Pepe (PEPE) Backtest
Walk-forward validated backtest results for Pepe. 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
•
$0.00000371 (-3.13%)
Pepe (PEPE) is a meme coin launched in 2023 that rapidly gained market capitalization through viral community growth. With no utility beyond its meme status, PEPE is purely sentiment-driven and exhibits extreme volatility. Our model's regime detection is particularly valuable for PEPE, as it identifies when momentum is building versus when exhaustion signals appear in these high-volatility assets.
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
9.71
Win Rate
73.5%
Max Drawdown
-10.2%
Total Trades
529
Sortino Ratio
8.41
Profit Factor
16.31
Exposure
32.7%
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 | 391 | 72.7% | +5.30% | 17.14 | 10.1 |
| BULL | 102 | 78.4% | +9.38% | 7.62 | 26.8 |
| SIDEWAYS | 481 | 74.5% | +5.96% | 35.97 | 10.9 |
| BEAR | 83 | 69.5% | +7.64% | 13.80 | 11.1 |
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 | 8.42 | 82,193x | -10.2% | 75.5% | 547 | Yes |
| 2 | Apr '24 – Apr '26 | 11.00 | 95.5x | -8.5% | 71.6% | 510 | Yes |
Trade Log
Most recent 50 trades from the walk-forward backtest (Feb 2026 – Apr 2026).
Compound Return
+40.6%
Win Rate
66.0%
33W / 17L
Max Drawdown
-0.9%
€10,000 Invested
€14,057
1.4x 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 |
|---|---|---|---|---|---|---|---|
| 14 Apr 2026 20:00 | 14 Apr 2026 21:00 | $0.00 | $0.00 | +0.15% | BEAR | 2 | signal |
| 12 Apr 2026 18:00 | 14 Apr 2026 00:00 | $0.00 | $0.00 | +6.44% | BEAR | 31 | signal |
| 12 Apr 2026 05:00 | 12 Apr 2026 05:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
| 11 Apr 2026 15:00 | 11 Apr 2026 16:00 | $0.00 | $0.00 | +0.70% | BEAR | 2 | signal |
| 10 Apr 2026 16:00 | 11 Apr 2026 02:00 | $0.00 | $0.00 | -0.13% | BEAR | 11 | signal |
| 09 Apr 2026 02:00 | 09 Apr 2026 21:00 | $0.00 | $0.00 | +2.43% | BEAR | 20 | exit_fp |
| 06 Apr 2026 23:00 | 08 Apr 2026 00:00 | $0.00 | $0.00 | +9.76% | BEAR | 26 | signal |
| 04 Apr 2026 16:00 | 06 Apr 2026 00:00 | $0.00 | $0.00 | +4.91% | BEAR | 33 | signal |
| 02 Apr 2026 16:00 | 03 Apr 2026 13:00 | $0.00 | $0.00 | +3.44% | BEAR | 22 | exit_fp |
| 02 Apr 2026 03:00 | 02 Apr 2026 03:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
| 31 Mar 2026 04:00 | 01 Apr 2026 06:00 | $0.00 | $0.00 | +4.04% | BEAR | 27 | exit_fp |
| 28 Mar 2026 08:00 | 30 Mar 2026 15:00 | $0.00 | $0.00 | +1.40% | BEAR | 56 | signal |
| 27 Mar 2026 11:00 | 27 Mar 2026 15:00 | $0.00 | $0.00 | -0.11% | BEAR | 5 | signal |
| 26 Mar 2026 12:00 | 26 Mar 2026 14:00 | $0.00 | $0.00 | +0.18% | BEAR | 3 | signal |
| 25 Mar 2026 09:00 | 25 Mar 2026 12:00 | $0.00 | $0.00 | +0.43% | BEAR | 4 | signal |
| 24 Mar 2026 16:00 | 24 Mar 2026 20:00 | $0.00 | $0.00 | +1.93% | BEAR | 5 | signal |
| 23 Mar 2026 18:00 | 24 Mar 2026 03:00 | $0.00 | $0.00 | -3.23% | BEAR | 10 | signal |
| 22 Mar 2026 22:00 | 23 Mar 2026 05:00 | $0.00 | $0.00 | +1.10% | BEAR | 8 | exit_fp |
| 22 Mar 2026 00:00 | 22 Mar 2026 09:00 | $0.00 | $0.00 | -0.71% | BEAR | 10 | signal |
| 20 Mar 2026 08:00 | 21 Mar 2026 00:00 | $0.00 | $0.00 | -1.27% | BEAR | 17 | signal |
| 19 Mar 2026 18:00 | 19 Mar 2026 19:00 | $0.00 | $0.00 | +0.18% | BEAR | 2 | signal |
| 17 Mar 2026 17:00 | 17 Mar 2026 17:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
| 14 Mar 2026 17:00 | 16 Mar 2026 09:00 | $0.00 | $0.00 | +19.87% | BEAR | 41 | exit_fp |
| 14 Mar 2026 00:00 | 14 Mar 2026 00:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
| 12 Mar 2026 14:00 | 13 Mar 2026 11:00 | $0.00 | $0.00 | +9.64% | BEAR | 22 | exit_fp |
| 11 Mar 2026 02:00 | 12 Mar 2026 00:00 | $0.00 | $0.00 | +1.00% | BEAR | 23 | trail |
| 10 Mar 2026 06:00 | 10 Mar 2026 09:00 | $0.00 | $0.00 | +2.32% | BEAR | 4 | signal |
| 08 Mar 2026 14:00 | 09 Mar 2026 10:00 | $0.00 | $0.00 | +1.45% | BEAR | 21 | trail |
| 07 Mar 2026 23:00 | 08 Mar 2026 01:00 | $0.00 | $0.00 | -0.72% | BEAR | 3 | signal |
| 07 Mar 2026 09:00 | 07 Mar 2026 09:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
| 05 Mar 2026 18:00 | 06 Mar 2026 12:00 | $0.00 | $0.00 | -0.98% | BEAR | 19 | signal |
| 03 Mar 2026 11:00 | 04 Mar 2026 18:00 | $0.00 | $0.00 | +9.49% | BEAR | 32 | exit_fp |
| 01 Mar 2026 21:00 | 02 Mar 2026 16:00 | $0.00 | $0.00 | +6.00% | BEAR | 20 | signal |
| 28 Feb 2026 07:00 | 01 Mar 2026 00:00 | $0.00 | $0.00 | +3.28% | BEAR | 18 | signal |
| 27 Feb 2026 14:00 | 27 Feb 2026 17:00 | $0.00 | $0.00 | -0.41% | BEAR | 4 | signal |
| 25 Feb 2026 04:00 | 25 Feb 2026 18:00 | $0.00 | $0.00 | +8.83% | BEAR | 15 | exit_fp |
| 24 Feb 2026 10:00 | 24 Feb 2026 15:00 | $0.00 | $0.00 | +1.12% | BEAR | 6 | signal |
| 22 Feb 2026 14:00 | 22 Feb 2026 23:00 | $0.00 | $0.00 | +0.08% | BEAR | 10 | signal |
| 20 Feb 2026 03:00 | 20 Feb 2026 18:00 | $0.00 | $0.00 | +0.53% | BEAR | 16 | signal |
| 19 Feb 2026 09:00 | 19 Feb 2026 14:00 | $0.00 | $0.00 | +1.02% | BEAR | 6 | signal |
| 14 Feb 2026 05:00 | 14 Feb 2026 16:00 | $0.00 | $0.00 | +15.62% | BEAR | 12 | exit_fp |
| 13 Feb 2026 16:00 | 13 Feb 2026 16:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
| 12 Feb 2026 00:00 | 12 Feb 2026 10:00 | $0.00 | $0.00 | +4.01% | BEAR | 11 | exit_fp |
| 11 Feb 2026 11:00 | 11 Feb 2026 11:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
| 09 Feb 2026 16:00 | 09 Feb 2026 16:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
| 09 Feb 2026 01:00 | 09 Feb 2026 03:00 | $0.00 | $0.00 | +0.90% | BEAR | 3 | signal |
| 06 Feb 2026 18:00 | 06 Feb 2026 21:00 | $0.00 | $0.00 | +1.14% | BEAR | 4 | signal |
| 06 Feb 2026 01:00 | 06 Feb 2026 05:00 | $0.00 | $0.00 | +5.22% | BEAR | 5 | exit_fp |
| 04 Feb 2026 15:00 | 04 Feb 2026 18:00 | $0.00 | $0.00 | +3.27% | BEAR | 4 | signal |
| 03 Feb 2026 19:00 | 03 Feb 2026 19:00 | $0.00 | $0.00 | -0.41% | BEAR | 1 | signal |
Start Trading Pepe Smarter
These backtest results demonstrate what our model can do. Get real-time PEPE signals delivered to your Telegram with every entry, stop-loss, and take-profit.
73.5% Win Rate
Sharpe 9.71
529 Trades
Free Plan Available
