Solana (SOL) Backtest
Walk-forward validated backtest results for Solana. The model is trained on historical data and tested exclusively on unseen future data.
Model 2.5.8.3
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1 Walk-Forward Fold
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Apr 2024 – Apr 2026
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$84.7900 (-2.51%)
Solana (SOL) is a high-throughput blockchain capable of processing thousands of transactions per second at extremely low fees. Launched in 2020, it rapidly became a leading platform for DeFi, NFTs, and meme coins. Solana experienced significant drawdowns during the FTX collapse in 2022 but staged a remarkable recovery. Its high volatility and strong trending behavior make it an excellent candidate for momentum-based trading 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
11.80
Win Rate
88.0%
Max Drawdown
-3.4%
Total Trades
299
Sortino Ratio
12.90
Profit Factor
73.05
Exposure
37.8%
Beats B&H
1/1
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 | 64 | 96.9% | +5.00% | 317.81 | 24.8 |
| BULL | 38 | 97.4% | +6.85% | 72.50 | 37.4 |
| SIDEWAYS | 159 | 80.5% | +3.26% | 52.14 | 17.5 |
| BEAR | 38 | 94.7% | +4.02% | 59.80 | 21.2 |
Trade Log
Most recent 50 trades from the walk-forward backtest (Dec 2025 – Apr 2026).
Compound Return
+123.0%
Win Rate
92.0%
46W / 4L
Max Drawdown
-1.3%
€10,000 Invested
€22,305
2.2x 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 |
|---|---|---|---|---|---|---|---|
| 12 Apr 2026 15:00 | 13 Apr 2026 15:00 | $81.59 | $82.65 | +1.16% | BEAR | 25 | trail |
| 10 Apr 2026 13:00 | 11 Apr 2026 01:00 | $84.27 | $84.67 | +0.37% | BEAR | 13 | signal |
| 09 Apr 2026 03:00 | 10 Apr 2026 00:00 | $82.03 | $83.42 | +1.55% | BEAR | 22 | trail |
| 07 Apr 2026 01:00 | 07 Apr 2026 22:00 | $79.53 | $85.24 | +7.07% | BEAR | 22 | exit_fp |
| 05 Apr 2026 07:00 | 05 Apr 2026 09:00 | $79.60 | $79.84 | +0.20% | BEAR | 3 | signal |
| 02 Apr 2026 12:00 | 04 Apr 2026 08:00 | $77.97 | $80.07 | +2.55% | BEAR | 45 | trail |
| 31 Mar 2026 10:00 | 01 Apr 2026 09:00 | $80.47 | $83.42 | +3.52% | BEAR | 24 | trail |
| 29 Mar 2026 22:00 | 30 Mar 2026 14:00 | $80.94 | $84.39 | +4.16% | BEAR | 17 | signal |
| 24 Mar 2026 15:00 | 25 Mar 2026 08:00 | $89.74 | $92.36 | +2.82% | BEAR | 18 | signal |
| 22 Mar 2026 21:00 | 24 Mar 2026 02:00 | $85.99 | $90.47 | +5.06% | BEAR | 30 | trail |
| 20 Mar 2026 17:00 | 21 Mar 2026 00:00 | $88.89 | $90.02 | +1.17% | BEAR | 8 | signal |
| 16 Mar 2026 05:00 | 16 Mar 2026 13:00 | $94.04 | $93.68 | -0.48% | BEAR | 9 | signal |
| 14 Mar 2026 09:00 | 15 Mar 2026 16:00 | $86.85 | $87.86 | +1.02% | BEAR | 32 | trail |
| 12 Mar 2026 15:00 | 12 Mar 2026 16:00 | $86.58 | $86.79 | +0.14% | BEAR | 2 | signal |
| 11 Mar 2026 08:00 | 12 Mar 2026 01:00 | $85.50 | $86.05 | +0.54% | BEAR | 18 | signal |
| 08 Mar 2026 17:00 | 10 Mar 2026 16:00 | $81.69 | $88.39 | +8.09% | BEAR | 48 | signal |
| 03 Mar 2026 11:00 | 04 Mar 2026 15:00 | $84.21 | $92.94 | +10.26% | BEAR | 29 | exit_fp |
| 01 Mar 2026 18:00 | 02 Mar 2026 16:00 | $83.92 | $88.85 | +5.77% | BEAR | 23 | exit_fp |
| 28 Feb 2026 13:00 | 01 Mar 2026 01:00 | $80.81 | $86.75 | +7.24% | BEAR | 13 | exit_fp |
| 27 Feb 2026 22:00 | 28 Feb 2026 00:00 | $81.43 | $82.12 | +0.75% | BEAR | 3 | signal |
| 24 Feb 2026 07:00 | 25 Feb 2026 21:00 | $76.84 | $89.85 | +16.81% | BEAR | 39 | signal |
| 19 Feb 2026 05:00 | 21 Feb 2026 04:00 | $81.90 | $84.40 | +2.95% | BEAR | 48 | signal |
| 16 Feb 2026 06:00 | 17 Feb 2026 00:00 | $85.06 | $86.61 | +1.72% | BEAR | 19 | exit_fp |
| 12 Feb 2026 22:00 | 14 Feb 2026 12:00 | $78.10 | $86.42 | +10.54% | BEAR | 39 | signal |
| 11 Feb 2026 17:00 | 12 Feb 2026 09:00 | $79.01 | $81.79 | +3.42% | BEAR | 17 | exit_fp |
| 09 Feb 2026 09:00 | 09 Feb 2026 18:00 | $84.33 | $87.51 | +3.67% | BEAR | 10 | signal |
| 07 Feb 2026 10:00 | 07 Feb 2026 19:00 | $85.00 | $88.30 | +3.78% | BEAR | 10 | signal |
| 06 Feb 2026 01:00 | 06 Feb 2026 21:00 | $79.60 | $88.06 | +10.52% | BEAR | 21 | exit_fp |
| 02 Feb 2026 01:00 | 02 Feb 2026 03:00 | $102.09 | $100.07 | -2.12% | BEAR | 3 | regime_exit |
| 31 Jan 2026 17:00 | 01 Feb 2026 09:00 | $103.31 | $105.79 | +2.30% | SIDEWAYS | 17 | exit_fp |
| 30 Jan 2026 02:00 | 30 Jan 2026 18:00 | $114.12 | $118.10 | +3.38% | SIDEWAYS | 17 | exit_fp |
| 25 Jan 2026 21:00 | 27 Jan 2026 13:00 | $118.83 | $123.43 | +3.73% | SIDEWAYS | 41 | trail |
| 21 Jan 2026 09:00 | 21 Jan 2026 19:00 | $127.47 | $131.50 | +3.06% | SIDEWAYS | 11 | exit_fp |
| 20 Jan 2026 17:00 | 20 Jan 2026 20:00 | $126.98 | $127.82 | +0.56% | SIDEWAYS | 4 | signal |
| 19 Jan 2026 23:00 | 20 Jan 2026 00:00 | $133.44 | $133.73 | +0.12% | SIDEWAYS | 2 | signal |
| 16 Jan 2026 18:00 | 17 Jan 2026 00:00 | $143.53 | $144.32 | +0.45% | SIDEWAYS | 7 | signal |
| 16 Jan 2026 04:00 | 16 Jan 2026 05:00 | $141.68 | $143.19 | +0.96% | SIDEWAYS | 2 | signal |
| 13 Jan 2026 01:00 | 13 Jan 2026 08:00 | $138.88 | $141.60 | +1.86% | SIDEWAYS | 8 | signal |
| 10 Jan 2026 13:00 | 12 Jan 2026 02:00 | $136.35 | $142.42 | +4.35% | SIDEWAYS | 38 | signal |
| 08 Jan 2026 20:00 | 09 Jan 2026 16:00 | $137.69 | $139.95 | +1.54% | SIDEWAYS | 21 | signal |
| 08 Jan 2026 07:00 | 08 Jan 2026 07:00 | $135.90 | $135.90 | -0.10% | SIDEWAYS | 1 | signal |
| 06 Jan 2026 18:00 | 06 Jan 2026 20:00 | $137.57 | $138.95 | +0.90% | SIDEWAYS | 3 | signal |
| 05 Jan 2026 15:00 | 05 Jan 2026 15:00 | $136.13 | $136.13 | -0.10% | SIDEWAYS | 1 | signal |
| 03 Jan 2026 13:00 | 03 Jan 2026 21:00 | $131.29 | $132.87 | +1.10% | SIDEWAYS | 9 | signal |
| 01 Jan 2026 00:00 | 03 Jan 2026 00:00 | $125.15 | $132.53 | +5.79% | SIDEWAYS | 49 | signal |
| 29 Dec 2025 13:00 | 31 Dec 2025 11:00 | $123.27 | $126.73 | +2.70% | SIDEWAYS | 47 | signal |
| 28 Dec 2025 19:00 | 28 Dec 2025 21:00 | $123.30 | $123.86 | +0.35% | SIDEWAYS | 3 | signal |
| 27 Dec 2025 04:00 | 28 Dec 2025 02:00 | $122.99 | $124.22 | +0.90% | SIDEWAYS | 23 | signal |
| 26 Dec 2025 00:00 | 26 Dec 2025 14:00 | $120.33 | $123.18 | +2.22% | BEAR | 15 | trail |
| 21 Dec 2025 14:00 | 21 Dec 2025 16:00 | $124.42 | $125.50 | +0.77% | BEAR | 3 | signal |
Start Trading Solana Smarter
These backtest results demonstrate what our model can do. Get real-time SOL signals delivered to your Telegram with every entry, stop-loss, and take-profit.
88.0% Win Rate
Sharpe 11.80
299 Trades
Free Plan Available
