Backtest Results
Test ID: 580f0a4cc446
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
100
NOAH, AMDD, MLCI, PXI, BLUW, DNN, BKCG, PTF, IEMG, SLNG, NAOV, NWE, TUR, ESEA, NRXPW, PSA.PRQ, APLD, FIVN, SAIH, ORRF, MRTN, TBFC, MCR, SGML, COTY, LAW, SCHB, GDXY, LBRDA, FIGB, XMHQ, FMAO, STRW, FAPR, SBCF, MMT, OLP, RGEN, CRWU, KAVL, EHC, RAAQ, RICK, DB, JPM.PRM, BSJT, VSHY, ORBS, ANL, BSVN, EMR, CHW, GDMA, ROBO, RNST, SPBC, TPGXL, BNDX, XC, WBTN, SCOR, SABS, MOV, FAX, CGRO, XNCR, LUD, AVS, NRK, MAGN, GIB, COWS, TSMG, VIST, DEHP, DXC, UEC, HYAC, XLY, BITF, ORMP, ZJUL, LOCO, AVBP, MDIA, QQQD, JHCB, NTDOY, EMMF, IRVH, ESLT, IDR, PLTZ, BUCK, FISI, GRNQ, HGV, FTEC, HTRB, FHTX
Performance Summary
Total Trades
17
Total P&L
$44.86
Notional: $532061.73Total Return
0.01%
Weighted by notionalWin Rate
47.1%
8 W / 9 LCouldWin Rate
52.9%
9 could / 17 totalAvg P&L
$2.64
Avg Return: 0.01%Best Win
$950.25
Largest Loss
$-1193.81
Trade Details
17 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5994064 | BITF | Buy | $4.22 | $4.23 | 7425 | 0.36% ($111.38) | True | $4.16 | 10/10/25 19:50 | 10/10/25 20:00 | 10m |
| 5994056 | BITF | Buy | $4.85 | $4.67 | 6453 | -3.81% ($-1193.81) | True | $4.67 | 10/10/25 13:41 | 10/10/25 14:23 | 42m |
| 5993751 | DNN | Buy | $2.78 | $2.79 | 11259 | 0.36% ($112.59) | True | $2.75 | 03/10/25 19:30 | 03/10/25 20:00 | 30m |
| 5993741 | DNN | Buy | $2.81 | $2.78 | 11138 | -1.07% ($-334.14) | False | $2.78 | 03/10/25 17:28 | 03/10/25 17:46 | 18m |
| 5993733 | DNN | Buy | $2.85 | $2.82 | 10982 | -1.05% ($-329.46) | False | $2.82 | 03/10/25 15:18 | 03/10/25 15:32 | 14m |
| 5993758 | DNN | Buy | $2.80 | $2.78 | 11178 | -0.89% ($-279.45) | False | $2.78 | 26/09/25 19:34 | 26/09/25 19:50 | 16m |
| 5993749 | DNN | Buy | $2.79 | $2.76 | 11238 | -0.9% ($-280.95) | False | $2.76 | 26/09/25 17:23 | 26/09/25 17:43 | 20m |
| 5994081 | BITF | Buy | $2.19 | $2.25 | 14324 | 2.97% ($929.63) | True | $2.16 | 12/09/25 18:48 | 12/09/25 20:00 | 1.2h |
| 5993783 | DNN | Buy | $2.07 | $2.09 | 15157 | 1.21% ($378.93) | True | $2.04 | 22/08/25 14:51 | 22/08/25 20:00 | 5.2h |
| 5994023 | BNDX | Buy | $49.27 | $49.25 | 635 | -0.03% ($-9.53) | False | $49.25 | 04/06/25 13:56 | 04/06/25 13:57 | 1m |
| 5993859 | DNN | Buy | $1.63 | $1.67 | 19202 | 2.45% ($768.08) | True | $1.60 | 23/05/25 14:04 | 23/05/25 20:00 | 5.9h |
| 5993862 | DNN | Buy | $1.43 | $1.43 | 21964 | 0.35% ($109.82) | True | $1.41 | 16/05/25 16:11 | 16/05/25 20:00 | 3.8h |
| 5993869 | DNN | Buy | $1.52 | $1.55 | 20588 | 1.95% ($611.46) | True | $1.51 | 09/05/25 15:19 | 09/05/25 20:00 | 4.7h |
| 5993881 | DNN | Buy | $1.46 | $1.45 | 21512 | -0.34% ($-107.56) | False | $1.43 | 02/05/25 19:59 | 02/05/25 20:00 | 1m |
| 5993900 | DNN | Buy | $1.27 | $1.31 | 24618 | 3.04% ($950.25) | True | $1.25 | 11/04/25 13:52 | 11/04/25 20:00 | 6.1h |
| 5993915 | DNN | Buy | $1.20 | $1.16 | 26083 | -3.33% ($-1043.32) | False | $1.18 | 04/04/25 18:10 | 04/04/25 20:00 | 1.8h |
| 5993919 | DNN | Buy | $1.35 | $1.33 | 23271 | -1.12% ($-349.07) | False | $1.33 | 28/03/25 18:23 | 28/03/25 20:00 | 1.6h |
Strategy DSL
combine +100
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol placeholder for runtime injection
fast_ema=5, // Fast EMA period for breakout confirmation
slow_ema=6, // Slow EMA period for trend filter
vol_min=1_000_000, // Minimum volume filter to avoid low-float stocks
atr_period=14, // ATR period for volatility and risk calculation
atr_mult=2.0, // ATR multiplier for trailing stop
bb_period=14, // Bollinger Bands period for volatility contraction
bb_dev=3, // Bollinger Bands standard deviation multiplier
risk_frac=0.0313 // Risk fraction for position sizing
STRATEGY "Nexus Revert Pulse-381595 + Mut-46cb0d + Mut-996010 + Mut":
TRIGGER:
// Time gate to skip first 5 minutes of trading day (assuming 9:30 AM ET start, convert to UTC)
TIME_UTC_IN("21:40", "20:00")
AND
// Volume filter to avoid low-float microcaps
LAST(VOL(sym, 1m)) >= vol_min
AND
// Volatility contraction: price within tight Bollinger Bands
LAST(CLOSE(sym, 1m)) > LOWER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
LAST(CLOSE(sym, 1m)) < UPPER(BBANDS(CLOSE(sym, 1m), bb_period, bb_dev))
AND
// Breakout signal: price crosses above fast EMA
CROSSUNDER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), fast_ema))
AND
// Higher timeframe trend filter (5m) for confirmation
EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET // Market order for immediate execution on breakout
EXIT:
(RETURN(CLOSE(sym,1d), 5) > 0.03) AND (BARS_SINCE_HIGH(HIGH(sym,1d), 8) > 3) AND (VOL_PERCENTILE(sym,1d, 14, 30) < 30) OR (TREND_STRENGTH(CLOSE(sym,1d),5,21) < 40) AND (ATR_RATIO(sym,1d,5,21) > 1.3) AND (VOL_PERCENTILE(sym,1d,14,50) > 70)
RISK: ATR_STOP(atr_mult) // Risk management using ATR-based stop
SIZING: FIXED_FRACTION(risk_frac) // Fixed fraction sizing for consistent risk