Worldcoin (WLD) Backtest
Walk-forward validated backtest results for Worldcoin. The model is trained on historical data and tested exclusively on unseen future data.
1 Walk-Forward Fold
•
Apr 2024 – Apr 2026
•
$0.261700 (-5.22%)
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
10.00
Win Rate
72.8%
Max Drawdown
-6.7%
Total Trades
379
Sortino Ratio
11.29
Profit Factor
15.41
Exposure
31.5%
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 | 146 | 55.5% | +2.31% | 15.39 | 7.2 |
| BULL | 48 | 89.6% | +6.58% | 65.95 | 23.0 |
| SIDEWAYS | 183 | 82.5% | +3.80% | 11.82 | 18.9 |
| BEAR | 2 | 50.0% | -0.13% | 0.75 | 24.0 |
Trade Log
Most recent 50 trades from the walk-forward backtest.
Compound Return
+99.9%
Win Rate
74.0%
37W / 13L
Max Drawdown
-0.8%
€10,000 Invested
€19,994
2.0x 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 | +0.90% | BUBBLE | 16 | signal | ||
| $0.00 | $0.00 | -0.41% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | -2.27% | BUBBLE | 2 | signal | ||
| $0.00 | $0.00 | +6.42% | BUBBLE | 21 | signal | ||
| $0.00 | $0.00 | -0.31% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +1.67% | BUBBLE | 11 | signal | ||
| $0.00 | $0.00 | +1.30% | BUBBLE | 3 | signal | ||
| $0.00 | $0.00 | +7.96% | BULL | 12 | exit_fp | ||
| $0.00 | $0.00 | +1.98% | BULL | 12 | signal | ||
| $0.00 | $0.00 | +12.50% | BULL | 24 | exit_fp | ||
| $0.00 | $0.00 | +16.70% | BULL | 24 | exit_fp | ||
| $0.00 | $0.00 | -0.92% | BULL | 8 | signal | ||
| $0.00 | $0.00 | +6.43% | BULL | 26 | exit_fp | ||
| $0.00 | $0.00 | +6.36% | BULL | 16 | exit_fp | ||
| $0.00 | $0.00 | +0.64% | BULL | 16 | signal | ||
| $0.00 | $0.00 | +1.86% | BULL | 10 | exit_fp | ||
| $0.00 | $0.00 | +1.23% | BULL | 16 | signal | ||
| $0.00 | $0.00 | +2.60% | BULL | 14 | signal | ||
| $0.00 | $0.00 | +9.86% | BULL | 34 | exit_fp | ||
| $0.00 | $0.00 | +1.73% | BUBBLE | 4 | signal | ||
| $0.00 | $0.00 | +0.49% | BUBBLE | 2 | signal | ||
| $0.00 | $0.00 | +3.45% | BUBBLE | 8 | exit_fp | ||
| $0.00 | $0.00 | -0.19% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +4.84% | BUBBLE | 10 | exit_fp | ||
| $0.00 | $0.00 | -0.19% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +4.72% | BUBBLE | 12 | signal | ||
| $0.00 | $0.00 | +2.31% | BUBBLE | 3 | signal | ||
| $0.00 | $0.00 | -0.19% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +0.73% | BUBBLE | 3 | signal | ||
| $0.00 | $0.00 | +4.36% | BUBBLE | 25 | signal | ||
| $0.00 | $0.00 | -0.19% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +0.91% | BUBBLE | 2 | signal | ||
| $0.00 | $0.00 | -0.19% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +8.56% | BUBBLE | 14 | exit_fp | ||
| $0.00 | $0.00 | -1.04% | BUBBLE | 4 | signal | ||
| $0.00 | $0.00 | +3.67% | BUBBLE | 21 | signal | ||
| $0.00 | $0.00 | +2.86% | BUBBLE | 3 | signal | ||
| $0.00 | $0.00 | +4.91% | BUBBLE | 10 | exit_fp | ||
| $0.00 | $0.00 | -0.19% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +5.27% | BUBBLE | 3 | signal | ||
| $0.00 | $0.00 | -0.19% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +0.42% | BUBBLE | 3 | signal | ||
| $0.00 | $0.00 | -0.19% | BUBBLE | 1 | signal | ||
| $0.00 | $0.00 | +5.64% | SIDEWAYS | 8 | exit_fp | ||
| $0.00 | $0.00 | +2.56% | SIDEWAYS | 31 | signal | ||
| $0.00 | $0.00 | +1.69% | SIDEWAYS | 6 | exit_fp | ||
| $0.00 | $0.00 | +1.18% | SIDEWAYS | 27 | signal | ||
| $0.00 | $0.00 | +6.82% | SIDEWAYS | 6 | exit_fp | ||
| $0.00 | $0.00 | +1.15% | SIDEWAYS | 4 | signal | ||
| $0.00 | $0.00 | +2.10% | SIDEWAYS | 15 | exit_fp |
Start Trading Worldcoin Smarter
These backtest results demonstrate what our model can do. Get real-time WLD signals delivered to your Telegram with every entry, stop-loss, and take-profit.
72.8% Win Rate
Sharpe 10.00
379 Trades
Free Plan Available
