Theta Network Paper Trade
THETA — August 2025 — Simulated live trading results using the v2.5.8.3 model.
v2.5.8.3
•
14 Trades
•
Completed
THETA — August 2025 Performance
Theta Network (THETA) — clean monthly entry, no carry-over from previous months. Net of trading fees (Bitvavo 0.15% + 0.25%).
Monthly Return
+48.6%
€10,000 →
€14,863
Win Rate
92.9%
13W / 1L
Trades
14
Trade Log
All 14 trades executed during this paper trade period.
| Entry | Exit | Entry Price | Exit Price | PnL | Regime | Duration |
|---|---|---|---|---|---|---|
| 02 Aug 2025 18:00 | $0.00 | $0.00 | +6.53% | BUBBLE | 1.3d | |
| 05 Aug 2025 17:00 | $0.00 | $0.00 | +9.07% | BULL | 2.9d | |
| 09 Aug 2025 02:00 | $0.00 | $0.00 | +5.92% | BULL | 19h | |
| 10 Aug 2025 09:00 | $0.00 | $0.00 | +0.27% | BULL | 16h | |
| 12 Aug 2025 01:00 | $0.00 | $0.00 | +8.21% | BULL | 2d | |
| 14 Aug 2025 22:00 | $0.00 | $0.00 | +1.61% | BULL | 1.4d | |
| 16 Aug 2025 20:00 | $0.00 | $0.00 | +0.62% | BULL | 20h | |
| 20 Aug 2025 00:00 | $0.00 | $0.00 | +3.98% | BULL | 20h | |
| 22 Aug 2025 01:00 | $0.00 | $0.00 | +9.31% | BULL | 20h | |
| 24 Aug 2025 08:00 | $0.00 | $0.00 | +1.52% | SIDEWAYS | 17h | |
| 25 Aug 2025 21:00 | $0.00 | $0.00 | +7.40% | SIDEWAYS | 1.3d | |
| 28 Aug 2025 17:00 | $0.00 | $0.00 | +2.41% | SIDEWAYS | 7h | |
| 29 Aug 2025 21:00 | $0.00 | $0.00 | -0.31% | SIDEWAYS | 1h | |
| 30 Aug 2025 15:00 | $0.00 | $0.00 | +2.23% | SIDEWAYS | 11h |
Frequently Asked Questions
What is a paper trade?
A paper trade simulates real signal execution without real money. Each month starts fresh with a clean €10,000 allocation — no carry-over from previous months. This shows exactly what would have happened if you started following signals on day one of that month. View live THETA 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 Theta Network Smarter
These paper trade results show what our model delivers. Get real-time THETA signals with entry, stop-loss, and take-profit on every trade.
92.9% Win Rate
+48.6% Return
Net of Fees
Free Plan Available
