Theta Network (THETA) Backtest
Walk-forward validated backtest results for Theta Network. The model is trained on historical data and tested exclusively on unseen future data.
1 Walk-Forward Fold
•
Apr 2024 – Apr 2026
•
$0.213000 (-7.39%)
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
13.62
Win Rate
86.1%
Max Drawdown
-8.4%
Total Trades
403
Sortino Ratio
14.79
Profit Factor
44.25
Exposure
35.6%
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 | 115 | 87.0% | +4.45% | 74.56 | 13.8 |
| BULL | 45 | 86.7% | +6.21% | 17.83 | 32.2 |
| SIDEWAYS | 198 | 87.4% | +3.70% | 68.00 | 15.6 |
| BEAR | 45 | 77.8% | +3.38% | 36.70 | 12.9 |
Trade Log
Most recent 50 trades from the walk-forward backtest.
Compound Return
+316.4%
Win Rate
88.0%
44W / 6L
Max Drawdown
-3.6%
€10,000 Invested
€41,637
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 |
|---|---|---|---|---|---|---|---|
| $0.00 | $0.00 | +7.46% | BUBBLE | 24 | signal | ||
| $0.00 | $0.00 | +4.27% | BUBBLE | 26 | signal | ||
| $0.00 | $0.00 | +5.23% | BUBBLE | 11 | exit_fp | ||
| $0.00 | $0.00 | -0.41% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +14.52% | BULL | 64 | exit_fp | ||
| $0.00 | $0.00 | +8.27% | BULL | 31 | exit_fp | ||
| $0.00 | $0.00 | +2.01% | BULL | 22 | signal | ||
| $0.00 | $0.00 | -5.20% | BULL | 36 | stop | ||
| $0.00 | $0.00 | +2.89% | BULL | 19 | signal | ||
| $0.00 | $0.00 | +8.20% | BULL | 46 | trail | ||
| $0.00 | $0.00 | +1.85% | BULL | 20 | signal | ||
| $0.00 | $0.00 | +16.11% | BULL | 34 | exit_fp | ||
| $0.00 | $0.00 | +0.94% | BUBBLE | 2 | signal | ||
| $0.00 | $0.00 | +3.65% | BUBBLE | 33 | exit_fp | ||
| $0.00 | $0.00 | +0.39% | BUBBLE | 2 | signal | ||
| $0.00 | $0.00 | +3.60% | BUBBLE | 14 | exit_fp | ||
| $0.00 | $0.00 | +1.29% | BUBBLE | 2 | signal | ||
| $0.00 | $0.00 | +1.13% | BUBBLE | 2 | signal | ||
| $0.00 | $0.00 | +3.85% | BUBBLE | 20 | signal | ||
| $0.00 | $0.00 | +8.24% | BUBBLE | 36 | signal | ||
| $0.00 | $0.00 | +3.04% | BUBBLE | 25 | signal | ||
| $0.00 | $0.00 | +8.83% | BUBBLE | 16 | exit_fp | ||
| $0.00 | $0.00 | +3.65% | BUBBLE | 23 | signal | ||
| $0.00 | $0.00 | +0.72% | BUBBLE | 4 | signal | ||
| $0.00 | $0.00 | +13.38% | BUBBLE | 42 | signal | ||
| $0.00 | $0.00 | -0.25% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +3.98% | BUBBLE | 27 | exit_fp | ||
| $0.00 | $0.00 | +2.09% | BUBBLE | 11 | exit_fp | ||
| $0.00 | $0.00 | +6.54% | SIDEWAYS | 19 | signal | ||
| $0.00 | $0.00 | +3.78% | SIDEWAYS | 11 | exit_fp | ||
| $0.00 | $0.00 | +5.89% | SIDEWAYS | 49 | signal | ||
| $0.00 | $0.00 | +3.07% | SIDEWAYS | 3 | signal | ||
| $0.00 | $0.00 | +5.14% | SIDEWAYS | 26 | exit_fp | ||
| $0.00 | $0.00 | +6.09% | SIDEWAYS | 11 | exit_fp | ||
| $0.00 | $0.00 | +7.75% | SIDEWAYS | 41 | signal | ||
| $0.00 | $0.00 | +5.99% | SIDEWAYS | 47 | exit_fp | ||
| $0.00 | $0.00 | +4.39% | SIDEWAYS | 21 | signal | ||
| $0.00 | $0.00 | +5.34% | SIDEWAYS | 23 | exit_fp | ||
| $0.00 | $0.00 | +0.61% | SIDEWAYS | 7 | signal | ||
| $0.00 | $0.00 | +8.01% | SIDEWAYS | 33 | take_profit | ||
| $0.00 | $0.00 | +0.42% | SIDEWAYS | 5 | signal | ||
| $0.00 | $0.00 | -2.36% | BULL | 31 | signal | ||
| $0.00 | $0.00 | +3.89% | BULL | 17 | exit_fp | ||
| $0.00 | $0.00 | +12.51% | BULL | 49 | exit_fp | ||
| $0.00 | $0.00 | +6.52% | BUBBLE | 12 | signal | ||
| $0.00 | $0.00 | -0.25% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +4.11% | BULL | 22 | exit_fp | ||
| $0.00 | $0.00 | -1.94% | BULL | 24 | exit_fp | ||
| $0.00 | $0.00 | +14.77% | SIDEWAYS | 16 | exit_fp | ||
| $0.00 | $0.00 | +4.36% | SIDEWAYS | 13 | exit_fp |
Start Trading Theta Network Smarter
These backtest results demonstrate what our model can do. Get real-time THETA signals delivered to your Telegram with every entry, stop-loss, and take-profit.
86.1% Win Rate
Sharpe 13.62
403 Trades
Free Plan Available
