Backtest Results
Test ID: 5f39fcb3fc7d
Job Notes
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Symbols
46
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, TX, MSGE, AHT, NVDA, AMD, COKE
Performance Summary
Total Trades
60
Total P&L
$329.72
Notional: $1197003.95Total Return
0.03%
Weighted by notionalWin Rate
55%
33 W / 27 LCouldWin Rate
61.7%
37 could / 60 totalAvg P&L
$5.50
Avg Return: 0.03%Best Win
$277.01
Largest Loss
$-636.43
Trade Details
60 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1264325 | MARA | Buy | $18.64 | $18.60 | 1073 | -0.19% ($-37.56) | False | $18.48 | 10/10/25 19:59 | 10/10/25 20:00 | 1m |
| 1263777 | COIN | Buy | $357.12 | $357.03 | 56 | -0.03% ($-5.04) | False | $354.84 | 10/10/25 19:58 | 10/10/25 19:59 | 1m |
| 1264324 | MARA | Buy | $18.68 | $18.63 | 1070 | -0.26% ($-52.64) | False | $18.51 | 10/10/25 19:57 | 10/10/25 19:58 | 1m |
| 1263774 | COIN | Buy | $356.85 | $357.20 | 56 | 0.1% ($19.88) | True | $354.36 | 10/10/25 19:56 | 10/10/25 19:57 | 1m |
| 1264322 | MARA | Buy | $18.63 | $18.68 | 1073 | 0.24% ($48.29) | True | $18.44 | 10/10/25 19:53 | 10/10/25 19:56 | 3m |
| 1263767 | COIN | Buy | $357.01 | $357.31 | 56 | 0.08% ($16.52) | True | $354.53 | 10/10/25 19:49 | 10/10/25 19:55 | 6m |
| 1264321 | MARA | Buy | $18.61 | $18.67 | 1074 | 0.34% ($68.20) | True | $18.43 | 10/10/25 19:51 | 10/10/25 19:52 | 1m |
| 1263766 | COIN | Buy | $356.31 | $357.17 | 56 | 0.24% ($48.44) | True | $353.84 | 10/10/25 19:47 | 10/10/25 19:48 | 1m |
| 1263765 | COIN | Buy | $356.63 | $356.42 | 56 | -0.06% ($-12.18) | False | $353.99 | 10/10/25 19:45 | 10/10/25 19:46 | 1m |
| 1263711 | COIN | Buy | $369.81 | $369.75 | 54 | -0.02% ($-3.24) | False | $364.91 | 10/10/25 15:58 | 10/10/25 15:59 | 1m |
| 1263710 | COIN | Buy | $368.50 | $367.02 | 54 | -0.4% ($-80.19) | False | $363.58 | 10/10/25 15:56 | 10/10/25 15:57 | 1m |
| 1263709 | COIN | Buy | $370.69 | $369.46 | 53 | -0.33% ($-65.19) | False | $365.47 | 10/10/25 15:54 | 10/10/25 15:55 | 1m |
| 1263708 | COIN | Buy | $369.16 | $370.36 | 54 | 0.32% ($64.53) | True | $363.71 | 10/10/25 15:52 | 10/10/25 15:53 | 1m |
| 1263707 | COIN | Buy | $368.51 | $369.74 | 54 | 0.33% ($66.47) | True | $362.96 | 10/10/25 15:50 | 10/10/25 15:51 | 1m |
| 1263705 | COIN | Buy | $369.58 | $369.32 | 54 | -0.07% ($-14.04) | False | $363.41 | 10/10/25 15:48 | 10/10/25 15:49 | 1m |
| 1263979 | LAC | Buy | $3.07 | $3.07 | 6525 | 0.16% ($32.63) | True | $3.04 | 23/09/25 19:59 | 23/09/25 20:00 | 1m |
| 1263973 | LAC | Buy | $3.05 | $3.05 | 6568 | 0.16% ($32.84) | True | $3.02 | 23/09/25 17:59 | 23/09/25 18:00 | 1m |
| 1263972 | LAC | Buy | $3.05 | $3.05 | 6561 | 0.05% ($10.50) | True | $3.02 | 23/09/25 17:57 | 23/09/25 17:58 | 1m |
| 1263971 | LAC | Buy | $3.04 | $3.04 | 6569 | -0.14% ($-28.90) | False | $3.02 | 23/09/25 17:55 | 23/09/25 17:56 | 1m |
| 1263970 | LAC | Buy | $3.05 | $3.04 | 6557 | -0.33% ($-65.57) | False | $3.02 | 23/09/25 17:53 | 23/09/25 17:54 | 1m |
| 1263969 | LAC | Buy | $3.05 | $3.05 | 6557 | 0.03% ($6.56) | True | $3.02 | 23/09/25 17:51 | 23/09/25 17:52 | 1m |
| 1263968 | LAC | Buy | $3.07 | $3.06 | 6514 | -0.33% ($-65.14) | False | $3.04 | 23/09/25 17:49 | 23/09/25 17:50 | 1m |
| 1263967 | LAC | Buy | $3.08 | $3.08 | 6493 | -0.16% ($-32.47) | False | $3.05 | 23/09/25 17:47 | 23/09/25 17:48 | 1m |
| 1263966 | LAC | Buy | $3.09 | $3.08 | 6482 | -0.29% ($-57.69) | False | $3.06 | 23/09/25 17:45 | 23/09/25 17:46 | 1m |
| 1263827 | HOOD | Buy | $101.06 | $101.28 | 197 | 0.22% ($43.40) | True | $100.62 | 05/09/25 19:50 | 05/09/25 20:00 | 10m |
| 1263813 | HOOD | Buy | $99.44 | $99.62 | 201 | 0.18% ($36.68) | True | $99.00 | 05/09/25 17:59 | 05/09/25 18:00 | 1m |
| 1263810 | HOOD | Buy | $97.21 | $97.02 | 205 | -0.2% ($-39.48) | True | $96.08 | 05/09/25 14:58 | 05/09/25 14:59 | 1m |
| 1263809 | HOOD | Buy | $97.46 | $97.54 | 205 | 0.08% ($16.40) | True | $96.35 | 05/09/25 14:56 | 05/09/25 14:57 | 1m |
| 1263808 | HOOD | Buy | $97.90 | $97.84 | 204 | -0.06% ($-12.24) | True | $96.72 | 05/09/25 14:54 | 05/09/25 14:55 | 1m |
| 1263807 | HOOD | Buy | $97.30 | $97.64 | 205 | 0.35% ($70.68) | True | $96.15 | 05/09/25 14:52 | 05/09/25 14:53 | 1m |
| 1263806 | HOOD | Buy | $97.11 | $97.28 | 205 | 0.18% ($34.85) | True | $95.97 | 05/09/25 14:50 | 05/09/25 14:51 | 1m |
| 1263805 | HOOD | Buy | $96.74 | $97.31 | 206 | 0.58% ($116.39) | True | $95.52 | 05/09/25 14:48 | 05/09/25 14:49 | 1m |
| 1263804 | HOOD | Buy | $97.02 | $97.01 | 206 | -0.01% ($-2.02) | True | $95.77 | 05/09/25 14:46 | 05/09/25 14:47 | 1m |
| 1263803 | HOOD | Buy | $98.09 | $97.16 | 203 | -0.95% ($-188.79) | True | $96.95 | 05/09/25 14:44 | 05/09/25 14:45 | 1m |
| 1263801 | HOOD | Buy | $97.90 | $97.94 | 204 | 0.04% ($8.96) | True | $96.68 | 05/09/25 14:42 | 05/09/25 14:43 | 1m |
| 1263800 | HOOD | Buy | $98.54 | $97.93 | 202 | -0.62% ($-123.22) | False | $97.32 | 05/09/25 14:40 | 05/09/25 14:41 | 1m |
| 1263757 | GME | Buy | $23.41 | $23.40 | 854 | -0.05% ($-9.31) | False | $23.31 | 02/09/25 19:59 | 02/09/25 20:00 | 1m |
| 1263719 | GME | Buy | $23.05 | $23.08 | 867 | 0.11% ($21.68) | True | $22.94 | 02/09/25 17:33 | 02/09/25 18:00 | 27m |
| 1263863 | GME | Buy | $23.96 | $24.29 | 834 | 1.37% ($274.47) | True | $23.73 | 21/07/25 18:34 | 21/07/25 19:00 | 26m |
| 1264365 | CRON | Buy | $1.98 | $2.00 | 10101 | 0.89% ($178.79) | True | $1.96 | 02/07/25 18:23 | 02/07/25 19:00 | 37m |
| 1264363 | CRON | Buy | $1.96 | $1.95 | 10204 | -0.51% ($-102.04) | False | $1.94 | 02/07/25 14:39 | 02/07/25 15:01 | 22m |
| 1263880 | AMC | Buy | $2.81 | $2.82 | 7128 | 0.51% ($102.64) | True | $2.78 | 01/07/25 19:35 | 01/07/25 20:00 | 25m |
| 1263879 | AMC | Buy | $2.81 | $2.82 | 7130 | 0.36% ($71.30) | True | $2.77 | 01/07/25 16:58 | 01/07/25 16:59 | 1m |
| 1263878 | AMC | Buy | $2.82 | $2.81 | 7092 | -0.25% ($-49.64) | False | $2.79 | 01/07/25 16:56 | 01/07/25 16:57 | 1m |
| 1263877 | AMC | Buy | $2.82 | $2.82 | 7092 | 0.14% ($27.66) | True | $2.79 | 01/07/25 16:54 | 01/07/25 16:55 | 1m |
| 1263826 | COIN | Buy | $244.23 | $244.43 | 81 | 0.08% ($16.20) | True | $242.91 | 05/06/25 19:59 | 05/06/25 20:00 | 1m |
| 1263824 | COIN | Buy | $244.29 | $244.15 | 81 | -0.06% ($-11.34) | False | $242.85 | 05/06/25 19:57 | 05/06/25 19:58 | 1m |
| 1263823 | COIN | Buy | $244.71 | $244.64 | 81 | -0.03% ($-5.67) | False | $243.14 | 05/06/25 19:55 | 05/06/25 19:56 | 1m |
| 1263822 | COIN | Buy | $244.62 | $244.35 | 81 | -0.11% ($-21.87) | False | $243.08 | 05/06/25 19:53 | 05/06/25 19:54 | 1m |
| 1263821 | COIN | Buy | $244.57 | $244.67 | 81 | 0.04% ($7.90) | True | $243.06 | 05/06/25 19:51 | 05/06/25 19:52 | 1m |
| 1263820 | COIN | Buy | $244.69 | $244.33 | 81 | -0.15% ($-29.36) | False | $243.24 | 05/06/25 19:49 | 05/06/25 19:50 | 1m |
| 1263819 | COIN | Buy | $244.05 | $244.43 | 81 | 0.16% ($30.78) | True | $242.64 | 05/06/25 19:47 | 05/06/25 19:48 | 1m |
| 1264454 | GME | Buy | $23.54 | $23.46 | 849 | -0.34% ($-67.16) | False | $23.30 | 04/04/25 19:54 | 04/04/25 20:00 | 6m |
| 1264437 | GME | Buy | $23.36 | $23.46 | 856 | 0.43% ($85.60) | True | $23.12 | 04/04/25 18:52 | 04/04/25 19:00 | 8m |
| 1264495 | ACHR | Buy | $9.31 | $9.44 | 2149 | 1.39% ($277.01) | True | $8.98 | 11/02/25 14:33 | 11/02/25 15:00 | 27m |
| 1264493 | ACHR | Buy | $9.74 | $9.43 | 2053 | -3.18% ($-636.43) | False | $9.51 | 11/02/25 14:31 | 11/02/25 14:31 | 0m |
| 1264567 | SOFI | Buy | $16.16 | $16.27 | 1237 | 0.64% ($128.52) | True | $15.54 | 27/01/25 14:42 | 27/01/25 15:00 | 18m |
| 1265459 | LAC | Buy | $3.19 | $3.19 | 6271 | 0.03% ($6.27) | True | $3.17 | 21/01/25 19:58 | 21/01/25 19:59 | 1m |
| 1265447 | LAC | Buy | $3.18 | $3.19 | 6286 | 0.11% ($21.37) | True | $3.16 | 21/01/25 19:56 | 21/01/25 19:57 | 1m |
| 1265205 | LAC | Buy | $3.21 | $3.24 | 6230 | 0.78% ($155.75) | True | $3.17 | 21/01/25 15:53 | 21/01/25 16:00 | 7m |
Strategy DSL
BT 20251021-132727 AMC Arc Alpha Echo-897660-becda3
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol for runtime injection
hour_fast=5, // Fast period for hourly volatility
hour_slow=20, // Slow period for hourly volatility
day_range_period=5, // Period for daily range analysis
atr_period=14, // ATR period for risk management
atr_mult=2.5, // ATR multiplier for stop loss
risk_frac=0.02, // Risk fraction per trade
vol_threshold=1.2 // Threshold for volume expansion
STRATEGY "Arc Alpha Echo-897660-becda3":
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), 1) * vol_threshold
// Restrict trading to specific UTC window for signal relevance
AND TIME_UTC_IN("14:00", "20:00")
ENTRY: MARKET
EXIT:
// Exit on reversal signal using hourly price action
LAST(CLOSE(sym, 1h)) < LAST(LOW(sym, 1h), 1)
OR LAST(VOL(sym, 1h)) < LAST(VOL(sym, 1h), 1) * 0.8
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)