Backtest Results
Test ID: 71bc2eeb03e8
Parent Job:
Unstable Basket - Arc Alpha Forge-f035af-c2e9f9
Job Notes
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Symbols
100
AHT.PRF, LMND, TACOW, HSPT, APPX, SCHG, MBS, IXJ, CGXU, EPOW, ETHA, ARMH, CWEN.A, GCTK, DGRS, VSTA, TARA, UITB, NTB, NOTE.WS, IWM, JCTC, EUSA, XC, MOGU, SLVR, LLYX, WB, ERJ, ECDA, EL, BLUC, CIO.PRA, MARB, ACGR, GBOOY, FUN, CADL, IWO, RCT, KEY.PRJ, ALE, ELP, CLIK, IWMW, CGCV, EAF, IDYN, UBND, HYPR, KR, PIM, CLNE, WIP, LMTS, ACXP, UROY, ESTC, ARW, SWK, EUFN, UGE, VMO, DESK, EWCZ, BCCC, PZZA, TOT, KOSS, KBWB, UMH.PRD, UNIT, PANG, PLTZ, JMEE, OSPN, WTG, DTE, KGLD, HYFM, XLC, SFHG, MUNI, BHR.PRB, TKLF, OCFC, MHNC, AREC, ARMG, NXTC, AGM, MTEX, CRED, HURN, BEGS, FLOC, XHYT, VAL.WS, EICB, DOJE
Performance Summary
Total Trades
89
Total P&L
$-4219.27
Notional: $1775917.57Total Return
-0.24%
Weighted by notionalWin Rate
30.3%
27 W / 62 LCouldWin Rate
34.8%
31 could / 89 totalAvg P&L
$-47.41
Avg Return: -0.24%Best Win
$737.28
Largest Loss
$-1887.35
Trade Details
89 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3037463 | EL | Buy | $92.95 | $95.00 | 215 | 2.21% ($440.75) | True | $92.67 | 14/10/25 15:44 | 14/10/25 20:00 | 4.3h |
| 3035948 | IWM | Buy | $244.19 | $247.98 | 81 | 1.55% ($306.99) | True | $243.53 | 14/10/25 14:23 | 14/10/25 20:00 | 5.6h |
| 3035447 | ARMH | Buy | $75.20 | $76.68 | 265 | 1.97% ($392.20) | True | $0.00 | 14/10/25 13:42 | 14/10/25 16:50 | 3.1h |
| 3036646 | EL | Buy | $92.80 | $92.74 | 215 | -0.06% ($-11.83) | True | $92.43 | 14/10/25 14:44 | 14/10/25 14:51 | 7m |
| 3036535 | EL | Buy | $92.80 | $92.62 | 215 | -0.19% ($-38.70) | True | $92.47 | 14/10/25 14:40 | 14/10/25 14:43 | 3m |
| 3036353 | EL | Buy | $92.96 | $92.66 | 215 | -0.32% ($-64.50) | True | $92.58 | 14/10/25 14:32 | 14/10/25 14:37 | 5m |
| 3035943 | EL | Buy | $92.81 | $92.72 | 215 | -0.1% ($-19.35) | True | $92.35 | 14/10/25 13:54 | 14/10/25 14:29 | 35m |
| 3035925 | IWM | Buy | $243.97 | $243.88 | 81 | -0.04% ($-7.29) | False | $243.31 | 14/10/25 14:20 | 14/10/25 14:22 | 2m |
| 3035430 | SLVR | Buy | $47.12 | $47.64 | 424 | 1.1% ($220.48) | True | $0.00 | 13/10/25 13:30 | 13/10/25 20:00 | 6.5h |
| 3035357 | ARMH | Buy | $69.88 | $70.05 | 286 | 0.24% ($48.62) | True | $0.00 | 13/10/25 14:08 | 13/10/25 14:15 | 7m |
| 3037184 | SLVR | Buy | $44.67 | $44.74 | 447 | 0.16% ($31.29) | True | $44.45 | 10/10/25 18:10 | 10/10/25 20:00 | 1.8h |
| 3038290 | EL | Buy | $88.09 | $87.94 | 227 | -0.17% ($-34.05) | False | $87.74 | 10/10/25 19:46 | 10/10/25 19:54 | 8m |
| 3035470 | ARMH | Buy | $73.70 | $66.74 | 271 | -9.45% ($-1887.35) | False | $0.00 | 10/10/25 14:01 | 10/10/25 19:15 | 5.2h |
| 3036900 | SLVR | Buy | $44.68 | $44.54 | 447 | -0.31% ($-62.22) | False | $44.37 | 10/10/25 17:25 | 10/10/25 18:01 | 36m |
| 3036888 | SLVR | Buy | $44.59 | $44.50 | 448 | -0.2% ($-40.19) | False | $44.29 | 10/10/25 17:17 | 10/10/25 17:24 | 7m |
| 3036756 | SLVR | Buy | $44.61 | $44.43 | 448 | -0.4% ($-80.10) | False | $44.29 | 10/10/25 17:00 | 10/10/25 17:01 | 1m |
| 3036697 | SLVR | Buy | $44.64 | $44.50 | 448 | -0.3% ($-60.57) | False | $44.31 | 10/10/25 16:51 | 10/10/25 16:52 | 1m |
| 3036678 | SLVR | Buy | $44.61 | $44.51 | 448 | -0.23% ($-46.41) | False | $0.00 | 10/10/25 16:47 | 10/10/25 16:50 | 3m |
| 3035372 | SLVR | Buy | $46.00 | $44.45 | 434 | -3.37% ($-672.70) | False | $0.00 | 10/10/25 13:30 | 10/10/25 16:46 | 3.3h |
| 3035751 | EL | Buy | $94.70 | $87.84 | 211 | -7.24% ($-1447.46) | False | $0.00 | 10/10/25 13:30 | 10/10/25 16:18 | 2.8h |
| 3036153 | IWM | Buy | $246.12 | $244.96 | 81 | -0.47% ($-93.96) | False | $245.73 | 10/10/25 14:48 | 10/10/25 14:57 | 9m |
| 3035973 | IWM | Buy | $246.10 | $245.91 | 81 | -0.08% ($-15.39) | False | $245.70 | 10/10/25 14:37 | 10/10/25 14:38 | 1m |
| 3035441 | IWM | Buy | $246.32 | $245.94 | 81 | -0.15% ($-30.38) | False | $246.04 | 10/10/25 13:31 | 10/10/25 13:31 | 0m |
| 3038175 | LMND | Buy | $53.26 | $53.47 | 375 | 0.39% ($78.75) | True | $53.10 | 09/10/25 19:36 | 09/10/25 20:00 | 24m |
| 3035417 | SLVR | Buy | $48.22 | $45.41 | 414 | -5.82% ($-1162.10) | False | $0.00 | 09/10/25 13:30 | 09/10/25 20:00 | 6.5h |
| 3038015 | IWM | Buy | $244.23 | $245.20 | 81 | 0.4% ($78.57) | True | $243.99 | 09/10/25 18:54 | 09/10/25 20:00 | 1.1h |
| 3035752 | EL | Buy | $95.96 | $93.97 | 208 | -2.07% ($-413.92) | False | $0.00 | 09/10/25 13:30 | 09/10/25 20:00 | 6.5h |
| 3038168 | LMND | Buy | $53.25 | $53.22 | 375 | -0.06% ($-12.19) | False | $53.08 | 09/10/25 19:34 | 09/10/25 19:35 | 1m |
| 3038116 | LMND | Buy | $53.29 | $53.21 | 375 | -0.15% ($-30.00) | False | $53.08 | 09/10/25 19:09 | 09/10/25 19:33 | 24m |
| 3038091 | LMND | Buy | $53.30 | $53.22 | 375 | -0.15% ($-30.00) | False | $53.10 | 09/10/25 18:56 | 09/10/25 19:08 | 12m |
| 3037724 | IWM | Buy | $244.26 | $244.12 | 81 | -0.06% ($-11.34) | False | $243.85 | 09/10/25 17:31 | 09/10/25 18:52 | 1.4h |
| 3038057 | LMND | Buy | $53.24 | $53.20 | 375 | -0.08% ($-15.00) | False | $53.07 | 09/10/25 18:46 | 09/10/25 18:47 | 1m |
| 3038050 | LMND | Buy | $53.24 | $53.22 | 375 | -0.04% ($-7.50) | False | $53.07 | 09/10/25 18:44 | 09/10/25 18:45 | 1m |
| 3037994 | LMND | Buy | $53.25 | $53.20 | 375 | -0.09% ($-18.75) | False | $52.96 | 09/10/25 18:26 | 09/10/25 18:27 | 1m |
| 3037978 | LMND | Buy | $53.40 | $53.19 | 374 | -0.39% ($-78.54) | False | $53.12 | 09/10/25 18:21 | 09/10/25 18:25 | 4m |
| 3037968 | LMND | Buy | $53.24 | $53.22 | 375 | -0.03% ($-6.68) | False | $53.04 | 09/10/25 18:16 | 09/10/25 18:20 | 4m |
| 3037436 | IWM | Buy | $244.55 | $244.11 | 81 | -0.18% ($-35.64) | False | $244.11 | 09/10/25 17:14 | 09/10/25 17:26 | 12m |
| 3035883 | IWM | Buy | $244.97 | $244.50 | 81 | -0.19% ($-38.06) | False | $244.54 | 09/10/25 14:46 | 09/10/25 17:05 | 2.3h |
| 3035404 | LMND | Buy | $55.31 | $53.20 | 361 | -3.8% ($-758.75) | False | $0.00 | 09/10/25 13:30 | 09/10/25 16:56 | 3.4h |
| 3035399 | ARMH | Buy | $71.75 | $73.03 | 278 | 1.78% ($355.84) | True | $0.00 | 09/10/25 14:08 | 09/10/25 15:45 | 1.6h |
| 3035836 | IWM | Buy | $245.05 | $244.69 | 81 | -0.15% ($-29.16) | False | $244.69 | 09/10/25 14:36 | 09/10/25 14:45 | 9m |
| 3035652 | IWM | Buy | $245.77 | $245.10 | 81 | -0.27% ($-54.39) | False | $245.10 | 09/10/25 13:53 | 09/10/25 14:02 | 9m |
| 3035436 | IWM | Buy | $245.98 | $245.70 | 81 | -0.11% ($-22.68) | False | $245.73 | 09/10/25 13:30 | 09/10/25 13:52 | 22m |
| 3035379 | SLVR | Buy | $45.90 | $47.31 | 435 | 3.07% ($613.35) | True | $0.00 | 08/10/25 13:30 | 08/10/25 20:00 | 6.5h |
| 3035609 | ETHA | Buy | $33.75 | $34.15 | 592 | 1.17% ($234.14) | True | $33.57 | 08/10/25 13:42 | 08/10/25 20:00 | 6.3h |
| 3035754 | EL | Buy | $93.00 | $95.76 | 215 | 2.97% ($593.40) | True | $0.00 | 08/10/25 13:30 | 08/10/25 20:00 | 6.5h |
| 3035570 | IWM | Buy | $244.22 | $246.62 | 81 | 0.98% ($194.40) | True | $243.67 | 08/10/25 13:37 | 08/10/25 20:00 | 6.4h |
| 3035453 | ETHA | Buy | $33.83 | $33.73 | 591 | -0.3% ($-59.10) | False | $33.76 | 08/10/25 13:30 | 08/10/25 13:35 | 5m |
| 3035347 | IWM | Buy | $244.73 | $244.41 | 81 | -0.13% ($-25.92) | False | $244.50 | 08/10/25 13:30 | 08/10/25 13:34 | 4m |
| 3037924 | SLVR | Buy | $44.63 | $44.58 | 448 | -0.11% ($-22.40) | False | $44.50 | 07/10/25 19:23 | 07/10/25 19:34 | 11m |
| 3037911 | SLVR | Buy | $44.62 | $44.60 | 448 | -0.04% ($-8.96) | False | $44.46 | 07/10/25 19:10 | 07/10/25 19:20 | 10m |
| 3037901 | SLVR | Buy | $44.62 | $44.54 | 448 | -0.18% ($-35.62) | False | $44.48 | 07/10/25 19:07 | 07/10/25 19:09 | 2m |
| 3037894 | SLVR | Buy | $44.62 | $44.57 | 448 | -0.12% ($-24.60) | False | $44.49 | 07/10/25 19:04 | 07/10/25 19:05 | 1m |
| 3037866 | SLVR | Buy | $44.61 | $44.54 | 448 | -0.15% ($-29.43) | False | $44.49 | 07/10/25 19:00 | 07/10/25 19:01 | 1m |
| 3037122 | SLVR | Buy | $44.72 | $44.59 | 447 | -0.29% ($-58.29) | False | $44.56 | 07/10/25 17:09 | 07/10/25 17:19 | 10m |
| 3036910 | SLVR | Buy | $44.61 | $44.57 | 448 | -0.09% ($-17.02) | False | $44.38 | 07/10/25 16:54 | 07/10/25 16:55 | 1m |
| 3036772 | SLVR | Buy | $44.65 | $44.53 | 447 | -0.26% ($-52.03) | False | $44.40 | 07/10/25 16:33 | 07/10/25 16:48 | 15m |
| 3036666 | SLVR | Buy | $44.67 | $44.55 | 447 | -0.27% ($-53.64) | False | $44.45 | 07/10/25 16:06 | 07/10/25 16:10 | 4m |
| 3036655 | SLVR | Buy | $44.66 | $44.55 | 447 | -0.25% ($-50.33) | False | $44.42 | 07/10/25 16:04 | 07/10/25 16:05 | 1m |
| 3036628 | SLVR | Buy | $44.62 | $44.54 | 448 | -0.18% ($-35.84) | False | $44.39 | 07/10/25 16:01 | 07/10/25 16:03 | 2m |
| 3036196 | SLVR | Buy | $44.61 | $44.54 | 448 | -0.16% ($-31.36) | False | $44.38 | 07/10/25 15:45 | 07/10/25 15:46 | 1m |
| 3036176 | SLVR | Buy | $44.64 | $44.59 | 448 | -0.11% ($-22.40) | False | $44.41 | 07/10/25 15:43 | 07/10/25 15:44 | 1m |
| 3036151 | SLVR | Buy | $44.66 | $44.59 | 447 | -0.16% ($-31.29) | False | $44.43 | 07/10/25 15:39 | 07/10/25 15:42 | 3m |
| 3035954 | SLVR | Buy | $44.69 | $44.59 | 447 | -0.22% ($-44.70) | False | $44.46 | 07/10/25 15:11 | 07/10/25 15:37 | 26m |
| 3035438 | SLVR | Buy | $45.21 | $44.57 | 442 | -1.43% ($-284.82) | False | $0.00 | 07/10/25 13:30 | 07/10/25 15:06 | 1.6h |
| 3037808 | GCTK | Buy | $7.59 | $6.89 | 2635 | -9.22% ($-1844.50) | False | $0.00 | 18/09/25 13:30 | 18/09/25 20:00 | 6.5h |
| 3035611 | ARMH | Buy | $65.25 | $65.30 | 306 | 0.08% ($15.30) | True | $0.00 | 16/09/25 16:36 | 16/09/25 17:08 | 32m |
| 3035616 | ARMH | Buy | $65.23 | $65.21 | 306 | -0.03% ($-6.12) | False | $0.00 | 15/09/25 13:33 | 15/09/25 19:36 | 6.1h |
| 3035650 | ARMH | Buy | $60.02 | $59.64 | 333 | -0.63% ($-126.54) | False | $0.00 | 29/08/25 14:03 | 29/08/25 14:46 | 43m |
| 3035746 | ARMH | Buy | $70.13 | $71.10 | 285 | 1.38% ($276.45) | True | $0.00 | 29/07/25 15:28 | 29/07/25 18:45 | 3.3h |
| 3035748 | ARMH | Buy | $70.20 | $70.67 | 284 | 0.67% ($133.48) | True | $0.00 | 28/07/25 13:37 | 28/07/25 19:34 | 6h |
| 3035749 | ARMH | Buy | $69.43 | $70.50 | 288 | 1.54% ($308.16) | True | $0.00 | 25/07/25 13:57 | 25/07/25 16:43 | 2.8h |
| 3035750 | ARMH | Buy | $67.64 | $68.73 | 295 | 1.61% ($321.55) | True | $0.00 | 24/07/25 13:32 | 24/07/25 17:25 | 3.9h |
| 3035755 | ARMH | Buy | $67.05 | $67.04 | 298 | -0.01% ($-2.98) | False | $0.00 | 23/07/25 13:30 | 23/07/25 15:59 | 2.5h |
| 3035800 | ARMH | Buy | $69.78 | $69.39 | 286 | -0.56% ($-111.54) | False | $0.00 | 30/06/25 13:45 | 30/06/25 14:31 | 46m |
| 3035804 | ARMH | Buy | $68.03 | $69.02 | 293 | 1.46% ($290.07) | True | $0.00 | 27/06/25 13:54 | 27/06/25 19:07 | 5.2h |
| 3035805 | ARMH | Buy | $66.87 | $67.32 | 299 | 0.67% ($134.55) | True | $0.00 | 26/06/25 13:31 | 26/06/25 13:45 | 14m |
| 3035813 | ARMH | Buy | $62.99 | $62.74 | 317 | -0.4% ($-79.25) | False | $0.00 | 20/06/25 14:16 | 20/06/25 14:28 | 12m |
| 3035820 | ARMH | Buy | $62.55 | $63.01 | 319 | 0.74% ($146.74) | True | $0.00 | 18/06/25 13:30 | 18/06/25 16:29 | 3h |
| 3035819 | ARMH | Buy | $63.40 | $62.61 | 315 | -1.25% ($-248.85) | False | $0.00 | 17/06/25 14:16 | 17/06/25 19:20 | 5.1h |
| 3035856 | ARMH | Buy | $58.63 | $60.12 | 341 | 2.54% ($508.09) | True | $0.00 | 09/06/25 13:38 | 09/06/25 16:04 | 2.4h |
| 3035898 | ARMH | Buy | $58.04 | $58.16 | 344 | 0.21% ($41.28) | True | $0.00 | 28/05/25 19:41 | 28/05/25 19:59 | 18m |
| 3035936 | ARMH | Buy | $56.85 | $56.96 | 351 | 0.19% ($38.61) | True | $0.00 | 19/05/25 15:35 | 19/05/25 15:49 | 14m |
| 3035945 | ARMH | Buy | $55.15 | $54.88 | 362 | -0.49% ($-97.74) | False | $0.00 | 13/05/25 13:43 | 13/05/25 19:53 | 6.2h |
| 3035950 | ARMH | Buy | $53.39 | $54.08 | 374 | 1.29% ($258.06) | True | $0.00 | 12/05/25 13:30 | 12/05/25 13:31 | 1m |
| 3035966 | ARMH | Buy | $52.87 | $52.38 | 378 | -0.93% ($-185.22) | False | $0.00 | 07/05/25 13:41 | 07/05/25 16:42 | 3h |
| 3035987 | ARMH | Buy | $51.99 | $53.91 | 384 | 3.69% ($737.28) | True | $0.00 | 02/05/25 13:31 | 02/05/25 19:24 | 5.9h |
| 3035992 | ARMH | Buy | $50.82 | $50.57 | 393 | -0.49% ($-98.25) | False | $0.00 | 01/05/25 14:12 | 01/05/25 19:56 | 5.7h |
| 3036027 | ARMH | Buy | $48.66 | $48.68 | 411 | 0.04% ($8.22) | True | $0.00 | 25/04/25 13:41 | 25/04/25 15:03 | 1.4h |
Child Jobs (1)
| Test ID | Name | Status | Trades | Win % | CouldWin % | Total Return % | Total P&L | Created | Notes |
|---|---|---|---|---|---|---|---|---|---|
| df2d0bfb | [v251207-1436] Unstable Basket - Arc Alpha Forge-f035af-c2e9f9 | Done | 112 | 36.6% | 80.4% | -1.15% | $-102563.72 | 07/12/25 14:38 | - |
Strategy DSL
[v251204-2217] Unstable Basket - Arc Alpha Forge-f035af-c2e9f9
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol placeholder for runtime injection
fast_period=5, // Fast period for short-term momentum check
mid_period=10, // Mid period for intermediate momentum check
atr_period=14, // ATR period for volatility measurement
atr_mult=2.5, // Multiplier for ATR-based stop loss
risk_frac=0.02, // Risk fraction for position sizing
vol_threshold=1.2 // Volatility threshold for regime classification
STRATEGY "Arc Alpha Forge-f035af-c2e9f9":
TRIGGER:
// Intraday momentum ladder: current close > 5m ago > 10m ago
LAST(CLOSE(sym, 1d)) > LAST(CLOSE(sym, 1d), fast_period)
AND LAST(CLOSE(sym, 1d), fast_period) > LAST(CLOSE(sym, 1d), mid_period)
// Volatility regime: ensure ATR is above a threshold for active market
AND ATR(sym, 1d, atr_period) > vol_threshold
// Gate by UTC time window (e.g., active US market hours)
AND TIME_UTC_IN("13:00", "20:00")
ENTRY: MARKET
EXIT:
// Explicit exit on reversal of momentum ladder
LAST(CLOSE(sym, 1d)) < LAST(CLOSE(sym, 1d), fast_period)
OR LAST(CLOSE(sym, 1d), fast_period) < LAST(CLOSE(sym, 1d), mid_period)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)