 8 stop
14 May 2026 10:00 15 May 2026 02:00 $0.76200 $0.79400 +3.88% BULL 17 signal
13 May 2026 16:00 14 May 2026 09:00 $0.77180 $0.76410 -1.41% BULL 18 stop
13 May 2026 00:00 13 May 2026 15:00 $0.81300 $0.80490 -1.41% BEAR 16 stop
12 May 2026 14:00 12 May 2026 23:00 $0.82660 $0.81840 -1.41% BULL 10 stop
12 May 2026 02:00 12 May 2026 13:00 $0.85460 $0.84610 -1.41% NEUTRAL 12 stop
11 May 2026 08:00 12 May 2026 01:00 $0.86910 $0.86050 -1.41% BULL 18 stop
10 May 2026 21:00 11 May 2026 07:00 $0.88980 $0.88100 -1.41% NEUTRAL 11 stop
10 May 2026 02:00 10 May 2026 17:00 $0.88750 $0.92500 +3.90% BULL 16 short_signal
09 May 2026 08:00 09 May 2026 12:00 $0.93120 $0.94130 +0.77% BUBBLE 5 signal
06 May 2026 08:00 06 May 2026 14:00 $0.82910 $0.84210 +1.25% BULL 7 short_signal
05 May 2026 10:00 05 May 2026 12:00 $0.74530 $0.75830 +1.43% BUBBLE 3 signal
04 May 2026 22:00 05 May 2026 05:00 $0.74590 $0.74810 -0.02% BULL 8 signal
04 May 2026 11:00 04 May 2026 20:00 $0.74740 $0.74000 -1.41% NEUTRAL 10 stop
02 May 2026 21:00 03 May 2026 09:00 $0.74390 $0.73870 -1.01% BULL 13 short_signal
02 May 2026 05:00 02 May 2026 11:00 $0.69800 $0.70070 +0.08% BULL 7 signal
27 Apr 2026 07:00 27 Apr 2026 15:00 $0.69840 $0.69120 -1.37% CRASH 9 stop
23 Apr 2026 18:00 23 Apr 2026 20:00 $0.68300 $0.68970 +0.73% NEUTRAL 3 signal
23 Apr 2026 11:00 23 Apr 2026 14:00 $0.68240 $0.68920 +0.74% BEAR 4 signal
23 Apr 2026 00:00 23 Apr 2026 06:00 $0.68590 $0.69050 +0.42% BEAR 7 signal
19 Apr 2026 06:00 21 Apr 2026 23:00 $0.68590 $0.68360 -0.58% BEAR 66 signal
18 Apr 2026 17:00 19 Apr 2026 05:00 $0.71240 $0.70500 -1.37% BEAR 13 stop
18 Apr 2026 15:00 18 Apr 2026 16:00 $0.72340 $0.71590 -1.37% CRASH 2 stop
18 Apr 2026 10:00 18 Apr 2026 13:00 $0.72850 $0.72100 -1.37% CRASH 4 stop
14 Apr 2026 23:00 15 Apr 2026 01:00 $0.66650 $0.67790 +1.46% BEAR 3 signal
13 Apr 2026 17:00 13 Apr 2026 22:00 $0.66360 $0.69890 +5.06% NEUTRAL 6 exit_fp
13 Apr 2026 15:00 13 Apr 2026 16:00 $0.67140 $0.66450 -1.37% BEAR 2 stop
13 Apr 2026 00:00 13 Apr 2026 02:00 $0.64800 $0.65090 +0.20% BEAR 3 signal
11 Apr 2026 02:00 11 Apr 2026 16:00 $0.67350 $0.68840 +1.96% NEUTRAL 15 signal
10 Apr 2026 00:00 10 Apr 2026 14:00 $0.66270 $0.67850 +2.13% NEUTRAL 15 signal
09 Apr 2026 10:00 09 Apr 2026 15:00 $0.66180 $0.67410 +1.60% BEAR 6 exit_fp
09 Apr 2026 00:00 09 Apr 2026 03:00 $0.65640 $0.64960 -1.37% CRASH 4 stop
08 Apr 2026 19:00 08 Apr 2026 23:00 $0.66560 $0.65870 -1.37% CRASH 5 stop
08 Apr 2026 17:00 08 Apr 2026 18:00 $0.67750 $0.67050 -1.37% BEAR 2 stop
08 Apr 2026 07:00 08 Apr 2026 16:00 $0.68940 $0.68230 -1.37% NEUTRAL 10 stop
08 Apr 2026 00:00 08 Apr 2026 03:00 $0.68550 $0.67840 -1.37% BEAR 4 stop
07 Apr 2026 01:00 07 Apr 2026 19:00 $0.62780 $0.64180 +1.97% BEAR 19 exit_fp
06 Apr 2026 22:00 07 Apr 2026 00:00 $0.64000 $0.63340 -1.37% CRASH 3 stop
06 Apr 2026 18:00 06 Apr 2026 21:00 $0.65080 $0.64410 -1.37% BEAR 4 stop
05 Apr 2026 20:00 05 Apr 2026 22:00 $0.61390 $0.63040 +2.43% BEAR 3 signal
05 Apr 2026 11:00 05 Apr 2026 14:00 $0.61590 $0.60950 -1.37% CRASH 4 stop
05 Apr 2026 05:00 05 Apr 2026 10:00 $0.62820 $0.62170 -1.37% CRASH 6 stop

Start Trading Virtuals Protocol Smarter

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

33.9% Win Rate Sharpe 2.84 104 Trades -9.1% Max Drawdown