Ethereum (ETH) Backtest
Walk-forward validated backtest results for Ethereum. 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
•
$2,319.06 (-1.71%)
Ethereum (ETH) is the second-largest cryptocurrency and the backbone of decentralized finance (DeFi), NFTs, and thousands of decentralized applications. Launched in 2015 by Vitalik Buterin, Ethereum transitioned to proof-of-stake in 2022, significantly reducing energy consumption. ETH price movements are driven by network activity, DeFi total value locked, and layer-2 adoption. Its high correlation with BTC during macro moves, combined with unique DeFi-driven volatility, creates distinct trading opportunities.
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
13.64
Win Rate
87.1%
Max Drawdown
-5.3%
Total Trades
580
Sortino Ratio
15.56
Profit Factor
77.43
Exposure
42.4%
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 | 306 | 92.1% | +4.04% | 168.11 | 21.6 |
| BULL | 87 | 94.4% | +5.08% | 1,145.55 | 35.6 |
| SIDEWAYS | 658 | 82.9% | +2.48% | 62.43 | 16.1 |
| BEAR | 108 | 89.6% | +3.75% | 451.10 | 15.2 |
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 | 13.49 | 103,114,711x | -4.8% | 86.4% | 773 | Yes |
| 2 | Apr '24 – Apr '26 | 13.78 | 13,533x | -5.3% | 87.8% | 386 | Yes |
Trade Log
Most recent 50 trades from the walk-forward backtest (Jan 2026 – Apr 2026).
Compound Return
+246.3%
Win Rate
94.0%
47W / 3L
Max Drawdown
-0.2%
€10,000 Invested
€34,626
3.5x 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 15:00 | 14 Apr 2026 08:00 | $2,186.47 | $2,387.61 | +9.09% | BEAR | 42 | exit_fp |
| 11 Apr 2026 09:00 | 11 Apr 2026 18:00 | $2,243.83 | $2,305.44 | +2.64% | BEAR | 10 | exit_fp |
| 10 Apr 2026 04:00 | 10 Apr 2026 20:00 | $2,195.71 | $2,255.33 | +2.61% | BEAR | 17 | exit_fp |
| 08 Apr 2026 21:00 | 09 Apr 2026 15:00 | $2,214.53 | $2,217.99 | +0.06% | BEAR | 19 | exit_fp |
| 06 Apr 2026 23:00 | 08 Apr 2026 08:00 | $2,107.16 | $2,256.48 | +6.98% | BEAR | 34 | signal |
| 04 Apr 2026 20:00 | 06 Apr 2026 09:00 | $2,062.81 | $2,150.97 | +4.17% | BEAR | 38 | signal |
| 02 Apr 2026 13:00 | 03 Apr 2026 19:00 | $2,038.81 | $2,053.40 | +0.57% | BEAR | 31 | trail |
| 31 Mar 2026 05:00 | 01 Apr 2026 13:00 | $2,064.31 | $2,122.68 | +2.68% | BEAR | 33 | trail |
| 29 Mar 2026 23:00 | 30 Mar 2026 16:00 | $1,984.64 | $2,066.18 | +4.00% | BEAR | 18 | signal |
| 24 Mar 2026 14:00 | 25 Mar 2026 09:00 | $2,133.98 | $2,186.64 | +2.37% | BEAR | 20 | exit_fp |
| 22 Mar 2026 22:00 | 24 Mar 2026 00:00 | $2,062.67 | $2,150.46 | +4.11% | BEAR | 27 | trail |
| 16 Mar 2026 02:00 | 16 Mar 2026 17:00 | $2,180.49 | $2,314.74 | +6.05% | BEAR | 16 | signal |
| 14 Mar 2026 09:00 | 15 Mar 2026 13:00 | $2,067.33 | $2,103.61 | +1.61% | BEAR | 29 | trail |
| 12 Mar 2026 14:00 | 13 Mar 2026 00:00 | $2,045.35 | $2,119.19 | +3.51% | BEAR | 11 | signal |
| 11 Mar 2026 05:00 | 12 Mar 2026 01:00 | $2,014.63 | $2,051.48 | +1.69% | BEAR | 21 | trail |
| 10 Mar 2026 12:00 | 10 Mar 2026 16:00 | $2,049.82 | $2,080.72 | +1.41% | BEAR | 5 | exit_fp |
| 08 Mar 2026 18:00 | 09 Mar 2026 23:00 | $1,930.27 | $2,002.04 | +3.57% | BEAR | 30 | trail |
| 03 Mar 2026 13:00 | 04 Mar 2026 18:00 | $1,952.14 | $2,163.18 | +10.70% | BEAR | 30 | exit_fp |
| 01 Mar 2026 21:00 | 02 Mar 2026 16:00 | $1,928.98 | $2,064.33 | +6.91% | BEAR | 20 | exit_fp |
| 28 Feb 2026 07:00 | 28 Feb 2026 20:00 | $1,866.73 | $1,965.96 | +5.21% | BEAR | 14 | exit_fp |
| 26 Feb 2026 17:00 | 26 Feb 2026 19:00 | $1,988.43 | $2,030.14 | +2.00% | BEAR | 3 | signal |
| 24 Feb 2026 07:00 | 25 Feb 2026 16:00 | $1,825.70 | $2,046.33 | +11.97% | BEAR | 34 | signal |
| 19 Feb 2026 17:00 | 20 Feb 2026 11:00 | $1,920.72 | $1,947.10 | +1.23% | BEAR | 19 | trail |
| 17 Feb 2026 15:00 | 17 Feb 2026 20:00 | $1,968.58 | $1,994.71 | +1.23% | BEAR | 6 | signal |
| 16 Feb 2026 01:00 | 16 Feb 2026 12:00 | $1,963.06 | $2,006.24 | +2.10% | BEAR | 12 | exit_fp |
| 12 Feb 2026 22:00 | 14 Feb 2026 07:00 | $1,942.97 | $2,057.21 | +5.77% | BEAR | 34 | signal |
| 12 Feb 2026 01:00 | 12 Feb 2026 09:00 | $1,965.94 | $1,982.43 | +0.74% | BEAR | 9 | exit_fp |
| 09 Feb 2026 11:00 | 09 Feb 2026 20:00 | $2,028.23 | $2,124.86 | +4.66% | BEAR | 10 | signal |
| 07 Feb 2026 11:00 | 08 Feb 2026 11:00 | $2,018.77 | $2,132.35 | +5.52% | BEAR | 25 | exit_fp |
| 06 Feb 2026 18:00 | 06 Feb 2026 22:00 | $2,044.61 | $2,075.10 | +1.39% | BEAR | 5 | exit_fp |
| 06 Feb 2026 00:00 | 06 Feb 2026 05:00 | $1,870.61 | $1,958.69 | +4.60% | BEAR | 6 | exit_fp |
| 04 Feb 2026 19:00 | 04 Feb 2026 19:00 | $2,188.27 | $2,188.27 | -0.10% | BEAR | 1 | signal |
| 03 Feb 2026 18:00 | 03 Feb 2026 20:00 | $2,120.65 | $2,299.46 | +8.32% | BEAR | 3 | signal |
| 02 Feb 2026 01:00 | 02 Feb 2026 13:00 | $2,291.29 | $2,327.93 | +1.50% | SIDEWAYS | 13 | exit_fp |
| 31 Jan 2026 17:00 | 31 Jan 2026 22:00 | $2,403.39 | $2,419.59 | +0.57% | SIDEWAYS | 6 | signal |
| 27 Jan 2026 03:00 | 28 Jan 2026 00:00 | $2,941.18 | $3,024.26 | +2.72% | SIDEWAYS | 22 | signal |
| 25 Jan 2026 21:00 | 26 Jan 2026 14:00 | $2,818.72 | $2,922.74 | +3.59% | SIDEWAYS | 18 | exit_fp |
| 23 Jan 2026 09:00 | 23 Jan 2026 11:00 | $2,921.17 | $2,940.68 | +0.57% | SIDEWAYS | 3 | signal |
| 21 Jan 2026 01:00 | 21 Jan 2026 19:00 | $2,965.15 | $3,055.56 | +2.95% | SIDEWAYS | 19 | exit_fp |
| 17 Jan 2026 05:00 | 17 Jan 2026 15:00 | $3,291.56 | $3,329.95 | +1.07% | SIDEWAYS | 11 | exit_fp |
| 16 Jan 2026 16:00 | 16 Jan 2026 16:00 | $3,279.03 | $3,279.03 | -0.10% | SIDEWAYS | 1 | signal |
| 15 Jan 2026 19:00 | 15 Jan 2026 22:00 | $3,295.48 | $3,309.11 | +0.31% | SIDEWAYS | 4 | signal |
| 15 Jan 2026 04:00 | 15 Jan 2026 05:00 | $3,305.16 | $3,310.59 | +0.06% | SIDEWAYS | 2 | signal |
| 14 Jan 2026 11:00 | 14 Jan 2026 14:00 | $3,286.22 | $3,349.21 | +1.81% | SIDEWAYS | 4 | signal |
| 13 Jan 2026 04:00 | 13 Jan 2026 22:00 | $3,122.57 | $3,331.18 | +6.57% | SIDEWAYS | 19 | exit_fp |
| 12 Jan 2026 13:00 | 12 Jan 2026 15:00 | $3,109.14 | $3,130.17 | +0.58% | SIDEWAYS | 3 | signal |
| 11 Jan 2026 23:00 | 12 Jan 2026 00:00 | $3,123.45 | $3,119.90 | -0.21% | SIDEWAYS | 2 | signal |
| 08 Jan 2026 13:00 | 11 Jan 2026 10:00 | $3,097.12 | $3,117.15 | +0.51% | SIDEWAYS | 70 | trail |
| 06 Jan 2026 09:00 | 06 Jan 2026 14:00 | $3,223.00 | $3,278.09 | +1.61% | SIDEWAYS | 6 | exit_fp |
| 04 Jan 2026 13:00 | 05 Jan 2026 20:00 | $3,140.76 | $3,241.93 | +3.12% | SIDEWAYS | 32 | signal |
Start Trading Ethereum Smarter
These backtest results demonstrate what our model can do. Get real-time ETH signals delivered to your Telegram with every entry, stop-loss, and take-profit.
87.1% Win Rate
Sharpe 13.64
580 Trades
Free Plan Available
