OPOPOptimism$0.101800-2.02%
24h High$0.11
24h Low$0.10
Volume$2.3M
Updated15:38 UTC
Modelv6.2 Pythia
Backtests / OP
OMNISCIUS · V6.2 (PYTHIA)

OP Optimism (OP) Backtest

We ran a full walk-forward backtest using the AlgoZilla Omniscius v6.2 Pythia model for OP - Optimism. The results below cover the complete out-of-sample window from Apr 2024 → May 2026 across 1 walk-forward cycle (= train on the past, test exclusively on unseen future bars, then roll the window). The model executed 936 trades in total, compounding an initial $10,000 base to a final value of $242,634. 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 every signal to simulate live execution latency — the same decision logic runs in production.

Model v6.2 (Pythia) • 1 Walk-Forward Cycle • Apr 2024 – May 2026 • $0.101800 (-2.02%)
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

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 Price & Trades Regimes Trade Log All Backtests View OP Signals →

Performance Overview

Key risk-adjusted metrics from the walk-forward backtest. A Sharpe above 3.0 and a profit factor above 1.5 mean winners decisively outweigh losers — by design the model wins on size, not on frequency.

Sharpe Ratio
3.37
Sortino Ratio
4.43
Profit Factor
1.88
Calmar Ratio
26.97
Win Rate
41.8%
Max Drawdown
-13.5%
Avg Drawdown
-13.48%
Alpha vs B&H
+11,801.1pp
Total Trades
936
Exposure
68.5%
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
—
—
—
+1.0%
8t
+37.4%
38t
+29.3%
34t
+22.0%
32t
+24.5%
40t
+47.3%
36t
+5.8%
38t
+62.5%
41t
+61.5%
46t
 +1,014.3%
2025
+34.0%
39t
+65.4%
38t
+42.2%
41t
+21.2%
38t
+13.1%
47t
+33.8%
36t
+35.7%
50t
+6.3%
37t
+15.7%
30t
+26.3%
36t
+37.3%
37t
+44.6%
32t
 +2,317.4%
2026
-0.8%
34t
+16.8%
38t
-1.3%
33t
+7.9%
34t
+10.1%
23t
—
—
—
—
—
—
—
 +35.8%

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

Smart Insights
  • ↑ Exceptional return: +2,326.3% — compound across the full walk-forward window.
  • ↑ Robust sample: 936 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +3.44% on 63 trades, WR 81%.
  • ↓ Weakest regime: CRASH — avg -0.18% on 385 trades, WR 19%.

Equity Curvev6.2 Pythia

Cumulative portfolio growth on a logarithmic scale. Each cycle starts at 1x. A smooth, upward-sloping curve indicates consistent compounding with controlled drawdowns.

Price & trade markers

1H candles for OP over the latest walk-forward cycle (2024-04-22 → 2026-05-20) with every entry (▲) and exit (▼ profitable, ▼ loss). Older cycles are summarized in the per-cycle table below.

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

Regime Breakdownv6.2 Pythia

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 12 83.3% +2.05% 112.64 6.0
BULL 63 81.0% +3.44% 18.99 15.3
BEAR 366 54.6% +1.11% 2.87 15.0

Trade Logv6.2 Pythia

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

Compound Return
+11.1%
Win Rate
38.0%
19W / 31L
Max Drawdown
-7.0%
€10,000 Invested
€11,110
1.1x 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
18 May 2026 15:00 20 May 2026 04:00 $0.12480 $0.12660 +0.95% BEAR 38 trail
18 May 2026 00:00 18 May 2026 14:00 $0.12730 $0.12610 -1.46% CRASH 15 stop
16 May 2026 10:00 17 May 2026 23:00 $0.13150 $0.13030 -1.46% BEAR 38 stop
16 May 2026 08:00 16 May 2026 09:00 $0.13350 $0.13220 -1.46% CRASH 2 stop
15 May 2026 06:00 16 May 2026 07:00 $0.14020 $0.13890 -1.46% CRASH 26 stop
14 May 2026 07:00 15 May 2026 05:00 $0.14620 $0.14480 -1.46% CRASH 23 stop
13 May 2026 14:00 14 May 2026 06:00 $0.14800 $0.14660 -1.46% BEAR 17 stop
13 May 2026 10:00 13 May 2026 13:00 $0.15500 $0.15350 -1.46% CRASH 4 stop
12 May 2026 16:00 13 May 2026 09:00 $0.15060 $0.15500 +2.50% BEAR 18 exit_fp
12 May 2026 02:00 12 May 2026 15:00 $0.15540 $0.15390 -1.46% CRASH 14 stop
10 May 2026 11:00 12 May 2026 01:00 $0.16380 $0.16230 -1.46% BEAR 39 stop
09 May 2026 08:00 10 May 2026 10:00 $0.16540 $0.16380 -1.46% BEAR 27 stop
09 May 2026 01:00 09 May 2026 07:00 $0.16720 $0.16560 -1.46% CRASH 7 stop
08 May 2026 14:00 08 May 2026 16:00 $0.15070 $0.15590 +3.03% BEAR 3 signal
08 May 2026 06:00 08 May 2026 11:00 $0.14720 $0.15110 +2.23% BEAR 6 exit_fp
07 May 2026 09:00 08 May 2026 02:00 $0.14620 $0.14930 +1.70% BEAR 18 signal
07 May 2026 02:00 07 May 2026 04:00 $0.13830 $0.14750 +6.22% BEAR 3 signal
05 May 2026 23:00 06 May 2026 01:00 $0.12870 $0.13130 +1.60% NEUTRAL 3 signal
05 May 2026 15:00 05 May 2026 20:00 $0.12770 $0.13060 +1.85% NEUTRAL 6 signal
04 May 2026 00:00 05 May 2026 09:00 $0.12200 $0.12930 +5.55% BEAR 34 exit_fp
03 May 2026 05:00 03 May 2026 13:00 $0.12290 $0.12170 -1.46% CRASH 9 stop
02 May 2026 08:00 02 May 2026 13:00 $0.12000 $0.12220 +1.42% BEAR 6 signal
29 Apr 2026 16:00 02 May 2026 07:00 $0.11870 $0.12010 +0.68% BEAR 64 trail
28 Apr 2026 12:00 29 Apr 2026 15:00 $0.12060 $0.11950 -1.46% CRASH 28 stop
27 Apr 2026 14:00 28 Apr 2026 11:00 $0.12180 $0.12070 -1.46% BEAR 22 stop
27 Apr 2026 07:00 27 Apr 2026 13:00 $0.12260 $0.12140 -1.46% CRASH 7 stop
25 Apr 2026 18:00 27 Apr 2026 06:00 $0.12420 $0.12300 -1.46% BEAR 37 stop
25 Apr 2026 02:00 25 Apr 2026 17:00 $0.12670 $0.12550 -1.46% CRASH 16 stop
23 Apr 2026 00:00 25 Apr 2026 01:00 $0.11970 $0.12670 +5.42% BEAR 50 exit_fp
22 Apr 2026 08:00 22 Apr 2026 23:00 $0.12710 $0.12590 -1.46% CRASH 16 stop
20 Apr 2026 00:00 22 Apr 2026 04:00 $0.12050 $0.12660 +4.63% BEAR 53 exit_fp
19 Apr 2026 18:00 19 Apr 2026 23:00 $0.12210 $0.12090 -1.46% CRASH 6 stop
19 Apr 2026 14:00 19 Apr 2026 17:00 $0.12570 $0.12450 -1.46% CRASH 4 stop
18 Apr 2026 12:00 19 Apr 2026 13:00 $0.12860 $0.12740 -1.46% BEAR 26 stop
17 Apr 2026 16:00 18 Apr 2026 11:00 $0.13270 $0.13140 -1.46% CRASH 20 stop
17 Apr 2026 05:00 17 Apr 2026 12:00 $0.12920 $0.13290 +2.44% NEUTRAL 8 signal
14 Apr 2026 19:00 15 Apr 2026 11:00 $0.11120 $0.11520 +3.17% BEAR 17 exit_fp
14 Apr 2026 16:00 14 Apr 2026 18:00 $0.11340 $0.11230 -1.46% CRASH 3 stop
14 Apr 2026 02:00 14 Apr 2026 15:00 $0.11450 $0.11340 -1.46% BEAR 14 stop
13 Apr 2026 23:00 14 Apr 2026 01:00 $0.11580 $0.11470 -1.46% CRASH 3 stop
13 Apr 2026 02:00 13 Apr 2026 22:00 $0.10630 $0.11580 +8.49% BEAR 21 exit_fp
12 Apr 2026 02:00 13 Apr 2026 01:00 $0.10970 $0.10870 -1.46% BEAR 24 stop
12 Apr 2026 00:00 12 Apr 2026 01:00 $0.11400 $0.11290 -1.46% CRASH 2 stop
11 Apr 2026 20:00 11 Apr 2026 23:00 $0.11580 $0.11470 -1.46% CRASH 4 stop
11 Apr 2026 13:00 11 Apr 2026 19:00 $0.11080 $0.11580 +4.09% BEAR 7 exit_fp
11 Apr 2026 01:00 11 Apr 2026 12:00 $0.11260 $0.11150 -1.46% CRASH 12 stop
09 Apr 2026 19:00 11 Apr 2026 00:00 $0.11420 $0.11310 -1.46% CRASH 30 stop
08 Apr 2026 22:00 09 Apr 2026 15:00 $0.11650 $0.11540 -1.46% CRASH 18 stop
07 Apr 2026 22:00 08 Apr 2026 21:00 $0.11490 $0.11700 +1.30% CRASH 24 trail
06 Apr 2026 23:00 07 Apr 2026 21:00 $0.10960 $0.11490 +4.41% BEAR 23 exit_fp

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41.8% Win Rate Sharpe 3.37 936 Trades -13.5% Max Drawdown