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
240
Total P&L
$14.55
Notional: $26395746.55Total Return
0%
Weighted by notionalWin Rate
50%
120 W / 120 LCouldWin Rate
50%
120 could / 240 totalAvg P&L
$0.06
Avg Return: 0%Best Win
$14243.04
Largest Loss
$-8938.17
Trade Details
240 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 317596 | LQDT | Buy | $22.85 | $23.20 | 4814 | 1.53% ($1684.90) | True | $0.00 | 13/10/25 15:33 | 13/10/25 16:09 | 36m |
| 317546 | BGY | Buy | $5.70 | $5.70 | 19298 | -0.09% ($-94.56) | False | $5.64 | 13/10/25 14:32 | 13/10/25 15:07 | 35m |
| 317541 | LQDT | Buy | $23.14 | $22.95 | 4753 | -0.82% ($-903.07) | True | $22.52 | 13/10/25 14:00 | 13/10/25 14:49 | 49m |
| 317714 | LQDT | Buy | $23.17 | $23.16 | 4747 | -0.06% ($-71.21) | False | $22.76 | 10/10/25 19:55 | 10/10/25 19:58 | 3m |
| 317614 | LQDT | Buy | $23.33 | $23.36 | 4714 | 0.13% ($141.42) | True | $23.01 | 10/10/25 17:04 | 10/10/25 17:13 | 9m |
| 317562 | LQDT | Buy | $23.39 | $23.48 | 4703 | 0.41% ($446.79) | True | $0.00 | 10/10/25 15:04 | 10/10/25 15:28 | 24m |
| 317706 | RYI | Buy | $23.33 | $23.26 | 4714 | -0.3% ($-329.98) | False | $23.08 | 07/10/25 19:38 | 07/10/25 19:59 | 21m |
| 317615 | RYI | Buy | $23.54 | $23.55 | 4673 | 0.06% ($70.10) | True | $0.00 | 07/10/25 16:51 | 07/10/25 17:17 | 26m |
| 317661 | LQDT | Buy | $27.15 | $27.30 | 4051 | 0.55% ($607.65) | True | $26.92 | 26/09/25 18:49 | 26/09/25 19:55 | 1.1h |
| 317577 | TAIL | Buy | $11.83 | $11.83 | 9298 | -0.04% ($-46.49) | False | $11.78 | 26/09/25 15:22 | 26/09/25 16:15 | 53m |
| 317526 | TAIL | Buy | $11.83 | $11.84 | 9298 | 0.08% ($92.98) | True | $0.00 | 26/09/25 14:15 | 26/09/25 14:57 | 42m |
| 317679 | LQDT | Buy | $27.24 | $27.38 | 4038 | 0.51% ($565.32) | True | $26.99 | 25/09/25 19:39 | 25/09/25 20:00 | 21m |
| 317727 | GPI | Buy | $435.71 | $435.73 | 252 | 0.01% ($6.30) | True | $430.08 | 25/09/25 19:42 | 25/09/25 19:49 | 7m |
| 317527 | BRR | Buy | $10.11 | $10.11 | 10880 | 0% ($1.09) | True | $10.07 | 25/09/25 13:59 | 25/09/25 14:19 | 20m |
| 317718 | LQDT | Buy | $27.03 | $27.05 | 4069 | 0.07% ($81.38) | True | $26.79 | 10/09/25 19:29 | 10/09/25 19:36 | 7m |
| 317593 | LQDT | Buy | $26.76 | $26.77 | 4110 | 0.04% ($41.10) | True | $26.54 | 10/09/25 15:23 | 10/09/25 15:30 | 7m |
| 317583 | TAIL | Buy | $12.00 | $12.00 | 9168 | 0.04% ($48.59) | True | $11.94 | 05/09/25 15:48 | 05/09/25 15:53 | 5m |
| 317696 | BRR | Buy | $10.12 | $10.11 | 10874 | -0.05% ($-54.37) | False | $10.06 | 04/09/25 18:14 | 04/09/25 18:15 | 1m |
| 317815 | LQDT | Buy | $26.22 | $26.12 | 4195 | -0.38% ($-419.50) | False | $26.08 | 02/09/25 19:55 | 02/09/25 20:00 | 5m |
| 317756 | LQDT | Buy | $26.40 | $26.43 | 4166 | 0.11% ($124.98) | True | $0.00 | 27/08/25 16:06 | 27/08/25 16:26 | 20m |
| 317942 | BRR | Buy | $10.15 | $10.14 | 10837 | -0.1% ($-108.37) | False | $10.12 | 20/08/25 18:23 | 20/08/25 18:31 | 8m |
| 317734 | BGY | Buy | $5.75 | $5.74 | 19147 | -0.09% ($-95.74) | False | $5.65 | 18/08/25 19:55 | 18/08/25 20:00 | 5m |
| 317739 | BRR | Buy | $10.11 | $10.10 | 10885 | -0.05% ($-53.34) | False | $10.07 | 18/08/25 14:59 | 18/08/25 15:06 | 7m |
| 317836 | LQDT | Buy | $25.23 | $25.39 | 4359 | 0.61% ($675.65) | False | $0.00 | 15/08/25 14:43 | 15/08/25 14:49 | 6m |
| 317804 | LQDT | Buy | $25.80 | $25.76 | 4263 | -0.16% ($-177.34) | False | $25.05 | 15/08/25 13:55 | 15/08/25 14:05 | 10m |
| 317824 | BRR | Buy | $10.15 | $10.13 | 10837 | -0.2% ($-216.74) | False | $10.06 | 14/08/25 19:41 | 14/08/25 20:00 | 19m |
| 317932 | LQDT | Buy | $26.10 | $26.13 | 4215 | 0.13% ($147.53) | True | $25.63 | 14/08/25 19:32 | 14/08/25 19:44 | 12m |
| 317985 | LQDT | Buy | $25.20 | $25.16 | 4365 | -0.16% ($-174.60) | False | $24.80 | 12/08/25 19:20 | 12/08/25 19:51 | 31m |
| 317906 | LQDT | Buy | $23.96 | $24.23 | 4590 | 1.13% ($1239.30) | True | $23.22 | 11/08/25 14:48 | 11/08/25 16:00 | 1.2h |
| 318123 | LQDT | Buy | $23.97 | $24.00 | 4590 | 0.15% ($160.65) | True | $23.63 | 08/08/25 19:13 | 08/08/25 19:17 | 4m |
| 318091 | LQDT | Buy | $23.98 | $24.06 | 4588 | 0.35% ($389.98) | True | $23.64 | 08/08/25 18:16 | 08/08/25 18:46 | 30m |
| 318028 | LQDT | Buy | $23.78 | $24.10 | 4625 | 1.32% ($1456.88) | True | $23.19 | 08/08/25 17:00 | 08/08/25 17:49 | 49m |
| 317958 | LQDT | Buy | $23.59 | $23.79 | 4662 | 0.83% ($909.09) | True | $23.05 | 08/08/25 15:07 | 08/08/25 15:53 | 46m |
| 318156 | LQDT | Buy | $23.42 | $23.40 | 4696 | -0.09% ($-93.92) | False | $23.03 | 07/08/25 19:03 | 07/08/25 19:22 | 19m |
| 318127 | LQDT | Buy | $23.57 | $23.41 | 4666 | -0.68% ($-746.56) | False | $22.83 | 07/08/25 18:18 | 07/08/25 19:02 | 44m |
| 318057 | LQDT | Buy | $23.33 | $23.39 | 4714 | 0.26% ($282.84) | True | $22.79 | 07/08/25 16:08 | 07/08/25 16:18 | 10m |
| 318029 | LQDT | Buy | $23.68 | $23.56 | 4645 | -0.51% ($-557.40) | False | $22.56 | 07/08/25 15:23 | 07/08/25 15:49 | 26m |
| 317987 | LQDT | Buy | $24.86 | $23.67 | 4424 | -4.81% ($-5286.68) | False | $23.83 | 07/08/25 14:00 | 07/08/25 15:22 | 1.4h |
| 317587 | TAIL | Buy | $11.98 | $11.97 | 9185 | -0.04% ($-45.93) | False | $11.94 | 01/08/25 14:39 | 01/08/25 14:45 | 6m |
| 317570 | BGY | Buy | $5.60 | $5.59 | 19638 | -0.29% ($-316.17) | False | $5.49 | 01/08/25 14:20 | 01/08/25 14:42 | 22m |
| 318178 | LQDT | Buy | $23.78 | $23.66 | 4625 | -0.5% ($-555.00) | False | $23.53 | 31/07/25 17:28 | 31/07/25 18:11 | 43m |
| 318132 | LQDT | Buy | $23.84 | $23.96 | 4614 | 0.5% ($553.68) | True | $23.56 | 31/07/25 16:06 | 31/07/25 16:44 | 38m |
| 318068 | LQDT | Buy | $23.86 | $23.87 | 4610 | 0.04% ($46.10) | True | $22.47 | 31/07/25 13:42 | 31/07/25 13:55 | 13m |
| 318005 | BRR | Buy | $10.31 | $10.30 | 10674 | -0.05% ($-53.37) | False | $10.27 | 30/07/25 14:31 | 30/07/25 14:32 | 1m |
| 318114 | BRR | Buy | $10.33 | $10.35 | 10648 | 0.19% ($212.96) | True | $10.30 | 29/07/25 16:30 | 29/07/25 17:01 | 31m |
| 318097 | BRR | Buy | $10.32 | $10.33 | 10664 | 0.15% ($159.96) | True | $10.13 | 29/07/25 16:03 | 29/07/25 16:06 | 3m |
| 318084 | BRR | Buy | $10.36 | $10.35 | 10617 | -0.1% ($-106.17) | False | $10.28 | 29/07/25 15:50 | 29/07/25 15:56 | 6m |
| 318000 | BRR | Buy | $10.35 | $10.35 | 10624 | -0.03% ($-31.87) | False | $10.25 | 29/07/25 13:56 | 29/07/25 14:06 | 10m |
| 318148 | BRR | Buy | $10.41 | $10.37 | 10566 | -0.38% ($-422.64) | False | $10.31 | 28/07/25 19:54 | 28/07/25 20:00 | 6m |
| 318158 | LQDT | Buy | $24.13 | $24.11 | 4558 | -0.08% ($-87.51) | False | $0.00 | 28/07/25 17:50 | 28/07/25 18:37 | 47m |
| 318138 | LQDT | Buy | $24.43 | $24.17 | 4502 | -1.06% ($-1170.52) | False | $24.21 | 28/07/25 16:55 | 28/07/25 17:42 | 47m |
| 318087 | BRR | Buy | $10.44 | $10.47 | 10538 | 0.31% ($341.43) | True | $10.22 | 28/07/25 16:03 | 28/07/25 16:36 | 33m |
| 318098 | LQDT | Buy | $24.59 | $24.44 | 4474 | -0.59% ($-648.73) | False | $0.00 | 28/07/25 14:44 | 28/07/25 15:45 | 1h |
| 318051 | BRR | Buy | $10.32 | $10.30 | 10664 | -0.15% ($-159.96) | False | $10.26 | 25/07/25 14:40 | 25/07/25 15:03 | 23m |
| 318046 | BRR | Buy | $10.33 | $10.30 | 10648 | -0.29% ($-321.57) | False | $10.31 | 25/07/25 14:37 | 25/07/25 14:39 | 2m |
| 318199 | BRR | Buy | $10.31 | $10.34 | 10669 | 0.29% ($320.07) | True | $10.23 | 23/07/25 19:37 | 23/07/25 20:00 | 23m |
| 318124 | BRR | Buy | $10.35 | $10.35 | 10627 | 0% ($-1.06) | False | $10.25 | 23/07/25 14:33 | 23/07/25 14:40 | 7m |
| 318117 | BRR | Buy | $10.33 | $10.35 | 10648 | 0.19% ($212.96) | True | $9.97 | 23/07/25 14:16 | 23/07/25 14:30 | 14m |
| 318167 | BRR | Buy | $10.30 | $10.27 | 10679 | -0.29% ($-319.30) | True | $10.19 | 22/07/25 13:45 | 22/07/25 13:56 | 11m |
| 318193 | BRR | Buy | $10.26 | $10.27 | 10721 | 0.05% ($53.61) | True | $10.14 | 21/07/25 15:49 | 21/07/25 16:17 | 28m |
| 318224 | BRR | Buy | $10.38 | $10.39 | 10593 | 0.06% ($67.80) | True | $10.30 | 18/07/25 18:14 | 18/07/25 18:33 | 19m |
| 318285 | BRR | Buy | $10.49 | $10.50 | 10491 | 0.14% ($157.37) | True | $10.28 | 17/07/25 19:46 | 17/07/25 20:00 | 14m |
| 318279 | BRR | Buy | $10.51 | $10.51 | 10466 | 0% ($1.05) | True | $10.39 | 17/07/25 19:36 | 17/07/25 19:42 | 6m |
| 317700 | GPI | Buy | $405.43 | $412.48 | 271 | 1.74% ($1912.69) | True | $0.00 | 17/07/25 17:58 | 17/07/25 19:17 | 1.3h |
| 318218 | BRR | Buy | $10.57 | $10.55 | 10406 | -0.19% ($-209.16) | False | $10.48 | 17/07/25 15:48 | 17/07/25 16:02 | 14m |
| 317645 | GPI | Buy | $408.21 | $408.95 | 269 | 0.18% ($199.06) | True | $398.22 | 17/07/25 15:43 | 17/07/25 15:52 | 9m |
| 317550 | GPI | Buy | $419.15 | $410.28 | 262 | -2.12% ($-2323.94) | False | $372.27 | 17/07/25 13:57 | 17/07/25 14:59 | 1h |
| 317631 | RYI | Buy | $22.85 | $22.78 | 4814 | -0.31% ($-336.98) | False | $0.00 | 15/07/25 16:16 | 15/07/25 17:40 | 1.4h |
| 317585 | RYI | Buy | $23.00 | $23.04 | 4783 | 0.19% ($208.06) | True | $0.00 | 15/07/25 15:04 | 15/07/25 15:09 | 5m |
| 318235 | BRR | Buy | $10.64 | $10.63 | 10338 | -0.09% ($-103.38) | False | $10.28 | 14/07/25 13:40 | 14/07/25 14:11 | 31m |
| 318332 | BRR | Buy | $10.66 | $10.67 | 10318 | 0.09% ($103.18) | True | $10.57 | 10/07/25 19:21 | 10/07/25 19:36 | 15m |
| 318382 | BRR | Buy | $10.59 | $10.58 | 10387 | -0.09% ($-103.87) | False | $10.46 | 09/07/25 19:47 | 09/07/25 19:49 | 2m |
| 318381 | BRR | Buy | $10.58 | $10.59 | 10401 | 0.11% ($121.69) | True | $10.44 | 09/07/25 19:39 | 09/07/25 19:44 | 5m |
| 318349 | BRR | Buy | $10.65 | $10.63 | 10328 | -0.23% ($-258.20) | False | $10.29 | 09/07/25 17:55 | 09/07/25 18:10 | 15m |
| 318298 | BRR | Buy | $10.73 | $10.77 | 10256 | 0.42% ($461.52) | True | $10.50 | 09/07/25 14:12 | 09/07/25 14:36 | 24m |
| 318185 | LQDT | Buy | $24.48 | $24.50 | 4494 | 0.1% ($112.35) | True | $0.00 | 08/07/25 18:13 | 08/07/25 18:28 | 15m |
| 317828 | TAIL | Buy | $11.96 | $11.97 | 9201 | 0.08% ($92.01) | True | $11.86 | 01/07/25 19:40 | 01/07/25 19:59 | 19m |
| 318228 | LQDT | Buy | $23.80 | $23.76 | 4621 | -0.17% ($-184.84) | False | $23.56 | 01/07/25 19:35 | 01/07/25 19:58 | 23m |
| 318198 | LQDT | Buy | $23.76 | $23.81 | 4629 | 0.21% ($231.45) | True | $23.38 | 01/07/25 17:05 | 01/07/25 17:46 | 41m |
| 317678 | BGY | Buy | $5.75 | $5.76 | 19115 | 0.01% ($7.65) | True | $5.71 | 01/07/25 15:34 | 01/07/25 15:48 | 14m |
| 317954 | BGY | Buy | $5.68 | $5.69 | 19365 | 0.09% ($94.89) | True | $5.61 | 27/06/25 19:04 | 27/06/25 19:19 | 15m |
| 317735 | RYI | Buy | $21.86 | $21.92 | 5033 | 0.3% ($327.15) | True | $21.60 | 27/06/25 18:09 | 27/06/25 18:41 | 32m |
| 317606 | RYI | Buy | $21.69 | $21.92 | 5071 | 1.06% ($1166.33) | True | $0.00 | 27/06/25 15:23 | 27/06/25 16:49 | 1.4h |
| 318273 | LQDT | Buy | $23.17 | $23.05 | 4747 | -0.52% ($-569.64) | False | $23.05 | 25/06/25 19:24 | 25/06/25 19:47 | 23m |
| 318187 | LQDT | Buy | $23.29 | $23.02 | 4723 | -1.18% ($-1298.83) | False | $22.63 | 25/06/25 14:10 | 25/06/25 15:41 | 1.5h |
| 318238 | LQDT | Buy | $24.36 | $24.32 | 4516 | -0.14% ($-158.06) | False | $24.20 | 11/06/25 19:28 | 11/06/25 19:48 | 20m |
| 317694 | RYI | Buy | $21.16 | $21.17 | 5198 | 0.05% ($51.98) | True | $20.95 | 11/06/25 18:07 | 11/06/25 18:35 | 28m |
| 317602 | RYI | Buy | $21.40 | $21.24 | 5140 | -0.75% ($-822.40) | False | $0.00 | 11/06/25 15:53 | 11/06/25 16:43 | 50m |
| 318206 | LQDT | Buy | $24.33 | $24.45 | 4521 | 0.49% ($542.52) | True | $0.00 | 11/06/25 15:51 | 11/06/25 16:40 | 49m |
| 318196 | LQDT | Buy | $24.48 | $24.47 | 4493 | -0.04% ($-44.93) | False | $0.00 | 11/06/25 15:01 | 11/06/25 15:16 | 15m |
| 318270 | LQDT | Buy | $24.88 | $24.83 | 4421 | -0.2% ($-221.05) | False | $24.57 | 06/06/25 19:50 | 06/06/25 20:00 | 10m |
| 318222 | LQDT | Buy | $24.58 | $24.93 | 4476 | 1.44% ($1588.98) | True | $24.13 | 06/06/25 16:48 | 06/06/25 18:28 | 1.7h |
| 318207 | LQDT | Buy | $24.68 | $24.74 | 4457 | 0.24% ($267.42) | True | $0.00 | 06/06/25 15:55 | 06/06/25 16:15 | 20m |
| 317686 | RYI | Buy | $21.77 | $21.72 | 5053 | -0.21% ($-227.39) | False | $0.00 | 02/06/25 16:28 | 02/06/25 16:58 | 30m |
| 317612 | RYI | Buy | $21.92 | $21.97 | 5018 | 0.21% ($225.81) | True | $21.39 | 02/06/25 14:57 | 02/06/25 15:24 | 27m |
| 318280 | LQDT | Buy | $24.72 | $24.85 | 4449 | 0.53% ($578.37) | True | $24.32 | 20/05/25 19:48 | 20/05/25 20:00 | 12m |
| 317712 | RYI | Buy | $22.01 | $22.02 | 4997 | 0.04% ($48.47) | True | $0.00 | 20/05/25 19:48 | 20/05/25 19:56 | 8m |
| 318329 | LQDT | Buy | $24.71 | $24.51 | 4452 | -0.79% ($-868.14) | False | $24.30 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 318315 | LQDT | Buy | $24.92 | $24.89 | 4414 | -0.12% ($-132.42) | False | $24.65 | 16/05/25 19:14 | 16/05/25 19:23 | 9m |
| 317965 | TAIL | Buy | $12.09 | $12.09 | 9098 | 0% ($-0.91) | False | $12.06 | 16/05/25 17:10 | 16/05/25 18:05 | 55m |
| 318265 | LQDT | Buy | $24.29 | $24.49 | 4528 | 0.8% ($883.87) | True | $23.99 | 16/05/25 15:38 | 16/05/25 16:41 | 1.1h |
| 318244 | LQDT | Buy | $24.46 | $24.42 | 4497 | -0.16% ($-179.88) | False | $23.99 | 16/05/25 14:42 | 16/05/25 15:04 | 22m |
| 318366 | LQDT | Buy | $24.53 | $24.66 | 4485 | 0.55% ($605.48) | True | $24.05 | 15/05/25 19:56 | 15/05/25 20:00 | 4m |
| 318360 | LQDT | Buy | $24.70 | $24.71 | 4453 | 0.04% ($44.53) | True | $24.27 | 15/05/25 19:41 | 15/05/25 19:46 | 5m |
| 318350 | LQDT | Buy | $24.80 | $24.70 | 4436 | -0.38% ($-421.42) | False | $24.28 | 15/05/25 19:22 | 15/05/25 19:37 | 15m |
| 318342 | LQDT | Buy | $25.07 | $24.76 | 4388 | -1.24% ($-1360.28) | False | $24.77 | 15/05/25 19:00 | 15/05/25 19:21 | 21m |
| 318328 | LQDT | Buy | $25.19 | $25.17 | 4366 | -0.08% ($-87.32) | False | $24.84 | 15/05/25 18:16 | 15/05/25 18:27 | 11m |
| 318325 | LQDT | Buy | $25.18 | $25.11 | 4368 | -0.3% ($-327.60) | False | $24.85 | 15/05/25 18:07 | 15/05/25 18:15 | 8m |
| 318300 | LQDT | Buy | $25.18 | $25.26 | 4368 | 0.3% ($327.60) | True | $24.88 | 15/05/25 17:01 | 15/05/25 17:30 | 29m |
| 318287 | LQDT | Buy | $25.21 | $25.15 | 4363 | -0.24% ($-261.78) | False | $24.68 | 15/05/25 16:34 | 15/05/25 16:52 | 18m |
| 318375 | LQDT | Buy | $24.81 | $24.86 | 4434 | 0.2% ($221.70) | True | $24.40 | 13/05/25 19:24 | 13/05/25 19:32 | 8m |
| 318352 | LQDT | Buy | $24.81 | $24.84 | 4433 | 0.11% ($116.59) | True | $24.43 | 13/05/25 18:09 | 13/05/25 18:16 | 7m |
| 318275 | LQDT | Buy | $23.15 | $23.20 | 4751 | 0.22% ($237.55) | True | $22.08 | 13/05/25 14:07 | 13/05/25 14:10 | 3m |
| 318400 | LQDT | Buy | $24.25 | $24.06 | 4536 | -0.78% ($-861.84) | False | $23.53 | 12/05/25 19:51 | 12/05/25 20:00 | 9m |
| 318387 | LQDT | Buy | $24.50 | $24.53 | 4489 | 0.1% ($112.23) | True | $23.88 | 12/05/25 19:35 | 12/05/25 19:41 | 6m |
| 318376 | LQDT | Buy | $24.60 | $24.57 | 4471 | -0.14% ($-156.49) | False | $24.05 | 12/05/25 18:56 | 12/05/25 19:02 | 6m |
| 317930 | TAIL | Buy | $12.17 | $12.16 | 9042 | -0.04% ($-42.50) | False | $0.00 | 12/05/25 17:12 | 12/05/25 17:53 | 41m |
| 318346 | LQDT | Buy | $24.49 | $24.50 | 4491 | 0.04% ($44.91) | True | $23.93 | 12/05/25 17:23 | 12/05/25 17:38 | 15m |
| 318326 | LQDT | Buy | $24.78 | $24.75 | 4439 | -0.12% ($-133.17) | False | $24.31 | 12/05/25 16:39 | 12/05/25 16:47 | 8m |
| 318316 | LQDT | Buy | $24.69 | $24.77 | 4455 | 0.34% ($374.22) | True | $24.08 | 12/05/25 16:24 | 12/05/25 16:36 | 12m |
| 318281 | LQDT | Buy | $24.77 | $24.69 | 4441 | -0.3% ($-333.08) | False | $23.35 | 12/05/25 14:05 | 12/05/25 15:03 | 58m |
| 318386 | LQDT | Buy | $25.82 | $25.76 | 4260 | -0.25% ($-276.90) | False | $25.46 | 09/05/25 18:24 | 09/05/25 18:36 | 12m |
| 318331 | LQDT | Buy | $26.12 | $26.09 | 4212 | -0.11% ($-126.36) | False | $25.56 | 09/05/25 15:24 | 09/05/25 15:30 | 6m |
| 318296 | LQDT | Buy | $26.82 | $26.19 | 4102 | -2.33% ($-2563.75) | False | $25.33 | 09/05/25 14:06 | 09/05/25 15:15 | 1.2h |
| 318413 | LQDT | Buy | $28.35 | $28.54 | 3880 | 0.65% ($717.80) | True | $27.34 | 08/05/25 18:52 | 08/05/25 18:58 | 6m |
| 318403 | LQDT | Buy | $28.77 | $28.30 | 3823 | -1.63% ($-1796.81) | False | $28.32 | 08/05/25 18:37 | 08/05/25 18:51 | 14m |
| 318330 | LQDT | Buy | $27.38 | $28.18 | 4018 | 2.94% ($3234.49) | True | $24.22 | 08/05/25 15:06 | 08/05/25 16:10 | 1.1h |
| 318292 | LQDT | Buy | $25.02 | $28.26 | 4396 | 12.95% ($14243.04) | True | $20.17 | 08/05/25 13:46 | 08/05/25 14:49 | 1.1h |
| 317902 | TAIL | Buy | $12.49 | $12.49 | 8805 | -0.01% ($-13.21) | False | $12.41 | 05/05/25 14:49 | 05/05/25 15:10 | 21m |
| 317859 | TAIL | Buy | $12.56 | $12.54 | 8757 | -0.2% ($-218.93) | False | $12.42 | 05/05/25 13:53 | 05/05/25 14:00 | 7m |
| 317908 | TAIL | Buy | $12.63 | $12.63 | 8706 | -0.03% ($-31.34) | False | $12.52 | 01/05/25 14:37 | 01/05/25 15:07 | 30m |
| 317898 | TAIL | Buy | $12.65 | $12.63 | 8698 | -0.12% ($-133.95) | False | $12.56 | 01/05/25 14:27 | 01/05/25 14:36 | 9m |
| 318064 | TAIL | Buy | $12.77 | $12.76 | 8613 | -0.08% ($-86.13) | False | $12.68 | 30/04/25 19:52 | 30/04/25 20:00 | 8m |
| 317973 | TAIL | Buy | $12.79 | $12.81 | 8599 | 0.11% ($120.39) | True | $12.71 | 30/04/25 16:10 | 30/04/25 16:40 | 30m |
| 317935 | TAIL | Buy | $12.82 | $12.82 | 8581 | -0.02% ($-25.74) | False | $12.72 | 30/04/25 15:13 | 30/04/25 15:28 | 15m |
| 317900 | TAIL | Buy | $12.84 | $12.86 | 8566 | 0.12% ($135.34) | True | $12.55 | 30/04/25 14:31 | 30/04/25 14:49 | 18m |
| 317797 | RYI | Buy | $22.70 | $22.73 | 4845 | 0.13% ($145.35) | False | $22.39 | 29/04/25 17:01 | 29/04/25 17:12 | 11m |
| 318102 | TAIL | Buy | $12.70 | $12.70 | 8664 | 0.04% ($43.32) | True | $12.60 | 25/04/25 19:53 | 25/04/25 20:00 | 7m |
| 318066 | TAIL | Buy | $12.71 | $12.70 | 8654 | -0.04% ($-45.00) | False | $12.62 | 25/04/25 18:31 | 25/04/25 18:56 | 25m |
| 318033 | TAIL | Buy | $12.68 | $12.69 | 8673 | 0.06% ($69.38) | True | $12.61 | 25/04/25 17:20 | 25/04/25 17:33 | 13m |
| 317899 | TAIL | Buy | $12.72 | $12.75 | 8647 | 0.25% ($280.16) | True | $12.56 | 25/04/25 14:10 | 25/04/25 14:41 | 31m |
| 317880 | TAIL | Buy | $12.78 | $12.76 | 8607 | -0.16% ($-174.72) | False | $12.61 | 25/04/25 13:50 | 25/04/25 14:01 | 11m |
| 317849 | RYI | Buy | $22.88 | $22.86 | 4807 | -0.09% ($-96.14) | False | $0.00 | 23/04/25 18:55 | 23/04/25 19:15 | 20m |
| 318083 | TAIL | Buy | $12.86 | $12.85 | 8553 | -0.08% ($-85.53) | False | $12.77 | 23/04/25 16:59 | 23/04/25 17:47 | 48m |
| 317781 | RYI | Buy | $23.23 | $23.09 | 4734 | -0.61% ($-674.60) | False | $0.00 | 23/04/25 15:38 | 23/04/25 16:32 | 54m |
| 317864 | RYI | Buy | $21.79 | $22.06 | 5048 | 1.24% ($1362.96) | True | $20.72 | 22/04/25 15:53 | 22/04/25 16:41 | 48m |
| 317833 | RYI | Buy | $21.48 | $21.87 | 5121 | 1.82% ($1997.19) | True | $20.86 | 22/04/25 14:56 | 22/04/25 15:40 | 44m |
| 317788 | RYI | Buy | $22.14 | $21.91 | 4968 | -1.04% ($-1142.64) | False | $21.40 | 22/04/25 14:11 | 22/04/25 14:34 | 23m |
| 317717 | GPI | Buy | $395.61 | $393.75 | 278 | -0.47% ($-517.08) | False | $0.00 | 17/04/25 18:52 | 17/04/25 19:46 | 54m |
| 318411 | LQDT | Buy | $30.95 | $31.05 | 3554 | 0.32% ($353.98) | True | $30.55 | 17/04/25 17:21 | 17/04/25 18:16 | 55m |
| 318385 | LQDT | Buy | $31.04 | $31.08 | 3543 | 0.11% ($124.01) | True | $30.28 | 17/04/25 15:01 | 17/04/25 15:09 | 8m |
| 318173 | TAIL | Buy | $13.19 | $13.19 | 8342 | 0.03% ($33.37) | True | $12.98 | 16/04/25 19:55 | 16/04/25 20:00 | 5m |
| 317621 | BALI | Buy | $26.88 | $26.89 | 4092 | 0.04% ($40.92) | False | $0.00 | 16/04/25 17:51 | 16/04/25 18:28 | 37m |
| 318065 | TAIL | Buy | $13.00 | $12.95 | 8464 | -0.35% ($-384.27) | False | $12.86 | 16/04/25 14:36 | 16/04/25 15:22 | 46m |
| 318447 | LQDT | Buy | $30.05 | $30.39 | 3660 | 1.13% ($1244.40) | True | $29.62 | 15/04/25 19:21 | 15/04/25 20:00 | 39m |
| 318420 | LQDT | Buy | $30.00 | $29.63 | 3667 | -1.23% ($-1356.79) | False | $29.21 | 15/04/25 17:31 | 15/04/25 18:16 | 45m |
| 317863 | BGY | Buy | $5.36 | $5.35 | 20541 | -0.19% ($-205.41) | False | $0.00 | 15/04/25 14:43 | 15/04/25 14:52 | 9m |
| 317873 | BGY | Buy | $5.13 | $5.11 | 21438 | -0.41% ($-450.20) | False | $5.05 | 08/04/25 14:48 | 08/04/25 15:24 | 36m |
| 318503 | LQDT | Buy | $28.65 | $28.80 | 3839 | 0.52% ($575.85) | True | $27.98 | 07/04/25 19:48 | 07/04/25 19:53 | 5m |
| 318495 | LQDT | Buy | $28.97 | $28.96 | 3797 | -0.03% ($-37.97) | False | $28.52 | 07/04/25 19:26 | 07/04/25 19:37 | 11m |
| 318149 | TAIL | Buy | $13.68 | $13.59 | 8040 | -0.66% ($-723.60) | False | $13.22 | 07/04/25 17:44 | 07/04/25 18:10 | 26m |
| 318443 | LQDT | Buy | $28.44 | $28.75 | 3868 | 1.09% ($1199.08) | True | $27.71 | 07/04/25 16:15 | 07/04/25 16:42 | 27m |
| 318428 | LQDT | Buy | $28.31 | $28.58 | 3885 | 0.95% ($1048.95) | True | $26.24 | 07/04/25 15:18 | 07/04/25 16:03 | 45m |
| 317772 | GPI | Buy | $380.04 | $378.04 | 289 | -0.53% ($-579.45) | True | $349.08 | 07/04/25 14:40 | 07/04/25 15:14 | 34m |
| 318414 | LQDT | Buy | $28.32 | $28.81 | 3884 | 1.73% ($1903.16) | True | $26.06 | 07/04/25 14:40 | 07/04/25 15:08 | 28m |
| 318070 | TAIL | Buy | $13.17 | $13.99 | 8352 | 6.23% ($6848.64) | True | $11.73 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 318058 | TAIL | Buy | $14.15 | $13.00 | 7773 | -8.13% ($-8938.17) | False | $13.25 | 07/04/25 14:01 | 07/04/25 14:13 | 12m |
| 318184 | TAIL | Buy | $13.42 | $13.48 | 8196 | 0.45% ($491.76) | True | $12.99 | 04/04/25 17:44 | 04/04/25 19:49 | 2.1h |
| 318045 | BGY | Buy | $5.09 | $5.10 | 21611 | 0.2% ($216.11) | True | $5.01 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 317993 | BGY | Buy | $5.14 | $5.15 | 21400 | 0.19% ($214.00) | True | $5.06 | 04/04/25 16:25 | 04/04/25 17:12 | 47m |
| 318125 | TAIL | Buy | $13.16 | $13.41 | 8358 | 1.9% ($2089.50) | True | $12.39 | 04/04/25 15:16 | 04/04/25 16:57 | 1.7h |
| 317949 | BGY | Buy | $5.19 | $5.17 | 21200 | -0.36% ($-392.20) | False | $5.11 | 04/04/25 15:40 | 04/04/25 15:56 | 16m |
| 317915 | BGY | Buy | $5.16 | $5.20 | 21318 | 0.78% ($854.85) | True | $5.07 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 317858 | BGY | Buy | $5.30 | $5.23 | 20774 | -1.23% ($-1350.31) | False | $5.21 | 04/04/25 13:58 | 04/04/25 14:43 | 45m |
| 317917 | RYI | Buy | $22.65 | $22.74 | 4857 | 0.42% ($461.42) | True | $0.00 | 02/04/25 18:36 | 02/04/25 18:43 | 7m |
| 318415 | LQDT | Buy | $30.36 | $30.50 | 3623 | 0.46% ($507.22) | True | $29.53 | 01/04/25 14:21 | 01/04/25 14:28 | 7m |
| 318006 | BGY | Buy | $5.60 | $5.60 | 19642 | -0.09% ($-98.21) | False | $0.00 | 28/03/25 18:33 | 28/03/25 19:00 | 27m |
| 317916 | BGY | Buy | $5.60 | $5.59 | 19642 | -0.18% ($-194.46) | False | $0.00 | 28/03/25 14:45 | 28/03/25 15:16 | 31m |
| 317937 | BGY | Buy | $5.77 | $5.75 | 19080 | -0.26% ($-286.20) | False | $5.69 | 20/03/25 13:49 | 20/03/25 14:07 | 18m |
| 318096 | BGY | Buy | $5.73 | $5.71 | 19213 | -0.19% ($-203.66) | False | $0.00 | 19/03/25 17:14 | 19/03/25 17:41 | 27m |
| 318002 | BGY | Buy | $5.80 | $5.79 | 18965 | -0.17% ($-189.65) | False | $5.62 | 19/03/25 13:45 | 19/03/25 14:11 | 26m |
| 318500 | LQDT | Buy | $29.91 | $29.93 | 3677 | 0.07% ($73.54) | True | $29.46 | 17/03/25 19:17 | 17/03/25 19:27 | 10m |
| 318486 | LQDT | Buy | $29.67 | $29.70 | 3707 | 0.1% ($111.21) | True | $29.23 | 17/03/25 17:59 | 17/03/25 18:09 | 10m |
| 317904 | GPI | Buy | $384.78 | $385.94 | 285 | 0.3% ($330.60) | True | $379.93 | 14/03/25 19:54 | 14/03/25 20:00 | 6m |
| 317778 | GPI | Buy | $387.75 | $384.72 | 283 | -0.78% ($-856.78) | False | $378.88 | 14/03/25 14:14 | 14/03/25 15:15 | 1h |
| 318519 | LQDT | Buy | $30.82 | $30.83 | 3569 | 0.02% ($17.85) | True | $30.41 | 07/03/25 20:43 | 07/03/25 20:50 | 7m |
| 318466 | LQDT | Buy | $30.10 | $30.12 | 3654 | 0.07% ($73.08) | True | $29.45 | 07/03/25 16:41 | 07/03/25 17:06 | 25m |
| 318460 | LQDT | Buy | $30.21 | $30.19 | 3641 | -0.07% ($-72.82) | True | $29.25 | 07/03/25 15:54 | 07/03/25 16:03 | 9m |
| 318450 | LQDT | Buy | $30.10 | $30.24 | 3655 | 0.48% ($529.98) | True | $0.00 | 07/03/25 15:41 | 07/03/25 15:51 | 10m |
| 318485 | LQDT | Buy | $30.77 | $30.85 | 3574 | 0.24% ($268.05) | True | $29.84 | 04/03/25 16:13 | 04/03/25 17:07 | 54m |
| 318471 | LQDT | Buy | $30.88 | $30.93 | 3562 | 0.16% ($178.10) | True | $29.33 | 04/03/25 15:24 | 04/03/25 15:51 | 27m |
| 317738 | BALI | Buy | $29.73 | $29.84 | 3699 | 0.37% ($407.26) | True | $0.00 | 03/03/25 20:54 | 03/03/25 21:00 | 6m |
| 318034 | BGY | Buy | $5.74 | $5.75 | 19163 | 0.09% ($95.82) | True | $0.00 | 03/03/25 15:22 | 03/03/25 15:59 | 37m |
| 317841 | GPI | Buy | $461.04 | $460.54 | 238 | -0.11% ($-119.00) | False | $457.37 | 26/02/25 20:58 | 26/02/25 21:00 | 2m |
| 318526 | LQDT | Buy | $33.84 | $33.82 | 3250 | -0.06% ($-65.00) | False | $33.30 | 24/02/25 19:25 | 24/02/25 20:43 | 1.3h |
| 318013 | RYI | Buy | $24.28 | $24.30 | 4530 | 0.08% ($90.60) | True | $23.74 | 21/02/25 20:56 | 21/02/25 21:00 | 4m |
| 318569 | LQDT | Buy | $34.34 | $34.31 | 3203 | -0.09% ($-96.09) | False | $33.77 | 21/02/25 20:55 | 21/02/25 21:00 | 5m |
| 317967 | RYI | Buy | $24.16 | $24.04 | 4552 | -0.5% ($-546.24) | False | $23.47 | 21/02/25 19:53 | 21/02/25 20:21 | 28m |
| 318536 | LQDT | Buy | $34.78 | $34.43 | 3162 | -1.02% ($-1122.51) | False | $34.22 | 21/02/25 19:07 | 21/02/25 20:16 | 1.2h |
| 318518 | LQDT | Buy | $34.83 | $34.99 | 3158 | 0.47% ($521.07) | True | $0.00 | 21/02/25 18:12 | 21/02/25 18:49 | 37m |
| 317890 | RYI | Buy | $24.11 | $24.26 | 4562 | 0.62% ($684.30) | True | $0.00 | 21/02/25 16:53 | 21/02/25 18:06 | 1.2h |
| 318501 | LQDT | Buy | $35.56 | $34.88 | 3093 | -1.91% ($-2103.24) | False | $34.90 | 21/02/25 16:43 | 21/02/25 17:57 | 1.2h |
| 317842 | RYI | Buy | $25.71 | $24.13 | 4278 | -6.15% ($-6759.24) | False | $24.14 | 21/02/25 15:09 | 21/02/25 16:50 | 1.7h |
| 318484 | LQDT | Buy | $35.50 | $35.53 | 3098 | 0.08% ($92.94) | True | $0.00 | 21/02/25 15:08 | 21/02/25 15:18 | 10m |
| 318575 | LQDT | Buy | $35.85 | $35.59 | 3068 | -0.73% ($-797.68) | False | $0.00 | 19/02/25 20:01 | 19/02/25 20:55 | 54m |
| 318517 | LQDT | Buy | $35.54 | $35.65 | 3095 | 0.31% ($340.45) | True | $34.40 | 19/02/25 15:02 | 19/02/25 15:05 | 3m |
| 318618 | LQDT | Buy | $35.84 | $35.86 | 3069 | 0.06% ($61.38) | True | $35.62 | 18/02/25 20:39 | 18/02/25 20:41 | 2m |
| 318594 | LQDT | Buy | $35.99 | $36.01 | 3056 | 0.04% ($45.84) | True | $35.25 | 18/02/25 19:26 | 18/02/25 20:06 | 40m |
| 318586 | LQDT | Buy | $36.39 | $35.97 | 3023 | -1.14% ($-1254.55) | False | $35.97 | 18/02/25 19:02 | 18/02/25 19:18 | 16m |
| 318553 | LQDT | Buy | $36.42 | $36.41 | 3020 | -0.01% ($-15.10) | False | $36.12 | 18/02/25 17:23 | 18/02/25 17:40 | 17m |
| 318545 | LQDT | Buy | $36.60 | $36.55 | 3005 | -0.14% ($-150.25) | False | $35.81 | 18/02/25 16:45 | 18/02/25 17:02 | 17m |
| 318520 | LQDT | Buy | $36.04 | $36.19 | 3052 | 0.42% ($457.80) | True | $34.72 | 18/02/25 14:55 | 18/02/25 15:03 | 8m |
| 318607 | LQDT | Buy | $34.07 | $33.74 | 3228 | -0.98% ($-1081.38) | False | $33.46 | 11/02/25 19:15 | 11/02/25 20:06 | 51m |
| 317961 | RYI | Buy | $23.16 | $23.13 | 4749 | -0.12% ($-132.97) | False | $0.00 | 11/02/25 19:30 | 11/02/25 19:47 | 17m |
| 317934 | RYI | Buy | $23.20 | $23.15 | 4741 | -0.22% ($-237.05) | False | $22.78 | 11/02/25 18:49 | 11/02/25 19:27 | 38m |
| 317920 | RYI | Buy | $23.36 | $23.23 | 4708 | -0.56% ($-612.04) | False | $0.00 | 11/02/25 18:18 | 11/02/25 18:42 | 24m |
| 318574 | LQDT | Buy | $34.13 | $33.83 | 3222 | -0.88% ($-966.60) | False | $33.38 | 11/02/25 17:17 | 11/02/25 17:56 | 39m |
| 317870 | RYI | Buy | $23.50 | $23.50 | 4679 | -0.02% ($-22.93) | False | $0.00 | 11/02/25 16:28 | 11/02/25 16:52 | 24m |
| 318654 | LQDT | Buy | $33.42 | $34.03 | 3291 | 1.83% ($2007.51) | True | $32.86 | 10/02/25 20:03 | 10/02/25 20:47 | 44m |
| 318635 | LQDT | Buy | $33.86 | $33.56 | 3248 | -0.89% ($-974.40) | False | $33.02 | 10/02/25 19:12 | 10/02/25 19:52 | 40m |
| 318620 | LQDT | Buy | $34.58 | $33.88 | 3181 | -2.03% ($-2227.65) | False | $33.88 | 10/02/25 18:28 | 10/02/25 19:05 | 37m |
| 318639 | LQDT | Buy | $32.95 | $33.00 | 3338 | 0.14% ($150.21) | True | $32.52 | 07/02/25 20:31 | 07/02/25 20:51 | 20m |
| 318584 | LQDT | Buy | $33.01 | $32.94 | 3332 | -0.21% ($-235.57) | False | $32.42 | 07/02/25 16:44 | 07/02/25 16:59 | 15m |
| 318555 | LQDT | Buy | $32.57 | $32.58 | 3377 | 0.05% ($50.66) | True | $31.56 | 07/02/25 15:08 | 07/02/25 15:22 | 14m |
| 318687 | LQDT | Buy | $33.36 | $33.36 | 3297 | -0.01% ($-16.49) | False | $32.39 | 06/02/25 20:46 | 06/02/25 20:55 | 9m |
| 318677 | LQDT | Buy | $33.79 | $33.82 | 3255 | 0.09% ($102.53) | True | $33.18 | 06/02/25 20:22 | 06/02/25 20:34 | 12m |
| 318658 | LQDT | Buy | $34.10 | $34.00 | 3225 | -0.3% ($-330.24) | False | $33.34 | 06/02/25 19:11 | 06/02/25 20:03 | 52m |
| 318646 | LQDT | Buy | $34.40 | $34.36 | 3197 | -0.12% ($-127.88) | False | $33.17 | 06/02/25 18:17 | 06/02/25 18:30 | 13m |
| 318619 | LQDT | Buy | $34.48 | $34.44 | 3190 | -0.11% ($-119.94) | False | $33.36 | 06/02/25 16:54 | 06/02/25 17:24 | 30m |
| 318603 | LQDT | Buy | $35.66 | $34.55 | 3084 | -3.13% ($-3438.66) | False | $34.56 | 06/02/25 16:19 | 06/02/25 16:46 | 27m |
| 318592 | LQDT | Buy | $36.27 | $35.90 | 3032 | -1.03% ($-1137.00) | False | $34.53 | 06/02/25 15:33 | 06/02/25 16:12 | 39m |
| 318696 | LQDT | Buy | $33.60 | $33.51 | 3273 | -0.27% ($-294.57) | False | $33.23 | 03/02/25 20:01 | 03/02/25 20:39 | 38m |
| 318684 | LQDT | Buy | $33.94 | $33.97 | 3241 | 0.1% ($113.44) | True | $33.69 | 03/02/25 18:44 | 03/02/25 18:54 | 10m |
| 318666 | LQDT | Buy | $34.01 | $34.03 | 3234 | 0.06% ($64.68) | True | $33.63 | 03/02/25 17:43 | 03/02/25 18:10 | 27m |
| 318656 | LQDT | Buy | $34.17 | $34.20 | 3219 | 0.09% ($96.57) | True | $33.92 | 03/02/25 17:00 | 03/02/25 17:07 | 7m |
| 318609 | LQDT | Buy | $33.54 | $34.33 | 3279 | 2.36% ($2590.41) | True | $32.38 | 03/02/25 15:08 | 03/02/25 15:47 | 39m |
| 318655 | LQDT | Buy | $34.89 | $34.96 | 3152 | 0.2% ($220.64) | True | $34.55 | 15/01/25 16:07 | 15/01/25 16:18 | 11m |
| 318681 | LQDT | Buy | $32.78 | $32.91 | 3356 | 0.41% ($453.06) | True | $32.19 | 13/01/25 16:19 | 13/01/25 16:53 | 34m |
| 318665 | LQDT | Buy | $32.74 | $32.97 | 3360 | 0.72% ($789.60) | True | $31.73 | 13/01/25 15:35 | 13/01/25 16:02 | 27m |
| 317933 | RYI | Buy | $17.69 | $17.83 | 6218 | 0.76% ($839.43) | False | $17.32 | 03/01/25 16:15 | 03/01/25 17:12 | 57m |
Strategy DSL
LowVolume Basket - HighVolume 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 +
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=20,
rsi_oversold=35,
rsi_overbought=89,
atr_period=36,
atr_mult=12.0,
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)