Backtest Results
Test ID: AGT-20251019
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
LQDT, BRR, BGY, BALI, RYI, GPI, TAIL, USDX
Performance Summary
Total Trades
77
Total P&L
$642.27
Notional: $7698602.99Total Return
0.01%
Weighted by notionalWin Rate
33.8%
26 W / 51 LCouldWin Rate
36.4%
28 could / 77 totalAvg P&L
$8.34
Avg Return: 0.01%Best Win
$12791.16
Largest Loss
$-4175.85
Trade Details
77 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 297006 | BGY | Buy | $5.70 | $5.70 | 17543 | -0.09% ($-87.72) | False | $5.64 | 13/10/25 14:46 | 13/10/25 15:07 | 21m |
| 296999 | LQDT | Buy | $23.00 | $22.95 | 4348 | -0.2% ($-195.66) | True | $22.49 | 13/10/25 14:10 | 13/10/25 14:49 | 39m |
| 297019 | LQDT | Buy | $23.39 | $23.48 | 4276 | 0.41% ($406.22) | True | $0.00 | 10/10/25 15:04 | 10/10/25 15:28 | 24m |
| 297083 | RYI | Buy | $23.29 | $23.26 | 4293 | -0.13% ($-128.79) | False | $23.01 | 07/10/25 19:47 | 07/10/25 19:59 | 12m |
| 297061 | BRR | Buy | $10.12 | $10.12 | 9880 | -0.01% ($-13.83) | False | $10.00 | 19/09/25 14:04 | 19/09/25 15:12 | 1.1h |
| 297134 | LQDT | Buy | $26.14 | $26.12 | 3825 | -0.08% ($-76.50) | False | $25.80 | 02/09/25 19:59 | 02/09/25 20:00 | 1m |
| 297195 | BRR | Buy | $10.15 | $10.14 | 9852 | -0.1% ($-98.52) | False | $10.12 | 20/08/25 18:23 | 20/08/25 18:31 | 8m |
| 297199 | LQDT | Buy | $23.45 | $23.79 | 4264 | 1.43% ($1428.44) | True | $22.77 | 08/08/25 15:13 | 08/08/25 15:53 | 40m |
| 297250 | LQDT | Buy | $23.56 | $23.41 | 4245 | -0.62% ($-615.53) | False | $22.72 | 07/08/25 18:20 | 07/08/25 19:02 | 42m |
| 297212 | LQDT | Buy | $23.51 | $23.56 | 4253 | 0.21% ($212.65) | True | $22.91 | 07/08/25 15:46 | 07/08/25 15:49 | 3m |
| 297188 | LQDT | Buy | $24.55 | $23.52 | 4074 | -4.18% ($-4175.85) | False | $23.52 | 07/08/25 14:41 | 07/08/25 15:44 | 1.1h |
| 297023 | BGY | Buy | $5.60 | $5.59 | 17853 | -0.29% ($-287.43) | False | $5.48 | 01/08/25 14:20 | 01/08/25 14:42 | 22m |
| 297265 | LQDT | Buy | $23.78 | $23.66 | 4205 | -0.5% ($-504.60) | False | $23.51 | 31/07/25 17:28 | 31/07/25 18:11 | 43m |
| 297274 | BRR | Buy | $10.36 | $10.35 | 9652 | -0.1% ($-96.52) | False | $10.28 | 29/07/25 15:50 | 29/07/25 15:56 | 6m |
| 297262 | LQDT | Buy | $24.29 | $24.11 | 4116 | -0.74% ($-737.59) | False | $0.00 | 28/07/25 17:16 | 28/07/25 18:37 | 1.4h |
| 297243 | LQDT | Buy | $24.51 | $24.44 | 4080 | -0.27% ($-265.20) | False | $24.16 | 28/07/25 15:09 | 28/07/25 15:45 | 36m |
| 297252 | BRR | Buy | $10.30 | $10.30 | 9704 | -0.05% ($-46.58) | False | $10.23 | 25/07/25 14:49 | 25/07/25 15:03 | 14m |
| 297306 | BRR | Buy | $10.38 | $10.39 | 9630 | 0.06% ($61.63) | True | $10.29 | 18/07/25 18:14 | 18/07/25 18:33 | 19m |
| 297026 | GPI | Buy | $410.00 | $410.28 | 243 | 0.07% ($68.04) | True | $386.90 | 17/07/25 14:15 | 17/07/25 14:59 | 44m |
| 297337 | BRR | Buy | $10.59 | $10.63 | 9447 | 0.38% ($377.88) | True | $10.12 | 09/07/25 17:59 | 09/07/25 18:10 | 11m |
| 297303 | LQDT | Buy | $23.11 | $23.16 | 4328 | 0.24% ($238.04) | True | $22.96 | 25/06/25 19:37 | 25/06/25 20:00 | 23m |
| 297060 | RYI | Buy | $22.00 | $21.97 | 4545 | -0.16% ($-159.08) | False | $21.48 | 02/06/25 14:58 | 02/06/25 15:24 | 26m |
| 297327 | LQDT | Buy | $24.64 | $24.51 | 4058 | -0.53% ($-527.54) | False | $24.34 | 16/05/25 19:46 | 16/05/25 20:00 | 14m |
| 297190 | TAIL | Buy | $12.08 | $12.09 | 8278 | 0.08% ($81.95) | True | $0.00 | 16/05/25 17:35 | 16/05/25 18:05 | 30m |
| 297307 | LQDT | Buy | $24.26 | $24.49 | 4122 | 0.93% ($928.27) | True | $23.97 | 16/05/25 15:48 | 16/05/25 16:41 | 53m |
| 297304 | LQDT | Buy | $24.44 | $24.42 | 4091 | -0.08% ($-81.82) | False | $23.96 | 16/05/25 14:51 | 16/05/25 15:04 | 13m |
| 297330 | LQDT | Buy | $24.94 | $24.70 | 4009 | -0.96% ($-962.16) | False | $24.58 | 15/05/25 19:13 | 15/05/25 19:37 | 24m |
| 297320 | LQDT | Buy | $25.28 | $25.15 | 3956 | -0.49% ($-494.50) | False | $24.60 | 15/05/25 16:45 | 15/05/25 16:52 | 7m |
| 297177 | TAIL | Buy | $12.17 | $12.16 | 8220 | -0.04% ($-38.63) | False | $0.00 | 12/05/25 17:12 | 12/05/25 17:53 | 41m |
| 297308 | LQDT | Buy | $24.80 | $24.69 | 4032 | -0.44% ($-443.52) | False | $23.15 | 12/05/25 14:13 | 12/05/25 15:03 | 50m |
| 297309 | LQDT | Buy | $26.82 | $26.19 | 3729 | -2.33% ($-2330.63) | False | $25.20 | 09/05/25 14:06 | 09/05/25 15:15 | 1.2h |
| 297347 | LQDT | Buy | $28.35 | $28.54 | 3527 | 0.65% ($652.50) | True | $27.26 | 08/05/25 18:52 | 08/05/25 18:58 | 6m |
| 297343 | LQDT | Buy | $28.81 | $28.30 | 3471 | -1.75% ($-1752.86) | False | $28.31 | 08/05/25 18:40 | 08/05/25 18:51 | 11m |
| 297314 | LQDT | Buy | $25.06 | $28.26 | 3991 | 12.79% ($12791.16) | True | $21.46 | 08/05/25 13:50 | 08/05/25 14:49 | 59m |
| 297176 | TAIL | Buy | $12.63 | $12.63 | 7917 | 0% ($-0.79) | False | $12.55 | 01/05/25 14:41 | 01/05/25 15:07 | 26m |
| 297170 | TAIL | Buy | $12.65 | $12.63 | 7907 | -0.12% ($-121.77) | False | $12.55 | 01/05/25 14:27 | 01/05/25 14:36 | 9m |
| 297251 | TAIL | Buy | $12.84 | $12.85 | 7791 | 0.12% ($116.87) | True | $12.77 | 23/04/25 17:27 | 23/04/25 17:47 | 20m |
| 297135 | RYI | Buy | $21.51 | $21.87 | 4650 | 1.7% ($1697.25) | True | $20.87 | 22/04/25 14:57 | 22/04/25 15:40 | 43m |
| 297122 | RYI | Buy | $22.14 | $21.91 | 4516 | -1.04% ($-1038.68) | False | $21.34 | 22/04/25 14:11 | 22/04/25 14:34 | 23m |
| 297242 | TAIL | Buy | $12.95 | $12.97 | 7721 | 0.11% ($114.27) | True | $0.00 | 16/04/25 15:23 | 16/04/25 15:49 | 26m |
| 297361 | LQDT | Buy | $30.00 | $30.39 | 3333 | 1.3% ($1299.87) | True | $29.58 | 15/04/25 19:29 | 15/04/25 20:00 | 31m |
| 297354 | LQDT | Buy | $29.65 | $29.63 | 3372 | -0.08% ($-84.30) | False | $29.01 | 15/04/25 17:57 | 15/04/25 18:16 | 19m |
| 297254 | TAIL | Buy | $13.17 | $13.99 | 7593 | 6.23% ($6226.26) | True | $11.61 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 297226 | BGY | Buy | $5.09 | $5.10 | 19646 | 0.2% ($196.46) | True | $5.00 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 297175 | BGY | Buy | $5.16 | $5.20 | 19380 | 0.78% ($777.14) | True | $5.06 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 297156 | BGY | Buy | $5.30 | $5.23 | 18867 | -1.32% ($-1320.69) | False | $5.20 | 04/04/25 14:00 | 04/04/25 14:43 | 43m |
| 297288 | TAIL | Buy | $12.22 | $12.26 | 8183 | 0.33% ($327.32) | True | $0.00 | 03/04/25 16:21 | 03/04/25 17:09 | 48m |
| 297169 | RYI | Buy | $22.65 | $22.74 | 4415 | 0.42% ($419.43) | True | $0.00 | 02/04/25 18:36 | 02/04/25 18:43 | 7m |
| 297166 | RYI | Buy | $22.80 | $22.62 | 4385 | -0.79% ($-789.30) | False | $22.69 | 02/04/25 18:20 | 02/04/25 18:28 | 8m |
| 297181 | BGY | Buy | $5.60 | $5.59 | 17857 | -0.18% ($-176.78) | False | $0.00 | 28/03/25 14:55 | 28/03/25 15:16 | 21m |
| 297194 | BGY | Buy | $5.74 | $5.75 | 17421 | 0.17% ($174.21) | True | $5.62 | 20/03/25 13:54 | 20/03/25 14:07 | 13m |
| 297200 | BGY | Buy | $5.79 | $5.79 | 17256 | -0.08% ($-82.83) | False | $5.72 | 19/03/25 13:53 | 19/03/25 14:11 | 18m |
| 297115 | GPI | Buy | $383.76 | $384.72 | 260 | 0.25% ($249.60) | True | $371.88 | 14/03/25 14:25 | 14/03/25 15:15 | 50m |
| 297141 | RYI | Buy | $23.09 | $23.07 | 4330 | -0.09% ($-86.60) | False | $22.65 | 10/03/25 14:48 | 10/03/25 15:16 | 28m |
| 297371 | LQDT | Buy | $33.85 | $33.82 | 2954 | -0.07% ($-73.85) | False | $33.40 | 24/02/25 19:33 | 24/02/25 20:43 | 1.2h |
| 297376 | LQDT | Buy | $34.66 | $34.43 | 2885 | -0.66% ($-663.55) | False | $34.07 | 21/02/25 19:14 | 21/02/25 20:16 | 1h |
| 297368 | LQDT | Buy | $35.21 | $34.99 | 2840 | -0.62% ($-624.80) | False | $34.72 | 21/02/25 17:34 | 21/02/25 18:49 | 1.3h |
| 297154 | RYI | Buy | $25.26 | $24.26 | 3959 | -3.94% ($-3939.21) | False | $23.91 | 21/02/25 15:33 | 21/02/25 18:06 | 2.6h |
| 297387 | LQDT | Buy | $35.81 | $35.59 | 2792 | -0.6% ($-600.28) | False | $35.24 | 19/02/25 20:09 | 19/02/25 20:55 | 46m |
| 297390 | LQDT | Buy | $36.23 | $36.01 | 2760 | -0.62% ($-621.00) | False | $35.59 | 18/02/25 19:09 | 18/02/25 20:06 | 57m |
| 297382 | LQDT | Buy | $36.43 | $36.41 | 2744 | -0.05% ($-54.88) | False | $36.12 | 18/02/25 17:28 | 18/02/25 17:40 | 12m |
| 297400 | LQDT | Buy | $33.87 | $33.74 | 2952 | -0.4% ($-398.52) | False | $33.08 | 11/02/25 19:36 | 11/02/25 20:06 | 30m |
| 297184 | RYI | Buy | $23.20 | $23.15 | 4310 | -0.22% ($-215.50) | False | $22.75 | 11/02/25 18:49 | 11/02/25 19:27 | 38m |
| 297180 | RYI | Buy | $23.36 | $23.23 | 4280 | -0.56% ($-556.40) | False | $0.00 | 11/02/25 18:18 | 11/02/25 18:42 | 24m |
| 297389 | LQDT | Buy | $34.04 | $33.83 | 2937 | -0.62% ($-616.77) | False | $33.16 | 11/02/25 17:22 | 11/02/25 17:56 | 34m |
| 297406 | LQDT | Buy | $33.65 | $33.56 | 2971 | -0.27% ($-267.39) | False | $32.96 | 10/02/25 19:19 | 10/02/25 19:52 | 33m |
| 297403 | LQDT | Buy | $34.53 | $33.74 | 2896 | -2.3% ($-2295.37) | False | $33.74 | 10/02/25 18:30 | 10/02/25 19:16 | 46m |
| 297201 | RYI | Buy | $22.09 | $22.30 | 4527 | 0.97% ($973.31) | True | $21.64 | 07/02/25 19:47 | 07/02/25 20:52 | 1.1h |
| 297394 | LQDT | Buy | $32.86 | $32.94 | 3043 | 0.24% ($241.31) | True | $32.18 | 07/02/25 16:50 | 07/02/25 16:59 | 9m |
| 297384 | LQDT | Buy | $32.65 | $32.58 | 3062 | -0.21% ($-214.34) | True | $31.73 | 07/02/25 15:13 | 07/02/25 15:22 | 9m |
| 297407 | LQDT | Buy | $34.03 | $34.00 | 2939 | -0.07% ($-73.48) | False | $33.20 | 06/02/25 19:23 | 06/02/25 20:03 | 40m |
| 297399 | LQDT | Buy | $34.88 | $34.44 | 2866 | -1.25% ($-1254.16) | False | $33.45 | 06/02/25 16:41 | 06/02/25 17:24 | 43m |
| 297388 | LQDT | Buy | $36.35 | $36.99 | 2751 | 1.76% ($1760.64) | True | $31.68 | 06/02/25 14:55 | 06/02/25 15:17 | 22m |
| 297417 | LQDT | Buy | $33.60 | $33.51 | 2976 | -0.27% ($-267.84) | False | $33.20 | 03/02/25 20:01 | 03/02/25 20:39 | 38m |
| 297215 | RYI | Buy | $21.30 | $21.28 | 4694 | -0.09% ($-93.88) | False | $20.99 | 03/02/25 17:23 | 03/02/25 17:25 | 2m |
| 297206 | RYI | Buy | $20.29 | $20.10 | 4928 | -0.94% ($-936.32) | False | $0.00 | 22/01/25 18:57 | 22/01/25 20:35 | 1.6h |
| 297415 | LQDT | Buy | $32.78 | $32.91 | 3051 | 0.41% ($411.89) | True | $32.14 | 13/01/25 16:19 | 13/01/25 16:53 | 34m |
Strategy DSL
LowVolume Basket - Unstable 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 + Mu
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=24,
rsi_oversold=28,
rsi_overbought=94,
atr_period=23,
atr_mult=13.0,
risk_frac=0.10
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)