ZENZENHorizen$4.5910+5.08%
24h High$4.72
24h Low$4.34
Volume$2.2M
Updated14:33 UTC
Modelv6.2 Pythia
Backtests / ZEN
OMNISCIUS · V6.2 (PYTHIA)

ZEN Horizen (ZEN) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for ZEN - Horizen. 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 939 trades in total, compounding an initial $10,000 base to a final value of $946,004. 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 $4.5910 (+5.08%)
Walk-forward validated Backtest = Live (bit-identical) Net of fees (0.15% / 0.25%) Forward-look-bias audited

Horizen (ZEN) is a long-running privacy-focused proof-of-stake network with sidechain capabilities and zk-proof support. Listed since 2020 with deep history (51K+ bars). Used by our model as a high-stability training target due to robust multi-cycle data.

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
4.11
Sortino Ratio
5.48
Profit Factor
2.26
Calmar Ratio
61.63
Win Rate
42.2%
Max Drawdown
-12.8%
Avg Drawdown
-12.84%
Alpha vs B&H
+11,910.4pp
Total Trades
939
Exposure
67.0%
Beats B&H
1/1
Cycles
1
ZEN

ZEN Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
-4.4%
12t
+40.9%
36t
+12.2%
33t
+49.4%
43t
+24.0%
36t
+18.3%
24t
+16.7%
34t
+89.8%
31t
+125.6%
48t
+1,552.8%
2025
+28.9%
46t
+92.6%
60t
+23.8%
41t
+47.8%
40t
+34.2%
40t
+13.6%
33t
+32.9%
34t
+10.9%
33t
+18.6%
30t
+178.5%
47t
+115.2%
44t
+1.4%
35t
+7,262.3%
2026
+21.8%
40t
+11.0%
39t
+33.6%
33t
+32.5%
27t
+1.6%
20t
+143.1%

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

Smart Insights
  • Exceptional return: +9,360.0% — compound across the full walk-forward window.
  • Robust sample: 939 trades smooth out single-trade luck.
  • Strongest regime: BUBBLE — avg +4.30% on 43 trades, WR 70%.
  • Weakest regime: CRASH — avg -0.43% on 246 trades, WR 16%.

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 ZEN 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 43 69.8% +4.30% 12.77 13.8
BULL 119 56.3% +2.40% 5.43 12.5
BEAR 362 47.8% +0.73% 2.14 14.4

Trade Logv6.2 Pythia

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

Entry Exit Entry Price Exit Price PnL Regime Bars Exit Reason
19 May 2026 14:00 20 May 2026 04:00 $5.961 $6.067 +1.62% BULL 15 signal
19 May 2026 07:00 19 May 2026 13:00 $6.157 $6.090 -1.31% NEUTRAL 7 stop
16 May 2026 10:00 19 May 2026 06:00 $5.807 $6.147 +5.69% BEAR 69 exit_fp
15 May 2026 14:00 16 May 2026 09:00 $6.192 $6.124 -1.31% CRASH 20 stop
15 May 2026 06:00 15 May 2026 13:00 $6.413 $6.343 -1.31% CRASH 8 stop
14 May 2026 04:00 15 May 2026 05:00 $6.473 $6.402 -1.31% BEAR 26 stop
12 May 2026 04:00 14 May 2026 03:00 $6.638 $6.566 -1.31% BEAR 48 stop
11 May 2026 16:00 12 May 2026 03:00 $6.854 $6.779 -1.31% NEUTRAL 12 stop
11 May 2026 02:00 11 May 2026 15:00 $6.914 $6.839 -1.31% BULL 14 stop
10 May 2026 02:00 11 May 2026 01:00 $7.028 $6.951 -1.31% BULL 24 stop
09 May 2026 17:00 10 May 2026 00:00 $7.093 $7.016 -1.31% NEUTRAL 8 stop
09 May 2026 13:00 09 May 2026 16:00 $7.147 $7.069 -1.31% NEUTRAL 4 stop
08 May 2026 12:00 09 May 2026 02:00 $6.966 $7.404 +6.12% BULL 15 exit_fp
07 May 2026 15:00 08 May 2026 09:00 $7.026 $6.949 -1.31% BULL 19 stop
06 May 2026 20:00 07 May 2026 00:00 $7.378 $7.298 -1.31% BEAR 5 stop
05 May 2026 10:00 05 May 2026 16:00 $6.832 $7.004 +2.35% NEUTRAL 7 signal
04 May 2026 20:00 05 May 2026 09:00 $6.957 $6.881 -1.31% BEAR 14 stop
03 May 2026 01:00 03 May 2026 05:00 $6.146 $6.176 +0.33% NEUTRAL 5 signal
02 May 2026 01:00 02 May 2026 20:00 $6.233 $6.255 +0.19% BEAR 20 signal
29 Apr 2026 19:00 01 May 2026 00:00 $5.623 $5.792 +2.84% NEUTRAL 30 signal
28 Apr 2026 08:00 29 Apr 2026 18:00 $5.792 $5.729 -1.31% CRASH 35 stop
27 Apr 2026 16:00 28 Apr 2026 07:00 $5.863 $5.799 -1.31% BEAR 16 stop
27 Apr 2026 06:00 27 Apr 2026 15:00 $5.987 $5.922 -1.31% CRASH 10 stop
26 Apr 2026 09:00 26 Apr 2026 20:00 $6.134 $6.153 +0.15% NEUTRAL 12 signal
25 Apr 2026 01:00 26 Apr 2026 01:00 $6.087 $6.021 -1.31% BEAR 25 stop
23 Apr 2026 11:00 24 Apr 2026 22:00 $5.935 $6.137 +3.18% NEUTRAL 36 trail
21 Apr 2026 13:00 23 Apr 2026 10:00 $6.000 $5.935 -1.31% CRASH 46 stop
21 Apr 2026 02:00 21 Apr 2026 10:00 $6.097 $6.184 +1.26% NEUTRAL 9 signal
17 Apr 2026 04:00 20 Apr 2026 16:00 $5.896 $6.055 +2.53% BEAR 85 signal
14 Apr 2026 18:00 16 Apr 2026 18:00 $5.732 $6.001 +4.53% BEAR 49 signal
14 Apr 2026 15:00 14 Apr 2026 17:00 $5.826 $5.762 -1.31% CRASH 3 stop
12 Apr 2026 22:00 14 Apr 2026 13:00 $5.749 $5.914 +2.64% NEUTRAL 40 trail
12 Apr 2026 02:00 12 Apr 2026 21:00 $5.926 $5.861 -1.31% BEAR 20 stop
11 Apr 2026 22:00 12 Apr 2026 01:00 $6.272 $6.204 -1.31% CRASH 4 stop
11 Apr 2026 05:00 11 Apr 2026 08:00 $6.083 $6.333 +3.94% NEUTRAL 4 signal
10 Apr 2026 03:00 10 Apr 2026 08:00 $5.985 $6.162 +2.79% BEAR 6 exit_fp
09 Apr 2026 17:00 10 Apr 2026 02:00 $5.563 $5.985 +7.41% BEAR 10 exit_fp
08 Apr 2026 21:00 09 Apr 2026 12:00 $5.406 $5.347 -1.31% BEAR 16 stop
08 Apr 2026 15:00 08 Apr 2026 20:00 $5.444 $5.385 -1.31% CRASH 6 stop
07 Apr 2026 22:00 08 Apr 2026 12:00 $5.571 $5.560 -0.36% BEAR 15 signal
06 Apr 2026 23:00 07 Apr 2026 21:00 $5.172 $5.571 +7.54% BEAR 23 exit_fp
05 Apr 2026 08:00 06 Apr 2026 22:00 $5.085 $5.182 +1.69% BEAR 39 trail
05 Apr 2026 02:00 05 Apr 2026 07:00 $5.128 $5.072 -1.31% CRASH 6 stop
03 Apr 2026 09:00 04 Apr 2026 12:00 $5.196 $5.243 +0.74% BEAR 28 signal
02 Apr 2026 03:00 03 Apr 2026 08:00 $5.262 $5.205 -1.31% BEAR 30 stop
01 Apr 2026 14:00 02 Apr 2026 00:00 $5.546 $5.488 -1.20% BEAR 11 signal
29 Mar 2026 08:00 01 Apr 2026 04:00 $5.157 $5.596 +8.34% BEAR 69 signal
28 Mar 2026 02:00 29 Mar 2026 07:00 $5.099 $5.178 +1.33% BEAR 30 trail
27 Mar 2026 10:00 28 Mar 2026 01:00 $5.395 $5.336 -1.31% CRASH 16 stop
26 Mar 2026 20:00 27 Mar 2026 01:00 $5.452 $5.479 +0.33% BEAR 6 signal

Start Trading Horizen Smarter

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

42.2% Win Rate Sharpe 4.11 939 Trades -12.8% Max Drawdown