Backtest Results
Test ID: AGT-20251019
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
BOXX, BSCP, GSY, BSCQ, SUB, VRIG, JMST, VBIL
Performance Summary
Total Trades
16
Total P&L
$261.01
Notional: $2399243.79Total Return
0.01%
Weighted by notionalWin Rate
56.3%
9 W / 7 LCouldWin Rate
56.3%
9 could / 16 totalAvg P&L
$16.31
Avg Return: 0.01%Best Win
$583.73
Largest Loss
$-467.25
Trade Details
16 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 296137 | SUB | Buy | $106.88 | $106.89 | 1403 | 0.01% ($12.35) | True | $106.80 | 25/09/25 15:44 | 25/09/25 16:16 | 32m |
| 296148 | SUB | Buy | $107.08 | $107.08 | 1400 | -0.01% ($-9.38) | False | $107.02 | 19/09/25 18:40 | 19/09/25 19:18 | 38m |
| 296141 | SUB | Buy | $107.12 | $107.09 | 1400 | -0.02% ($-35.70) | False | $107.06 | 18/09/25 15:13 | 18/09/25 16:14 | 1h |
| 296157 | SUB | Buy | $107.15 | $107.16 | 1399 | 0% ($4.20) | True | $107.07 | 17/09/25 18:44 | 17/09/25 18:50 | 6m |
| 296147 | SUB | Buy | $107.19 | $107.18 | 1399 | -0.01% ($-13.99) | False | $107.12 | 16/09/25 14:31 | 16/09/25 14:46 | 15m |
| 296185 | SUB | Buy | $107.24 | $107.21 | 1398 | -0.03% ($-41.94) | False | $107.16 | 11/09/25 18:58 | 11/09/25 19:30 | 32m |
| 296200 | SUB | Buy | $107.07 | $107.14 | 1400 | 0.07% ($98.00) | True | $107.00 | 09/09/25 19:56 | 09/09/25 20:00 | 4m |
| 296172 | SUB | Buy | $107.18 | $107.17 | 1399 | -0.01% ($-10.91) | False | $107.10 | 09/09/25 14:19 | 09/09/25 14:54 | 35m |
| 296138 | JMST | Buy | $50.60 | $50.64 | 2964 | 0.09% ($133.38) | True | $50.54 | 22/04/25 14:44 | 22/04/25 15:31 | 47m |
| 296260 | VRIG | Buy | $24.95 | $24.94 | 6012 | -0.04% ($-60.12) | False | $24.89 | 11/04/25 14:45 | 11/04/25 15:12 | 27m |
| 296144 | JMST | Buy | $50.45 | $50.46 | 2973 | 0.01% ($17.24) | True | $50.29 | 09/04/25 14:55 | 09/04/25 15:12 | 17m |
| 296317 | VRIG | Buy | $24.80 | $24.89 | 6049 | 0.39% ($583.73) | True | $24.73 | 07/04/25 19:13 | 07/04/25 19:38 | 25m |
| 296309 | VRIG | Buy | $24.88 | $24.80 | 6029 | -0.31% ($-467.25) | False | $24.80 | 07/04/25 18:22 | 07/04/25 19:10 | 48m |
| 296267 | VRIG | Buy | $24.89 | $24.90 | 6026 | 0.02% ($29.53) | True | $24.82 | 07/04/25 14:03 | 07/04/25 14:07 | 4m |
| 296153 | JMST | Buy | $50.73 | $50.73 | 2957 | 0.01% ($14.79) | True | $50.66 | 04/04/25 14:25 | 04/04/25 14:49 | 24m |
| 296421 | SUB | Buy | $105.72 | $105.72 | 1418 | 0% ($7.09) | True | $105.67 | 07/03/25 15:07 | 07/03/25 15:36 | 29m |
Strategy DSL
Stable Basket - Stable Basket - HighVolume 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 + M
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=25,
rsi_oversold=24,
rsi_overbought=67,
atr_period=28,
atr_mult=12.0,
risk_frac=0.15
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)