Backtest Results

Test ID: 86a05f043b3e
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Job Notes

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Symbols 8

OPEN, SOXS, NVDA, TSLL, INTC, SNAP, SQQQ, BBAI

Performance Summary

Total Trades

39

Total P&L

$3762.21

Notional: $778205.69
Total Return

0.48%

Weighted by notional
Win Rate

46.2%

18 W / 21 L
CouldWin Rate

56.4%

22 could / 39 total
Avg P&L

$96.47

Avg Return: 0.48%
Best Win

$2576.74

Largest Loss

$-710.37

Trade Details 39 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
1272444 SOXS Buy $5.39 $5.44 3711 0.95% ($190.00) True $5.34 18/09/25 15:56 18/09/25 20:00 4.1h
1272139 BBAI Buy $5.21 $5.88 3839 12.89% ($2576.74) True $5.10 12/08/25 14:11 12/08/25 20:00 5.8h
1272120 SNAP Buy $7.43 $7.80 2691 4.98% ($995.67) True $7.28 06/08/25 13:47 06/08/25 20:00 6.2h
1272443 INTC Buy $20.46 $20.68 977 1.07% ($214.84) True $20.28 25/07/25 14:03 25/07/25 20:00 6h
1272448 OPEN Buy $0.74 $0.77 27056 4.26% ($852.26) True $0.73 24/04/25 15:44 24/04/25 20:00 4.3h
1272447 OPEN Buy $0.74 $0.73 27052 -1.56% ($-311.10) True $0.73 24/04/25 15:42 24/04/25 15:43 1m
1272446 OPEN Buy $0.76 $0.74 26226 -2.82% ($-563.86) True $0.75 24/04/25 15:26 24/04/25 15:41 15m
1272445 OPEN Buy $0.77 $0.75 26028 -1.86% ($-372.20) True $0.76 24/04/25 15:11 24/04/25 15:11 0m
1272450 NVDA Buy $94.64 $97.71 211 3.25% ($648.76) True $91.95 07/04/25 15:21 07/04/25 20:00 4.7h
1272449 TSLL Buy $14.81 $14.28 1350 -3.55% ($-710.37) False $14.37 25/02/25 15:48 25/02/25 16:03 15m
1272477 NVDA Buy $123.00 $122.86 162 -0.12% ($-23.47) False $122.21 27/01/25 15:59 27/01/25 16:00 1m
1272476 NVDA Buy $123.18 $123.08 162 -0.08% ($-16.82) False $122.41 27/01/25 15:57 27/01/25 15:58 1m
1272475 NVDA Buy $123.64 $123.36 161 -0.23% ($-45.89) False $122.87 27/01/25 15:55 27/01/25 15:56 1m
1272474 NVDA Buy $123.73 $123.87 161 0.12% ($23.35) True $122.99 27/01/25 15:53 27/01/25 15:54 1m
1272473 NVDA Buy $123.93 $123.89 161 -0.03% ($-6.96) False $123.12 27/01/25 15:51 27/01/25 15:52 1m
1272472 NVDA Buy $124.23 $124.06 160 -0.13% ($-26.64) False $123.41 27/01/25 15:49 27/01/25 15:50 1m
1272471 NVDA Buy $124.35 $124.30 160 -0.04% ($-8.00) False $123.38 27/01/25 15:47 27/01/25 15:48 1m
1272470 NVDA Buy $124.49 $124.59 160 0.08% ($15.20) True $123.49 27/01/25 15:45 27/01/25 15:46 1m
1272469 NVDA Buy $124.45 $124.57 160 0.1% ($19.20) True $123.37 27/01/25 15:43 27/01/25 15:44 1m
1272468 NVDA Buy $124.26 $124.45 160 0.15% ($30.40) True $123.16 27/01/25 15:41 27/01/25 15:42 1m
1272467 NVDA Buy $124.03 $124.26 161 0.19% ($38.00) True $122.90 27/01/25 15:39 27/01/25 15:40 1m
1272466 NVDA Buy $124.36 $124.15 160 -0.16% ($-32.80) False $123.16 27/01/25 15:37 27/01/25 15:38 1m
1272465 NVDA Buy $124.64 $124.44 160 -0.16% ($-32.80) False $123.44 27/01/25 15:35 27/01/25 15:36 1m
1272464 NVDA Buy $124.59 $124.87 160 0.22% ($44.78) True $123.50 27/01/25 15:33 27/01/25 15:34 1m
1272463 NVDA Buy $124.44 $124.27 160 -0.14% ($-27.20) False $123.32 27/01/25 15:31 27/01/25 15:32 1m
1272462 NVDA Buy $124.03 $124.36 161 0.27% ($53.15) True $122.96 27/01/25 15:29 27/01/25 15:30 1m
1272461 NVDA Buy $123.86 $123.75 161 -0.08% ($-16.89) False $122.71 27/01/25 15:27 27/01/25 15:28 1m
1272460 NVDA Buy $123.89 $124.03 161 0.11% ($22.09) True $122.75 27/01/25 15:25 27/01/25 15:26 1m
1272459 NVDA Buy $123.25 $123.43 162 0.15% ($29.27) True $122.12 27/01/25 15:23 27/01/25 15:24 1m
1272458 NVDA Buy $123.44 $123.35 162 -0.07% ($-14.58) False $122.31 27/01/25 15:21 27/01/25 15:22 1m
1272457 NVDA Buy $123.16 $123.46 162 0.24% ($48.60) True $121.99 27/01/25 15:19 27/01/25 15:20 1m
1272456 NVDA Buy $123.70 $123.38 161 -0.26% ($-51.52) False $122.52 27/01/25 15:17 27/01/25 15:18 1m
1272455 NVDA Buy $124.16 $123.92 161 -0.19% ($-38.64) False $122.94 27/01/25 15:15 27/01/25 15:16 1m
1272454 NVDA Buy $124.58 $124.57 160 0% ($-0.96) False $123.38 27/01/25 15:13 27/01/25 15:14 1m
1272453 NVDA Buy $125.00 $124.91 160 -0.07% ($-14.40) False $123.84 27/01/25 15:11 27/01/25 15:12 1m
1272452 NVDA Buy $124.85 $124.90 160 0.04% ($8.82) True $123.75 27/01/25 15:09 27/01/25 15:10 1m
1272451 NVDA Buy $125.24 $124.87 159 -0.29% ($-58.04) False $124.13 27/01/25 15:07 27/01/25 15:08 1m
1272478 SOXS Buy $17.98 $18.61 1112 3.5% ($700.56) True $17.78 06/01/25 15:20 06/01/25 21:00 5.7h
1272479 TSLL Buy $24.29 $23.83 823 -1.88% ($-376.36) True $23.84 02/01/25 15:36 02/01/25 15:46 10m
Strategy DSL Horizon Alpha Pivot-f035af-2c437c
Job Like 
CONTEXT: //OPEN,SOXS,NVDA,TSLL,INTC,SNAP,SQQQ,BBAI	
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",             // Symbol placeholder for runtime injection
lookback=20,               // Lookback period for statistical calculations
vol_period=10,             // Period for volume pace analysis
atr_period=14,             // Period for ATR calculation
atr_mult=2.5,              // Multiplier for ATR stop loss
risk_frac=0.02,            // Risk fraction per trade
start_hour="09:30",       // Start of active trading window (UTC)
end_hour="16:00"          // End of active trading window (UTC)

STRATEGY "Horizon Alpha Pivot-f035af-2c437c":
TRIGGER:
TIME_UTC_IN(start_hour, end_hour)
AND LAST(CLOSE(sym, 1d)) < LOWER(BBANDS(CLOSE(sym, 1d), lookback, 2.0))
AND VOL_PACE(sym, 1d, vol_period) > 1.2
ENTRY: MARKET
EXIT:
CROSSUNDER(CLOSE(sym,1d), SMA(CLOSE(sym,1d), 10))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)