Zcash (ZEC) Backtest
Walk-forward validated backtest results for Zcash. 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
•
$325.26 (+0.59%)
Zcash (ZEC) is a privacy-focused cryptocurrency that offers optional shielded transactions using zero-knowledge proofs (zk-SNARKs). While privacy coins face regulatory scrutiny, the underlying technology has influenced the broader blockchain ecosystem. ZEC shows distinct trading patterns driven by privacy narrative cycles and regulatory developments, providing diversification from mainstream crypto trends.
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
13.08
Win Rate
84.1%
Max Drawdown
-13.8%
Total Trades
638
Sortino Ratio
12.90
Profit Factor
43.50
Exposure
36.7%
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 | 351 | 80.4% | +3.95% | 47.02 | 15.1 |
| BULL | 124 | 91.9% | +5.43% | 16.35 | 26.6 |
| SIDEWAYS | 684 | 83.4% | +4.17% | 66.82 | 14.1 |
| BEAR | 116 | 89.8% | +4.89% | 935.37 | 13.6 |
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 | 12.21 | 4,275,892x | -6.0% | 80.8% | 872 | Yes |
| 2 | Apr '24 – Apr '26 | 13.95 | 161,536x | -13.8% | 87.3% | 403 | Yes |
Trade Log
Most recent 50 trades from the walk-forward backtest (Jan 2026 – Apr 2026).
Compound Return
+374.2%
Win Rate
94.0%
47W / 3L
Max Drawdown
-0.1%
€10,000 Invested
€47,424
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 |
|---|---|---|---|---|---|---|---|
| 13 Apr 2026 18:00 | 13 Apr 2026 21:00 | $358.50 | $370.88 | +3.35% | BEAR | 4 | signal |
| 10 Apr 2026 07:00 | 10 Apr 2026 08:00 | $374.26 | $375.72 | +0.29% | BEAR | 2 | signal |
| 09 Apr 2026 11:00 | 09 Apr 2026 18:00 | $311.21 | $357.43 | +14.74% | BEAR | 8 | exit_fp |
| 07 Apr 2026 11:00 | 08 Apr 2026 02:00 | $265.44 | $324.02 | +21.95% | BEAR | 16 | exit_fp |
| 05 Apr 2026 13:00 | 06 Apr 2026 22:00 | $239.26 | $252.46 | +5.37% | BEAR | 34 | trail |
| 04 Apr 2026 10:00 | 04 Apr 2026 17:00 | $244.30 | $252.56 | +3.28% | BEAR | 8 | exit_fp |
| 03 Apr 2026 19:00 | 03 Apr 2026 21:00 | $234.66 | $235.99 | +0.47% | BEAR | 3 | signal |
| 02 Apr 2026 12:00 | 03 Apr 2026 03:00 | $233.65 | $237.84 | +1.65% | BEAR | 16 | trail |
| 01 Apr 2026 03:00 | 01 Apr 2026 09:00 | $245.09 | $249.01 | +1.50% | BEAR | 7 | signal |
| 31 Mar 2026 05:00 | 31 Mar 2026 10:00 | $232.19 | $241.92 | +4.09% | BEAR | 6 | signal |
| 29 Mar 2026 08:00 | 30 Mar 2026 13:00 | $216.95 | $225.22 | +3.67% | BEAR | 30 | trail |
| 27 Mar 2026 20:00 | 28 Mar 2026 19:00 | $214.68 | $217.99 | +1.40% | BEAR | 24 | trail |
| 24 Mar 2026 15:00 | 24 Mar 2026 23:00 | $225.65 | $242.09 | +7.18% | BEAR | 9 | exit_fp |
| 22 Mar 2026 02:00 | 23 Mar 2026 22:00 | $220.93 | $228.60 | +3.33% | BEAR | 45 | trail |
| 17 Mar 2026 05:00 | 17 Mar 2026 09:00 | $269.89 | $270.02 | -0.05% | BEAR | 5 | signal |
| 14 Mar 2026 00:00 | 16 Mar 2026 08:00 | $206.19 | $231.45 | +12.09% | BEAR | 57 | trail |
| 12 Mar 2026 05:00 | 12 Mar 2026 23:00 | $205.57 | $208.92 | +1.49% | BEAR | 19 | trail |
| 08 Mar 2026 01:00 | 10 Mar 2026 02:00 | $196.58 | $223.87 | +13.77% | BEAR | 50 | signal |
| 03 Mar 2026 10:00 | 04 Mar 2026 19:00 | $214.79 | $249.03 | +15.83% | BEAR | 34 | exit_fp |
| 02 Mar 2026 03:00 | 02 Mar 2026 15:00 | $217.88 | $223.16 | +2.32% | BEAR | 13 | exit_fp |
| 28 Feb 2026 07:00 | 01 Mar 2026 01:00 | $208.62 | $225.04 | +7.76% | BEAR | 19 | exit_fp |
| 25 Feb 2026 14:00 | 25 Feb 2026 18:00 | $248.38 | $256.18 | +3.04% | BEAR | 5 | signal |
| 24 Feb 2026 06:00 | 25 Feb 2026 01:00 | $232.83 | $248.51 | +6.63% | BEAR | 20 | exit_fp |
| 23 Feb 2026 02:00 | 23 Feb 2026 09:00 | $235.42 | $248.94 | +5.64% | BEAR | 8 | exit_fp |
| 19 Feb 2026 23:00 | 21 Feb 2026 08:00 | $262.17 | $263.39 | +0.36% | BEAR | 34 | exit_fp |
| 17 Feb 2026 11:00 | 17 Feb 2026 23:00 | $293.77 | $296.38 | +0.79% | BEAR | 13 | exit_fp |
| 15 Feb 2026 18:00 | 16 Feb 2026 12:00 | $294.28 | $299.97 | +1.83% | BEAR | 19 | exit_fp |
| 14 Feb 2026 07:00 | 14 Feb 2026 19:00 | $286.75 | $314.57 | +9.59% | BEAR | 13 | signal |
| 12 Feb 2026 18:00 | 13 Feb 2026 18:00 | $229.78 | $269.53 | +17.18% | BEAR | 25 | exit_fp |
| 11 Feb 2026 08:00 | 11 Feb 2026 20:00 | $229.56 | $248.40 | +8.10% | BEAR | 13 | exit_fp |
| 09 Feb 2026 08:00 | 09 Feb 2026 16:00 | $232.60 | $242.82 | +4.29% | BEAR | 9 | exit_fp |
| 08 Feb 2026 10:00 | 08 Feb 2026 14:00 | $233.55 | $244.80 | +4.71% | BEAR | 5 | exit_fp |
| 07 Feb 2026 07:00 | 07 Feb 2026 16:00 | $228.94 | $240.24 | +4.83% | BEAR | 10 | exit_fp |
| 06 Feb 2026 01:00 | 06 Feb 2026 12:00 | $210.00 | $232.90 | +10.79% | BEAR | 12 | exit_fp |
| 03 Feb 2026 18:00 | 03 Feb 2026 20:00 | $268.20 | $284.98 | +6.15% | BEAR | 3 | signal |
| 01 Feb 2026 14:00 | 01 Feb 2026 23:00 | $297.35 | $305.98 | +2.80% | SIDEWAYS | 10 | exit_fp |
| 31 Jan 2026 19:00 | 31 Jan 2026 23:00 | $288.79 | $303.07 | +4.84% | SIDEWAYS | 5 | exit_fp |
| 30 Jan 2026 13:00 | 30 Jan 2026 19:00 | $331.12 | $341.35 | +2.99% | SIDEWAYS | 7 | exit_fp |
| 27 Jan 2026 10:00 | 27 Jan 2026 10:00 | $383.01 | $383.01 | -0.10% | SIDEWAYS | 1 | signal |
| 25 Jan 2026 23:00 | 26 Jan 2026 21:00 | $329.39 | $370.97 | +12.51% | SIDEWAYS | 23 | exit_fp |
| 22 Jan 2026 03:00 | 23 Jan 2026 00:00 | $353.74 | $370.88 | +4.74% | SIDEWAYS | 22 | exit_fp |
| 21 Jan 2026 01:00 | 21 Jan 2026 14:00 | $352.98 | $373.13 | +5.60% | SIDEWAYS | 14 | exit_fp |
| 20 Jan 2026 09:00 | 20 Jan 2026 10:00 | $353.93 | $366.32 | +3.40% | SIDEWAYS | 2 | signal |
| 19 Jan 2026 01:00 | 19 Jan 2026 14:00 | $358.39 | $377.89 | +5.34% | SIDEWAYS | 14 | exit_fp |
| 16 Jan 2026 05:00 | 16 Jan 2026 05:00 | $407.23 | $407.23 | -0.10% | SIDEWAYS | 1 | signal |
| 13 Jan 2026 15:00 | 14 Jan 2026 23:00 | $392.53 | $447.21 | +13.82% | SIDEWAYS | 33 | exit_fp |
| 12 Jan 2026 00:00 | 12 Jan 2026 05:00 | $386.91 | $415.23 | +7.21% | SIDEWAYS | 6 | exit_fp |
| 10 Jan 2026 16:00 | 11 Jan 2026 11:00 | $381.13 | $387.81 | +1.65% | SIDEWAYS | 20 | exit_fp |
| 08 Jan 2026 11:00 | 08 Jan 2026 18:00 | $395.94 | $433.84 | +9.46% | SIDEWAYS | 8 | exit_fp |
| 05 Jan 2026 09:00 | 06 Jan 2026 12:00 | $489.33 | $521.63 | +6.49% | SIDEWAYS | 28 | exit_fp |
Start Trading Zcash Smarter
These backtest results demonstrate what our model can do. Get real-time ZEC signals delivered to your Telegram with every entry, stop-loss, and take-profit.
84.1% Win Rate
Sharpe 13.08
638 Trades
Free Plan Available
