Paper Trades / THETA / THETA — September 2025

Theta Network Paper Trade

THETA — September 2025 — Simulated live trading results using the v2.5.8.3 model.

v2.5.8.3 17 Trades Completed

THETA — September 2025 Performance

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

Win Rate
82.4%
Max Drawdown
-0.3%
Model
v2.5.8.3
Full Backtest

Trade Log

All 17 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
01 Sep 2025 01:00 $0.00 $0.00 +3.15% SIDEWAYS 8h
01 Sep 2025 21:00 $0.00 $0.00 +5.27% SIDEWAYS 1.2d
04 Sep 2025 17:00 $0.00 $0.00 +5.21% SIDEWAYS 20h
06 Sep 2025 06:00 $0.00 $0.00 +0.33% SIDEWAYS 9h
07 Sep 2025 03:00 $0.00 $0.00 +6.40% SIDEWAYS 2.3d
09 Sep 2025 22:00 $0.00 $0.00 +2.01% SIDEWAYS 1.2d
11 Sep 2025 14:00 $0.00 $0.00 +1.51% SIDEWAYS 10h
12 Sep 2025 12:00 $0.00 $0.00 +1.98% SIDEWAYS 10h
15 Sep 2025 13:00 $0.00 $0.00 +5.11% SIDEWAYS 2.7d
20 Sep 2025 02:00 $0.00 $0.00 -0.31% SIDEWAYS 1h
22 Sep 2025 08:00 $0.00 $0.00 +0.49% SIDEWAYS 1.1d
24 Sep 2025 05:00 $0.00 $0.00 -0.31% SIDEWAYS 1h
25 Sep 2025 17:00 $0.00 $0.00 +4.97% SIDEWAYS 1d
28 Sep 2025 09:00 $0.00 $0.00 +2.90% SIDEWAYS 16h
29 Sep 2025 13:00 $0.00 $0.00 +1.57% SIDEWAYS 8h
30 Sep 2025 10:00 $0.00 $0.00 -0.31% SIDEWAYS 1h
30 Sep 2025 23:00 $0.00 $0.00 +4.70% SIDEWAYS 1.7d

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.

82.4% Win Rate +33.0% Return Net of Fees Free Plan Available