Backtest Results

Job Notes

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Symbols 68

AAPL, MSFT, AMZN, GOOGL, META, NVDA, TSLA, NFLX, AMD, INTC, ORCL, CRM, PYPL, SHOP, IBM, CSCO, QCOM, AVGO, BA, LMT, NOC, RTX, CAT, DE, HON, MMM, GE, F, GM, TM, HMC, RIVN, LCID, BABA, JD, PDD, BIDU, TCEHY, KO, PEP, MCD, SBUX, YUM, WMT, COST, TGT, HD, LOW, PG, JNJ, MRK, PFE, ABBV, LLY, UNH, CVS, TMO, DHR, XOM, CVX, BP, SHEL, COP, ENB, SLB, NEE, DUOL, PLTR

Performance Summary

Total Trades

10

Total P&L

$18.13

Notional: $14845.89

Total Return

0.12%

Weighted by notional

Win Rate

70%

7 W / 3 L

CouldWin Rate

90%

9 could / 10 total

Avg P&L

$1.81

Avg Return: 0.12%

Best Win

$11.48

Largest Loss

$-5.88

Trade Details 10 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1298170	INTC	Buy	$31.23	$31.29	48	0.19% ($2.88)	True	$31.32	18/09/25 14:57	18/09/25 15:01	4m
1298165	INTC	Buy	$31.28	$31.24	47	-0.14% ($-2.12)	True	$31.26	18/09/25 14:46	18/09/25 14:52	6m
1298164	INTC	Buy	$31.45	$31.32	47	-0.4% ($-5.88)	False	$31.34	18/09/25 14:41	18/09/25 14:44	3m
1298163	INTC	Buy	$31.46	$31.49	47	0.1% ($1.44)	True	$31.51	18/09/25 14:30	18/09/25 14:38	8m
1298162	INTC	Buy	$31.24	$31.40	48	0.51% ($7.68)	True	$31.27	18/09/25 14:24	18/09/25 14:25	1m
1298161	INTC	Buy	$31.27	$31.22	47	-0.14% ($-2.12)	True	$31.10	18/09/25 14:22	18/09/25 14:23	1m
1298160	INTC	Buy	$31.21	$31.26	48	0.16% ($2.40)	True	$31.14	18/09/25 14:20	18/09/25 14:21	1m
1298159	INTC	Buy	$31.28	$31.31	47	0.08% ($1.17)	True	$31.18	18/09/25 14:18	18/09/25 14:19	1m
1298158	INTC	Buy	$31.23	$31.25	48	0.08% ($1.20)	True	$31.10	18/09/25 14:16	18/09/25 14:17	1m
1298157	INTC	Buy	$30.93	$31.17	48	0.77% ($11.48)	True	$30.86	18/09/25 13:45	18/09/25 13:46	1m

Strategy DSL xxx fusion

Job Like

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=11,      // Fast EMA period for short-term trend
slow_ema=15,     // Slow EMA period for longer-term trend
vol_min=1000000,  // Minimum volume threshold to filter low-float stocks
vol_pace_period=7, // Period for volume pace calculation
atr_period=10,   // ATR period for risk calculation
atr_mult=1,    // ATR multiplier for trailing stop
risk_frac=0.0015,  // Risk fraction for position sizing
spread_max=0.01  // Maximum bid-ask spread as a fraction of price

STRATEGY "Fusion Equilibrium Echo-2b96cf + Mut":
TRIGGER:
// Time gating: Trade only first 98 minutes after skipping first 7 minutes (UTC adjusted for NY time)
TIME_UTC_IN("9:35", "15:00")
AND
// Volume filter: Ensure sufficient liquidity to avoid microcaps
LAST(VOL(sym, 15m)) > vol_min
AND
// Tight spread filter: Ensure tradable market conditions
(LAST(HIGH(sym, 15m)) - LAST(LOW(sym, 15m))) / LAST(CLOSE(sym, 15m)) <= spread_max
AND
// Volume pace exhaustion: High volume spike indicating potential reversal
VOL_PACE(sym, 15m, vol_pace_period) > 2
AND
// Price below fast EMA: Indicating potential oversold or reversal condition on 15m
LAST(CLOSE(sym, 15m)) < EMA(CLOSE(sym, 15m), fast_ema)
AND
// Higher timeframe filter: Ensure sector or broader trend alignment (using 1h as proxy for sector ETF trend)
EMA(CLOSE(sym, 1h), fast_ema) > EMA(CLOSE(sym, 1h), slow_ema)
ENTRY: MARKET  // Rationale: Capture immediate reversal momentum after filters confirm
EXIT:
// Exit on trend reversal against position or trailing stop
LAST(CLOSE(sym, 15m)) > EMA(CLOSE(sym, 15m), slow_ema)
RISK: TRAIL_ATR(atr_period, atr_mult)  // Preferred trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)  // Per DSL spec, only FIXED_FRACTION supported

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=11,      // Fast EMA period for short-term trend
slow_ema=15,     // Slow EMA period for longer-term trend
vol_min=1000000,  // Minimum volume threshold to filter low-float stocks
vol_pace_period=7, // Period for volume pace calculation
atr_period=10,   // ATR period for risk calculation
atr_mult=1,    // ATR multiplier for trailing stop
risk_frac=0.0015,  // Risk fraction for position sizing
spread_max=0.01  // Maximum bid-ask spread as a fraction of price

STRATEGY "Fusion Equilibrium Echo-2b96cf + Mut":
TRIGGER:
// Time gating: Trade only first 98 minutes after skipping first 7 minutes (UTC adjusted for NY time)
TIME_UTC_IN("9:35", "15:00")
AND
// Volume filter: Ensure sufficient liquidity to avoid microcaps
LAST(VOL(sym, 15m)) > vol_min
AND
// Tight spread filter: Ensure tradable market conditions
(LAST(HIGH(sym, 15m)) - LAST(LOW(sym, 15m))) / LAST(CLOSE(sym, 15m)) <= spread_max
AND
// Volume pace exhaustion: High volume spike indicating potential reversal
VOL_PACE(sym, 15m, vol_pace_period) > 2
AND
// Price below fast EMA: Indicating potential oversold or reversal condition on 15m
LAST(CLOSE(sym, 15m)) < EMA(CLOSE(sym, 15m), fast_ema)
AND
// Higher timeframe filter: Ensure sector or broader trend alignment (using 1h as proxy for sector ETF trend)
EMA(CLOSE(sym, 1h), fast_ema) > EMA(CLOSE(sym, 1h), slow_ema)
ENTRY: MARKET  // Rationale: Capture immediate reversal momentum after filters confirm
EXIT:
// Exit on trend reversal against position or trailing stop
LAST(CLOSE(sym, 15m)) > EMA(CLOSE(sym, 15m), slow_ema)
RISK: TRAIL_ATR(atr_period, atr_mult)  // Preferred trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)  // Per DSL spec, only FIXED_FRACTION supported