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
12.30
Sortino Ratio
13.45
Profit Factor
97.92
Calmar Ratio
29,985.87
Win Rate
90.6%
Max Drawdown
-8.6%
Avg Drawdown
-8.21%
Alpha vs B&H
+16,959,848.3pp
Total Trades
95
Exposure
33.2%
Beats B&H
3/3
Sharpe Trend
-1.71

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
—
—
—
—
+46.5%
9t
+62.9%
15t
+243.7%
20t
+116.6%
22t
 +1,676.6%
2025
+77.5%
17t
+82.6%
15t
+45.3%
13t
+76.3%
12t
+170.1%
18t
+72.1%
12t
+130.9%
21t
+90.3%
13t
+50.8%
16t
+209.8%
23t
+459.9%
17t
+41.5%
8t
 +627,159.1%
2026
+37.4%
8t
+35.7%
6t
+31.0%
8t
+55.4%
10t
+0.9%
1t
—
—
—
—
—
—
—
 +283.3%

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

Smart Insights
  • ↑ Exceptional return: +169.60K× — compound across the full walk-forward window.
  • ↑ High win rate: 90.6% — 4 in 5 trades close in profit.
  • ↑ Robust sample: 95 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +8.67% on 35 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 96 84.1% +3.78% 33.21 10.6
BULL 35 98.2% +8.59% 51.52 30.5
SIDEWAYS 129 90.2% +4.46% 65.45 19.2
BEAR 24 50.0% +1.57% 0.00 8.6

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 12.47 61.8x -8.6% 91.1% 112 Yes
2 Apr '25 – Oct '25 13.66 108.3x -8.4% 87.2% 109 Yes
3 Oct '25 – May '26 10.76 23.7x -7.6% 93.7% 63 Yes

Trade Log

Most recent 50 trades from the walk-forward backtest (Nov 2025 – May 2026).

Compound Return
+876.4%
Win Rate
96.0%
48W / 2L
Max Drawdown
-0.4%
€10,000 Invested
€97,644
9.8x 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 01:00 01 May 2026 03:00 $0.03850 $0.03900 +0.88% SIDEWAYS 3 exit_fp
27 Apr 2026 13:00 29 Apr 2026 04:00 $0.03830 $0.04020 +4.53% SIDEWAYS 40 exit_fp
23 Apr 2026 16:00 24 Apr 2026 02:00 $0.04240 $0.04340 +1.94% SIDEWAYS 11 exit_fp
22 Apr 2026 08:00 22 Apr 2026 16:00 $0.04010 $0.04440 +10.27% SIDEWAYS 9 exit_fp
19 Apr 2026 23:00 21 Apr 2026 19:00 $0.03400 $0.03630 +6.10% SIDEWAYS 45 trail
16 Apr 2026 17:00 17 Apr 2026 02:00 $0.03590 $0.03630 +0.70% SIDEWAYS 10 short_signal
15 Apr 2026 01:00 16 Apr 2026 04:00 $0.03230 $0.03550 +9.46% SIDEWAYS 28 take_profit
09 Apr 2026 03:00 10 Apr 2026 03:00 $0.03260 $0.03400 +3.86% BEAR 25 trail
07 Apr 2026 17:00 07 Apr 2026 22:00 $0.03260 $0.03410 +4.17% BEAR 6 exit_fp
05 Apr 2026 17:00 06 Apr 2026 10:00 $0.03270 $0.03400 +3.55% BEAR 18 exit_fp
31 Mar 2026 10:00 01 Apr 2026 01:00 $0.03400 $0.03450 +0.97% BEAR 16 trail
29 Mar 2026 23:00 30 Mar 2026 09:00 $0.03350 $0.03460 +2.76% BEAR 11 trail
23 Mar 2026 09:00 24 Mar 2026 01:00 $0.03530 $0.03620 +2.11% BEAR 17 trail
20 Mar 2026 20:00 21 Mar 2026 11:00 $0.03560 $0.03740 +4.51% BEAR 16 regime_exit
19 Mar 2026 13:00 19 Mar 2026 17:00 $0.03650 $0.03660 -0.14% SIDEWAYS 5 short_signal
16 Mar 2026 03:00 16 Mar 2026 20:00 $0.03970 $0.04150 +4.11% BEAR 18 exit_fp
08 Mar 2026 01:00 09 Mar 2026 09:00 $0.03800 $0.03900 +1.99% BEAR 33 trail
01 Mar 2026 21:00 02 Mar 2026 15:00 $0.03980 $0.04180 +4.60% BEAR 19 exit_fp
28 Feb 2026 15:00 01 Mar 2026 01:00 $0.03920 $0.04240 +7.72% BEAR 11 exit_fp
24 Feb 2026 07:00 25 Feb 2026 05:00 $0.03980 $0.04180 +4.41% BEAR 23 trail
19 Feb 2026 18:00 20 Feb 2026 08:00 $0.04420 $0.04640 +4.55% BEAR 15 exit_fp
11 Feb 2026 10:00 12 Feb 2026 15:00 $0.04460 $0.04730 +5.50% BEAR 30 trail
06 Feb 2026 03:00 06 Feb 2026 16:00 $0.04680 $0.05210 +10.87% BEAR 14 exit_fp
02 Feb 2026 09:00 02 Feb 2026 16:00 $0.05520 $0.05700 +2.84% BEAR 8 exit_fp
31 Jan 2026 17:00 01 Feb 2026 00:00 $0.05360 $0.05570 +3.38% BEAR 8 regime_exit
30 Jan 2026 17:00 30 Jan 2026 21:00 $0.06100 $0.06150 +0.41% SIDEWAYS 5 short_signal
25 Jan 2026 18:00 27 Jan 2026 17:00 $0.06780 $0.06780 -0.41% SIDEWAYS 48 short_signal
20 Jan 2026 23:00 21 Jan 2026 19:00 $0.07720 $0.08150 +5.14% SIDEWAYS 21 exit_fp
16 Jan 2026 02:00 17 Jan 2026 18:00 $0.08430 $0.08570 +1.25% SIDEWAYS 41 short_signal
10 Jan 2026 23:00 13 Jan 2026 22:00 $0.08170 $0.08860 +8.00% SIDEWAYS 72 exit_fp
09 Jan 2026 13:00 09 Jan 2026 17:00 $0.08280 $0.08350 +0.43% SIDEWAYS 5 short_signal
03 Jan 2026 14:00 05 Jan 2026 02:00 $0.08510 $0.09200 +7.67% SIDEWAYS 37 short_signal
31 Dec 2025 06:00 03 Jan 2026 01:00 $0.07810 $0.08670 +10.56% SIDEWAYS 68 take_profit
26 Dec 2025 01:00 27 Dec 2025 15:00 $0.07880 $0.08470 +7.05% SIDEWAYS 39 exit_fp
24 Dec 2025 01:00 25 Dec 2025 02:00 $0.07960 $0.08260 +3.34% SIDEWAYS 26 exit_fp
19 Dec 2025 01:00 19 Dec 2025 16:00 $0.07970 $0.08440 +5.46% BEAR 16 exit_fp
11 Dec 2025 01:00 11 Dec 2025 20:00 $0.10510 $0.10960 +3.86% SIDEWAYS 20 exit_fp
09 Dec 2025 02:00 09 Dec 2025 16:00 $0.10790 $0.11860 +9.47% SIDEWAYS 15 exit_fp
05 Dec 2025 18:00 07 Dec 2025 10:00 $0.10820 $0.11020 +1.35% SIDEWAYS 41 trail
03 Dec 2025 02:00 03 Dec 2025 14:00 $0.12450 $0.12690 +1.51% SIDEWAYS 13 exit_fp
01 Dec 2025 02:00 02 Dec 2025 13:00 $0.11710 $0.12190 +3.67% SIDEWAYS 36 exit_fp
28 Nov 2025 03:00 28 Nov 2025 08:00 $0.13980 $0.14510 +3.37% BEAR 6 exit_fp
26 Nov 2025 13:00 26 Nov 2025 21:00 $0.14540 $0.15760 +7.95% BEAR 9 exit_fp
19 Nov 2025 01:00 19 Nov 2025 14:00 $0.21750 $0.25360 +16.12% BEAR 14 exit_fp
18 Nov 2025 03:00 18 Nov 2025 10:00 $0.18570 $0.19240 +3.18% BEAR 8 exit_fp
15 Nov 2025 20:00 16 Nov 2025 03:00 $0.19800 $0.23370 +17.55% BEAR 8 exit_fp
14 Nov 2025 13:00 14 Nov 2025 14:00 $0.15580 $0.17280 +10.46% SIDEWAYS 2 exit_fp
13 Nov 2025 18:00 13 Nov 2025 20:00 $0.13270 $0.14970 +12.35% SIDEWAYS 3 exit_fp
13 Nov 2025 00:00 13 Nov 2025 05:00 $0.13530 $0.14330 +5.48% SIDEWAYS 6 exit_fp
11 Nov 2025 23:00 12 Nov 2025 06:00 $0.14500 $0.14860 +2.06% SIDEWAYS 8 signal

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90.6% Win Rate Sharpe 12.30 95 Trades -8.6% Max Drawdown