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 • 1 Walk-Forward Cycle • Apr 2024 – May 2026
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)
KPIs Equity Curve Regimes 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
8.10
Sortino Ratio
6.12
Profit Factor
6.94
Calmar Ratio
431.95
Win Rate
76.7%
Max Drawdown
-18.4%
Avg Drawdown
-18.43%
Alpha vs B&H
+663,911.7pp
Total Trades
309
Exposure
22.4%
Beats B&H
1/1
Cycles
1

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
+2.7%
1t
+88.0%
19t
+45.2%
23t
+16.5%
14t
+22.9%
8t
+68.9%
9t
+80.7%
14t
+175.5%
27t
+82.2%
31t
 +6,044.2%
2025
+144.5%
26t
+35.9%
10t
+26.9%
5t
+67.7%
10t
+131.0%
24t
+20.8%
13t
+52.7%
25t
+84.8%
14t
+17.7%
5t
+11.4%
12t
+13.7%
5t
+9.8%
5t
 +9,019.6%
2026
+41.3%
6t
—
+2.2%
1t
+7.2%
2t
—
—
—
—
—
—
—
—
 +54.7%

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

Smart Insights
  • ↑ Exceptional return: +6.64K× — compound across the full walk-forward window.
  • ↑ Healthy win rate: 76.7%.
  • ↓ Large drawdown: -18.4% — expect volatility on capital.
  • ↑ Robust sample: 309 trades smooth out single-trade luck.
  • ↑ Strongest regime: SIDEWAYS — avg +5.06% on 75 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 181 65.2% +1.87% 4.08 8.8
BULL 53 84.9% +4.50% 5.71 21.1
SIDEWAYS 75 97.3% +5.06% 927.49 18.4

Trade Log

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

Compound Return
+374.0%
Win Rate
90.0%
45W / 5L
Max Drawdown
-9.8%
€10,000 Invested
€47,402
4.7x 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 08:00 27 Apr 2026 13:00 $0.01060 $0.01090 +3.08% SIDEWAYS 6 exit_fp
20 Apr 2026 01:00 20 Apr 2026 21:00 $0.01000 $0.01040 +4.00% SIDEWAYS 21 exit_fp
20 Mar 2026 09:00 20 Mar 2026 12:00 $0.01000 $0.01030 +2.18% SIDEWAYS 4 exit_fp
26 Jan 2026 01:00 26 Jan 2026 12:00 $0.01440 $0.01450 +0.00% SIDEWAYS 12 exit_fp
24 Jan 2026 10:00 25 Jan 2026 00:00 $0.01500 $0.01510 +0.05% SIDEWAYS 15 exit_fp
16 Jan 2026 01:00 16 Jan 2026 06:00 $0.01610 $0.01840 +13.86% SIDEWAYS 6 exit_fp
13 Jan 2026 01:00 13 Jan 2026 22:00 $0.01620 $0.01770 +8.56% SIDEWAYS 22 exit_fp
05 Jan 2026 10:00 05 Jan 2026 22:00 $0.01720 $0.01800 +4.70% SIDEWAYS 13 exit_fp
31 Dec 2025 01:00 01 Jan 2026 10:00 $0.01570 $0.01720 +9.09% SIDEWAYS 34 exit_fp
27 Dec 2025 22:00 27 Dec 2025 23:00 $0.01610 $0.01620 +0.40% SIDEWAYS 2 exit_fp
26 Dec 2025 01:00 27 Dec 2025 09:00 $0.01520 $0.01540 +0.97% SIDEWAYS 33 trail
15 Dec 2025 09:00 15 Dec 2025 10:00 $0.01700 $0.01700 -0.41% SIDEWAYS 2 exit_fp
09 Dec 2025 14:00 09 Dec 2025 16:00 $0.01680 $0.01780 +5.52% SIDEWAYS 3 exit_fp
02 Dec 2025 09:00 02 Dec 2025 14:00 $0.01700 $0.01760 +3.11% SIDEWAYS 6 exit_fp
12 Nov 2025 01:00 12 Nov 2025 08:00 $0.02200 $0.02260 +2.31% SIDEWAYS 8 exit_fp
07 Nov 2025 18:00 07 Nov 2025 20:00 $0.02420 $0.02440 +0.41% SIDEWAYS 3 exit_fp
06 Nov 2025 17:00 07 Nov 2025 05:00 $0.02070 $0.02160 +3.92% SIDEWAYS 13 exit_fp
05 Nov 2025 01:00 05 Nov 2025 13:00 $0.02040 $0.02100 +2.52% SIDEWAYS 13 exit_fp
31 Oct 2025 03:00 01 Nov 2025 08:00 $0.02340 $0.02440 +3.85% SIDEWAYS 30 exit_fp
29 Oct 2025 01:00 29 Oct 2025 11:00 $0.02560 $0.02590 +0.76% SIDEWAYS 11 exit_fp
23 Oct 2025 01:00 23 Oct 2025 17:00 $0.02530 $0.02660 +4.71% SIDEWAYS 17 exit_fp
17 Oct 2025 07:00 18 Oct 2025 22:00 $0.02540 $0.02710 +6.20% SIDEWAYS 40 trail
11 Oct 2025 21:00 12 Oct 2025 14:00 $0.02600 $0.02740 +4.95% BULL 18 exit_fp
10 Oct 2025 20:00 10 Oct 2025 21:00 $0.03370 $0.02770 -18.21% BULL 2 stop
09 Oct 2025 16:00 10 Oct 2025 06:00 $0.03940 $0.04060 +2.62% BULL 15 short_signal
08 Oct 2025 21:00 09 Oct 2025 03:00 $0.04190 $0.04070 -3.26% BULL 7 short_signal
07 Oct 2025 22:00 08 Oct 2025 08:00 $0.04040 $0.04120 +1.56% BUBBLE 11 exit_fp
07 Oct 2025 07:00 07 Oct 2025 09:00 $0.04190 $0.04190 -0.41% BUBBLE 3 signal
05 Oct 2025 18:00 06 Oct 2025 16:00 $0.04170 $0.04350 +3.89% BUBBLE 23 signal
04 Oct 2025 19:00 05 Oct 2025 04:00 $0.04120 $0.04270 +3.22% BUBBLE 10 exit_fp
01 Oct 2025 01:00 02 Oct 2025 08:00 $0.03980 $0.04300 +7.60% SIDEWAYS 32 exit_fp
28 Sep 2025 17:00 28 Sep 2025 22:00 $0.04090 $0.04190 +2.03% SIDEWAYS 6 exit_fp
20 Sep 2025 02:00 20 Sep 2025 21:00 $0.04920 $0.05140 +4.04% SIDEWAYS 20 exit_fp
11 Sep 2025 05:00 11 Sep 2025 07:00 $0.05120 $0.05470 +6.40% SIDEWAYS 3 exit_fp
05 Sep 2025 01:00 06 Sep 2025 02:00 $0.04570 $0.04660 +1.55% SIDEWAYS 26 signal
02 Sep 2025 01:00 03 Sep 2025 14:00 $0.04590 $0.04730 +2.63% SIDEWAYS 38 exit_fp
30 Aug 2025 02:00 30 Aug 2025 23:00 $0.04750 $0.04860 +1.90% SIDEWAYS 22 exit_fp
26 Aug 2025 01:00 27 Aug 2025 04:00 $0.04740 $0.05020 +5.47% SIDEWAYS 28 exit_fp
24 Aug 2025 11:00 24 Aug 2025 18:00 $0.05080 $0.05380 +5.47% SIDEWAYS 8 exit_fp
22 Aug 2025 07:00 23 Aug 2025 15:00 $0.04830 $0.05320 +9.69% SIDEWAYS 33 exit_fp
20 Aug 2025 00:00 20 Aug 2025 23:00 $0.04660 $0.04980 +6.43% BULL 24 exit_fp
15 Aug 2025 19:00 17 Aug 2025 04:00 $0.04820 $0.05180 +7.03% BULL 34 exit_fp
14 Aug 2025 22:00 15 Aug 2025 06:00 $0.04970 $0.05110 +2.40% BULL 9 exit_fp
13 Aug 2025 09:00 13 Aug 2025 17:00 $0.05590 $0.05570 -0.77% BULL 9 short_signal
12 Aug 2025 01:00 12 Aug 2025 20:00 $0.05150 $0.05520 +6.75% BULL 20 exit_fp
10 Aug 2025 08:00 10 Aug 2025 23:00 $0.05370 $0.05470 +1.45% BULL 16 signal
05 Aug 2025 22:00 08 Aug 2025 02:00 $0.04720 $0.05210 +9.93% BULL 53 short_signal
02 Aug 2025 17:00 04 Aug 2025 00:00 $0.04580 $0.04910 +6.77% SIDEWAYS 32 exit_fp
02 Aug 2025 01:00 02 Aug 2025 04:00 $0.04800 $0.04850 +0.63% BUBBLE 4 exit_fp
01 Aug 2025 06:00 01 Aug 2025 12:00 $0.04860 $0.04900 +0.41% BUBBLE 7 signal

Start Trading Smarter

These backtest results demonstrate what our model can do. Get real-time signals delivered to your Telegram with every entry, stop-loss, and take-profit.

Get Started → Signals → View Plans →
76.7% Win Rate Sharpe 8.10 309 Trades -18.4% Max Drawdown