PENDLE — PENDLE - Algozilla - Walk-forward validated algorithmic trading

Pendle (PENDLE) lets users separate principal and yield from staking and DeFi positions and trade them independently. It powers fixed-yield markets, leveraged yield strategies, and points-driven farming. Protocol activity correlates with Ethereum DeFi cycles and LST/LRT trends, producing momentum bursts the model can ride.

KPIs Equity Curve Regimes Per-Cycle Trade Log View PENDLE 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

13.43

Sortino Ratio

8.44

Profit Factor

55.50

Calmar Ratio

216,067.57

Win Rate

91.8%

Max Drawdown

-10.3%

Avg Drawdown

-7.54%

Alpha vs B&H

+72,327,320,527.4pp

Total Trades

74

Exposure

35.5%

Beats B&H

6/6

Sharpe Trend

+4.92

PENDLE Monthly Returns

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year Σ
2023	—	—	—	—	—	—	—	—	—	—	—	+20.3% 5t	+20.3%
2024	+161.5% 17t	+85.2% 12t	+44.9% 8t	+29.5% 7t	+183.4% 18t	+107.3% 16t	+106.3% 19t	+172.3% 22t	+166.2% 25t	+91.0% 18t	+234.4% 18t	+98.7% 18t	+1,013,584.7%
2025	+222.8% 19t	+248.0% 20t	+98.3% 14t	+197.1% 18t	+160.1% 17t	+97.8% 12t	+143.9% 22t	+164.2% 13t	+51.6% 12t	+129.1% 14t	+80.8% 14t	+64.2% 11t	+2,262,543.2%
2026	+101.4% 12t	+65.3% 13t	+52.8% 12t	+154.1% 14t	+1.8% 1t	—	—	—	—	—	—	—	+1,216.6%

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

Smart Insights

↑ Exceptional return: +723.27M× — compound across the full walk-forward window.
↑ High win rate: 91.8% — 4 in 5 trades close in profit.
↑ Robust sample: 74 trades smooth out single-trade luck.
↑ Strongest regime: BULL — avg +7.32% on 72 trades, WR 90%.

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	130	90.1%	+4.50%	68.21	12.8
BULL	72	90.7%	+7.97%	105.35	25.4
SIDEWAYS	199	91.6%	+5.05%	53.00	15.7
BEAR	40	92.2%	+4.94%	35.80	19.3

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	Dec '23 – May '24	9.95	950%	-10.1%	92.2%	51	Yes
2	May '24 – Sep '24	13.84	57.7x	-6.2%	83.5%	97	Yes
3	Sep '24 – Feb '25	15.04	77.6x	-6.8%	90.0%	90	Yes
4	Feb '25 – Jul '25	13.88	49.0x	-10.3%	91.0%	78	Yes
5	Jul '25 – Dec '25	13.02	23.1x	-7.5%	95.5%	67	Yes
6	Dec '25 – May '26	14.87	11.4x	-4.3%	98.3%	58	Yes

Trade Log

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

Compound Return

+754.8%

Win Rate

98.0%

49W / 1L

Max Drawdown

-2.5%

€10,000 Invested

€85,479

8.5x 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
01 May 2026 12:00	01 May 2026 16:00	$1.524	$1.556	+1.84%	SIDEWAYS	5	signal
30 Apr 2026 04:00	30 Apr 2026 23:00	$1.249	$1.427	+13.97%	SIDEWAYS	20	take_profit
28 Apr 2026 11:00	29 Apr 2026 07:00	$1.291	$1.375	+6.24%	SIDEWAYS	21	signal
25 Apr 2026 16:00	27 Apr 2026 00:00	$1.269	$1.348	+5.96%	SIDEWAYS	33	exit_fp
21 Apr 2026 20:00	22 Apr 2026 00:00	$1.323	$1.347	+1.56%	SIDEWAYS	5	signal
19 Apr 2026 21:00	20 Apr 2026 20:00	$1.252	$1.370	+9.15%	SIDEWAYS	24	exit_fp
18 Apr 2026 12:00	18 Apr 2026 14:00	$1.360	$1.391	+2.02%	SIDEWAYS	3	signal
16 Apr 2026 18:00	17 Apr 2026 18:00	$1.267	$1.438	+13.21%	SIDEWAYS	25	signal
14 Apr 2026 19:00	16 Apr 2026 05:00	$1.041	$1.155	+10.67%	SIDEWAYS	35	take_profit
13 Apr 2026 00:00	13 Apr 2026 22:00	$1.050	$1.100	+4.50%	BEAR	23	exit_fp
10 Apr 2026 12:00	11 Apr 2026 00:00	$1.059	$1.084	+1.97%	BEAR	13	trail
09 Apr 2026 01:00	09 Apr 2026 23:00	$1.019	$1.066	+4.24%	BEAR	23	trail
07 Apr 2026 13:00	08 Apr 2026 01:00	$0.97900	$1.080	+9.98%	BEAR	13	exit_fp
05 Apr 2026 13:00	06 Apr 2026 09:00	$0.97700	$1.071	+9.35%	BEAR	21	exit_fp
31 Mar 2026 20:00	01 Apr 2026 14:00	$1.101	$1.155	+4.64%	BEAR	19	exit_fp
30 Mar 2026 00:00	30 Mar 2026 07:00	$1.126	$1.158	+2.59%	BEAR	8	exit_fp
23 Mar 2026 21:00	24 Mar 2026 22:00	$1.225	$1.241	+1.05%	BEAR	26	signal
23 Mar 2026 01:00	23 Mar 2026 08:00	$1.172	$1.147	-2.47%	BEAR	8	stop
20 Mar 2026 20:00	21 Mar 2026 01:00	$1.253	$1.263	+0.55%	SIDEWAYS	6	signal
20 Mar 2026 02:00	20 Mar 2026 03:00	$1.272	$1.281	+0.37%	BEAR	2	regime_exit
15 Mar 2026 06:00	16 Mar 2026 21:00	$1.265	$1.378	+8.66%	BEAR	40	signal
12 Mar 2026 16:00	13 Mar 2026 12:00	$1.249	$1.312	+4.78%	BEAR	21	exit_fp
10 Mar 2026 13:00	10 Mar 2026 17:00	$1.278	$1.291	+0.70%	BEAR	5	signal
09 Mar 2026 01:00	10 Mar 2026 00:00	$1.186	$1.216	+2.15%	BEAR	24	trail
04 Mar 2026 01:00	04 Mar 2026 15:00	$1.265	$1.330	+4.88%	BEAR	15	exit_fp
01 Mar 2026 20:00	02 Mar 2026 15:00	$1.240	$1.332	+7.15%	BEAR	20	exit_fp
28 Feb 2026 09:00	01 Mar 2026 01:00	$1.179	$1.345	+13.80%	BEAR	17	exit_fp
26 Feb 2026 17:00	27 Feb 2026 07:00	$1.266	$1.327	+4.56%	BEAR	15	exit_fp
25 Feb 2026 03:00	25 Feb 2026 17:00	$1.247	$1.314	+5.11%	BEAR	15	signal
23 Feb 2026 02:00	23 Feb 2026 15:00	$1.128	$1.213	+7.27%	BEAR	14	exit_fp
19 Feb 2026 14:00	20 Feb 2026 11:00	$1.165	$1.190	+1.80%	BEAR	22	trail
17 Feb 2026 15:00	18 Feb 2026 15:00	$1.206	$1.263	+4.46%	BEAR	25	exit_fp
14 Feb 2026 14:00	15 Feb 2026 01:00	$1.277	$1.289	+0.69%	BEAR	12	signal
12 Feb 2026 01:00	13 Feb 2026 08:00	$1.118	$1.136	+1.29%	BEAR	32	trail
09 Feb 2026 11:00	10 Feb 2026 13:00	$1.107	$1.149	+3.53%	BEAR	27	signal
07 Feb 2026 08:00	07 Feb 2026 15:00	$1.152	$1.209	+4.69%	BEAR	8	signal
06 Feb 2026 01:00	06 Feb 2026 16:00	$1.171	$1.261	+7.48%	BEAR	16	exit_fp
03 Feb 2026 19:00	03 Feb 2026 20:00	$1.532	$1.603	+4.37%	BEAR	2	exit_fp
01 Feb 2026 22:00	02 Feb 2026 01:00	$1.565	$1.601	+2.05%	BEAR	4	exit_fp
31 Jan 2026 17:00	01 Feb 2026 00:00	$1.539	$1.609	+4.19%	BEAR	8	regime_exit
27 Jan 2026 14:00	28 Jan 2026 12:00	$1.883	$2.046	+8.39%	SIDEWAYS	23	exit_fp
26 Jan 2026 01:00	26 Jan 2026 17:00	$1.893	$1.967	+3.71%	SIDEWAYS	17	exit_fp
22 Jan 2026 03:00	22 Jan 2026 08:00	$2.138	$2.192	+2.27%	SIDEWAYS	6	exit_fp
20 Jan 2026 17:00	21 Jan 2026 14:00	$1.871	$2.068	+10.25%	SIDEWAYS	22	exit_fp
19 Jan 2026 09:00	20 Jan 2026 02:00	$1.884	$2.063	+9.23%	SIDEWAYS	18	exit_fp
12 Jan 2026 21:00	14 Jan 2026 01:00	$2.103	$2.258	+7.10%	SIDEWAYS	29	signal
10 Jan 2026 23:00	12 Jan 2026 00:00	$2.066	$2.178	+5.16%	SIDEWAYS	26	signal
09 Jan 2026 13:00	09 Jan 2026 16:00	$2.068	$2.146	+3.51%	SIDEWAYS	4	exit_fp
08 Jan 2026 12:00	08 Jan 2026 17:00	$2.088	$2.176	+3.95%	SIDEWAYS	6	exit_fp
06 Jan 2026 18:00	06 Jan 2026 22:00	$2.265	$2.318	+2.02%	SIDEWAYS	5	signal

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These backtest results demonstrate what our model can do. Get real-time PENDLE signals delivered to your Telegram with every entry, stop-loss, and take-profit.

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91.8% Win Rate Sharpe 13.43 74 Trades -10.3% Max Drawdown

PENDLE (PENDLE) Backtest

Performance Overview

PENDLE Monthly Returns

Regime Breakdown

Per-Cycle Results

Trade Log

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