Backtest Results
Test ID: AGT-20251018
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
BOXX, BSCP, GSY, BSCQ, SUB, VRIG, JMST, VBIL
Performance Summary
Total Trades
38
Total P&L
$39.58
Notional: $4178256.62Total Return
0%
Weighted by notionalWin Rate
47.4%
18 W / 20 LCouldWin Rate
47.4%
18 could / 38 totalAvg P&L
$1.04
Avg Return: 0%Best Win
$339.05
Largest Loss
$-254.09
Trade Details
38 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 279902 | BSCP | Buy | $20.72 | $20.72 | 5308 | 0% ($-1.59) | False | $20.71 | 14/10/25 18:37 | 14/10/25 18:38 | 1m |
| 279828 | BSCQ | Buy | $19.60 | $19.59 | 5613 | -0.03% ($-28.63) | False | $0.00 | 13/10/25 14:12 | 13/10/25 14:15 | 3m |
| 279871 | SUB | Buy | $106.59 | $106.58 | 1032 | 0% ($-1.34) | False | $106.56 | 06/10/25 15:43 | 06/10/25 15:53 | 10m |
| 279832 | SUB | Buy | $106.61 | $106.61 | 1031 | 0.01% ($7.84) | True | $106.59 | 06/10/25 14:04 | 06/10/25 14:08 | 4m |
| 279874 | SUB | Buy | $106.88 | $106.89 | 1029 | 0% ($3.29) | True | $106.85 | 25/09/25 15:39 | 25/09/25 16:16 | 37m |
| 280092 | SUB | Buy | $107.08 | $107.07 | 1027 | -0.01% ($-12.02) | False | $107.05 | 19/09/25 18:40 | 19/09/25 19:17 | 37m |
| 280026 | SUB | Buy | $107.12 | $107.09 | 1026 | -0.02% ($-26.16) | False | $107.09 | 18/09/25 15:13 | 18/09/25 16:14 | 1h |
| 280189 | SUB | Buy | $107.13 | $107.13 | 1026 | 0% ($3.59) | True | $107.10 | 17/09/25 19:12 | 17/09/25 19:26 | 14m |
| 280163 | SUB | Buy | $107.17 | $107.16 | 1026 | -0.01% ($-15.39) | False | $107.14 | 17/09/25 18:39 | 17/09/25 18:50 | 11m |
| 280152 | SUB | Buy | $107.19 | $107.16 | 1026 | -0.03% ($-30.57) | False | $107.16 | 17/09/25 18:32 | 17/09/25 18:36 | 4m |
| 280039 | SUB | Buy | $107.19 | $107.18 | 1026 | -0.01% ($-10.47) | False | $107.15 | 16/09/25 14:27 | 16/09/25 14:46 | 19m |
| 280165 | SUB | Buy | $107.27 | $107.26 | 1025 | -0.01% ($-10.25) | False | $107.25 | 15/09/25 17:09 | 15/09/25 17:28 | 19m |
| 280353 | SUB | Buy | $107.22 | $107.21 | 1025 | -0.01% ($-6.36) | False | $107.19 | 12/09/25 19:50 | 12/09/25 20:00 | 10m |
| 280222 | SUB | Buy | $107.24 | $107.25 | 1025 | 0% ($4.31) | True | $107.21 | 12/09/25 15:31 | 12/09/25 15:45 | 14m |
| 280317 | SUB | Buy | $107.24 | $107.21 | 1025 | -0.03% ($-30.75) | False | $107.20 | 11/09/25 18:58 | 11/09/25 19:30 | 32m |
| 280468 | SUB | Buy | $107.07 | $107.03 | 1027 | -0.04% ($-41.08) | False | $107.04 | 09/09/25 19:56 | 09/09/25 19:59 | 3m |
| 280230 | SUB | Buy | $107.17 | $107.17 | 1026 | 0% ($-2.87) | False | $107.13 | 09/09/25 14:14 | 09/09/25 14:54 | 40m |
| 280452 | SUB | Buy | $107.16 | $107.16 | 1026 | 0% ($5.13) | True | $107.12 | 08/09/25 19:54 | 08/09/25 19:57 | 3m |
| 280575 | SUB | Buy | $106.92 | $106.93 | 1028 | 0.01% ($10.28) | True | $106.88 | 20/08/25 18:12 | 20/08/25 18:19 | 7m |
| 281846 | VBIL | Buy | $75.48 | $75.48 | 1457 | 0% ($-4.08) | False | $75.45 | 27/05/25 13:47 | 27/05/25 13:49 | 2m |
| 281043 | SUB | Buy | $105.60 | $105.61 | 1041 | 0% ($5.31) | True | $105.58 | 22/05/25 14:34 | 22/05/25 14:56 | 22m |
| 281169 | SUB | Buy | $105.61 | $105.63 | 1041 | 0.02% ($17.18) | True | $105.57 | 21/05/25 17:31 | 21/05/25 17:49 | 18m |
| 281327 | SUB | Buy | $105.45 | $105.46 | 1043 | 0.01% ($14.39) | True | $105.42 | 12/05/25 19:36 | 12/05/25 19:44 | 8m |
| 281257 | SUB | Buy | $105.44 | $105.45 | 1043 | 0.01% ($15.65) | True | $105.41 | 12/05/25 17:32 | 12/05/25 17:48 | 16m |
| 279980 | JMST | Buy | $50.60 | $50.63 | 2174 | 0.06% ($68.92) | True | $50.57 | 22/04/25 14:44 | 22/04/25 15:22 | 38m |
| 281552 | SUB | Buy | $105.12 | $105.11 | 1046 | 0% ($-5.23) | False | $105.08 | 15/04/25 19:06 | 15/04/25 19:23 | 17m |
| 281594 | SUB | Buy | $104.68 | $104.72 | 1050 | 0.04% ($46.62) | True | $104.53 | 11/04/25 17:34 | 11/04/25 17:49 | 15m |
| 280769 | VRIG | Buy | $24.95 | $24.94 | 4408 | -0.04% ($-44.08) | False | $24.92 | 11/04/25 14:45 | 11/04/25 15:12 | 27m |
| 280001 | JMST | Buy | $50.45 | $50.46 | 2180 | 0.01% ($12.64) | True | $50.37 | 09/04/25 14:55 | 09/04/25 15:12 | 17m |
| 279972 | JMST | Buy | $50.54 | $50.53 | 2176 | 0% ($-1.09) | False | $50.51 | 09/04/25 13:57 | 09/04/25 14:28 | 31m |
| 280912 | VRIG | Buy | $24.82 | $24.89 | 4432 | 0.31% ($339.05) | True | $24.77 | 07/04/25 19:05 | 07/04/25 19:38 | 33m |
| 282627 | BOXX | Buy | $111.51 | $111.51 | 986 | 0% ($1.68) | True | $111.46 | 07/04/25 18:59 | 07/04/25 19:18 | 19m |
| 280885 | VRIG | Buy | $24.89 | $24.83 | 4419 | -0.23% ($-254.09) | False | $24.83 | 07/04/25 18:13 | 07/04/25 18:53 | 40m |
| 280326 | JMST | Buy | $50.78 | $50.77 | 2166 | -0.02% ($-21.66) | False | $50.74 | 04/04/25 18:33 | 04/04/25 18:55 | 22m |
| 280141 | JMST | Buy | $50.73 | $50.73 | 2168 | 0.01% ($10.84) | True | $50.69 | 04/04/25 14:25 | 04/04/25 14:49 | 24m |
| 282732 | BOXX | Buy | $111.30 | $111.30 | 988 | 0% ($-0.10) | False | $111.28 | 17/03/25 14:03 | 17/03/25 14:08 | 5m |
| 281654 | SUB | Buy | $105.71 | $105.72 | 1040 | 0.01% ($10.30) | True | $105.69 | 07/03/25 15:01 | 07/03/25 15:36 | 35m |
| 281707 | SUB | Buy | $105.79 | $105.80 | 1039 | 0.01% ($10.39) | True | $105.75 | 03/03/25 16:57 | 03/03/25 17:19 | 22m |
Strategy DSL
Stable Basket - Stable Basket - HighVolume Basket - HighVolume Basket - Unstable Basket - HighVolume Basket - Unstable Basket - HighVolume Basket - HighVolume Basket - Mean Reversion RSI + Mut + Mut + Mut + Mut + Mut + Mut + Mut + Mut
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=20,
rsi_oversold=24,
rsi_overbought=72,
atr_period=24,
atr_mult=6.0,
risk_frac=0.11
STRATEGY "Mean Reversion RSI":
TRIGGER:
RSI(CLOSE(sym, 1m), rsi_period) < rsi_oversold
AND LAST(CLOSE(sym, 1m)) > LAST(CLOSE(sym, 1m), 1)
ENTRY: MARKET
EXIT:
RSI(CLOSE(sym, 1m), rsi_period) > rsi_overbought
OR CROSSUNDER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), 20))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)