Backtests / OP
OMNISCIUS · V4.2 (THEROS)

OP OP (OP) Backtest

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

1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.124800 (+3.06%)
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Optimism (OP) is a leading Ethereum L2 powering Base, Worldcoin, and the broader OP Stack ecosystem. Token holders govern the Optimism Collective and receive periodic airdrops. Strong correlation with ETH and L2-narrative cycles.

KPIs Equity Curve Regimes Trade Log View OP 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
11.36
Sortino Ratio
12.60
Profit Factor
12.87
Calmar Ratio
4,491.86
Win Rate
85.9%
Max Drawdown
-19.3%
Avg Drawdown
-19.29%
Alpha vs B&H
+79,043,036.9pp
Total Trades
410
Exposure
43.2%
Beats B&H
1/1
Cycles
1
OP

OP Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2024
—
—
—
—
+78.3%
17t
+36.4%
16t
+106.6%
16t
+87.1%
17t
+68.2%
15t
+66.3%
15t
+230.2%
22t
+149.7%
21t
 +21,582.3%
2025
+76.4%
20t
+65.1%
14t
+92.1%
15t
+57.0%
13t
+113.2%
21t
+65.2%
9t
+133.0%
19t
+133.1%
14t
+55.1%
19t
+57.6%
16t
+89.6%
21t
+93.3%
18t
 +150,539.7%
2026
+90.6%
15t
+28.4%
23t
+48.5%
18t
+70.3%
16t
—
—
—
—
—
—
—
—
 +519.1%

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

Smart Insights
  • ↑ Exceptional return: +790.43K× — compound across the full walk-forward window.
  • ↑ High win rate: 85.9% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -19.3% — expect volatility on capital.
  • ↑ Robust sample: 410 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +4.63% on 55 trades, WR 85%.

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 118 83.1% +3.40% 16.91 13.3
BULL 55 85.5% +4.63% 6.58 24.9
SIDEWAYS 168 94.1% +4.35% 51.67 22.7
BEAR 69 69.6% +1.97% 4.17 15.9

Trade Log

Most recent 50 trades from the walk-forward backtest (Feb 2026 – Apr 2026).

Compound Return
+172.7%
Win Rate
72.0%
36W / 14L
Max Drawdown
-9.9%
€10,000 Invested
€27,274
2.7x 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 19:00 30 Apr 2026 22:00 $0.11760 $0.11980 +1.32% SIDEWAYS 28 trail
27 Apr 2026 14:00 29 Apr 2026 05:00 $0.12240 $0.12410 +0.97% SIDEWAYS 40 exit_fp
26 Apr 2026 09:00 27 Apr 2026 01:00 $0.12600 $0.12750 +0.78% SIDEWAYS 17 signal
23 Apr 2026 03:00 25 Apr 2026 04:00 $0.11820 $0.12910 +8.78% SIDEWAYS 50 exit_fp
19 Apr 2026 23:00 21 Apr 2026 02:00 $0.12040 $0.12300 +1.67% SIDEWAYS 28 trail
17 Apr 2026 06:00 17 Apr 2026 13:00 $0.12970 $0.13530 +3.89% SIDEWAYS 8 exit_fp
14 Apr 2026 19:00 16 Apr 2026 04:00 $0.11120 $0.12230 +9.53% SIDEWAYS 34 take_profit
13 Apr 2026 01:00 14 Apr 2026 02:00 $0.10750 $0.11440 +5.98% BEAR 26 short_signal
11 Apr 2026 16:00 11 Apr 2026 19:00 $0.11320 $0.11620 +2.23% BEAR 4 exit_fp
10 Apr 2026 11:00 11 Apr 2026 03:00 $0.11420 $0.11350 -1.02% BEAR 17 short_signal
09 Apr 2026 11:00 09 Apr 2026 22:00 $0.11230 $0.11500 +1.99% BEAR 12 short_signal
07 Apr 2026 00:00 08 Apr 2026 06:00 $0.10960 $0.11980 +8.86% BEAR 31 short_signal
05 Apr 2026 14:00 06 Apr 2026 10:00 $0.10660 $0.11420 +6.69% BEAR 21 exit_fp
04 Apr 2026 14:00 05 Apr 2026 01:00 $0.10960 $0.10980 -0.23% BEAR 12 signal
02 Apr 2026 10:00 04 Apr 2026 00:00 $0.10650 $0.10970 +2.50% BEAR 39 trail
31 Mar 2026 07:00 01 Apr 2026 04:00 $0.10920 $0.11080 +1.05% BEAR 22 short_signal
29 Mar 2026 06:00 30 Mar 2026 17:00 $0.10250 $0.10720 +4.00% BEAR 36 trail
28 Mar 2026 13:00 28 Mar 2026 17:00 $0.10560 $0.10530 -0.69% BEAR 5 short_signal
27 Mar 2026 17:00 28 Mar 2026 00:00 $0.10310 $0.10390 +0.36% BEAR 8 short_signal
26 Mar 2026 19:00 27 Mar 2026 00:00 $0.10660 $0.10890 +1.74% BEAR 6 short_signal
24 Mar 2026 22:00 25 Mar 2026 13:00 $0.11340 $0.11370 -0.15% BEAR 16 short_signal
24 Mar 2026 05:00 24 Mar 2026 09:00 $0.11350 $0.11680 +2.49% BEAR 5 exit_fp
22 Mar 2026 22:00 23 Mar 2026 16:00 $0.11500 $0.11450 -0.84% BEAR 19 short_signal
19 Mar 2026 13:00 20 Mar 2026 14:00 $0.12100 $0.12300 +1.24% SIDEWAYS 26 short_signal
16 Mar 2026 04:00 16 Mar 2026 08:00 $0.12980 $0.13100 +0.51% BEAR 5 short_signal
14 Mar 2026 08:00 15 Mar 2026 15:00 $0.12230 $0.12590 +2.42% BEAR 32 trail
12 Mar 2026 12:00 13 Mar 2026 19:00 $0.11820 $0.12420 +4.57% BEAR 32 trail
11 Mar 2026 06:00 11 Mar 2026 22:00 $0.11880 $0.12090 +1.35% BEAR 17 short_signal
08 Mar 2026 15:00 10 Mar 2026 09:00 $0.11480 $0.12220 +6.01% BEAR 43 short_signal
07 Mar 2026 20:00 08 Mar 2026 02:00 $0.11680 $0.11470 -2.26% BEAR 7 stop
06 Mar 2026 17:00 07 Mar 2026 01:00 $0.11780 $0.11990 +1.37% BEAR 9 signal
03 Mar 2026 07:00 04 Mar 2026 15:00 $0.12540 $0.13200 +4.83% BEAR 33 exit_fp
01 Mar 2026 18:00 02 Mar 2026 14:00 $0.12210 $0.12720 +3.75% BEAR 21 exit_fp
28 Feb 2026 14:00 01 Mar 2026 05:00 $0.11330 $0.12510 +9.96% BEAR 16 exit_fp
27 Feb 2026 20:00 28 Feb 2026 01:00 $0.11910 $0.11970 +0.09% BEAR 6 signal
26 Feb 2026 17:00 27 Feb 2026 07:00 $0.11640 $0.12460 +6.61% BEAR 15 exit_fp
24 Feb 2026 14:00 25 Feb 2026 20:00 $0.11660 $0.12990 +10.95% BEAR 31 exit_fp
23 Feb 2026 22:00 24 Feb 2026 01:00 $0.12100 $0.12040 -0.90% BEAR 4 signal
23 Feb 2026 06:00 23 Feb 2026 09:00 $0.12180 $0.12570 +2.78% BEAR 4 exit_fp
22 Feb 2026 13:00 22 Feb 2026 17:00 $0.12220 $0.12490 +1.79% BEAR 5 short_signal
21 Feb 2026 03:00 21 Feb 2026 11:00 $0.13130 $0.13150 -0.26% BEAR 9 short_signal
19 Feb 2026 17:00 20 Feb 2026 12:00 $0.13640 $0.12730 -7.17% BEAR 20 stop
19 Feb 2026 00:00 19 Feb 2026 04:00 $0.16390 $0.15600 -5.31% BEAR 5 stop
17 Feb 2026 15:00 17 Feb 2026 19:00 $0.18680 $0.18750 -0.04% BEAR 5 short_signal
16 Feb 2026 16:00 17 Feb 2026 01:00 $0.18650 $0.18850 +0.66% BEAR 10 signal
15 Feb 2026 13:00 16 Feb 2026 02:00 $0.18760 $0.18760 -0.41% BEAR 14 short_signal
13 Feb 2026 03:00 14 Feb 2026 13:00 $0.18070 $0.19340 +6.59% BEAR 35 short_signal
11 Feb 2026 14:00 12 Feb 2026 14:00 $0.17580 $0.18130 +2.60% BEAR 25 trail
10 Feb 2026 16:00 11 Feb 2026 01:00 $0.18360 $0.18420 -0.08% BEAR 10 signal
09 Feb 2026 23:00 10 Feb 2026 03:00 $0.18900 $0.18610 -1.94% BEAR 5 short_signal

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These backtest results demonstrate what our model can do. Get real-time OP signals delivered to your Telegram with every entry, stop-loss, and take-profit.

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85.9% Win Rate Sharpe 11.36 410 Trades -19.3% Max Drawdown