Backtests / ZEN
OMNISCIUS · V4.2 (THEROS)

ZEN ZEN (ZEN) Backtest

Walk-forward validated backtest results for ZEN. The model is trained on historical data and tested exclusively on unseen future data.

6 Walk-Forward Cycles • May 2021 – May 2026 • $6.2440 (+0.31%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Horizen (ZEN) is a long-running privacy-focused proof-of-stake network with sidechain capabilities and zk-proof support. Listed since 2020 with deep history (51K+ bars). Used by our model as a high-stability training target due to robust multi-cycle data.

KPIs Equity Curve Regimes Per-Cycle Trade Log View ZEN 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
11.73
Sortino Ratio
10.86
Profit Factor
48.30
Calmar Ratio
100,619.06
Win Rate
89.1%
Max Drawdown
-15.2%
Avg Drawdown
-9.73%
Alpha vs B&H
+8,343,021,443,874,627,584.0pp
Total Trades
165
Exposure
39.9%
Beats B&H
6/6
Sharpe Trend
+3.57
ZEN

ZEN Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2021
—
—
—
—
+95.0%
10t
+71.5%
18t
+76.0%
12t
+157.4%
18t
+124.8%
22t
+114.4%
24t
+203.7%
24t
+64.6%
16t
 +36,414.9%
2022
+30.6%
13t
+81.3%
24t
+121.9%
17t
+58.8%
18t
+105.6%
15t
+89.3%
13t
+152.5%
16t
+62.8%
16t
+40.3%
15t
+22.3%
15t
+49.0%
13t
+25.4%
12t
 +42,691.2%
2023
+100.7%
15t
+229.4%
15t
+120.6%
13t
+48.7%
12t
+23.8%
10t
+59.5%
15t
+75.2%
12t
+30.8%
16t
+29.4%
15t
+64.5%
12t
+102.0%
11t
+85.9%
17t
 +78,331.4%
2024
+96.4%
16t
+143.6%
15t
+139.0%
21t
+55.2%
16t
+90.4%
15t
+39.0%
14t
+337.1%
17t
+86.2%
18t
+57.1%
11t
+51.8%
16t
+236.2%
23t
+308.7%
27t
 +1,252,699.8%
2025
+213.8%
23t
+217.3%
18t
+115.8%
16t
+98.9%
14t
+173.3%
19t
+92.7%
13t
+108.3%
15t
+72.4%
14t
+62.3%
17t
+625.1%
24t
+529.3%
24t
+84.3%
21t
 +11,031,891.2%
2026
+197.9%
17t
+63.9%
17t
+97.3%
15t
+72.4%
16t
+14.4%
1t
—
—
—
—
—
—
—
 +1,800.7%

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

Smart Insights
  • ↑ Exceptional return: +83,430,214.44B× — compound across the full walk-forward window.
  • ↑ High win rate: 89.1% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -15.2% — expect volatility on capital.
  • ↑ Robust sample: 165 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +6.23% on 113 trades, WR 96%.

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 243 92.3% +3.85% 28.98 16.3
BULL 113 97.4% +7.44% 75.32 24.6
SIDEWAYS 535 89.2% +4.68% 109.27 18.8
BEAR 96 82.7% +3.61% 17.68 17.2

Per-Cycle Results

Each cycle 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.

Cycle Period Sharpe Return MaxDD Win Rate Trades B&H
1 May '21 – Mar '22 9.87 682.5x -13.1% 81.2% 191 Yes
2 Mar '22 – Jan '23 9.40 87.9x -15.2% 86.2% 145 Yes
3 Jan '23 – Nov '23 10.82 149.9x -4.7% 90.4% 136 Yes
4 Nov '23 – Sep '24 12.80 600.9x -7.2% 94.9% 157 Yes
5 Sep '24 – Jul '25 14.02 3,784x -8.4% 91.2% 182 Yes
6 Jul '25 – May '26 13.44 3,991x -9.7% 90.9% 176 Yes

Trade Log

Most recent 50 trades from the walk-forward backtest (Jan 2026 – May 2026).

Compound Return
+470.6%
Win Rate
92.0%
46W / 4L
Max Drawdown
-1.8%
€10,000 Invested
€57,059
5.7x 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
29 Apr 2026 17:00 01 May 2026 20:00 $5.678 $6.507 +14.42% SIDEWAYS 52 exit_fp
28 Apr 2026 14:00 29 Apr 2026 04:00 $5.745 $5.964 +3.65% SIDEWAYS 15 exit_fp
27 Apr 2026 17:00 28 Apr 2026 01:00 $5.914 $5.952 +0.48% SIDEWAYS 9 short_signal
26 Apr 2026 01:00 26 Apr 2026 08:00 $6.011 $6.135 +1.90% SIDEWAYS 8 short_signal
23 Apr 2026 06:00 24 Apr 2026 00:00 $6.045 $6.245 +3.14% SIDEWAYS 19 exit_fp
22 Apr 2026 00:00 22 Apr 2026 16:00 $6.091 $6.285 +3.02% SIDEWAYS 17 exit_fp
21 Apr 2026 09:00 21 Apr 2026 11:00 $6.123 $6.552 +6.84% SIDEWAYS 3 exit_fp
20 Apr 2026 01:00 20 Apr 2026 20:00 $5.885 $6.237 +5.81% SIDEWAYS 20 exit_fp
18 Apr 2026 12:00 19 Apr 2026 12:00 $5.825 $6.029 +3.34% SIDEWAYS 25 exit_fp
16 Apr 2026 10:00 17 Apr 2026 01:00 $5.765 $6.014 +4.15% SIDEWAYS 16 signal
14 Apr 2026 19:00 15 Apr 2026 21:00 $5.669 $5.763 +1.44% BEAR 27 trail
12 Apr 2026 15:00 13 Apr 2026 22:00 $5.709 $6.050 +5.80% BEAR 32 exit_fp
10 Apr 2026 15:00 10 Apr 2026 22:00 $6.298 $6.301 -0.11% BEAR 8 short_signal
08 Apr 2026 21:00 10 Apr 2026 02:00 $5.442 $6.073 +11.42% BEAR 30 exit_fp
07 Apr 2026 01:00 07 Apr 2026 10:00 $5.160 $5.196 +0.54% BEAR 10 short_signal
05 Apr 2026 02:00 05 Apr 2026 23:00 $5.126 $5.255 +2.35% BEAR 22 exit_fp
02 Apr 2026 14:00 04 Apr 2026 11:00 $5.130 $5.253 +2.23% BEAR 46 exit_fp
30 Mar 2026 23:00 31 Mar 2026 20:00 $5.227 $5.659 +8.09% BEAR 22 exit_fp
30 Mar 2026 08:00 30 Mar 2026 10:00 $5.366 $5.364 -0.20% BEAR 3 exit_fp
29 Mar 2026 14:00 29 Mar 2026 19:00 $5.103 $5.116 +0.09% BEAR 6 short_signal
28 Mar 2026 02:00 28 Mar 2026 07:00 $5.090 $5.208 +2.15% BEAR 6 short_signal
24 Mar 2026 02:00 24 Mar 2026 11:00 $5.571 $5.658 +1.40% BEAR 10 short_signal
22 Mar 2026 09:00 23 Mar 2026 13:00 $5.458 $5.635 +3.08% BEAR 29 exit_fp
21 Mar 2026 09:00 21 Mar 2026 11:00 $5.697 $5.819 +1.92% BEAR 3 regime_exit
20 Mar 2026 13:00 20 Mar 2026 16:00 $5.623 $5.703 +1.20% BEAR 4 regime_exit
16 Mar 2026 02:00 16 Mar 2026 20:00 $6.101 $6.852 +12.13% BEAR 19 exit_fp
14 Mar 2026 07:00 15 Mar 2026 13:00 $5.498 $5.959 +8.14% BEAR 31 trail
10 Mar 2026 22:00 12 Mar 2026 19:00 $5.424 $5.487 +1.00% BEAR 46 short_signal
08 Mar 2026 23:00 10 Mar 2026 09:00 $5.131 $5.602 +9.01% BEAR 35 exit_fp
03 Mar 2026 12:00 04 Mar 2026 19:00 $5.431 $5.938 +9.16% BEAR 32 exit_fp
01 Mar 2026 18:00 02 Mar 2026 23:00 $5.302 $5.518 +3.85% BEAR 30 trail
28 Feb 2026 09:00 01 Mar 2026 01:00 $5.009 $5.501 +9.65% BEAR 17 exit_fp
26 Feb 2026 11:00 27 Feb 2026 03:00 $5.597 $5.676 +1.25% BEAR 17 exit_fp
25 Feb 2026 14:00 25 Feb 2026 21:00 $5.609 $5.808 +3.38% BEAR 8 exit_fp
24 Feb 2026 07:00 25 Feb 2026 01:00 $5.321 $5.600 +5.08% BEAR 19 exit_fp
22 Feb 2026 18:00 23 Feb 2026 00:00 $5.681 $5.707 +0.30% BEAR 7 short_signal
20 Feb 2026 15:00 21 Feb 2026 10:00 $5.824 $5.919 +1.47% BEAR 20 short_signal
19 Feb 2026 16:00 20 Feb 2026 02:00 $5.666 $5.742 +1.12% BEAR 11 trail
19 Feb 2026 01:00 19 Feb 2026 03:00 $5.945 $5.930 -0.41% BEAR 3 signal
16 Feb 2026 16:00 17 Feb 2026 02:00 $6.121 $6.331 +3.30% BEAR 11 exit_fp
13 Feb 2026 11:00 14 Feb 2026 08:00 $5.991 $6.648 +10.82% BEAR 22 exit_fp
12 Feb 2026 10:00 12 Feb 2026 14:00 $6.043 $5.940 -1.83% BEAR 5 short_signal
11 Feb 2026 08:00 11 Feb 2026 21:00 $5.694 $5.920 +3.83% BEAR 14 exit_fp
09 Feb 2026 08:00 09 Feb 2026 17:00 $5.842 $6.040 +3.25% BEAR 10 short_signal
07 Feb 2026 13:00 08 Feb 2026 11:00 $5.997 $6.127 +2.04% BEAR 23 short_signal
06 Feb 2026 01:00 07 Feb 2026 00:00 $5.651 $6.075 +7.32% BEAR 24 trail
03 Feb 2026 11:00 03 Feb 2026 19:00 $6.778 $6.926 +2.05% BEAR 9 exit_fp
01 Feb 2026 21:00 02 Feb 2026 15:00 $6.948 $7.159 +2.90% BEAR 19 short_signal
31 Jan 2026 18:00 01 Feb 2026 00:00 $6.990 $7.350 +4.96% BEAR 7 regime_exit
30 Jan 2026 02:00 31 Jan 2026 00:00 $7.840 $8.074 +2.85% SIDEWAYS 23 short_signal

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89.1% Win Rate Sharpe 11.73 165 Trades -15.2% Max Drawdown