Backtests /
OMNISCIUS · 4.2.0-THEROS

() Backtest

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

Model 4.2.0-theros • 3 Walk-Forward Cycles • May 2025 – May 2026
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)
KPIs Equity Curve Regimes Per-Cycle Trade Log View 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
10.48
Sortino Ratio
7.59
Profit Factor
20.21
Calmar Ratio
19,256.87
Win Rate
84.8%
Max Drawdown
-11.6%
Avg Drawdown
-8.60%
Alpha vs B&H
+67,172.6pp
Total Trades
67
Exposure
37.0%
Beats B&H
3/3
Sharpe Trend
+3.63

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2025
—
—
—
—
+59.4%
17t
+48.4%
9t
+53.6%
19t
+72.1%
14t
+81.9%
17t
+105.2%
19t
+68.5%
26t
+45.8%
18t
 +5,634.0%
2026
+132.4%
17t
+106.8%
15t
+84.9%
15t
+57.0%
14t
+0.7%
1t
—
—
—
—
—
—
—
 +1,304.4%

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

Smart Insights
  • ↑ Exceptional return: +67,288.2% — compound across the full walk-forward window.
  • ↑ High win rate: 84.8% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 67 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.54% on 16 trades, WR 94%.

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 39 85.1% +2.42% 2.65 16.6
BULL 16 83.3% +4.28% 0.98 22.9
SIDEWAYS 91 89.6% +3.95% 18.93 16.6
BEAR 55 87.2% +3.52% 21.72 15.5

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 May '25 – Sep '25 8.82 463% -11.6% 82.0% 61 Yes
2 Sep '25 – Jan '26 10.17 867% -7.2% 82.7% 81 Yes
3 Jan '26 – May '26 12.45 11.4x -7.0% 89.8% 59 Yes

Trade Log

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

Compound Return
+618.3%
Win Rate
92.0%
46W / 4L
Max Drawdown
-2.1%
€10,000 Invested
€71,830
7.2x 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
01 May 2026 01:00 01 May 2026 02:00 $40.000 $40.320 +0.70% SIDEWAYS 2 exit_fp
24 Apr 2026 01:00 24 Apr 2026 15:00 $35.429 $41.180 +16.12% SIDEWAYS 15 take_profit
21 Apr 2026 23:00 23 Apr 2026 09:00 $33.974 $34.945 +2.71% SIDEWAYS 35 trail
20 Apr 2026 08:00 21 Apr 2026 10:00 $34.767 $34.976 +0.50% SIDEWAYS 27 short_signal
17 Apr 2026 11:00 18 Apr 2026 02:00 $36.991 $38.408 +3.73% SIDEWAYS 16 short_signal
14 Apr 2026 23:00 16 Apr 2026 02:00 $36.921 $37.830 +2.36% SIDEWAYS 28 short_signal
13 Apr 2026 18:00 14 Apr 2026 10:00 $37.259 $38.080 +2.10% BEAR 17 short_signal
12 Apr 2026 13:00 13 Apr 2026 05:00 $34.381 $35.235 +2.34% BEAR 17 trail
10 Apr 2026 12:00 10 Apr 2026 18:00 $35.159 $35.787 +1.68% BEAR 7 short_signal
09 Apr 2026 03:00 09 Apr 2026 23:00 $33.177 $33.797 +1.72% BEAR 21 trail
07 Apr 2026 05:00 08 Apr 2026 14:00 $31.378 $33.325 +6.06% BEAR 34 trail
05 Apr 2026 13:00 06 Apr 2026 14:00 $30.798 $32.673 +5.98% BEAR 26 exit_fp
04 Apr 2026 07:00 05 Apr 2026 00:00 $31.066 $31.349 +0.77% BEAR 18 trail
02 Apr 2026 08:00 03 Apr 2026 18:00 $30.389 $30.912 +1.58% BEAR 35 trail
31 Mar 2026 23:00 01 Apr 2026 17:00 $31.640 $31.414 -0.81% BEAR 19 short_signal
28 Mar 2026 00:00 28 Mar 2026 19:00 $33.109 $34.723 +4.77% BEAR 20 short_signal
26 Mar 2026 20:00 27 Mar 2026 00:00 $33.716 $33.799 +0.15% BEAR 5 short_signal
24 Mar 2026 00:00 25 Mar 2026 10:00 $32.396 $35.219 +8.61% BEAR 35 short_signal
22 Mar 2026 15:00 23 Mar 2026 09:00 $32.969 $32.310 -2.14% BEAR 19 stop
18 Mar 2026 15:00 18 Mar 2026 16:00 $36.219 $37.009 +2.08% SIDEWAYS 2 exit_fp
17 Mar 2026 03:00 17 Mar 2026 10:00 $35.233 $35.593 +0.92% BEAR 8 short_signal
15 Mar 2026 21:00 16 Mar 2026 14:00 $32.611 $33.808 +3.53% BEAR 18 trail
14 Mar 2026 23:00 15 Mar 2026 03:00 $33.157 $33.434 +0.73% BEAR 5 short_signal
13 Mar 2026 16:00 14 Mar 2026 10:00 $31.706 $32.331 +1.83% BEAR 19 trail
10 Mar 2026 22:00 11 Mar 2026 16:00 $29.371 $31.526 +7.23% BEAR 19 exit_fp
08 Mar 2026 08:00 10 Mar 2026 01:00 $26.103 $29.578 +13.15% BEAR 42 trail
06 Mar 2026 02:00 07 Mar 2026 19:00 $26.378 $26.010 -1.49% BEAR 42 short_signal
03 Mar 2026 22:00 04 Mar 2026 15:00 $27.101 $28.482 +4.99% BEAR 18 exit_fp
02 Mar 2026 07:00 02 Mar 2026 15:00 $25.859 $27.540 +6.39% BEAR 9 exit_fp
28 Feb 2026 02:00 01 Mar 2026 08:00 $22.728 $25.830 +13.49% BEAR 31 trail
25 Feb 2026 16:00 25 Feb 2026 20:00 $24.188 $24.388 +0.73% BEAR 5 short_signal
23 Feb 2026 18:00 25 Feb 2026 03:00 $22.425 $22.997 +2.41% BEAR 34 trail
19 Feb 2026 01:00 20 Feb 2026 07:00 $24.168 $24.749 +2.26% BEAR 31 trail
18 Feb 2026 02:00 18 Feb 2026 06:00 $24.579 $24.883 +1.14% BEAR 5 short_signal
16 Feb 2026 01:00 17 Feb 2026 00:00 $25.543 $26.359 +3.09% BEAR 24 exit_fp
14 Feb 2026 18:00 14 Feb 2026 22:00 $26.205 $26.685 +1.73% BEAR 5 short_signal
13 Feb 2026 00:00 13 Feb 2026 15:00 $25.742 $26.600 +3.23% BEAR 16 exit_fp
11 Feb 2026 01:00 12 Feb 2026 11:00 $24.492 $26.644 +8.68% BEAR 35 exit_fp
08 Feb 2026 08:00 09 Feb 2026 00:00 $26.727 $27.864 +4.15% BEAR 17 exit_fp
07 Feb 2026 02:00 07 Feb 2026 07:00 $27.410 $27.989 +2.01% BEAR 6 short_signal
05 Feb 2026 15:00 06 Feb 2026 01:00 $26.984 $30.796 +14.01% BEAR 11 exit_fp
04 Feb 2026 12:00 04 Feb 2026 20:00 $28.428 $30.320 +6.55% BEAR 9 exit_fp
03 Feb 2026 16:00 03 Feb 2026 21:00 $28.413 $28.660 +0.77% BEAR 6 short_signal
02 Feb 2026 16:00 03 Feb 2026 03:00 $27.566 $32.026 +16.06% BEAR 12 exit_fp
01 Feb 2026 14:00 02 Feb 2026 03:00 $24.659 $26.942 +9.15% BEAR 14 exit_fp
31 Jan 2026 18:00 31 Jan 2026 23:00 $24.475 $26.271 +7.23% SIDEWAYS 6 exit_fp
31 Jan 2026 01:00 31 Jan 2026 05:00 $26.553 $26.311 -1.01% SIDEWAYS 5 signal
30 Jan 2026 02:00 30 Jan 2026 11:00 $24.039 $25.611 +6.40% SIDEWAYS 10 exit_fp
29 Jan 2026 12:00 29 Jan 2026 13:00 $27.890 $28.458 +1.90% SIDEWAYS 2 exit_fp
28 Jan 2026 16:00 28 Jan 2026 23:00 $27.666 $28.708 +3.63% SIDEWAYS 8 exit_fp

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84.8% Win Rate Sharpe 10.48 67 Trades -11.6% Max Drawdown