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.

6 Walk-Forward Cycles • Jan 2023 – May 2026 • $0.125900 (+3.88%)
✓ 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 Per-Cycle 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
11.07
Sortino Ratio
7.44
Profit Factor
44.85
Calmar Ratio
9,747.47
Win Rate
88.1%
Max Drawdown
-19.3%
Avg Drawdown
-11.08%
Alpha vs B&H
+149,775,237,366.1pp
Total Trades
94
Exposure
36.9%
Beats B&H
6/6
Sharpe Trend
+3.61
OP

OP Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2023
+202.4%
21t
+63.3%
9t
+105.0%
17t
-2.3%
5t
+39.6%
13t
+62.3%
16t
+20.5%
7t
+44.7%
10t
+31.7%
9t
+39.6%
15t
+121.2%
11t
+41.0%
4t
 +22,304.8%
2024
+56.6%
10t
+77.8%
12t
+137.9%
17t
+91.0%
16t
+87.1%
15t
+25.4%
12t
+104.9%
14t
+83.1%
14t
+63.7%
15t
+63.1%
12t
+299.2%
19t
+140.2%
19t
 +284,984.5%
2025
+92.3%
17t
+55.1%
12t
+101.2%
14t
+71.3%
13t
+141.0%
21t
+90.7%
9t
+119.1%
20t
+138.0%
12t
+41.6%
18t
+70.2%
16t
+96.9%
18t
+103.5%
17t
 +237,747.3%
2026
+77.0%
11t
+40.2%
20t
+58.7%
16t
+68.6%
16t
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 +563.9%

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

Smart Insights
  • ↑ Exceptional return: +1.50B× — compound across the full walk-forward window.
  • ↑ High win rate: 88.1% — 4 in 5 trades close in profit.
  • ↓ Large drawdown: -19.3% — expect volatility on capital.
  • ↑ Robust sample: 94 trades smooth out single-trade luck.
  • ↑ Strongest regime: BULL — avg +5.76% on 86 trades, WR 86%.

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 139 93.4% +7.92% 29.89 24.8
BULL 86 86.8% +8.81% 43.03 24.3
SIDEWAYS 276 90.6% +4.29% 497.56 21.9
BEAR 61 90.4% +3.58% 5.13 14.5

Per-Cycle Results

Each cycle is an independent out-of-sample test period aligned with a Bitcoin halving cycle. The model is trained on earlier cycles and tested on the next — never seeing the test data during training.

Cycle Period Sharpe Return MaxDD Win Rate Trades B&H
1 Jan '23 – Jul '23 8.23 13.3x -8.2% 78.6% 84 Yes
2 Jul '23 – Feb '24 10.39 13.0x -6.7% 92.5% 67 Yes
3 Feb '24 – Sep '24 10.41 43.8x -11.3% 89.8% 98 Yes
4 Sep '24 – Mar '25 12.95 119.7x -19.3% 91.5% 106 Yes
5 Mar '25 – Oct '25 12.62 67.4x -10.5% 86.7% 105 Yes
6 Oct '25 – May '26 11.84 19.3x -10.5% 89.2% 102 Yes

Trade Log

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

Compound Return
+202.1%
Win Rate
82.0%
41W / 9L
Max Drawdown
-7.4%
€10,000 Invested
€30,212
3.0x 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 18:00 30 Apr 2026 22:00 $0.11760 $0.11980 +1.32% SIDEWAYS 29 trail
27 Apr 2026 13:00 29 Apr 2026 05:00 $0.12140 $0.12410 +1.81% SIDEWAYS 41 short_signal
23 Apr 2026 04:00 25 Apr 2026 08:00 $0.11860 $0.13240 +11.18% SIDEWAYS 53 exit_fp
22 Apr 2026 01:00 22 Apr 2026 04:00 $0.12260 $0.12680 +3.00% SIDEWAYS 4 exit_fp
19 Apr 2026 23:00 21 Apr 2026 02:00 $0.12040 $0.12300 +1.67% SIDEWAYS 28 trail
16 Apr 2026 17:00 17 Apr 2026 02:00 $0.12840 $0.13160 +2.07% SIDEWAYS 10 short_signal
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 13 Apr 2026 22:00 $0.10750 $0.11630 +7.74% BEAR 22 exit_fp
11 Apr 2026 09:00 11 Apr 2026 13:00 $0.11280 $0.11080 -2.25% BEAR 5 stop
10 Apr 2026 06:00 10 Apr 2026 20:00 $0.11500 $0.11560 +0.11% BEAR 15 short_signal
09 Apr 2026 11:00 09 Apr 2026 17:00 $0.11230 $0.11350 +0.66% BEAR 7 short_signal
07 Apr 2026 01:00 08 Apr 2026 01:00 $0.10930 $0.11980 +9.16% BEAR 25 exit_fp
05 Apr 2026 15:00 06 Apr 2026 09:00 $0.10710 $0.11320 +5.26% BEAR 19 exit_fp
04 Apr 2026 14:00 05 Apr 2026 02:00 $0.10960 $0.10950 -0.50% BEAR 13 short_signal
02 Apr 2026 09:00 04 Apr 2026 00:00 $0.10660 $0.10970 +2.40% BEAR 40 trail
31 Mar 2026 07:00 01 Apr 2026 04:00 $0.10920 $0.11080 +1.05% BEAR 22 short_signal
29 Mar 2026 13:00 30 Mar 2026 17:00 $0.10100 $0.10720 +5.54% BEAR 29 trail
24 Mar 2026 22:00 25 Mar 2026 11:00 $0.11340 $0.11490 +0.91% BEAR 14 exit_fp
24 Mar 2026 02:00 24 Mar 2026 09:00 $0.11230 $0.11680 +3.58% BEAR 8 exit_fp
23 Mar 2026 08:00 23 Mar 2026 13:00 $0.11310 $0.11740 +3.38% BEAR 6 short_signal
19 Mar 2026 13:00 20 Mar 2026 20:00 $0.12100 $0.12320 +1.40% SIDEWAYS 32 short_signal
16 Mar 2026 04:00 16 Mar 2026 10:00 $0.12980 $0.13090 +0.44% BEAR 7 short_signal
14 Mar 2026 08:00 15 Mar 2026 15:00 $0.12230 $0.12590 +2.42% BEAR 32 trail
12 Mar 2026 13:00 13 Mar 2026 19:00 $0.11760 $0.12420 +5.10% BEAR 31 trail
11 Mar 2026 06:00 11 Mar 2026 10:00 $0.11880 $0.11990 +0.51% BEAR 5 short_signal
08 Mar 2026 15:00 09 Mar 2026 21:00 $0.11480 $0.12010 +4.19% BEAR 31 short_signal
07 Mar 2026 23:00 08 Mar 2026 02:00 $0.11640 $0.11440 -2.26% BEAR 4 stop
06 Mar 2026 17:00 06 Mar 2026 21:00 $0.11780 $0.12090 +2.21% BEAR 5 short_signal
05 Mar 2026 18:00 05 Mar 2026 22:00 $0.12500 $0.12540 -0.09% BEAR 5 short_signal
03 Mar 2026 08:00 04 Mar 2026 15:00 $0.12360 $0.13200 +6.36% BEAR 32 exit_fp
01 Mar 2026 17:00 02 Mar 2026 14:00 $0.12110 $0.12720 +4.61% BEAR 22 exit_fp
28 Feb 2026 14:00 01 Mar 2026 01:00 $0.11330 $0.12420 +9.17% BEAR 12 exit_fp
27 Feb 2026 20:00 28 Feb 2026 01:00 $0.11910 $0.11970 +0.09% BEAR 6 short_signal
27 Feb 2026 03:00 27 Feb 2026 06:00 $0.11990 $0.12360 +2.66% BEAR 4 exit_fp
26 Feb 2026 07:00 26 Feb 2026 14:00 $0.12400 $0.12290 -1.29% BEAR 8 short_signal
24 Feb 2026 14:00 25 Feb 2026 17:00 $0.11660 $0.12640 +7.96% BEAR 28 exit_fp
23 Feb 2026 21:00 24 Feb 2026 01:00 $0.12040 $0.12040 -0.41% BEAR 5 short_signal
23 Feb 2026 01:00 23 Feb 2026 08:00 $0.11520 $0.12280 +6.16% BEAR 8 exit_fp
21 Feb 2026 21:00 22 Feb 2026 01:00 $0.12920 $0.12620 -2.72% BEAR 5 short_signal
20 Feb 2026 15:00 21 Feb 2026 08:00 $0.13300 $0.13280 -0.56% BEAR 18 exit_fp
19 Feb 2026 17:00 20 Feb 2026 02:00 $0.13640 $0.13110 -4.28% BEAR 10 short_signal
16 Feb 2026 16:00 16 Feb 2026 23:00 $0.18650 $0.19030 +1.62% BEAR 8 short_signal
15 Feb 2026 20:00 16 Feb 2026 00:00 $0.18780 $0.18910 +0.28% BEAR 5 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 10:00 12 Feb 2026 14:00 $0.17540 $0.18130 +2.84% BEAR 29 trail
09 Feb 2026 16:00 09 Feb 2026 17:00 $0.18910 $0.19180 +1.01% BEAR 2 exit_fp
08 Feb 2026 17:00 09 Feb 2026 03:00 $0.19020 $0.19320 +1.16% BEAR 11 short_signal
07 Feb 2026 05:00 07 Feb 2026 15:00 $0.19560 $0.19690 +0.25% BEAR 11 exit_fp
05 Feb 2026 22:00 06 Feb 2026 16:00 $0.18390 $0.19470 +5.44% BEAR 19 exit_fp
03 Feb 2026 17:00 04 Feb 2026 10:00 $0.21080 $0.22610 +6.82% BEAR 18 exit_fp

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88.1% Win Rate Sharpe 11.07 94 Trades -19.3% Max Drawdown