Backtests / SAND
OMNISCIUS · V4.2 (THEROS)

SAND SAND (SAND) Backtest

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

6 Walk-Forward Cycles • Jun 2021 – May 2026 • $0.072900 (+1.39%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

The Sandbox (SAND) is a leading metaverse platform combining voxel-style world-building with blockchain ownership of LAND parcels and assets. Brand-partnership cycles (Snoop Dogg, Adidas, etc.) and gaming-NFT trends drive distinct momentum patterns.

KPIs Equity Curve Regimes Per-Cycle Trade Log View SAND 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
10.93
Sortino Ratio
12.91
Profit Factor
23.74
Calmar Ratio
51,069.52
Win Rate
85.4%
Max Drawdown
-30.8%
Avg Drawdown
-14.27%
Alpha vs B&H
+4,428,361,643,975,909.0pp
Total Trades
159
Exposure
39.9%
Beats B&H
6/6
Sharpe Trend
+0.76
SAND

SAND Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2021
—
—
—
—
—
+27.9%
12t
+1,004.8%
27t
+155.6%
26t
+64.2%
24t
+102.6%
27t
+837.0%
31t
+64.5%
25t
 +185,142.9%
2022
+116.8%
19t
+45.9%
18t
+61.5%
19t
+47.9%
18t
+86.6%
24t
+159.3%
18t
+118.2%
15t
+37.9%
16t
+50.2%
13t
+69.3%
15t
+88.6%
19t
+26.5%
14t
 +66,632.9%
2023
+221.5%
19t
+122.4%
13t
+95.5%
16t
+28.7%
11t
+24.6%
14t
+54.0%
15t
+22.8%
11t
+11.5%
16t
+15.0%
22t
+40.7%
12t
+48.2%
10t
+98.7%
13t
 +22,406.1%
2024
+57.9%
14t
+34.0%
10t
+159.5%
17t
+74.6%
14t
+35.4%
8t
+37.9%
13t
+57.9%
16t
+50.1%
18t
+58.4%
13t
+49.1%
12t
+130.9%
20t
+135.2%
25t
 +54,385.3%
2025
+134.4%
16t
+116.4%
13t
+57.1%
13t
+80.7%
12t
+68.3%
13t
+36.7%
11t
+90.3%
14t
+80.0%
11t
+37.1%
13t
+88.0%
18t
+49.1%
19t
+53.0%
14t
 +66,595.5%
2026
+146.1%
16t
+43.7%
14t
+54.6%
13t
+78.4%
14t
—
—
—
—
—
—
—
—
 +875.2%

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

Smart Insights
  • ↑ Exceptional return: +44,283.62B× — compound across the full walk-forward window.
  • ↑ High win rate: 85.4% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -30.8% — expect volatility on capital.
  • ↑ Robust sample: 159 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.28% on 96 trades, WR 91%.

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 219 90.9% +3.78% 20.89 15.0
BULL 96 89.7% +5.34% 35.90 24.7
SIDEWAYS 525 85.8% +3.42% 91.26 19.7
BEAR 116 85.6% +4.75% 5.18 17.3

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 Jun '21 – Apr '22 11.10 6,532x -16.1% 75.9% 237 Yes
2 Apr '22 – Feb '23 9.60 219.4x -30.8% 83.6% 165 Yes
3 Feb '23 – Nov '23 9.13 17.6x -6.2% 82.5% 137 Yes
4 Nov '23 – Sep '24 11.30 62.5x -6.5% 88.1% 134 Yes
5 Sep '24 – Jul '25 12.60 293.0x -17.1% 91.8% 146 Yes
6 Jul '25 – May '26 11.86 87.8x -9.0% 90.5% 137 Yes

Trade Log

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

Compound Return
+530.0%
Win Rate
90.0%
45W / 5L
Max Drawdown
-4.0%
€10,000 Invested
€62,999
6.3x 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
25 Apr 2026 17:00 25 Apr 2026 21:00 $0.07920 $0.08130 +2.23% SIDEWAYS 5 signal
23 Apr 2026 19:00 24 Apr 2026 20:00 $0.07560 $0.08000 +5.39% SIDEWAYS 26 exit_fp
23 Apr 2026 04:00 23 Apr 2026 06:00 $0.07590 $0.07660 +0.51% SIDEWAYS 3 signal
21 Apr 2026 20:00 22 Apr 2026 00:00 $0.07700 $0.07830 +1.27% SIDEWAYS 5 short_signal
19 Apr 2026 23:00 20 Apr 2026 20:00 $0.07730 $0.08140 +4.87% SIDEWAYS 22 exit_fp
14 Apr 2026 19:00 17 Apr 2026 01:00 $0.07630 $0.08330 +8.73% SIDEWAYS 55 signal
13 Apr 2026 01:00 13 Apr 2026 23:00 $0.07550 $0.07980 +5.26% BEAR 23 exit_fp
11 Apr 2026 13:00 11 Apr 2026 18:00 $0.07600 $0.07900 +3.52% BEAR 6 exit_fp
10 Apr 2026 10:00 11 Apr 2026 00:00 $0.07540 $0.07740 +2.15% BEAR 15 trail
09 Apr 2026 01:00 09 Apr 2026 20:00 $0.07660 $0.07930 +3.10% BEAR 20 exit_fp
07 Apr 2026 02:00 07 Apr 2026 23:00 $0.07560 $0.08080 +6.44% BEAR 22 exit_fp
05 Apr 2026 13:00 06 Apr 2026 10:00 $0.07470 $0.07890 +5.19% BEAR 22 exit_fp
02 Apr 2026 13:00 04 Apr 2026 05:00 $0.07300 $0.07700 +5.05% BEAR 41 signal
31 Mar 2026 11:00 01 Apr 2026 09:00 $0.07360 $0.07810 +5.68% BEAR 23 signal
29 Mar 2026 23:00 30 Mar 2026 16:00 $0.07210 $0.07450 +2.81% BEAR 18 trail
28 Mar 2026 01:00 28 Mar 2026 13:00 $0.07230 $0.07530 +3.72% BEAR 13 exit_fp
24 Mar 2026 16:00 25 Mar 2026 08:00 $0.07990 $0.08260 +2.96% BEAR 17 exit_fp
22 Mar 2026 22:00 24 Mar 2026 00:00 $0.07720 $0.08070 +3.98% BEAR 27 trail
16 Mar 2026 04:00 17 Mar 2026 00:00 $0.08720 $0.09040 +3.25% BEAR 21 exit_fp
14 Mar 2026 20:00 15 Mar 2026 15:00 $0.08190 $0.08310 +0.89% BEAR 20 trail
12 Mar 2026 15:00 13 Mar 2026 12:00 $0.08160 $0.08550 +4.35% BEAR 22 exit_fp
11 Mar 2026 03:00 12 Mar 2026 01:00 $0.08090 $0.08250 +1.40% BEAR 23 trail
10 Mar 2026 12:00 10 Mar 2026 14:00 $0.08200 $0.08400 +2.02% BEAR 3 exit_fp
08 Mar 2026 23:00 09 Mar 2026 23:00 $0.07760 $0.08060 +3.39% BEAR 25 trail
03 Mar 2026 10:00 04 Mar 2026 19:00 $0.08260 $0.08850 +6.70% BEAR 34 exit_fp
01 Mar 2026 20:00 02 Mar 2026 13:00 $0.08090 $0.08270 +1.66% BEAR 18 trail
28 Feb 2026 07:00 01 Mar 2026 01:00 $0.07930 $0.08550 +7.38% BEAR 19 exit_fp
26 Feb 2026 17:00 27 Feb 2026 04:00 $0.08250 $0.08770 +5.87% BEAR 12 exit_fp
24 Feb 2026 07:00 25 Feb 2026 20:00 $0.07770 $0.09210 +18.05% BEAR 38 exit_fp
22 Feb 2026 22:00 23 Feb 2026 00:00 $0.08140 $0.08050 -1.51% BEAR 3 signal
19 Feb 2026 12:00 20 Feb 2026 12:00 $0.08140 $0.08300 +1.47% BEAR 25 trail
15 Feb 2026 20:00 15 Feb 2026 22:00 $0.08670 $0.08710 +0.05% BEAR 3 signal
12 Feb 2026 22:00 14 Feb 2026 05:00 $0.08320 $0.08860 +5.89% BEAR 32 trail
11 Feb 2026 11:00 12 Feb 2026 09:00 $0.08190 $0.08580 +4.33% BEAR 23 exit_fp
09 Feb 2026 23:00 10 Feb 2026 00:00 $0.08740 $0.08810 +0.39% BEAR 2 exit_fp
09 Feb 2026 03:00 09 Feb 2026 10:00 $0.08830 $0.08540 -3.77% BEAR 8 stop
07 Feb 2026 05:00 07 Feb 2026 15:00 $0.08720 $0.09190 +4.96% BEAR 11 exit_fp
06 Feb 2026 01:00 06 Feb 2026 16:00 $0.08070 $0.08810 +8.72% BEAR 16 exit_fp
03 Feb 2026 15:00 03 Feb 2026 17:00 $0.10060 $0.09770 -3.39% BEAR 3 stop
01 Feb 2026 22:00 03 Feb 2026 00:00 $0.10000 $0.10190 +1.40% BEAR 27 trail
31 Jan 2026 16:00 01 Feb 2026 00:00 $0.10620 $0.10290 -3.61% BEAR 9 regime_exit
30 Jan 2026 12:00 31 Jan 2026 01:00 $0.11420 $0.11440 -0.23% SIDEWAYS 14 signal
29 Jan 2026 19:00 29 Jan 2026 23:00 $0.11320 $0.11450 +0.73% SIDEWAYS 5 short_signal
27 Jan 2026 18:00 27 Jan 2026 21:00 $0.12730 $0.12930 +1.16% SIDEWAYS 4 signal
25 Jan 2026 20:00 26 Jan 2026 10:00 $0.12890 $0.13750 +6.24% SIDEWAYS 15 exit_fp
23 Jan 2026 09:00 23 Jan 2026 12:00 $0.15670 $0.15790 +0.35% SIDEWAYS 4 signal
20 Jan 2026 23:00 22 Jan 2026 14:00 $0.13790 $0.15750 +13.63% SIDEWAYS 40 trail
19 Jan 2026 21:00 20 Jan 2026 09:00 $0.13590 $0.14550 +6.63% SIDEWAYS 13 exit_fp
19 Jan 2026 01:00 19 Jan 2026 08:00 $0.13790 $0.14150 +2.19% SIDEWAYS 8 exit_fp
15 Jan 2026 19:00 18 Jan 2026 00:00 $0.11860 $0.15780 +32.51% SIDEWAYS 54 exit_fp

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85.4% Win Rate Sharpe 10.93 159 Trades -30.8% Max Drawdown