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 • Oct 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
13.34
Sortino Ratio
13.30
Profit Factor
27.98
Calmar Ratio
74,708.88
Win Rate
86.5%
Max Drawdown
-16.2%
Avg Drawdown
-9.98%
Alpha vs B&H
+53,281,521.5pp
Total Trades
107
Exposure
38.9%
Beats B&H
3/3
Sharpe Trend
+0.49

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
—
—
—
—
—
+18.2%
5t
+195.6%
22t
+44.1%
21t
 +403.6%
2025
+169.3%
26t
+142.1%
19t
+76.8%
15t
+159.1%
17t
+201.7%
17t
+68.0%
15t
+65.9%
16t
+72.6%
12t
+34.4%
14t
+344.8%
24t
+91.4%
21t
+57.7%
13t
 +782,234.7%
2026
+61.5%
12t
+104.4%
20t
+212.9%
20t
+85.6%
12t
—
—
—
—
—
—
—
—
 +1,816.9%

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

Smart Insights
  • ↑ Exceptional return: +532.82K× — compound across the full walk-forward window.
  • ↑ High win rate: 86.5% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -16.2% — expect volatility on capital.
  • ↑ Robust sample: 107 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.22% on 39 trades, WR 92%.

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 93 83.8% +3.53% 23.33 12.6
BULL 39 90.4% +6.47% 84.62 23.3
SIDEWAYS 128 89.3% +4.40% 72.80 17.9
BEAR 61 91.7% +6.19% 10.83 17.7

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 Oct '24 – May '25 12.90 142.1x -16.2% 83.3% 126 Yes
2 May '25 – Nov '25 13.72 68.7x -4.3% 90.1% 101 Yes
3 Nov '25 – May '26 13.39 52.4x -9.4% 86.2% 94 Yes

Trade Log

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

Compound Return
+934.1%
Win Rate
84.0%
42W / 8L
Max Drawdown
-7.6%
€10,000 Invested
€103,408
10.3x 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
27 Apr 2026 21:00 29 Apr 2026 00:00 $246.20 $258.90 +5.05% SIDEWAYS 28 exit_fp
26 Apr 2026 01:00 27 Apr 2026 01:00 $245.50 $255.60 +4.01% SIDEWAYS 25 exit_fp
19 Apr 2026 04:00 24 Apr 2026 06:00 $241.90 $245.97 +1.54% SIDEWAYS 123 trail
16 Apr 2026 19:00 17 Apr 2026 15:00 $243.70 $261.70 +7.28% SIDEWAYS 21 exit_fp
14 Apr 2026 21:00 15 Apr 2026 14:00 $241.70 $246.20 +1.76% BEAR 18 short_signal
11 Apr 2026 03:00 11 Apr 2026 21:00 $262.60 $277.60 +5.61% BEAR 19 exit_fp
10 Apr 2026 04:00 10 Apr 2026 14:00 $264.50 $270.90 +2.32% BEAR 11 short_signal
09 Apr 2026 07:00 09 Apr 2026 15:00 $322.50 $336.70 +4.30% BEAR 9 exit_fp
07 Apr 2026 01:00 08 Apr 2026 08:00 $309.80 $349.10 +12.57% BEAR 32 exit_fp
05 Apr 2026 01:00 06 Apr 2026 12:00 $302.20 $322.10 +6.48% BEAR 36 short_signal
02 Apr 2026 11:00 03 Apr 2026 13:00 $295.80 $311.10 +5.07% BEAR 27 exit_fp
31 Mar 2026 14:00 01 Apr 2026 14:00 $303.20 $327.70 +7.97% BEAR 25 exit_fp
30 Mar 2026 19:00 31 Mar 2026 01:00 $308.90 $313.40 +1.36% BEAR 7 short_signal
29 Mar 2026 16:00 30 Mar 2026 01:00 $317.80 $324.60 +2.04% BEAR 10 exit_fp
28 Mar 2026 01:00 28 Mar 2026 05:00 $313.10 $316.70 +1.05% BEAR 5 short_signal
25 Mar 2026 23:00 26 Mar 2026 03:00 $347.00 $339.60 -2.23% BEAR 5 short_signal
22 Mar 2026 21:00 25 Mar 2026 10:00 $263.80 $359.00 +35.95% BEAR 62 exit_fp
20 Mar 2026 20:00 21 Mar 2026 14:00 $266.90 $277.20 +3.71% BEAR 19 regime_exit
19 Mar 2026 23:00 20 Mar 2026 00:00 $282.40 $278.60 -1.48% BEAR 2 regime_exit
18 Mar 2026 17:00 19 Mar 2026 10:00 $267.40 $249.31 -6.90% SIDEWAYS 18 stop
16 Mar 2026 07:00 16 Mar 2026 13:00 $274.80 $297.50 +8.15% BEAR 7 exit_fp
15 Mar 2026 16:00 15 Mar 2026 18:00 $275.00 $291.60 +5.93% BEAR 3 exit_fp
14 Mar 2026 19:00 15 Mar 2026 03:00 $238.00 $270.80 +13.67% BEAR 9 exit_fp
13 Mar 2026 23:00 14 Mar 2026 03:00 $235.90 $243.80 +3.25% BEAR 5 exit_fp
11 Mar 2026 04:00 13 Mar 2026 10:00 $198.70 $238.30 +19.81% BEAR 55 short_signal
10 Mar 2026 06:00 10 Mar 2026 13:00 $198.50 $199.20 +0.25% BEAR 8 short_signal
08 Mar 2026 02:00 09 Mar 2026 17:00 $175.70 $192.86 +9.61% BEAR 40 trail
06 Mar 2026 14:00 07 Mar 2026 13:00 $177.20 $185.10 +4.35% BEAR 24 exit_fp
05 Mar 2026 01:00 05 Mar 2026 11:00 $185.10 $189.50 +2.27% BEAR 11 short_signal
03 Mar 2026 10:00 04 Mar 2026 09:00 $178.80 $194.10 +8.45% BEAR 24 exit_fp
01 Mar 2026 18:00 02 Mar 2026 16:00 $178.10 $190.60 +6.91% BEAR 23 exit_fp
28 Feb 2026 07:00 01 Mar 2026 01:00 $170.60 $184.60 +8.10% BEAR 19 exit_fp
26 Feb 2026 14:00 27 Feb 2026 02:00 $182.60 $184.80 +1.10% BEAR 13 short_signal
25 Feb 2026 10:00 25 Feb 2026 20:00 $177.10 $186.20 +5.03% BEAR 11 exit_fp
24 Feb 2026 10:00 24 Feb 2026 21:00 $165.10 $168.24 +1.76% BEAR 12 trail
23 Feb 2026 17:00 23 Feb 2026 21:00 $169.20 $170.60 +0.73% BEAR 5 short_signal
22 Feb 2026 19:00 22 Feb 2026 23:00 $173.70 $173.30 -0.33% BEAR 5 short_signal
20 Feb 2026 01:00 21 Feb 2026 17:00 $178.20 $184.60 +3.49% BEAR 41 exit_fp
19 Feb 2026 01:00 19 Feb 2026 05:00 $185.60 $186.80 +0.55% BEAR 5 short_signal
17 Feb 2026 15:00 17 Feb 2026 18:00 $198.20 $198.00 -0.20% BEAR 4 exit_fp
16 Feb 2026 18:00 17 Feb 2026 02:00 $189.90 $194.90 +2.53% BEAR 9 short_signal
15 Feb 2026 16:00 16 Feb 2026 05:00 $184.60 $202.90 +9.80% BEAR 14 exit_fp
14 Feb 2026 22:00 15 Feb 2026 02:00 $191.00 $191.10 -0.05% BEAR 5 short_signal
12 Feb 2026 23:00 14 Feb 2026 08:00 $155.80 $204.60 +31.19% BEAR 34 exit_fp
11 Feb 2026 15:00 12 Feb 2026 10:00 $146.00 $158.90 +8.73% BEAR 20 exit_fp
10 Feb 2026 21:00 11 Feb 2026 01:00 $153.40 $152.30 -0.82% BEAR 5 short_signal
09 Feb 2026 11:00 09 Feb 2026 16:00 $156.80 $158.40 +0.92% BEAR 6 short_signal
07 Feb 2026 06:00 07 Feb 2026 17:00 $164.40 $169.20 +2.82% BEAR 12 short_signal
05 Feb 2026 21:00 06 Feb 2026 17:00 $161.10 $178.20 +10.50% BEAR 21 exit_fp
03 Feb 2026 15:00 03 Feb 2026 17:00 $197.00 $190.04 -3.67% BEAR 3 stop

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86.5% Win Rate Sharpe 13.34 107 Trades -16.2% Max Drawdown