HIGHHIGHHighstreet$0.034000-20.93%
24h High$0.06
24h Low$0.03
Volume$1.3M
Updated16:53 UTC
Modelv6.2 Pythia
Paper Trades / HIGH / HIGH — February 2025 (v4.2 Theros)
LEGACY · v4.2 Theros

HIGH Highstreet Paper Trade

We ran simulated live trades using the AlgoZilla Omniscius v4.2 Theros model for HIGH - Highstreet. The results below give you an overview of the most important Key Performance Indicators, Equity Curve and the Trade Log as simulated by our Pythia model. The returns have been accumulated over the February 2025 period. The simulated paper trades of the model show that an initial investment at the start of the period with 16 trades would have compounded to a final value of $16,629 (from a $10,000 base). All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). The model uses a 15‑minute delay on the signal on both entries and exits to simulate possible slippage when executing orders.

v4.2 Theros • 16 Trades • Completed
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Highstreet (HIGH) is a metaverse commerce platform that combines gaming, virtual real estate, and physical-product redemption. Listed via Binance Launchpad in late 2021 with multi-cycle history. Price reacts to metaverse-narrative phases, gaming-cycle rotations, and brand-partnership announcements.

Performance Price & Trades Trade Stats Day Grid Regimes Trade Log FAQ HIGH Signals →

HIGH — February 2025 (v4.2 Theros) Performancev4.2 Theros

Highstreet (HIGH) — clean monthly entry, no carry-over from previous months. Net of trading fees (Bitvavo 0.15% + 0.25%).

Monthly Return
+66.3%
$10,000 →
$16,629
Win Rate
93.8%
15W / 1L
Trades
16
Sharpe
8.55
Alpha vs B&H
+92.79pp
Risk / Reward
3.64×
B&H Return
-26.49%
Max Drawdown
-18.21%
Avg Drawdown
-13.36%
Sharpe Trend
+3.67
Model
v4.2 Theros
Full Backtest
View →

Side-by-side: model versions

Same coin, same period, same data window — different model. All walk-forward validated. v5.0 (Kairos) is the current production model (live since 11 May 2026); v4.2 (Theros) was the predecessor; v4.0.1 (Pythia) and v4.0 (Itzamná) confirmed the statistical edge during 2025; v2.5 is the legacy baseline.

v4.0.1 PYTHIA
Return
+46.76%
▲ +19.53
Win Rate
88.2%
▲ +5.51
Sharpe
6.95
▲ +1.60
Alpha vs B&H
+73.25pp
▲ +19.54
Max DD
-18.21%
≈
Avg DD
-14.19%
▲ +0.83
Risk / Reward
2.57×
Trades
17
Open v4.0.1 page →
v4.0 ITZAMNÁ
Return
+33.28%
▲ +33.01
Win Rate
85.4%
▲ +8.35
Sharpe
0.00
▲ +8.55
Alpha vs B&H
+0.00pp
▲ +92.79
Max DD
-20.85%
▲ +2.64
Avg DD
0.00%
▼ -13.36
Risk / Reward
0.00×
Trades
14
Open v4.0 page →
V4.2 THEROS THIS PAGE
Return
+66.29%
Win Rate
93.8%
Sharpe
8.55
Alpha vs B&H
+92.79pp
Max DD
-18.21%
Avg DD
-13.36%
Risk / Reward
3.64×
Trades
16

Δ-arrows on the counterpart cards show this page minus that version. Higher return / WR = better; smaller (less negative) Max DD = better.

Day-by-day — HIGH — February 2025 (v4.2 Theros) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
—
2
+3.1
3
-6.0
4
+1.9
5
+0.2
6
—
7
+7.1
8
—
9
+10.9
10
—
11
+11.9
12
—
13
—
14
+7.4
15
—
16
+8.2
17
—
18
—
19
+1.7
20
—
21
+3.6
22
—
23
+5.7
24
—
25
+4.2
26
—
27
+1.4
28
+4.2

Price & trade markersv4.2 Theros

1H candles for HIGH over the test window with every entry (▲ green up-arrow) and exit (▼ green = profitable, ▼ red = loss). Hover a marker for trade details.

Loading 1H candles…
▲ Entry ▼ Profit exit ▼ Loss exit Powered by TradingView Lightweight Charts

Trade statisticsv4.2 Theros

Aggregates derived from the full 16-trade log of this period.

Avg Win
+5.76%
Avg Loss
-18.21%
Best Trade
+14.91%
Worst Trade
-18.21%
Avg Bars Held
21.3h
Exit-reason mix (hover badges for details)
Forward-pred: 6 (38%) Signal flip: 4 (25%) Short signal: 3 (19%) Stop-loss: 1 (6%) Take-profit: 1 (6%) Trailing stop: 1 (6%)
Smart Insights
  • ↑ Exceptional return: +66.3% — compound across the full walk-forward window.
  • ↑ High win rate: 93.8% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -18.2% — expect volatility on capital.
  • ↑ Strongest regime: SIDEWAYS — avg +5.54% on 12 trades, WR 100%.
  • ↓ Weakest regime: BULL — avg -0.06% on 3 trades, WR 67%.

Per-regime Breakdownv4.2 Theros

How the model performs across the 4 market regimes detected by Omniscius.

Regime Trades Win Rate Avg PnL Compounded Return Avg Hold
SIDEWAYS 12 100.0% +5.54% +89.70% 1.1d
BUBBLE 1 100.0% +1.92% +1.92% 4h
BULL 3 66.7% -0.06% -3.07% 7h

Trade Logv4.2 Theros

All 16 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
02 Feb 2025 03:00 02 Feb 2025 10:00 $1.13 $1.17 +3.13% BULL 8h
02 Feb 2025 23:00 03 Feb 2025 02:00 $0.99 $0.81 -18.21% BULL 4h
03 Feb 2025 15:00 03 Feb 2025 22:00 $0.86 $0.99 +14.91% BULL 8h
04 Feb 2025 08:00 04 Feb 2025 11:00 $0.86 $0.88 +1.92% BUBBLE 4h
05 Feb 2025 06:00 05 Feb 2025 12:00 $0.91 $0.92 +0.25% SIDEWAYS 7h
06 Feb 2025 19:00 07 Feb 2025 13:00 $0.82 $0.88 +7.10% SIDEWAYS 19h
07 Feb 2025 22:00 09 Feb 2025 07:00 $0.83 $0.92 +10.86% SIDEWAYS 1.4d
09 Feb 2025 22:00 11 Feb 2025 05:00 $0.86 $0.96 +11.90% SIDEWAYS 1.3d
12 Feb 2025 01:00 14 Feb 2025 01:00 $0.91 $0.98 +7.38% SIDEWAYS 2d
16 Feb 2025 02:00 16 Feb 2025 09:00 $0.95 $1.03 +8.17% SIDEWAYS 8h
18 Feb 2025 09:00 19 Feb 2025 14:00 $0.91 $0.93 +1.69% SIDEWAYS 1.3d
19 Feb 2025 16:00 21 Feb 2025 04:00 $0.93 $0.97 +3.55% SIDEWAYS 1.5d
21 Feb 2025 20:00 23 Feb 2025 02:00 $0.92 $0.98 +5.74% SIDEWAYS 1.3d
25 Feb 2025 01:00 25 Feb 2025 19:00 $0.84 $0.88 +4.23% SIDEWAYS 19h
25 Feb 2025 21:00 27 Feb 2025 10:00 $0.88 $0.90 +1.40% SIDEWAYS 1.6d
28 Feb 2025 07:00 28 Feb 2025 18:00 $0.82 $0.86 +4.20% SIDEWAYS 12h

Frequently Asked Questions

What is a paper trade?

A paper trade simulates real signal execution without real money. Each period starts fresh with a clean $10,000 allocation — no carry-over from previous windows. This shows exactly what would have happened if you started following signals on day one of that window. View live HIGH signals →

Are trading fees included?

Yes. All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). No slippage is applied. Trading via Bitget (0.1%/0.1%) would improve returns.

How does this relate to the backtest?

Paper trades use the same model and signals as the full backtest. The difference: backtests cover years of data across multiple market cycles, while paper trades show month-by-month performance in recent market conditions. Together they provide a complete picture.

Is the model retrained during the month?

Yes. The Omniscius model is retrained bi-weekly, which means paper trade results reflect the exact same model updates that live subscribers receive. This is not a static backtest — it is a living simulation. Learn about Omniscius →

Start Trading Highstreet Smarter

These paper trade results show what our model delivers. Get real-time HIGH signals with entry, stop-loss, and take-profit on every trade.

Get Started → HIGH Signals → View Plans →
93.8% Win Rate +66.3% Return -18.2% Max Drawdown Net of Fees