Backtests / KNC
OMNISCIUS · V4.2 (THEROS)

KNC KNC (KNC) Backtest

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

6 Walk-Forward Cycles • Apr 2021 – May 2026 • $0.166600 (+20.72%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Kyber Network (KNC) is one of the longest-running DeFi protocols, providing on-chain liquidity aggregation across multiple chains via KyberSwap. KNC has full multi-cycle history (since 2020) which makes it a stable training target. Smart routing fees and KyberDAO governance drive token utility.

KPIs Equity Curve Regimes Per-Cycle Trade Log View KNC 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
11.34
Sortino Ratio
13.22
Profit Factor
62.22
Calmar Ratio
17,320.43
Win Rate
89.4%
Max Drawdown
-13.0%
Avg Drawdown
-9.17%
Alpha vs B&H
+12,032,345,698,015,776.0pp
Total Trades
151
Exposure
39.7%
Beats B&H
6/6
Sharpe Trend
-4.17
KNC

KNC Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2021
—
—
—
+34.4%
2t
+244.3%
22t
+204.8%
13t
+75.3%
11t
+158.6%
19t
+132.8%
16t
+91.4%
16t
+111.7%
17t
+57.2%
15t
 +94,702.2%
2022
+69.0%
12t
+163.8%
19t
+132.4%
21t
+283.2%
21t
+246.1%
27t
+78.4%
20t
+92.1%
17t
+76.0%
16t
+37.9%
18t
+12.2%
13t
+90.1%
15t
+11.1%
16t
 +270,778.7%
2023
+123.0%
17t
+110.5%
11t
+100.2%
13t
+38.3%
9t
+23.7%
7t
+36.0%
9t
+119.0%
9t
+50.0%
9t
+66.6%
15t
+61.7%
11t
+88.8%
12t
+34.0%
15t
 +48,833.1%
2024
+53.2%
12t
+60.6%
13t
+100.2%
16t
+74.4%
17t
+71.0%
8t
+95.8%
16t
+54.3%
12t
+57.1%
12t
+58.2%
11t
+42.4%
15t
+176.8%
19t
+158.7%
19t
 +112,428.9%
2025
+135.5%
20t
+88.8%
14t
+88.7%
22t
+38.0%
12t
+51.6%
15t
+45.5%
11t
+115.2%
12t
+63.3%
11t
+26.9%
13t
+57.6%
20t
+34.0%
15t
+14.7%
18t
 +27,475.7%
2026
+37.4%
19t
+52.4%
18t
+125.6%
18t
+38.9%
10t
+2.3%
2t
—
—
—
—
—
—
—
 +571.1%

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

Smart Insights
  • ↑ Exceptional return: +120,323.46B× — compound across the full walk-forward window.
  • ↑ High win rate: 89.4% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 151 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.03% on 109 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 191 93.8% +4.18% 351.47 15.2
BULL 109 94.3% +4.96% 67.60 26.8
SIDEWAYS 491 88.3% +3.90% 34.45 21.6
BEAR 112 80.3% +3.37% 5.28 12.3

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 Apr '21 – Feb '22 12.71 2,056x -12.6% 90.6% 160 Yes
2 Feb '22 – Dec '22 10.29 614.1x -13.0% 81.2% 186 Yes
3 Dec '22 – Nov '23 11.62 89.2x -5.8% 96.4% 111 Yes
4 Nov '23 – Sep '24 12.09 81.3x -7.1% 95.5% 134 Yes
5 Sep '24 – Jul '25 12.81 252.0x -6.2% 90.6% 159 Yes
6 Jul '25 – May '26 8.55 49.7x -10.4% 82.4% 153 Yes

Trade Log

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

Compound Return
+333.4%
Win Rate
84.0%
42W / 8L
Max Drawdown
-3.8%
€10,000 Invested
€43,343
4.3x 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 20:00 02 May 2026 01:00 $0.13810 $0.14510 +4.64% SIDEWAYS 6 exit_fp
29 Apr 2026 17:00 01 May 2026 07:00 $0.13900 $0.13660 -2.25% SIDEWAYS 39 stop
25 Apr 2026 18:00 26 Apr 2026 14:00 $0.14300 $0.14750 +2.73% SIDEWAYS 21 exit_fp
23 Apr 2026 09:00 24 Apr 2026 23:00 $0.14040 $0.14380 +1.89% SIDEWAYS 39 trail
20 Apr 2026 00:00 21 Apr 2026 23:00 $0.13520 $0.14680 +8.14% SIDEWAYS 48 take_profit
14 Apr 2026 23:00 16 Apr 2026 22:00 $0.13420 $0.13990 +3.82% SIDEWAYS 48 short_signal
12 Apr 2026 16:00 14 Apr 2026 10:00 $0.13150 $0.13520 +2.25% BEAR 43 trail
09 Apr 2026 00:00 10 Apr 2026 00:00 $0.13340 $0.14060 +4.97% BEAR 25 exit_fp
06 Apr 2026 00:00 07 Apr 2026 22:00 $0.12900 $0.13760 +6.23% BEAR 47 exit_fp
03 Apr 2026 19:00 05 Apr 2026 11:00 $0.12860 $0.13150 +1.84% BEAR 41 exit_fp
03 Apr 2026 01:00 03 Apr 2026 06:00 $0.12930 $0.13220 +1.82% BEAR 6 short_signal
01 Apr 2026 11:00 01 Apr 2026 23:00 $0.13960 $0.14010 -0.05% BEAR 13 short_signal
31 Mar 2026 16:00 31 Mar 2026 20:00 $0.14040 $0.14160 +0.44% BEAR 5 short_signal
29 Mar 2026 11:00 30 Mar 2026 12:00 $0.14190 $0.15000 +5.28% BEAR 26 exit_fp
26 Mar 2026 20:00 27 Mar 2026 05:00 $0.13970 $0.17400 +24.04% BEAR 10 exit_fp
26 Mar 2026 05:00 26 Mar 2026 07:00 $0.13950 $0.14180 +1.23% BEAR 3 signal
24 Mar 2026 01:00 25 Mar 2026 01:00 $0.13620 $0.14220 +3.89% BEAR 25 trail
23 Mar 2026 06:00 23 Mar 2026 12:00 $0.13060 $0.13930 +6.23% BEAR 7 exit_fp
22 Mar 2026 01:00 22 Mar 2026 17:00 $0.13240 $0.13120 -1.31% BEAR 17 short_signal
19 Mar 2026 08:00 19 Mar 2026 13:00 $0.13390 $0.13450 +0.04% SIDEWAYS 6 short_signal
17 Mar 2026 06:00 17 Mar 2026 09:00 $0.13770 $0.14040 +1.54% BEAR 4 exit_fp
14 Mar 2026 16:00 16 Mar 2026 17:00 $0.13130 $0.14020 +6.34% BEAR 50 exit_fp
13 Mar 2026 23:00 14 Mar 2026 03:00 $0.13440 $0.13370 -0.93% BEAR 5 short_signal
12 Mar 2026 15:00 13 Mar 2026 07:00 $0.13320 $0.13590 +1.48% BEAR 17 trail
10 Mar 2026 11:00 12 Mar 2026 02:00 $0.13040 $0.13230 +0.97% BEAR 40 trail
08 Mar 2026 15:00 09 Mar 2026 22:00 $0.12400 $0.12630 +1.29% BEAR 32 trail
07 Mar 2026 23:00 08 Mar 2026 02:00 $0.12640 $0.12420 -2.25% BEAR 4 stop
03 Mar 2026 22:00 04 Mar 2026 03:00 $0.13830 $0.14620 +5.28% BEAR 6 exit_fp
01 Mar 2026 18:00 02 Mar 2026 05:00 $0.13360 $0.17350 +29.33% BEAR 12 exit_fp
28 Feb 2026 14:00 01 Mar 2026 01:00 $0.13130 $0.13910 +5.51% BEAR 12 exit_fp
27 Feb 2026 22:00 28 Feb 2026 01:00 $0.13620 $0.13730 +0.40% BEAR 4 signal
26 Feb 2026 17:00 27 Feb 2026 08:00 $0.13190 $0.14050 +6.08% BEAR 16 exit_fp
25 Feb 2026 05:00 25 Feb 2026 20:00 $0.12940 $0.13990 +7.67% BEAR 16 exit_fp
24 Feb 2026 07:00 24 Feb 2026 16:00 $0.12930 $0.13220 +1.82% BEAR 10 exit_fp
20 Feb 2026 17:00 21 Feb 2026 08:00 $0.13810 $0.14380 +3.70% BEAR 16 exit_fp
18 Feb 2026 21:00 20 Feb 2026 04:00 $0.13510 $0.13680 +0.74% BEAR 32 trail
16 Feb 2026 17:00 17 Feb 2026 01:00 $0.13990 $0.14110 +0.45% BEAR 9 short_signal
16 Feb 2026 02:00 16 Feb 2026 04:00 $0.14140 $0.14220 +0.15% BEAR 3 signal
13 Feb 2026 00:00 14 Feb 2026 05:00 $0.14740 $0.15210 +2.77% BEAR 30 signal
11 Feb 2026 12:00 12 Feb 2026 10:00 $0.14590 $0.15150 +3.41% BEAR 23 exit_fp
09 Feb 2026 23:00 10 Feb 2026 23:00 $0.14690 $0.15160 +2.78% BEAR 25 exit_fp
08 Feb 2026 21:00 09 Feb 2026 10:00 $0.14690 $0.14280 -3.31% BEAR 14 stop
06 Feb 2026 01:00 07 Feb 2026 04:00 $0.15010 $0.15770 +4.63% BEAR 28 exit_fp
04 Feb 2026 17:00 04 Feb 2026 20:00 $0.17450 $0.17820 +1.70% BEAR 4 signal
03 Feb 2026 18:00 03 Feb 2026 20:00 $0.17240 $0.18420 +6.41% BEAR 3 exit_fp
02 Feb 2026 05:00 03 Feb 2026 02:00 $0.16810 $0.17700 +4.77% BEAR 22 trail
01 Feb 2026 13:00 01 Feb 2026 15:00 $0.17830 $0.17240 -3.82% BEAR 3 stop
31 Jan 2026 19:00 01 Feb 2026 00:00 $0.16840 $0.17450 +3.08% BEAR 6 regime_exit
28 Jan 2026 21:00 29 Jan 2026 01:00 $0.20840 $0.20680 -1.17% SIDEWAYS 5 short_signal
27 Jan 2026 14:00 27 Jan 2026 20:00 $0.20660 $0.21040 +1.42% SIDEWAYS 7 short_signal

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89.4% Win Rate Sharpe 11.34 151 Trades -13.0% Max Drawdown