Backtests / FIL
OMNISCIUS · V4.2 (THEROS)

FIL FIL (FIL) Backtest

Walk-forward validated backtest results for FIL. The model is trained on historical data and tested exclusively on unseen future data.

6 Walk-Forward Cycles • Aug 2021 – May 2026 • $0.933000 (+1.52%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Filecoin (FIL) provides a decentralized network for storing and retrieving data, with miners staking tokens to provide capacity. Important infrastructure for AI/data narratives. Long history (since 2020) and clear cycle behaviour around Ethereum + AI storage demand.

KPIs Equity Curve Regimes Per-Cycle Trade Log View FIL Signals →

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
12.55
Sortino Ratio
13.57
Profit Factor
80.29
Calmar Ratio
15,837.07
Win Rate
91.0%
Max Drawdown
-11.5%
Avg Drawdown
-8.67%
Alpha vs B&H
+13,614,077,385,940,494.0pp
Total Trades
149
Exposure
43.8%
Beats B&H
6/6
Sharpe Trend
+0.44
FIL

FIL Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2021
—
—
—
—
—
—
—
+51.3%
11t
+106.2%
21t
+90.9%
22t
+64.8%
16t
+30.9%
15t
 +1,185.0%
2022
+74.5%
14t
+132.8%
15t
+64.1%
16t
+86.3%
14t
+91.5%
22t
+71.4%
12t
+133.9%
14t
+114.0%
16t
+100.9%
17t
+28.8%
16t
+86.3%
14t
+52.9%
13t
 +150,358.7%
2023
+178.6%
21t
+201.1%
13t
+143.1%
16t
+48.2%
13t
+31.0%
13t
+77.6%
16t
+89.8%
17t
+16.9%
18t
+12.1%
17t
+36.0%
16t
+121.3%
14t
+150.9%
20t
 +132,005.3%
2024
+98.5%
17t
+167.8%
15t
+172.0%
19t
+109.5%
20t
+70.0%
14t
+64.8%
16t
+93.2%
13t
+71.6%
17t
+60.3%
15t
+48.3%
12t
+241.3%
17t
+143.1%
17t
 +555,034.4%
2025
+106.1%
13t
+118.9%
16t
+61.8%
17t
+65.4%
11t
+84.3%
11t
+66.9%
12t
+93.0%
12t
+81.4%
13t
+60.7%
13t
+121.8%
19t
+356.2%
26t
+73.4%
13t
 +366,723.7%
2026
+106.9%
20t
+78.9%
12t
+75.9%
15t
+55.2%
15t
+1.6%
1t
—
—
—
—
—
—
—
 +926.8%

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

Smart Insights
  • ↑ Exceptional return: +136,140.77B× — compound across the full walk-forward window.
  • ↑ High win rate: 91.0% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 149 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.74% on 122 trades, WR 95%.

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 204 91.8% +3.75% 107.13 16.7
BULL 122 97.1% +6.30% 189.24 25.5
SIDEWAYS 467 89.8% +3.96% 131.39 22.0
BEAR 100 86.6% +2.48% 10.69 16.7

Per-Cycle Results

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 Aug '21 – May '22 12.17 167.9x -9.7% 87.8% 164 Yes
2 May '22 – Mar '23 12.13 352.2x -11.5% 93.1% 145 Yes
3 Mar '23 – Dec '23 11.10 46.1x -6.0% 84.0% 150 Yes
4 Dec '23 – Oct '24 13.46 358.7x -5.4% 94.1% 152 Yes
5 Oct '24 – Jul '25 13.83 404.7x -9.1% 94.0% 133 Yes
6 Jul '25 – May '26 12.61 331.3x -10.4% 93.3% 149 Yes

Trade Log

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

Compound Return
+335.1%
Win Rate
88.0%
44W / 6L
Max Drawdown
-2.2%
€10,000 Invested
€43,514
4.4x 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
30 Apr 2026 14:00 01 May 2026 16:00 $0.91600 $0.93300 +1.60% SIDEWAYS 27 exit_fp
29 Apr 2026 22:00 30 Apr 2026 01:00 $0.91600 $0.93200 +1.49% SIDEWAYS 4 exit_fp
27 Apr 2026 16:00 29 Apr 2026 09:00 $0.90900 $0.95400 +4.63% SIDEWAYS 42 exit_fp
25 Apr 2026 23:00 26 Apr 2026 20:00 $0.93800 $0.94400 +0.33% SIDEWAYS 22 short_signal
23 Apr 2026 03:00 25 Apr 2026 10:00 $0.91700 $0.94900 +3.17% SIDEWAYS 56 short_signal
19 Apr 2026 23:00 22 Apr 2026 04:00 $0.90700 $0.95200 +4.64% SIDEWAYS 54 exit_fp
17 Apr 2026 06:00 17 Apr 2026 07:00 $0.98400 $1.008 +2.12% SIDEWAYS 2 exit_fp
14 Apr 2026 19:00 16 Apr 2026 15:00 $0.88700 $1.014 +13.96% SIDEWAYS 45 exit_fp
13 Apr 2026 00:00 13 Apr 2026 22:00 $0.86200 $0.92100 +6.51% BEAR 23 exit_fp
11 Apr 2026 13:00 11 Apr 2026 17:00 $0.89100 $0.90500 +1.26% BEAR 5 short_signal
09 Apr 2026 01:00 10 Apr 2026 03:00 $0.88000 $0.90030 +1.88% BEAR 27 trail
07 Apr 2026 22:00 08 Apr 2026 02:00 $0.92200 $0.89900 -2.80% BEAR 5 short_signal
07 Apr 2026 01:00 07 Apr 2026 09:00 $0.85300 $0.87300 +2.03% BEAR 9 exit_fp
05 Apr 2026 18:00 06 Apr 2026 09:00 $0.82200 $0.87500 +6.12% BEAR 16 exit_fp
04 Apr 2026 06:00 05 Apr 2026 05:00 $0.84400 $0.82890 -2.21% BEAR 24 stop
02 Apr 2026 06:00 03 Apr 2026 17:00 $0.81500 $0.83930 +2.55% BEAR 36 trail
31 Mar 2026 01:00 31 Mar 2026 05:00 $0.82900 $0.83100 -0.07% BEAR 5 short_signal
29 Mar 2026 01:00 30 Mar 2026 08:00 $0.80600 $0.85700 +6.00% BEAR 32 exit_fp
25 Mar 2026 07:00 25 Mar 2026 11:00 $0.91600 $0.93600 +1.87% BEAR 5 exit_fp
23 Mar 2026 01:00 24 Mar 2026 05:00 $0.85400 $0.93100 +8.68% BEAR 29 exit_fp
19 Mar 2026 16:00 21 Mar 2026 14:00 $0.88500 $0.92500 +4.20% BEAR 47 exit_fp
18 Mar 2026 17:00 18 Mar 2026 21:00 $0.91700 $0.92600 +0.67% SIDEWAYS 5 short_signal
14 Mar 2026 02:00 16 Mar 2026 18:00 $0.87200 $0.96700 +10.62% BEAR 65 short_signal
12 Mar 2026 22:00 13 Mar 2026 13:00 $0.87100 $0.90000 +3.01% BEAR 16 exit_fp
12 Mar 2026 05:00 12 Mar 2026 09:00 $0.86500 $0.87100 +0.38% BEAR 5 short_signal
11 Mar 2026 01:00 11 Mar 2026 12:00 $0.85800 $0.90500 +5.15% BEAR 12 exit_fp
08 Mar 2026 22:00 09 Mar 2026 20:00 $0.94200 $0.95200 +0.75% BEAR 23 short_signal
08 Mar 2026 05:00 08 Mar 2026 09:00 $0.93100 $0.93800 +0.44% BEAR 5 short_signal
03 Mar 2026 19:00 05 Mar 2026 04:00 $1.003 $1.025 +1.88% BEAR 34 short_signal
01 Mar 2026 20:00 02 Mar 2026 14:00 $0.94400 $1.001 +5.71% BEAR 19 exit_fp
28 Feb 2026 06:00 01 Mar 2026 01:00 $0.92800 $1.015 +9.10% BEAR 20 exit_fp
26 Feb 2026 23:00 27 Feb 2026 03:00 $1.026 $1.023 -0.60% BEAR 5 short_signal
24 Feb 2026 13:00 25 Feb 2026 19:00 $0.87200 $1.102 +26.06% BEAR 31 short_signal
19 Feb 2026 16:00 21 Feb 2026 10:00 $0.90300 $1.007 +11.24% BEAR 43 exit_fp
18 Feb 2026 22:00 19 Feb 2026 03:00 $0.92300 $0.93500 +1.05% BEAR 6 short_signal
17 Feb 2026 15:00 17 Feb 2026 19:00 $0.95900 $0.96600 +0.48% BEAR 5 short_signal
15 Feb 2026 21:00 16 Feb 2026 10:00 $0.95700 $0.96900 +1.00% BEAR 14 short_signal
13 Feb 2026 01:00 14 Feb 2026 05:00 $0.90200 $0.95520 +5.54% BEAR 29 trail
11 Feb 2026 15:00 12 Feb 2026 12:00 $0.86300 $0.91600 +5.78% BEAR 22 trail
09 Feb 2026 18:00 09 Feb 2026 19:00 $0.93400 $0.94100 +0.50% BEAR 2 exit_fp
08 Feb 2026 17:00 09 Feb 2026 05:00 $0.93700 $0.93800 -0.14% BEAR 13 short_signal
06 Feb 2026 01:00 07 Feb 2026 03:00 $0.90100 $0.99000 +9.60% BEAR 27 exit_fp
02 Feb 2026 01:00 03 Feb 2026 09:00 $1.055 $1.078 +1.93% BEAR 33 short_signal
31 Jan 2026 17:00 31 Jan 2026 23:00 $1.014 $1.052 +3.49% SIDEWAYS 7 exit_fp
30 Jan 2026 02:00 30 Jan 2026 18:00 $1.154 $1.189 +2.78% SIDEWAYS 17 exit_fp
28 Jan 2026 17:00 28 Jan 2026 23:00 $1.271 $1.280 +0.46% SIDEWAYS 7 short_signal
25 Jan 2026 20:00 27 Jan 2026 12:00 $1.236 $1.260 +1.63% SIDEWAYS 41 trail
24 Jan 2026 19:00 24 Jan 2026 23:00 $1.300 $1.315 +0.90% SIDEWAYS 5 short_signal
23 Jan 2026 15:00 23 Jan 2026 19:00 $1.328 $1.311 -1.53% SIDEWAYS 5 short_signal
22 Jan 2026 19:00 23 Jan 2026 01:00 $1.318 $1.341 +1.49% SIDEWAYS 7 short_signal

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91.0% Win Rate Sharpe 12.55 149 Trades -11.5% Max Drawdown