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 • Sep 2024 – 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
11.53
Sortino Ratio
13.23
Profit Factor
29.82
Calmar Ratio
71,711.60
Win Rate
90.9%
Max Drawdown
-14.8%
Avg Drawdown
-12.56%
Alpha vs B&H
+44,266,517.3pp
Total Trades
106
Exposure
34.0%
Beats B&H
3/3
Sharpe Trend
-4.26

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
—
—
—
—
+24.4%
2t
+107.2%
15t
+247.7%
19t
+110.7%
21t
 +1,787.6%
2025
+130.9%
18t
+155.5%
14t
+48.2%
15t
+118.6%
13t
+116.8%
19t
+57.2%
12t
+236.3%
25t
+107.9%
17t
+84.4%
16t
+232.6%
21t
+76.1%
19t
+100.2%
18t
 +984,349.7%
2026
+76.9%
13t
+52.0%
10t
+37.8%
13t
+77.0%
17t
—
—
—
—
—
—
—
—
 +555.8%

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

Smart Insights
  • ↑ Exceptional return: +442.67K× — compound across the full walk-forward window.
  • ↑ High win rate: 90.9% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 106 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +8.00% on 39 trades, WR 97%.

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 100 90.4% +3.65% 15.76 10.5
BULL 39 98.3% +8.82% 52.72 22.2
SIDEWAYS 139 91.4% +4.60% 185.26 17.5
BEAR 39 87.2% +3.73% 21.16 21.1

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 Sep '24 – Apr '25 12.69 147.0x -14.8% 94.5% 109 Yes
2 Apr '25 – Oct '25 13.48 160.4x -8.0% 93.0% 114 Yes
3 Oct '25 – May '26 8.43 17.5x -14.8% 85.1% 94 Yes

Trade Log

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

Compound Return
+321.5%
Win Rate
82.0%
41W / 9L
Max Drawdown
-12.2%
€10,000 Invested
€42,151
4.2x 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
27 Apr 2026 19:00 28 Apr 2026 03:00 $0.01160 $0.01190 +2.18% SIDEWAYS 9 exit_fp
26 Apr 2026 23:00 27 Apr 2026 06:00 $0.01190 $0.01150 -4.58% SIDEWAYS 8 stop
25 Apr 2026 20:00 26 Apr 2026 08:00 $0.01170 $0.01250 +6.33% SIDEWAYS 13 exit_fp
25 Apr 2026 01:00 25 Apr 2026 07:00 $0.01150 $0.01210 +5.32% SIDEWAYS 7 exit_fp
22 Apr 2026 19:00 24 Apr 2026 12:00 $0.01170 $0.01180 -0.07% SIDEWAYS 42 exit_fp
21 Apr 2026 16:00 21 Apr 2026 22:00 $0.01340 $0.01440 +7.25% SIDEWAYS 7 exit_fp
20 Apr 2026 19:00 21 Apr 2026 03:00 $0.01380 $0.01720 +24.78% SIDEWAYS 9 exit_fp
19 Apr 2026 12:00 20 Apr 2026 06:00 $0.01190 $0.01220 +1.84% SIDEWAYS 19 exit_fp
18 Apr 2026 16:00 18 Apr 2026 23:00 $0.01250 $0.01100 -12.23% SIDEWAYS 8 stop
17 Apr 2026 18:00 18 Apr 2026 02:00 $0.0096000 $0.01030 +6.75% SIDEWAYS 9 exit_fp
15 Apr 2026 05:00 17 Apr 2026 05:00 $0.0085000 $0.0090000 +5.17% SIDEWAYS 49 trail
13 Apr 2026 02:00 14 Apr 2026 16:00 $0.0080000 $0.0086000 +7.05% BEAR 39 exit_fp
10 Apr 2026 13:00 11 Apr 2026 17:00 $0.0084000 $0.0086000 +1.61% BEAR 29 exit_fp
08 Apr 2026 14:00 08 Apr 2026 23:00 $0.0085000 $0.0086000 +1.65% BEAR 10 trail
07 Apr 2026 09:00 08 Apr 2026 01:00 $0.0084000 $0.0089000 +5.79% BEAR 17 exit_fp
02 Apr 2026 18:00 03 Apr 2026 14:00 $0.0095000 $0.0096000 +0.85% BEAR 21 exit_fp
01 Apr 2026 02:00 02 Apr 2026 05:00 $0.0089000 $0.0092000 +2.39% BEAR 28 trail
30 Mar 2026 11:00 30 Mar 2026 12:00 $0.0093000 $0.0094000 +0.77% BEAR 2 exit_fp
29 Mar 2026 11:00 29 Mar 2026 22:00 $0.0090000 $0.0089000 -2.25% BEAR 12 stop
28 Mar 2026 15:00 28 Mar 2026 21:00 $0.0092000 $0.0094000 +1.39% BEAR 7 trail
26 Mar 2026 23:00 27 Mar 2026 03:00 $0.01000 $0.01000 -0.01% BEAR 5 short_signal
22 Mar 2026 11:00 23 Mar 2026 06:00 $0.01060 $0.01040 -2.46% BEAR 20 stop
20 Mar 2026 00:00 21 Mar 2026 05:00 $0.01150 $0.01140 -1.28% SIDEWAYS 30 short_signal
18 Mar 2026 17:00 19 Mar 2026 09:00 $0.01170 $0.01190 +1.03% SIDEWAYS 17 exit_fp
12 Mar 2026 02:00 13 Mar 2026 07:00 $0.01210 $0.01300 +7.16% BEAR 30 exit_fp
11 Mar 2026 05:00 11 Mar 2026 08:00 $0.01310 $0.01490 +12.98% BEAR 4 exit_fp
10 Mar 2026 01:00 10 Mar 2026 16:00 $0.01150 $0.01200 +3.64% BEAR 16 short_signal
07 Mar 2026 13:00 09 Mar 2026 12:00 $0.01130 $0.01160 +2.30% BEAR 48 trail
01 Mar 2026 22:00 02 Mar 2026 23:00 $0.01160 $0.01200 +2.69% BEAR 26 trail
28 Feb 2026 15:00 01 Mar 2026 01:00 $0.01140 $0.01230 +7.64% BEAR 11 exit_fp
26 Feb 2026 15:00 28 Feb 2026 02:00 $0.01240 $0.01300 +4.66% BEAR 36 short_signal
24 Feb 2026 01:00 25 Feb 2026 07:00 $0.01210 $0.01260 +4.10% BEAR 31 trail
21 Feb 2026 02:00 21 Feb 2026 07:00 $0.01430 $0.01490 +4.20% BEAR 6 exit_fp
19 Feb 2026 01:00 20 Feb 2026 13:00 $0.01420 $0.01390 -2.43% BEAR 37 stop
15 Feb 2026 13:00 16 Feb 2026 05:00 $0.01460 $0.01480 +1.12% BEAR 17 trail
12 Feb 2026 21:00 13 Feb 2026 18:00 $0.01410 $0.01480 +4.24% BEAR 22 short_signal
11 Feb 2026 07:00 12 Feb 2026 08:00 $0.01380 $0.01450 +3.90% BEAR 26 trail
08 Feb 2026 22:00 09 Feb 2026 20:00 $0.01410 $0.01510 +7.10% BEAR 23 exit_fp
06 Feb 2026 00:00 06 Feb 2026 22:00 $0.01390 $0.01570 +12.38% BEAR 23 exit_fp
01 Feb 2026 22:00 03 Feb 2026 09:00 $0.01670 $0.01740 +4.07% BEAR 36 short_signal
31 Jan 2026 16:00 31 Jan 2026 23:00 $0.01700 $0.01710 +0.18% SIDEWAYS 8 exit_fp
30 Jan 2026 01:00 30 Jan 2026 18:00 $0.01820 $0.01890 +3.59% SIDEWAYS 18 exit_fp
25 Jan 2026 20:00 27 Jan 2026 10:00 $0.01770 $0.01870 +5.35% SIDEWAYS 39 trail
20 Jan 2026 23:00 22 Jan 2026 11:00 $0.01830 $0.01910 +3.80% SIDEWAYS 37 trail
19 Jan 2026 00:00 19 Jan 2026 16:00 $0.01900 $0.01960 +2.74% SIDEWAYS 17 exit_fp
16 Jan 2026 22:00 17 Jan 2026 02:00 $0.02200 $0.02190 -0.86% SIDEWAYS 5 short_signal
15 Jan 2026 18:00 16 Jan 2026 09:00 $0.01960 $0.02200 +11.79% SIDEWAYS 16 exit_fp
13 Jan 2026 05:00 13 Jan 2026 22:00 $0.02060 $0.02180 +5.39% SIDEWAYS 18 exit_fp
12 Jan 2026 01:00 12 Jan 2026 16:00 $0.02030 $0.02130 +4.50% SIDEWAYS 16 exit_fp
07 Jan 2026 01:00 07 Jan 2026 10:00 $0.02230 $0.02360 +5.40% SIDEWAYS 10 exit_fp

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90.9% Win Rate Sharpe 11.53 106 Trades -14.8% Max Drawdown