Bitcoin (BTC) Backtest
Walk-forward validated backtest results for Bitcoin. The model is trained on historical data and tested exclusively on unseen future data.
Model 2.5.8.3
•
2 Walk-Forward Folds
•
May 2020 – Apr 2026
•
$75,220.01 (-1.08%)
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.
Performance Overview
Key risk-adjusted metrics from the walk-forward backtest. Sharpe above 3.0 is excellent; win rate above 75% demonstrates consistent signal quality.
Sharpe Ratio
12.98
Win Rate
90.4%
Max Drawdown
-10.6%
Total Trades
530
Sortino Ratio
15.89
Profit Factor
53.82
Exposure
44.7%
Beats B&H
2/2
Equity Curve
Cumulative portfolio growth on a logarithmic scale. Each fold starts at 1x. A smooth, upward-sloping curve indicates consistent compounding with controlled drawdowns.
Regime Breakdown
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 | 288 | 94.5% | +3.12% | 199.25 | 22.4 |
| BULL | 106 | 88.2% | +2.45% | 18.78 | 35.7 |
| SIDEWAYS | 560 | 91.1% | +2.25% | 79.87 | 20.1 |
| BEAR | 106 | 79.4% | +2.26% | 26.81 | 15.4 |
Per-Fold Results
Each fold 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.
| Fold | Period | Sharpe | Return | MaxDD | Win Rate | Trades | B&H |
|---|---|---|---|---|---|---|---|
| 1 | May '20 – Apr '24 | 12.72 | 27,714,080x | -10.5% | 88.2% | 710 | Yes |
| 2 | Apr '24 – Apr '26 | 13.24 | 896.3x | -6.1% | 92.6% | 350 | Yes |
Trade Log
Most recent 50 trades from the walk-forward backtest (Dec 2025 – Apr 2026).
Compound Return
+150.0%
Win Rate
86.0%
43W / 7L
Max Drawdown
-2.7%
€10,000 Invested
€25,002
2.5x 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 |
|---|---|---|---|---|---|---|---|
| 12 Apr 2026 14:00 | 14 Apr 2026 13:00 | $70,748.34 | $75,525.94 | +6.65% | BEAR | 48 | exit_fp |
| 10 Apr 2026 09:00 | 11 Apr 2026 00:00 | $71,787.41 | $72,828.42 | +1.35% | BEAR | 16 | signal |
| 08 Apr 2026 23:00 | 09 Apr 2026 20:00 | $71,069.93 | $72,413.97 | +1.79% | BEAR | 22 | exit_fp |
| 07 Apr 2026 01:00 | 08 Apr 2026 04:00 | $68,400.01 | $71,566.18 | +4.52% | BEAR | 28 | signal |
| 05 Apr 2026 02:00 | 06 Apr 2026 12:00 | $67,170.16 | $69,366.75 | +3.17% | BEAR | 35 | signal |
| 02 Apr 2026 09:00 | 04 Apr 2026 02:00 | $66,469.60 | $66,864.19 | +0.45% | BEAR | 42 | trail |
| 31 Mar 2026 22:00 | 01 Apr 2026 06:00 | $68,172.87 | $69,102.85 | +1.26% | BEAR | 9 | exit_fp |
| 31 Mar 2026 01:00 | 31 Mar 2026 09:00 | $67,938.54 | $66,219.95 | -2.67% | BEAR | 9 | stop |
| 29 Mar 2026 23:00 | 30 Mar 2026 12:00 | $66,010.93 | $67,899.59 | +2.76% | BEAR | 14 | exit_fp |
| 24 Mar 2026 15:00 | 25 Mar 2026 10:00 | $69,873.04 | $71,501.39 | +2.23% | BEAR | 20 | exit_fp |
| 22 Mar 2026 20:00 | 24 Mar 2026 01:00 | $68,176.46 | $70,623.11 | +3.44% | BEAR | 30 | trail |
| 20 Mar 2026 02:00 | 20 Mar 2026 08:00 | $70,415.47 | $71,042.23 | +0.79% | BEAR | 7 | exit_fp |
| 19 Mar 2026 13:00 | 19 Mar 2026 13:00 | $69,905.65 | $69,905.65 | -0.10% | BEAR | 1 | signal |
| 13 Mar 2026 23:00 | 15 Mar 2026 16:00 | $70,930.00 | $71,466.47 | +0.62% | BEAR | 42 | trail |
| 11 Mar 2026 03:00 | 13 Mar 2026 10:00 | $69,551.91 | $72,458.12 | +4.07% | BEAR | 56 | exit_fp |
| 08 Mar 2026 23:00 | 10 Mar 2026 13:00 | $65,971.20 | $70,189.10 | +6.24% | BEAR | 39 | trail |
| 06 Mar 2026 21:00 | 07 Mar 2026 00:00 | $68,289.10 | $68,290.45 | -0.10% | BEAR | 4 | signal |
| 03 Mar 2026 10:00 | 04 Mar 2026 17:00 | $66,860.30 | $73,218.92 | +9.40% | BEAR | 32 | signal |
| 02 Mar 2026 03:00 | 02 Mar 2026 16:00 | $66,820.03 | $69,428.62 | +3.80% | BEAR | 14 | exit_fp |
| 01 Mar 2026 13:00 | 01 Mar 2026 14:00 | $66,934.79 | $66,847.80 | -0.23% | BEAR | 2 | signal |
| 28 Feb 2026 07:00 | 28 Feb 2026 20:00 | $63,826.00 | $66,959.62 | +4.80% | BEAR | 14 | exit_fp |
| 26 Feb 2026 17:00 | 26 Feb 2026 19:00 | $66,826.80 | $67,589.22 | +1.04% | BEAR | 3 | signal |
| 25 Feb 2026 07:00 | 25 Feb 2026 18:00 | $65,028.30 | $69,328.07 | +6.51% | BEAR | 12 | exit_fp |
| 24 Feb 2026 06:00 | 24 Feb 2026 18:00 | $63,082.79 | $64,435.06 | +2.04% | BEAR | 13 | exit_fp |
| 18 Feb 2026 23:00 | 20 Feb 2026 09:00 | $66,461.00 | $68,218.85 | +2.54% | BEAR | 35 | exit_fp |
| 17 Feb 2026 15:00 | 17 Feb 2026 18:00 | $67,392.05 | $68,098.62 | +0.95% | BEAR | 4 | signal |
| 16 Feb 2026 21:00 | 17 Feb 2026 00:00 | $68,862.88 | $68,878.27 | -0.08% | BEAR | 4 | signal |
| 16 Feb 2026 03:00 | 16 Feb 2026 08:00 | $68,424.82 | $68,762.85 | +0.39% | BEAR | 6 | signal |
| 12 Feb 2026 18:00 | 14 Feb 2026 11:00 | $65,590.95 | $70,505.74 | +7.39% | BEAR | 42 | signal |
| 11 Feb 2026 17:00 | 11 Feb 2026 21:00 | $66,518.26 | $67,811.17 | +1.84% | BEAR | 5 | exit_fp |
| 10 Feb 2026 15:00 | 10 Feb 2026 16:00 | $69,293.37 | $69,517.71 | +0.22% | BEAR | 2 | signal |
| 09 Feb 2026 14:00 | 09 Feb 2026 17:00 | $69,272.00 | $70,612.29 | +1.83% | BEAR | 4 | signal |
| 07 Feb 2026 11:00 | 08 Feb 2026 12:00 | $67,972.65 | $71,249.95 | +4.72% | BEAR | 26 | exit_fp |
| 06 Feb 2026 01:00 | 06 Feb 2026 22:00 | $65,714.96 | $71,354.46 | +8.47% | BEAR | 22 | exit_fp |
| 03 Feb 2026 20:00 | 04 Feb 2026 03:00 | $76,475.52 | $76,698.17 | +0.19% | BEAR | 8 | exit_fp |
| 02 Feb 2026 12:00 | 02 Feb 2026 14:00 | $77,988.51 | $77,844.79 | -0.32% | BEAR | 3 | regime_exit |
| 01 Feb 2026 22:00 | 01 Feb 2026 23:00 | $77,249.31 | $76,968.21 | -0.50% | BEAR | 2 | regime_exit |
| 30 Jan 2026 09:00 | 30 Jan 2026 18:00 | $82,363.72 | $83,931.13 | +1.80% | SIDEWAYS | 10 | exit_fp |
| 27 Jan 2026 10:00 | 28 Jan 2026 00:00 | $87,786.53 | $89,467.72 | +1.81% | SIDEWAYS | 15 | signal |
| 26 Jan 2026 01:00 | 26 Jan 2026 14:00 | $87,698.73 | $88,178.10 | +0.45% | SIDEWAYS | 14 | exit_fp |
| 21 Jan 2026 01:00 | 22 Jan 2026 06:00 | $89,020.91 | $90,172.11 | +1.19% | SIDEWAYS | 30 | exit_fp |
| 16 Jan 2026 16:00 | 17 Jan 2026 06:00 | $94,872.55 | $95,240.07 | +0.29% | SIDEWAYS | 15 | signal |
| 12 Jan 2026 13:00 | 13 Jan 2026 22:00 | $90,636.01 | $95,757.21 | +5.54% | SIDEWAYS | 34 | exit_fp |
| 10 Jan 2026 06:00 | 12 Jan 2026 00:00 | $90,505.47 | $91,258.65 | +0.73% | SIDEWAYS | 43 | exit_fp |
| 09 Jan 2026 06:00 | 09 Jan 2026 16:00 | $91,137.58 | $91,623.89 | +0.43% | SIDEWAYS | 11 | exit_fp |
| 08 Jan 2026 13:00 | 08 Jan 2026 17:00 | $89,962.14 | $91,366.39 | +1.46% | SIDEWAYS | 5 | exit_fp |
| 06 Jan 2026 19:00 | 06 Jan 2026 22:00 | $92,104.50 | $93,362.68 | +1.26% | SIDEWAYS | 4 | signal |
| 03 Jan 2026 17:00 | 04 Jan 2026 07:00 | $90,093.99 | $91,532.00 | +1.49% | SIDEWAYS | 15 | signal |
| 31 Dec 2025 20:00 | 02 Jan 2026 16:00 | $87,662.01 | $90,376.05 | +2.99% | SIDEWAYS | 45 | exit_fp |
| 29 Dec 2025 15:00 | 31 Dec 2025 01:00 | $87,691.62 | $88,649.33 | +0.99% | SIDEWAYS | 35 | signal |
Start Trading Bitcoin Smarter
These backtest results demonstrate what our model can do. Get real-time BTC signals delivered to your Telegram with every entry, stop-loss, and take-profit.
90.4% Win Rate
Sharpe 12.98
530 Trades
Free Plan Available
