Backtest Results
Test ID: 54f90f6dc7f9
Job Notes
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Symbols
43
AMC, GME, PLTR, COIN, HOOD, RIOT, RGTI, IONQ, ACHR, SOFI, MARA, LAC, CRON, OKLO, ASTS, QBTS, SMCI, HIMS, OKTA, SPCE, PLUG, QS, NIO, LCID, JOBY, RKLB, MVIS, GSAT, NNDM, BB, AMCX, SOUN, BODI, LPSN, PCH, GDEV, OI, SDRL, HP, KLIC, MTX, MSGE, AHT
Performance Summary
Total Trades
54
Total P&L
$681.23
Notional: $458056.52Total Return
0.15%
Weighted by notionalWin Rate
46.3%
25 W / 29 LCouldWin Rate
46.3%
25 could / 54 totalAvg P&L
$12.62
Avg Return: 0.15%Best Win
$528.28
Largest Loss
$-67.01
Trade Details
54 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3081891 | COIN | Buy | $357.03 | $356.99 | 23 | -0.01% ($-0.92) | False | $351.70 | 10/10/25 19:59 | 10/10/25 20:00 | 1m |
| 3081503 | MARA | Buy | $18.68 | $18.60 | 455 | -0.4% ($-34.13) | False | $18.25 | 10/10/25 19:56 | 10/10/25 20:00 | 4m |
| 3162857 | AMCX | Buy | $7.82 | $7.83 | 1086 | 0.13% ($10.86) | True | $7.76 | 02/10/25 19:51 | 02/10/25 20:00 | 9m |
| 3074485 | LAC | Buy | $3.07 | $3.07 | 2773 | 0.16% ($13.87) | True | $3.00 | 23/09/25 19:58 | 23/09/25 20:00 | 2m |
| 3074361 | GME | Buy | $23.41 | $23.40 | 363 | -0.05% ($-3.96) | False | $23.16 | 02/09/25 19:59 | 02/09/25 20:00 | 1m |
| 3074349 | GME | Buy | $23.38 | $23.38 | 363 | 0.02% ($1.31) | True | $23.16 | 02/09/25 19:57 | 02/09/25 19:58 | 1m |
| 3176750 | MSGE | Buy | $36.95 | $36.79 | 230 | -0.42% ($-35.65) | False | $36.36 | 13/08/25 19:58 | 13/08/25 20:00 | 2m |
| 3081440 | GME | Buy | $24.24 | $24.20 | 350 | -0.17% ($-14.00) | False | $23.72 | 21/07/25 19:59 | 21/07/25 20:00 | 1m |
| 3081404 | GME | Buy | $24.18 | $24.21 | 351 | 0.12% ($10.53) | True | $23.65 | 21/07/25 19:57 | 21/07/25 19:58 | 1m |
| 3081360 | GME | Buy | $24.18 | $24.10 | 351 | -0.37% ($-31.06) | False | $23.75 | 21/07/25 19:55 | 21/07/25 19:56 | 1m |
| 3081299 | GME | Buy | $24.23 | $24.25 | 350 | 0.08% ($7.00) | True | $23.80 | 21/07/25 19:53 | 21/07/25 19:54 | 1m |
| 3081249 | GME | Buy | $24.13 | $24.18 | 352 | 0.23% ($19.75) | True | $23.74 | 21/07/25 19:51 | 21/07/25 19:52 | 1m |
| 3081195 | GME | Buy | $24.07 | $24.15 | 353 | 0.31% ($26.48) | True | $23.65 | 21/07/25 19:49 | 21/07/25 19:50 | 1m |
| 3081141 | GME | Buy | $24.02 | $24.02 | 353 | -0.02% ($-1.48) | False | $23.62 | 21/07/25 19:47 | 21/07/25 19:48 | 1m |
| 3081075 | GME | Buy | $23.99 | $23.97 | 354 | -0.08% ($-7.08) | False | $23.56 | 21/07/25 19:45 | 21/07/25 19:46 | 1m |
| 3081032 | GME | Buy | $24.01 | $23.98 | 354 | -0.12% ($-10.62) | False | $23.57 | 21/07/25 19:43 | 21/07/25 19:44 | 1m |
| 3081019 | GME | Buy | $23.93 | $23.97 | 355 | 0.14% ($12.07) | True | $23.49 | 21/07/25 19:41 | 21/07/25 19:42 | 1m |
| 3081009 | GME | Buy | $24.03 | $24.00 | 353 | -0.1% ($-8.83) | False | $23.63 | 21/07/25 19:39 | 21/07/25 19:40 | 1m |
| 3080995 | GME | Buy | $24.05 | $24.06 | 353 | 0.08% ($6.99) | True | $23.63 | 21/07/25 19:37 | 21/07/25 19:38 | 1m |
| 3080982 | GME | Buy | $23.89 | $23.88 | 355 | -0.06% ($-5.33) | False | $23.54 | 21/07/25 19:35 | 21/07/25 19:36 | 1m |
| 3080961 | GME | Buy | $23.92 | $23.89 | 355 | -0.13% ($-10.65) | False | $23.57 | 21/07/25 19:33 | 21/07/25 19:34 | 1m |
| 3080935 | GME | Buy | $23.88 | $23.96 | 355 | 0.34% ($28.40) | True | $23.55 | 21/07/25 19:31 | 21/07/25 19:32 | 1m |
| 3080873 | GME | Buy | $23.77 | $23.76 | 357 | -0.06% ($-5.36) | False | $23.47 | 21/07/25 19:27 | 21/07/25 19:28 | 1m |
| 3080811 | GME | Buy | $23.82 | $23.79 | 356 | -0.15% ($-12.46) | False | $23.50 | 21/07/25 19:25 | 21/07/25 19:26 | 1m |
| 3080772 | GME | Buy | $23.90 | $23.88 | 355 | -0.08% ($-7.17) | False | $23.52 | 21/07/25 19:23 | 21/07/25 19:24 | 1m |
| 3080701 | GME | Buy | $23.90 | $23.92 | 355 | 0.08% ($7.10) | True | $23.46 | 21/07/25 19:21 | 21/07/25 19:22 | 1m |
| 3080630 | GME | Buy | $23.94 | $23.90 | 355 | -0.17% ($-14.20) | False | $23.45 | 21/07/25 19:19 | 21/07/25 19:20 | 1m |
| 3080572 | GME | Buy | $23.88 | $23.91 | 355 | 0.1% ($8.13) | True | $23.36 | 21/07/25 19:17 | 21/07/25 19:18 | 1m |
| 3080528 | GME | Buy | $23.84 | $23.86 | 356 | 0.1% ($8.90) | True | $23.22 | 21/07/25 19:15 | 21/07/25 19:16 | 1m |
| 3080480 | GME | Buy | $23.84 | $23.82 | 356 | -0.1% ($-8.47) | False | $23.14 | 21/07/25 19:13 | 21/07/25 19:14 | 1m |
| 3080448 | GME | Buy | $23.89 | $23.84 | 355 | -0.21% ($-17.75) | False | $23.15 | 21/07/25 19:11 | 21/07/25 19:12 | 1m |
| 3080407 | GME | Buy | $23.76 | $23.75 | 357 | -0.04% ($-3.57) | False | $22.99 | 21/07/25 19:09 | 21/07/25 19:10 | 1m |
| 3080244 | GME | Buy | $24.11 | $24.14 | 352 | 0.14% ($12.28) | True | $23.40 | 21/07/25 18:58 | 21/07/25 18:59 | 1m |
| 3080178 | GME | Buy | $24.16 | $24.17 | 351 | 0.04% ($3.55) | True | $23.44 | 21/07/25 18:56 | 21/07/25 18:57 | 1m |
| 3080148 | GME | Buy | $24.38 | $24.37 | 348 | -0.06% ($-5.22) | False | $23.76 | 21/07/25 18:54 | 21/07/25 18:55 | 1m |
| 3080122 | GME | Buy | $24.31 | $24.30 | 349 | -0.04% ($-3.46) | False | $23.70 | 21/07/25 18:52 | 21/07/25 18:53 | 1m |
| 3080085 | GME | Buy | $24.22 | $24.39 | 350 | 0.7% ($59.64) | True | $23.72 | 21/07/25 18:50 | 21/07/25 18:51 | 1m |
| 3080061 | GME | Buy | $24.30 | $24.24 | 349 | -0.26% ($-22.13) | False | $23.86 | 21/07/25 18:48 | 21/07/25 18:49 | 1m |
| 3079994 | GME | Buy | $24.18 | $24.25 | 351 | 0.31% ($25.94) | True | $23.75 | 21/07/25 18:46 | 21/07/25 18:47 | 1m |
| 3079951 | GME | Buy | $24.06 | $24.10 | 353 | 0.17% ($14.12) | True | $23.61 | 21/07/25 18:44 | 21/07/25 18:45 | 1m |
| 3079928 | GME | Buy | $23.89 | $23.91 | 355 | 0.08% ($7.10) | True | $23.47 | 21/07/25 18:42 | 21/07/25 18:43 | 1m |
| 3079901 | GME | Buy | $23.95 | $23.95 | 354 | -0.01% ($-0.71) | False | $23.51 | 21/07/25 18:40 | 21/07/25 18:41 | 1m |
| 3079830 | GME | Buy | $23.97 | $23.95 | 354 | -0.06% ($-5.31) | False | $23.48 | 21/07/25 18:38 | 21/07/25 18:39 | 1m |
| 3079786 | GME | Buy | $24.00 | $23.97 | 354 | -0.13% ($-10.62) | False | $23.45 | 21/07/25 18:36 | 21/07/25 18:37 | 1m |
| 3079759 | GME | Buy | $23.96 | $23.98 | 354 | 0.08% ($7.08) | True | $23.40 | 21/07/25 18:34 | 21/07/25 18:35 | 1m |
| 3079746 | GME | Buy | $24.06 | $23.97 | 353 | -0.37% ($-31.63) | False | $23.54 | 21/07/25 18:32 | 21/07/25 18:33 | 1m |
| 3167193 | GDEV | Buy | $15.12 | $16.06 | 562 | 6.22% ($528.28) | True | $0.00 | 08/07/25 19:52 | 08/07/25 19:53 | 1m |
| 3101316 | CRON | Buy | $2.00 | $2.00 | 4260 | 0.25% ($21.30) | True | $1.96 | 02/07/25 18:29 | 02/07/25 20:00 | 1.5h |
| 3175215 | AHT | Buy | $5.62 | $5.74 | 1512 | 2.14% ($181.59) | True | $0.00 | 16/06/25 17:16 | 16/06/25 20:00 | 2.7h |
| 3174942 | AHT | Buy | $5.71 | $5.66 | 1489 | -0.79% ($-67.01) | False | $0.00 | 30/05/25 17:50 | 30/05/25 20:00 | 2.2h |
| 3175018 | MTX | Buy | $53.28 | $52.98 | 159 | -0.55% ($-46.91) | False | $52.24 | 25/04/25 19:36 | 25/04/25 20:00 | 24m |
| 3174835 | AHT | Buy | $5.84 | $5.92 | 1455 | 1.37% ($116.40) | True | $0.00 | 21/04/25 19:59 | 21/04/25 20:00 | 1m |
| 3088916 | GME | Buy | $23.42 | $23.46 | 362 | 0.17% ($14.73) | True | $22.86 | 04/04/25 19:53 | 04/04/25 20:00 | 7m |
| 3177450 | OI | Buy | $10.96 | $10.90 | 775 | -0.55% ($-46.50) | False | $10.84 | 03/03/25 19:52 | 03/03/25 21:00 | 1.1h |
Strategy DSL
[v251207-1045] Unstable Basket - xxx Unstable Basket - Horizon Alpha-8a472d + Mut
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol for runtime injection
hour_fast=3, // Fast period for hourly volatility
hour_slow=17, // Slow period for hourly volatility
day_range_period=5, // Period for daily range analysis
atr_period=39, // ATR period for risk management
atr_mult=6, // ATR multiplier for stop loss
risk_frac=0.0085, // Risk fraction per trade
vol_threshold=2 // Threshold for volume expansion
lookback=21...-1,
STRATEGY "xxx Unstable Basket - Horizon Alpha-8a472d + Mut":
TRIGGER:
// Detect range expansion from inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), day_range_period, 1)
AND LAST(LOW(sym, 1d)) < LOWEST(LOW(sym, 1d), day_range_period, 1)
// Confirm microstructure imbalance on hourly with volume surge
AND LAST(VOL(sym, 1h)) > LAST(VOL(sym, 1h), 3) * vol_threshold
// Restrict trading to specific UTC window for signal relevance
AND TIME_UTC_IN("17:00", "20:00")
ENTRY: MARKET
EXIT:
CROSSOVER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 12)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)