XRP (XRP) Backtest
Walk-forward validated backtest results for XRP. The model is trained on historical data and tested exclusively on unseen future data.
Model 2.5.8.3
•
2 Walk-Forward Folds
•
May 2020 – Apr 2026
•
$1.4228 (-0.60%)
XRP is the native token of the XRP Ledger, designed for fast and inexpensive cross-border payments. Originally created by Ripple Labs, XRP can settle transactions in 3-5 seconds at minimal cost. After years of regulatory uncertainty with the SEC, XRP gained renewed institutional interest following favorable court rulings. Its price is heavily influenced by regulatory developments and partnership announcements, creating sharp momentum shifts that algorithmic models can capitalize on.
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
11.31
Win Rate
80.4%
Max Drawdown
-17.1%
Total Trades
640
Sortino Ratio
11.82
Profit Factor
32.03
Exposure
36.9%
Beats B&H
2/2
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 | 322 | 85.4% | +3.81% | 45.84 | 14.7 |
| BULL | 112 | 90.7% | +5.77% | 26.05 | 31.4 |
| SIDEWAYS | 735 | 76.6% | +2.44% | 28.98 | 14.9 |
| BEAR | 110 | 83.3% | +2.80% | 41.28 | 12.4 |
Per-Fold Results
Each fold 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.
| Fold | Period | Sharpe | Return | MaxDD | Win Rate | Trades | B&H |
|---|---|---|---|---|---|---|---|
| 1 | May '20 – Apr '24 | 10.63 | 702,927,322x | -17.1% | 75.2% | 922 | Yes |
| 2 | Apr '24 – Apr '26 | 12.00 | 43,796x | -8.9% | 85.7% | 357 | Yes |
Trade Log
Most recent 50 trades from the walk-forward backtest (Dec 2025 – Apr 2026).
Compound Return
+212.5%
Win Rate
88.0%
44W / 6L
Max Drawdown
-2.6%
€10,000 Invested
€31,251
3.1x 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 |
|---|---|---|---|---|---|---|---|
| 13 Apr 2026 00:00 | 14 Apr 2026 08:00 | $1.33 | $1.37 | +2.88% | BEAR | 33 | exit_fp |
| 12 Apr 2026 09:00 | 12 Apr 2026 11:00 | $1.33 | $1.33 | -0.05% | BEAR | 3 | signal |
| 10 Apr 2026 04:00 | 10 Apr 2026 14:00 | $1.35 | $1.36 | +0.62% | BEAR | 11 | signal |
| 09 Apr 2026 04:00 | 09 Apr 2026 09:00 | $1.33 | $1.34 | +0.24% | BEAR | 6 | signal |
| 06 Apr 2026 23:00 | 07 Apr 2026 22:00 | $1.32 | $1.37 | +3.70% | BEAR | 24 | exit_fp |
| 05 Apr 2026 07:00 | 06 Apr 2026 09:00 | $1.30 | $1.35 | +3.95% | BEAR | 27 | exit_fp |
| 02 Apr 2026 13:00 | 02 Apr 2026 20:00 | $1.29 | $1.32 | +2.01% | BEAR | 8 | signal |
| 31 Mar 2026 01:00 | 01 Apr 2026 06:00 | $1.34 | $1.36 | +1.46% | BEAR | 30 | exit_fp |
| 29 Mar 2026 18:00 | 30 Mar 2026 12:00 | $1.32 | $1.35 | +1.85% | BEAR | 19 | signal |
| 28 Mar 2026 01:00 | 28 Mar 2026 12:00 | $1.32 | $1.34 | +0.87% | BEAR | 12 | signal |
| 24 Mar 2026 16:00 | 24 Mar 2026 22:00 | $1.39 | $1.41 | +1.19% | BEAR | 7 | signal |
| 22 Mar 2026 22:00 | 23 Mar 2026 14:00 | $1.39 | $1.46 | +4.38% | BEAR | 17 | exit_fp |
| 18 Mar 2026 17:00 | 18 Mar 2026 17:00 | $1.46 | $1.46 | -0.25% | BEAR | 1 | signal |
| 14 Mar 2026 01:00 | 16 Mar 2026 14:00 | $1.40 | $1.51 | +7.53% | BEAR | 62 | exit_fp |
| 12 Mar 2026 22:00 | 13 Mar 2026 12:00 | $1.38 | $1.43 | +3.69% | BEAR | 15 | exit_fp |
| 12 Mar 2026 04:00 | 12 Mar 2026 09:00 | $1.37 | $1.38 | +0.59% | BEAR | 6 | signal |
| 09 Mar 2026 00:00 | 10 Mar 2026 08:00 | $1.35 | $1.40 | +3.62% | BEAR | 33 | signal |
| 07 Mar 2026 01:00 | 07 Mar 2026 08:00 | $1.37 | $1.37 | -0.42% | BEAR | 8 | signal |
| 03 Mar 2026 13:00 | 04 Mar 2026 15:00 | $1.35 | $1.46 | +8.21% | BEAR | 27 | exit_fp |
| 02 Mar 2026 01:00 | 02 Mar 2026 16:00 | $1.37 | $1.41 | +2.64% | BEAR | 16 | exit_fp |
| 28 Feb 2026 09:00 | 28 Feb 2026 20:00 | $1.28 | $1.38 | +7.77% | BEAR | 12 | exit_fp |
| 24 Feb 2026 11:00 | 25 Feb 2026 16:00 | $1.33 | $1.45 | +8.38% | BEAR | 30 | exit_fp |
| 23 Feb 2026 02:00 | 23 Feb 2026 09:00 | $1.34 | $1.39 | +3.39% | BEAR | 8 | exit_fp |
| 20 Feb 2026 14:00 | 21 Feb 2026 11:00 | $1.40 | $1.44 | +2.91% | BEAR | 22 | signal |
| 19 Feb 2026 17:00 | 19 Feb 2026 18:00 | $1.40 | $1.41 | +0.98% | BEAR | 2 | signal |
| 19 Feb 2026 01:00 | 19 Feb 2026 02:00 | $1.43 | $1.43 | -0.28% | BEAR | 2 | signal |
| 17 Feb 2026 13:00 | 17 Feb 2026 16:00 | $1.46 | $1.48 | +1.06% | BEAR | 4 | signal |
| 15 Feb 2026 22:00 | 16 Feb 2026 09:00 | $1.49 | $1.50 | +0.80% | BEAR | 12 | exit_fp |
| 12 Feb 2026 23:00 | 14 Feb 2026 20:00 | $1.36 | $1.50 | +9.40% | BEAR | 46 | signal |
| 12 Feb 2026 00:00 | 12 Feb 2026 10:00 | $1.38 | $1.40 | +1.67% | BEAR | 11 | exit_fp |
| 11 Feb 2026 10:00 | 11 Feb 2026 11:00 | $1.36 | $1.38 | +1.05% | BEAR | 2 | signal |
| 09 Feb 2026 09:00 | 09 Feb 2026 16:00 | $1.40 | $1.45 | +3.50% | BEAR | 8 | exit_fp |
| 07 Feb 2026 11:00 | 08 Feb 2026 06:00 | $1.39 | $1.42 | +1.58% | BEAR | 20 | trail |
| 05 Feb 2026 22:00 | 06 Feb 2026 05:00 | $1.23 | $1.33 | +8.26% | BEAR | 8 | exit_fp |
| 03 Feb 2026 18:00 | 03 Feb 2026 20:00 | $1.53 | $1.62 | +5.42% | BEAR | 3 | signal |
| 02 Feb 2026 01:00 | 02 Feb 2026 03:00 | $1.60 | $1.58 | -1.65% | BEAR | 3 | regime_exit |
| 31 Jan 2026 15:00 | 31 Jan 2026 21:00 | $1.64 | $1.62 | -1.12% | SIDEWAYS | 7 | exit_fp |
| 27 Jan 2026 10:00 | 27 Jan 2026 16:00 | $1.89 | $1.91 | +1.29% | SIDEWAYS | 7 | exit_fp |
| 25 Jan 2026 20:00 | 26 Jan 2026 14:00 | $1.82 | $1.92 | +5.00% | SIDEWAYS | 19 | exit_fp |
| 20 Jan 2026 21:00 | 21 Jan 2026 15:00 | $1.89 | $1.96 | +3.38% | SIDEWAYS | 19 | exit_fp |
| 19 Jan 2026 01:00 | 19 Jan 2026 16:00 | $1.95 | $2.02 | +3.29% | SIDEWAYS | 16 | exit_fp |
| 16 Jan 2026 16:00 | 16 Jan 2026 21:00 | $2.04 | $2.07 | +1.28% | SIDEWAYS | 6 | signal |
| 13 Jan 2026 17:00 | 13 Jan 2026 22:00 | $2.09 | $2.17 | +3.68% | SIDEWAYS | 6 | exit_fp |
| 12 Jan 2026 10:00 | 13 Jan 2026 04:00 | $2.04 | $2.06 | +0.92% | SIDEWAYS | 19 | trail |
| 08 Jan 2026 13:00 | 08 Jan 2026 16:00 | $2.09 | $2.15 | +2.58% | SIDEWAYS | 4 | signal |
| 06 Jan 2026 18:00 | 06 Jan 2026 21:00 | $2.25 | $2.28 | +1.48% | SIDEWAYS | 4 | signal |
| 05 Jan 2026 01:00 | 05 Jan 2026 20:00 | $2.16 | $2.32 | +7.18% | SIDEWAYS | 20 | exit_fp |
| 03 Jan 2026 08:00 | 04 Jan 2026 12:00 | $2.01 | $2.12 | +5.28% | SIDEWAYS | 29 | exit_fp |
| 31 Dec 2025 18:00 | 02 Jan 2026 17:00 | $1.83 | $1.99 | +8.41% | SIDEWAYS | 48 | take_profit |
| 30 Dec 2025 00:00 | 31 Dec 2025 00:00 | $1.85 | $1.87 | +0.97% | SIDEWAYS | 25 | signal |
Start Trading XRP Smarter
These backtest results demonstrate what our model can do. Get real-time XRP signals delivered to your Telegram with every entry, stop-loss, and take-profit.
80.4% Win Rate
Sharpe 11.31
640 Trades
Free Plan Available
