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
218
Total P&L
$4188.32
Notional: $28336171.20Total Return
0.01%
Weighted by notionalWin Rate
49.5%
108 W / 110 LCouldWin Rate
50.9%
111 could / 218 totalAvg P&L
$19.21
Avg Return: 0.01%Best Win
$19339.44
Largest Loss
$-10564.13
Trade Details
218 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 336731 | LQDT | Buy | $22.83 | $23.96 | 5694 | 4.95% ($6434.22) | True | $0.00 | 13/10/25 15:30 | 13/10/25 18:52 | 3.4h |
| 336679 | BGY | Buy | $5.70 | $5.70 | 22807 | -0.09% ($-111.75) | False | $5.65 | 13/10/25 14:32 | 13/10/25 15:07 | 35m |
| 336675 | LQDT | Buy | $23.08 | $22.95 | 5633 | -0.55% ($-712.57) | True | $22.50 | 13/10/25 13:58 | 13/10/25 14:49 | 51m |
| 336813 | LQDT | Buy | $23.17 | $23.16 | 5610 | -0.06% ($-84.15) | False | $22.83 | 10/10/25 19:55 | 10/10/25 19:58 | 3m |
| 336684 | LQDT | Buy | $23.39 | $23.48 | 5559 | 0.41% ($528.11) | True | $0.00 | 10/10/25 15:04 | 10/10/25 15:28 | 24m |
| 336696 | GPI | Buy | $431.54 | $429.33 | 301 | -0.51% ($-665.21) | False | $423.77 | 07/10/25 14:26 | 07/10/25 20:00 | 5.6h |
| 336799 | RYI | Buy | $23.33 | $23.26 | 5572 | -0.3% ($-390.04) | False | $23.12 | 07/10/25 19:38 | 07/10/25 19:59 | 21m |
| 336755 | RYI | Buy | $23.43 | $23.46 | 5548 | 0.13% ($166.44) | True | $0.00 | 07/10/25 18:11 | 07/10/25 18:18 | 7m |
| 336711 | RYI | Buy | $23.58 | $23.58 | 5513 | 0% ($1.10) | True | $0.00 | 07/10/25 16:27 | 07/10/25 16:43 | 16m |
| 336817 | RYI | Buy | $22.37 | $22.43 | 5811 | 0.27% ($348.66) | True | $0.00 | 29/09/25 19:19 | 29/09/25 19:32 | 13m |
| 336678 | RYI | Buy | $22.56 | $22.59 | 5762 | 0.11% ($144.05) | True | $0.00 | 29/09/25 14:20 | 29/09/25 17:01 | 2.7h |
| 336710 | GPI | Buy | $441.14 | $440.34 | 294 | -0.18% ($-233.73) | False | $0.00 | 25/09/25 15:43 | 25/09/25 16:03 | 20m |
| 336703 | BRR | Buy | $10.15 | $10.13 | 12807 | -0.2% ($-256.14) | False | $10.09 | 19/09/25 13:50 | 19/09/25 13:51 | 1m |
| 336752 | LQDT | Buy | $26.43 | $26.25 | 4918 | -0.68% ($-885.24) | False | $26.26 | 03/09/25 18:14 | 03/09/25 19:04 | 50m |
| 336773 | LQDT | Buy | $26.22 | $26.09 | 4958 | -0.5% ($-644.54) | False | $26.10 | 02/09/25 19:55 | 02/09/25 19:59 | 4m |
| 336728 | LQDT | Buy | $26.19 | $26.22 | 4963 | 0.11% ($136.48) | True | $0.00 | 02/09/25 18:45 | 02/09/25 18:47 | 2m |
| 336744 | LQDT | Buy | $26.32 | $26.23 | 4939 | -0.34% ($-444.51) | False | $0.00 | 27/08/25 17:46 | 27/08/25 17:55 | 9m |
| 336946 | BRR | Buy | $10.15 | $10.14 | 12807 | -0.1% ($-128.07) | False | $10.13 | 20/08/25 18:23 | 20/08/25 18:31 | 8m |
| 336852 | LQDT | Buy | $25.53 | $25.47 | 5092 | -0.24% ($-305.52) | False | $0.00 | 18/08/25 15:30 | 18/08/25 16:27 | 57m |
| 336896 | LQDT | Buy | $25.27 | $25.17 | 5144 | -0.4% ($-514.40) | False | $0.00 | 15/08/25 16:11 | 15/08/25 17:14 | 1.1h |
| 336866 | LQDT | Buy | $25.23 | $25.39 | 5152 | 0.61% ($798.56) | True | $0.00 | 15/08/25 14:43 | 15/08/25 14:49 | 6m |
| 336825 | LQDT | Buy | $25.87 | $25.76 | 5025 | -0.43% ($-560.79) | False | $25.18 | 15/08/25 13:50 | 15/08/25 14:05 | 15m |
| 336841 | BRR | Buy | $10.15 | $10.13 | 12807 | -0.2% ($-256.14) | False | $10.08 | 14/08/25 19:41 | 14/08/25 20:00 | 19m |
| 336878 | LQDT | Buy | $26.07 | $26.15 | 4986 | 0.31% ($398.88) | True | $0.00 | 14/08/25 16:37 | 14/08/25 17:40 | 1.1h |
| 336853 | BRR | Buy | $10.18 | $10.20 | 12770 | 0.2% ($254.12) | True | $0.00 | 13/08/25 17:15 | 13/08/25 20:00 | 2.8h |
| 336986 | LQDT | Buy | $25.17 | $25.16 | 5164 | -0.04% ($-51.64) | False | $24.82 | 12/08/25 19:14 | 12/08/25 19:51 | 37m |
| 336993 | LQDT | Buy | $24.24 | $24.26 | 5363 | 0.08% ($107.26) | True | $24.05 | 11/08/25 18:21 | 11/08/25 18:59 | 38m |
| 336923 | BRR | Buy | $10.24 | $10.18 | 12695 | -0.59% ($-761.70) | False | $10.06 | 08/08/25 19:57 | 08/08/25 20:00 | 3m |
| 337143 | LQDT | Buy | $24.03 | $24.00 | 5411 | -0.1% ($-135.28) | False | $23.70 | 08/08/25 19:08 | 08/08/25 19:17 | 9m |
| 337122 | LQDT | Buy | $23.98 | $24.06 | 5422 | 0.35% ($460.87) | True | $23.69 | 08/08/25 18:16 | 08/08/25 18:46 | 30m |
| 337079 | LQDT | Buy | $23.80 | $24.10 | 5462 | 1.24% ($1611.29) | True | $23.28 | 08/08/25 17:02 | 08/08/25 17:49 | 47m |
| 337027 | LQDT | Buy | $23.45 | $23.79 | 5543 | 1.43% ($1856.91) | True | $22.93 | 08/08/25 15:13 | 08/08/25 15:53 | 40m |
| 336832 | BRR | Buy | $10.28 | $10.27 | 12650 | -0.06% ($-82.23) | False | $10.25 | 08/08/25 14:01 | 08/08/25 14:31 | 30m |
| 337089 | LQDT | Buy | $24.86 | $24.85 | 5229 | -0.04% ($-52.29) | False | $24.33 | 06/08/25 19:59 | 06/08/25 20:00 | 1m |
| 336754 | BGY | Buy | $5.57 | $5.57 | 23360 | 0.09% ($119.14) | True | $0.00 | 01/08/25 17:48 | 01/08/25 19:05 | 1.3h |
| 336734 | TAIL | Buy | $11.80 | $11.83 | 11021 | 0.3% ($385.74) | True | $0.00 | 31/07/25 18:38 | 31/07/25 20:00 | 1.4h |
| 337166 | LQDT | Buy | $23.77 | $23.80 | 5469 | 0.11% ($136.73) | True | $23.56 | 31/07/25 19:28 | 31/07/25 19:34 | 6m |
| 337120 | LQDT | Buy | $23.78 | $23.66 | 5466 | -0.5% ($-655.92) | False | $23.57 | 31/07/25 17:28 | 31/07/25 18:11 | 43m |
| 337091 | LQDT | Buy | $23.84 | $23.96 | 5453 | 0.5% ($654.36) | True | $23.60 | 31/07/25 16:06 | 31/07/25 16:44 | 38m |
| 337036 | LQDT | Buy | $23.96 | $23.87 | 5425 | -0.38% ($-488.25) | False | $22.68 | 31/07/25 13:38 | 31/07/25 13:55 | 17m |
| 337083 | BRR | Buy | $10.32 | $10.31 | 12596 | -0.1% ($-125.96) | False | $10.28 | 30/07/25 19:15 | 30/07/25 19:16 | 1m |
| 336970 | BRR | Buy | $10.31 | $10.30 | 12615 | -0.05% ($-63.08) | False | $10.27 | 30/07/25 14:31 | 30/07/25 14:32 | 1m |
| 337042 | BRR | Buy | $10.36 | $10.35 | 12548 | -0.1% ($-125.48) | False | $10.30 | 29/07/25 15:50 | 29/07/25 15:56 | 6m |
| 336955 | BRR | Buy | $10.38 | $10.35 | 12530 | -0.24% ($-313.25) | False | $10.33 | 29/07/25 13:51 | 29/07/25 14:06 | 15m |
| 337109 | LQDT | Buy | $24.13 | $24.11 | 5387 | -0.08% ($-103.43) | False | $0.00 | 28/07/25 17:50 | 28/07/25 18:37 | 47m |
| 337096 | LQDT | Buy | $24.43 | $24.23 | 5321 | -0.82% ($-1064.20) | False | $24.24 | 28/07/25 16:55 | 28/07/25 17:36 | 41m |
| 337019 | BRR | Buy | $10.44 | $10.47 | 12454 | 0.31% ($403.51) | True | $10.25 | 28/07/25 16:03 | 28/07/25 16:36 | 33m |
| 337064 | LQDT | Buy | $24.59 | $24.44 | 5287 | -0.59% ($-766.62) | False | $0.00 | 28/07/25 14:44 | 28/07/25 15:45 | 1h |
| 337035 | BRR | Buy | $10.32 | $10.30 | 12603 | -0.15% ($-189.05) | False | $10.27 | 25/07/25 14:40 | 25/07/25 15:03 | 23m |
| 337032 | BRR | Buy | $10.33 | $10.30 | 12584 | -0.29% ($-380.04) | False | $10.31 | 25/07/25 14:37 | 25/07/25 14:39 | 2m |
| 337114 | BRR | Buy | $10.31 | $10.34 | 12609 | 0.29% ($378.27) | True | $10.24 | 23/07/25 19:37 | 23/07/25 20:00 | 23m |
| 337049 | BRR | Buy | $10.33 | $10.35 | 12584 | 0.19% ($251.68) | True | $10.03 | 23/07/25 14:16 | 23/07/25 14:30 | 14m |
| 337178 | BRR | Buy | $10.48 | $10.49 | 12410 | 0.14% ($186.15) | True | $10.35 | 22/07/25 19:59 | 22/07/25 20:00 | 1m |
| 337088 | BRR | Buy | $10.30 | $10.27 | 12621 | -0.29% ($-377.37) | True | $9.97 | 22/07/25 13:40 | 22/07/25 13:56 | 16m |
| 337105 | BRR | Buy | $10.29 | $10.30 | 12627 | 0.05% ($66.92) | True | $10.18 | 21/07/25 14:18 | 21/07/25 14:26 | 8m |
| 337140 | BRR | Buy | $10.45 | $10.39 | 12446 | -0.53% ($-684.53) | False | $0.00 | 18/07/25 17:54 | 18/07/25 18:33 | 39m |
| 337199 | BRR | Buy | $10.51 | $10.51 | 12369 | 0% ($1.24) | True | $10.41 | 17/07/25 19:36 | 17/07/25 19:42 | 6m |
| 336837 | GPI | Buy | $405.43 | $412.48 | 320 | 1.74% ($2258.53) | True | $0.00 | 17/07/25 17:58 | 17/07/25 19:17 | 1.3h |
| 336686 | GPI | Buy | $419.15 | $410.28 | 310 | -2.12% ($-2749.70) | False | $380.09 | 17/07/25 13:57 | 17/07/25 14:59 | 1h |
| 336792 | BALI | Buy | $30.10 | $30.03 | 4318 | -0.23% ($-301.83) | False | $0.00 | 15/07/25 19:07 | 15/07/25 20:00 | 53m |
| 336804 | RYI | Buy | $22.80 | $22.81 | 5701 | 0.04% ($48.46) | True | $22.65 | 15/07/25 19:07 | 15/07/25 19:09 | 2m |
| 336740 | BALI | Buy | $30.07 | $30.14 | 4323 | 0.22% ($281.00) | True | $0.00 | 15/07/25 17:00 | 15/07/25 18:36 | 1.6h |
| 337182 | BRR | Buy | $10.66 | $10.66 | 12195 | 0.02% ($21.95) | True | $10.63 | 15/07/25 16:21 | 15/07/25 16:33 | 12m |
| 336683 | BALI | Buy | $30.12 | $30.12 | 4316 | 0.01% ($12.95) | True | $0.00 | 15/07/25 15:06 | 15/07/25 15:59 | 53m |
| 337280 | BRR | Buy | $10.58 | $10.59 | 12293 | 0.11% ($143.83) | True | $10.47 | 09/07/25 19:37 | 09/07/25 19:44 | 7m |
| 337252 | BRR | Buy | $10.71 | $10.63 | 12138 | -0.79% ($-1032.94) | False | $10.51 | 09/07/25 17:52 | 09/07/25 18:10 | 18m |
| 337207 | BRR | Buy | $10.74 | $10.77 | 12104 | 0.28% ($361.91) | True | $10.55 | 09/07/25 14:00 | 09/07/25 14:36 | 36m |
| 337281 | BRR | Buy | $10.72 | $10.72 | 12127 | -0.04% ($-49.72) | False | $10.69 | 08/07/25 18:26 | 08/07/25 18:27 | 1m |
| 337139 | LQDT | Buy | $23.78 | $23.76 | 5466 | -0.09% ($-114.79) | False | $23.56 | 01/07/25 19:40 | 01/07/25 19:58 | 18m |
| 337110 | LQDT | Buy | $23.74 | $23.81 | 5475 | 0.29% ($383.25) | True | $23.47 | 01/07/25 17:11 | 01/07/25 17:46 | 35m |
| 336899 | RYI | Buy | $22.20 | $22.10 | 5856 | -0.44% ($-570.96) | False | $21.89 | 27/06/25 19:54 | 27/06/25 20:00 | 6m |
| 336833 | RYI | Buy | $21.86 | $21.92 | 5948 | 0.3% ($386.62) | True | $21.64 | 27/06/25 18:09 | 27/06/25 18:41 | 32m |
| 336707 | RYI | Buy | $21.69 | $21.92 | 5993 | 1.06% ($1378.39) | True | $0.00 | 27/06/25 15:12 | 27/06/25 16:49 | 1.6h |
| 336797 | TAIL | Buy | $11.99 | $12.02 | 10846 | 0.29% ($379.61) | True | $11.97 | 26/06/25 16:03 | 26/06/25 20:00 | 4h |
| 337169 | LQDT | Buy | $23.11 | $23.16 | 5626 | 0.24% ($309.43) | True | $22.99 | 25/06/25 19:37 | 25/06/25 20:00 | 23m |
| 337104 | LQDT | Buy | $22.96 | $23.02 | 5662 | 0.24% ($311.41) | True | $22.76 | 25/06/25 15:20 | 25/06/25 15:41 | 21m |
| 336834 | BGY | Buy | $5.70 | $5.71 | 22807 | 0.18% ($228.07) | True | $5.63 | 25/06/25 14:06 | 25/06/25 14:49 | 43m |
| 337193 | LQDT | Buy | $24.36 | $24.32 | 5337 | -0.14% ($-186.80) | False | $0.00 | 11/06/25 19:20 | 11/06/25 19:48 | 28m |
| 336777 | RYI | Buy | $21.16 | $21.17 | 6143 | 0.05% ($61.43) | True | $20.99 | 11/06/25 18:07 | 11/06/25 18:35 | 28m |
| 337170 | LQDT | Buy | $24.44 | $24.50 | 5319 | 0.25% ($319.14) | True | $0.00 | 11/06/25 16:47 | 11/06/25 16:55 | 8m |
| 336717 | RYI | Buy | $21.29 | $21.24 | 6106 | -0.23% ($-305.30) | False | $0.00 | 11/06/25 16:09 | 11/06/25 16:43 | 34m |
| 337154 | LQDT | Buy | $24.33 | $24.45 | 5343 | 0.49% ($641.16) | True | $0.00 | 11/06/25 15:51 | 11/06/25 16:40 | 49m |
| 337135 | LQDT | Buy | $24.47 | $24.47 | 5313 | 0.02% ($26.57) | True | $0.00 | 11/06/25 14:57 | 11/06/25 15:16 | 19m |
| 337221 | LQDT | Buy | $24.88 | $24.83 | 5225 | -0.2% ($-261.25) | False | $24.62 | 06/06/25 19:50 | 06/06/25 20:00 | 10m |
| 337206 | LQDT | Buy | $24.89 | $25.00 | 5222 | 0.44% ($574.42) | True | $0.00 | 06/06/25 18:51 | 06/06/25 19:36 | 45m |
| 337177 | LQDT | Buy | $24.58 | $24.93 | 5289 | 1.44% ($1877.60) | True | $24.21 | 06/06/25 16:48 | 06/06/25 18:28 | 1.7h |
| 337164 | LQDT | Buy | $24.73 | $24.74 | 5256 | 0.04% ($52.56) | True | $0.00 | 06/06/25 15:51 | 06/06/25 16:15 | 24m |
| 336794 | TAIL | Buy | $12.13 | $12.18 | 10721 | 0.45% ($585.37) | True | $0.00 | 05/06/25 15:06 | 05/06/25 20:00 | 4.9h |
| 336768 | RYI | Buy | $21.81 | $21.72 | 5960 | -0.41% ($-536.40) | False | $21.44 | 02/06/25 16:13 | 02/06/25 16:58 | 45m |
| 336718 | RYI | Buy | $21.96 | $21.97 | 5919 | 0.02% ($29.60) | True | $21.45 | 02/06/25 14:51 | 02/06/25 15:24 | 33m |
| 336800 | TAIL | Buy | $12.16 | $12.21 | 10690 | 0.41% ($534.50) | True | $0.00 | 22/05/25 14:11 | 22/05/25 20:00 | 5.8h |
| 337245 | LQDT | Buy | $24.71 | $24.51 | 5262 | -0.79% ($-1026.09) | False | $24.37 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 337239 | LQDT | Buy | $24.90 | $24.89 | 5220 | -0.04% ($-52.20) | False | $24.71 | 16/05/25 19:12 | 16/05/25 19:23 | 11m |
| 336922 | TAIL | Buy | $12.08 | $12.09 | 10761 | 0.08% ($106.53) | True | $0.00 | 16/05/25 17:35 | 16/05/25 18:05 | 30m |
| 337195 | LQDT | Buy | $24.33 | $24.49 | 5343 | 0.64% ($829.23) | True | $24.13 | 16/05/25 15:28 | 16/05/25 16:41 | 1.2h |
| 337179 | LQDT | Buy | $24.46 | $24.42 | 5314 | -0.16% ($-212.56) | False | $24.07 | 16/05/25 14:42 | 16/05/25 15:04 | 22m |
| 336821 | TAIL | Buy | $12.12 | $12.13 | 10724 | 0.03% ($34.32) | True | $0.00 | 16/05/25 14:29 | 16/05/25 14:33 | 4m |
| 337240 | LQDT | Buy | $24.81 | $24.84 | 5240 | 0.11% ($137.81) | True | $24.50 | 13/05/25 18:09 | 13/05/25 18:16 | 7m |
| 337183 | LQDT | Buy | $23.07 | $23.20 | 5635 | 0.57% ($746.64) | True | $22.00 | 13/05/25 14:03 | 13/05/25 14:10 | 7m |
| 337289 | LQDT | Buy | $24.25 | $24.06 | 5360 | -0.78% ($-1018.40) | False | $23.65 | 12/05/25 19:51 | 12/05/25 20:00 | 9m |
| 337284 | LQDT | Buy | $24.60 | $24.49 | 5285 | -0.45% ($-581.35) | False | $24.19 | 12/05/25 19:30 | 12/05/25 19:31 | 1m |
| 337267 | LQDT | Buy | $24.60 | $24.57 | 5284 | -0.14% ($-184.94) | False | $24.14 | 12/05/25 18:56 | 12/05/25 19:02 | 6m |
| 337260 | LQDT | Buy | $24.76 | $24.76 | 5250 | 0% ($-4.73) | False | $24.57 | 12/05/25 18:31 | 12/05/25 18:41 | 10m |
| 337243 | LQDT | Buy | $24.49 | $24.50 | 5308 | 0.04% ($53.08) | True | $24.03 | 12/05/25 17:23 | 12/05/25 17:38 | 15m |
| 337228 | LQDT | Buy | $24.66 | $24.77 | 5272 | 0.47% ($609.44) | True | $24.15 | 12/05/25 16:29 | 12/05/25 16:36 | 7m |
| 337188 | LQDT | Buy | $24.85 | $24.69 | 5231 | -0.64% ($-836.96) | False | $23.68 | 12/05/25 14:00 | 12/05/25 15:03 | 1.1h |
| 337197 | LQDT | Buy | $27.04 | $25.55 | 4807 | -5.51% ($-7162.43) | False | $25.56 | 09/05/25 13:57 | 09/05/25 14:43 | 46m |
| 337315 | LQDT | Buy | $28.35 | $28.54 | 4585 | 0.65% ($848.23) | True | $27.51 | 08/05/25 18:52 | 08/05/25 18:58 | 6m |
| 337308 | LQDT | Buy | $28.77 | $28.36 | 4518 | -1.43% ($-1852.38) | False | $28.40 | 08/05/25 18:37 | 08/05/25 18:48 | 11m |
| 337251 | LQDT | Buy | $27.21 | $28.18 | 4778 | 3.58% ($4658.55) | True | $26.21 | 08/05/25 15:14 | 08/05/25 16:10 | 56m |
| 337205 | LQDT | Buy | $24.60 | $28.26 | 5284 | 14.88% ($19339.44) | True | $17.27 | 08/05/25 13:42 | 08/05/25 14:49 | 1.1h |
| 337274 | LQDT | Buy | $31.60 | $31.63 | 4113 | 0.09% ($123.39) | True | $31.35 | 05/05/25 19:58 | 05/05/25 20:00 | 2m |
| 337262 | LQDT | Buy | $31.67 | $31.68 | 4105 | 0.04% ($53.37) | True | $31.49 | 05/05/25 19:11 | 05/05/25 19:17 | 6m |
| 336911 | TAIL | Buy | $12.50 | $12.49 | 10403 | -0.04% ($-56.18) | False | $12.44 | 05/05/25 14:46 | 05/05/25 15:10 | 24m |
| 336877 | TAIL | Buy | $12.56 | $12.54 | 10350 | -0.2% ($-260.82) | False | $12.45 | 05/05/25 13:47 | 05/05/25 14:00 | 13m |
| 336945 | TAIL | Buy | $12.62 | $12.63 | 10297 | 0.04% ($56.63) | True | $12.59 | 01/05/25 15:00 | 01/05/25 15:07 | 7m |
| 336924 | TAIL | Buy | $12.65 | $12.63 | 10280 | -0.12% ($-158.31) | False | $12.58 | 01/05/25 14:27 | 01/05/25 14:36 | 9m |
| 336892 | TAIL | Buy | $12.70 | $12.71 | 10240 | 0.12% ($151.55) | True | $12.64 | 01/05/25 13:53 | 01/05/25 14:02 | 9m |
| 337056 | TAIL | Buy | $12.77 | $12.76 | 10180 | -0.08% ($-101.80) | False | $12.69 | 30/04/25 19:52 | 30/04/25 20:00 | 8m |
| 337011 | TAIL | Buy | $12.80 | $12.79 | 10157 | -0.07% ($-91.41) | False | $12.73 | 30/04/25 17:47 | 30/04/25 18:01 | 14m |
| 336952 | TAIL | Buy | $12.82 | $12.82 | 10141 | -0.02% ($-30.42) | False | $12.74 | 30/04/25 15:13 | 30/04/25 15:28 | 15m |
| 336914 | RYI | Buy | $22.79 | $22.78 | 5704 | -0.04% ($-57.04) | False | $0.00 | 29/04/25 18:35 | 29/04/25 18:55 | 20m |
| 336884 | RYI | Buy | $22.70 | $22.73 | 5726 | 0.13% ($171.78) | True | $22.44 | 29/04/25 17:01 | 29/04/25 17:12 | 11m |
| 337057 | TAIL | Buy | $12.71 | $12.70 | 10228 | -0.04% ($-53.19) | False | $12.63 | 25/04/25 18:26 | 25/04/25 18:56 | 30m |
| 337029 | TAIL | Buy | $12.68 | $12.69 | 10250 | 0.06% ($82.00) | True | $12.62 | 25/04/25 17:20 | 25/04/25 17:33 | 13m |
| 336904 | RYI | Buy | $22.89 | $22.86 | 5679 | -0.13% ($-170.37) | False | $0.00 | 23/04/25 18:45 | 23/04/25 19:15 | 30m |
| 336947 | RYI | Buy | $21.72 | $22.06 | 5986 | 1.59% ($2065.17) | True | $20.85 | 22/04/25 15:45 | 22/04/25 16:41 | 56m |
| 336917 | RYI | Buy | $21.48 | $21.87 | 6052 | 1.82% ($2360.28) | True | $20.96 | 22/04/25 14:56 | 22/04/25 15:40 | 44m |
| 336871 | RYI | Buy | $22.45 | $21.91 | 5790 | -2.41% ($-3126.60) | False | $21.70 | 22/04/25 14:03 | 22/04/25 14:34 | 31m |
| 337295 | LQDT | Buy | $30.97 | $31.04 | 4197 | 0.21% ($272.81) | True | $0.00 | 17/04/25 18:29 | 17/04/25 18:46 | 17m |
| 337273 | LQDT | Buy | $31.08 | $31.08 | 4182 | -0.02% ($-20.91) | False | $30.30 | 17/04/25 14:50 | 17/04/25 15:09 | 19m |
| 336762 | BALI | Buy | $26.73 | $26.83 | 4863 | 0.38% ($492.62) | True | $0.00 | 16/04/25 19:13 | 16/04/25 20:00 | 47m |
| 336730 | GPI | Buy | $388.66 | $387.44 | 334 | -0.31% ($-407.48) | False | $0.00 | 16/04/25 18:00 | 16/04/25 19:37 | 1.6h |
| 336714 | BALI | Buy | $26.88 | $26.89 | 4836 | 0.04% ($48.36) | True | $0.00 | 16/04/25 17:51 | 16/04/25 18:28 | 37m |
| 337007 | TAIL | Buy | $13.00 | $12.95 | 10003 | -0.35% ($-454.14) | False | $12.88 | 16/04/25 14:36 | 16/04/25 15:22 | 46m |
| 337336 | LQDT | Buy | $30.04 | $30.39 | 4327 | 1.17% ($1514.45) | True | $29.67 | 15/04/25 19:19 | 15/04/25 20:00 | 41m |
| 337305 | LQDT | Buy | $30.01 | $29.63 | 4331 | -1.29% ($-1676.10) | False | $29.34 | 15/04/25 17:34 | 15/04/25 18:16 | 42m |
| 337276 | LQDT | Buy | $30.06 | $30.31 | 4325 | 0.85% ($1102.88) | True | $29.15 | 15/04/25 14:23 | 15/04/25 15:36 | 1.2h |
| 336937 | BGY | Buy | $5.09 | $5.09 | 25523 | -0.07% ($-86.78) | False | $0.00 | 08/04/25 15:28 | 08/04/25 16:56 | 1.5h |
| 336921 | BGY | Buy | $5.13 | $5.11 | 25336 | -0.41% ($-532.06) | False | $5.07 | 08/04/25 14:48 | 08/04/25 15:24 | 36m |
| 337356 | LQDT | Buy | $28.65 | $28.80 | 4537 | 0.52% ($680.55) | True | $28.09 | 07/04/25 19:48 | 07/04/25 19:53 | 5m |
| 336939 | GPI | Buy | $386.61 | $385.58 | 336 | -0.27% ($-344.40) | False | $376.03 | 07/04/25 18:20 | 07/04/25 18:25 | 5m |
| 337106 | TAIL | Buy | $13.75 | $13.59 | 9454 | -1.16% ($-1512.64) | False | $13.41 | 07/04/25 17:41 | 07/04/25 18:10 | 29m |
| 337317 | LQDT | Buy | $28.48 | $28.75 | 4565 | 0.95% ($1232.55) | True | $27.67 | 07/04/25 16:09 | 07/04/25 16:42 | 33m |
| 337302 | LQDT | Buy | $28.46 | $28.58 | 4567 | 0.42% ($548.04) | True | $26.78 | 07/04/25 15:20 | 07/04/25 16:03 | 43m |
| 336880 | GPI | Buy | $377.70 | $379.27 | 344 | 0.42% ($540.08) | True | $356.55 | 07/04/25 15:35 | 07/04/25 15:45 | 10m |
| 337085 | TAIL | Buy | $13.70 | $13.91 | 9486 | 1.5% ($1953.17) | True | $12.89 | 07/04/25 15:00 | 07/04/25 15:41 | 41m |
| 336844 | GPI | Buy | $380.66 | $378.04 | 341 | -0.69% ($-895.13) | False | $351.87 | 07/04/25 14:32 | 07/04/25 15:14 | 42m |
| 337288 | LQDT | Buy | $28.42 | $28.81 | 4574 | 1.37% ($1783.86) | True | $26.08 | 07/04/25 14:37 | 07/04/25 15:08 | 31m |
| 337044 | TAIL | Buy | $13.17 | $13.99 | 9870 | 6.23% ($8093.40) | True | $11.97 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 337031 | TAIL | Buy | $14.15 | $13.00 | 9187 | -8.13% ($-10564.13) | False | $13.40 | 07/04/25 14:01 | 07/04/25 14:13 | 12m |
| 337087 | BGY | Buy | $5.09 | $5.10 | 25540 | 0.2% ($255.40) | True | $5.02 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 336997 | BGY | Buy | $5.19 | $5.17 | 25072 | -0.29% ($-376.08) | False | $5.12 | 04/04/25 15:38 | 04/04/25 15:56 | 18m |
| 336961 | BGY | Buy | $5.16 | $5.20 | 25194 | 0.78% ($1010.28) | True | $5.09 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 336900 | BGY | Buy | $5.29 | $5.23 | 24574 | -1.13% ($-1474.44) | False | $5.22 | 04/04/25 13:57 | 04/04/25 14:43 | 46m |
| 337038 | TAIL | Buy | $12.23 | $12.29 | 10629 | 0.49% ($637.74) | True | $11.90 | 03/04/25 13:56 | 03/04/25 17:44 | 3.8h |
| 337294 | LQDT | Buy | $30.48 | $30.50 | 4265 | 0.07% ($85.30) | True | $0.00 | 01/04/25 14:15 | 01/04/25 14:28 | 13m |
| 337026 | BGY | Buy | $5.60 | $5.60 | 23214 | -0.09% ($-116.07) | False | $5.55 | 28/03/25 18:12 | 28/03/25 19:00 | 48m |
| 336940 | BGY | Buy | $5.61 | $5.59 | 23193 | -0.27% ($-345.58) | False | $5.56 | 28/03/25 14:28 | 28/03/25 15:16 | 48m |
| 336965 | BGY | Buy | $5.74 | $5.74 | 22648 | 0% ($2.26) | True | $5.69 | 21/03/25 15:40 | 21/03/25 16:02 | 22m |
| 336926 | BGY | Buy | $5.78 | $5.75 | 22510 | -0.43% ($-562.75) | False | $5.70 | 20/03/25 13:45 | 20/03/25 14:07 | 22m |
| 337107 | BGY | Buy | $5.73 | $5.71 | 22707 | -0.19% ($-240.69) | False | $0.00 | 19/03/25 17:14 | 19/03/25 17:41 | 27m |
| 337039 | BGY | Buy | $5.82 | $5.79 | 22336 | -0.52% ($-670.08) | False | $5.67 | 19/03/25 13:39 | 19/03/25 14:11 | 32m |
| 336858 | GPI | Buy | $383.76 | $384.72 | 338 | 0.25% ($324.48) | True | $374.62 | 14/03/25 14:25 | 14/03/25 15:15 | 50m |
| 337374 | LQDT | Buy | $30.82 | $30.83 | 4218 | 0.02% ($21.09) | True | $30.30 | 07/03/25 20:35 | 07/03/25 20:50 | 15m |
| 337339 | LQDT | Buy | $30.10 | $30.24 | 4319 | 0.48% ($626.26) | True | $0.00 | 07/03/25 15:41 | 07/03/25 15:51 | 10m |
| 337357 | LQDT | Buy | $31.06 | $31.20 | 4185 | 0.45% ($585.06) | True | $30.75 | 04/03/25 18:01 | 04/03/25 18:23 | 22m |
| 337341 | LQDT | Buy | $30.92 | $30.93 | 4205 | 0.05% ($63.08) | True | $30.14 | 04/03/25 15:27 | 04/03/25 15:51 | 24m |
| 336823 | BALI | Buy | $29.73 | $29.84 | 4373 | 0.39% ($502.90) | True | $0.00 | 03/03/25 20:27 | 03/03/25 21:00 | 33m |
| 337086 | BGY | Buy | $5.74 | $5.74 | 22646 | -0.01% ($-9.06) | False | $5.71 | 03/03/25 16:14 | 03/03/25 16:20 | 6m |
| 337065 | BGY | Buy | $5.73 | $5.75 | 22685 | 0.25% ($326.66) | True | $0.00 | 03/03/25 15:14 | 03/03/25 15:59 | 45m |
| 337363 | LQDT | Buy | $33.86 | $33.82 | 3839 | -0.1% ($-134.37) | False | $33.44 | 24/02/25 19:19 | 24/02/25 20:43 | 1.4h |
| 337436 | LQDT | Buy | $34.34 | $34.31 | 3785 | -0.09% ($-113.55) | False | $33.88 | 21/02/25 20:50 | 21/02/25 21:00 | 10m |
| 337072 | RYI | Buy | $24.33 | $24.30 | 5343 | -0.12% ($-160.29) | False | $23.87 | 21/02/25 20:52 | 21/02/25 21:00 | 8m |
| 337423 | LQDT | Buy | $34.44 | $34.47 | 3774 | 0.09% ($113.22) | True | $34.23 | 21/02/25 20:19 | 21/02/25 20:25 | 6m |
| 337040 | RYI | Buy | $24.16 | $24.04 | 5380 | -0.5% ($-645.60) | False | $23.58 | 21/02/25 19:53 | 21/02/25 20:21 | 28m |
| 337401 | LQDT | Buy | $34.48 | $34.43 | 3770 | -0.16% ($-207.35) | False | $34.06 | 21/02/25 19:23 | 21/02/25 20:16 | 53m |
| 337396 | LQDT | Buy | $34.94 | $34.46 | 3720 | -1.37% ($-1785.60) | False | $34.50 | 21/02/25 18:56 | 21/02/25 19:20 | 24m |
| 337380 | LQDT | Buy | $34.83 | $34.99 | 3732 | 0.47% ($615.78) | True | $0.00 | 21/02/25 18:12 | 21/02/25 18:49 | 37m |
| 336962 | RYI | Buy | $24.38 | $24.26 | 5332 | -0.49% ($-639.84) | False | $0.00 | 21/02/25 16:19 | 21/02/25 18:06 | 1.8h |
| 337362 | LQDT | Buy | $35.56 | $35.00 | 3655 | -1.57% ($-2046.80) | False | $35.01 | 21/02/25 16:43 | 21/02/25 17:51 | 1.1h |
| 336916 | RYI | Buy | $25.71 | $24.27 | 5056 | -5.6% ($-7280.64) | False | $24.40 | 21/02/25 15:09 | 21/02/25 16:18 | 1.2h |
| 337346 | LQDT | Buy | $35.49 | $35.53 | 3663 | 0.13% ($164.84) | True | $0.00 | 21/02/25 15:07 | 21/02/25 15:18 | 11m |
| 337440 | LQDT | Buy | $35.89 | $35.86 | 3622 | -0.07% ($-90.55) | False | $35.62 | 18/02/25 20:25 | 18/02/25 20:41 | 16m |
| 337417 | LQDT | Buy | $36.01 | $36.01 | 3610 | 0% ($-1.81) | False | $35.36 | 18/02/25 19:19 | 18/02/25 20:06 | 47m |
| 337410 | LQDT | Buy | $36.39 | $36.00 | 3572 | -1.06% ($-1375.22) | False | $36.04 | 18/02/25 19:02 | 18/02/25 19:17 | 15m |
| 337387 | LQDT | Buy | $36.49 | $36.41 | 3563 | -0.21% ($-267.23) | False | $36.25 | 18/02/25 17:17 | 18/02/25 17:40 | 23m |
| 337375 | LQDT | Buy | $36.50 | $36.55 | 3561 | 0.14% ($178.05) | True | $35.64 | 18/02/25 16:39 | 18/02/25 17:02 | 23m |
| 337358 | LQDT | Buy | $36.27 | $36.24 | 3584 | -0.08% ($-107.52) | False | $35.32 | 18/02/25 14:47 | 18/02/25 14:53 | 6m |
| 337431 | LQDT | Buy | $33.71 | $33.74 | 3856 | 0.09% ($115.68) | True | $33.23 | 11/02/25 19:54 | 11/02/25 20:06 | 12m |
| 337012 | RYI | Buy | $23.11 | $23.15 | 5625 | 0.17% ($222.19) | True | $0.00 | 11/02/25 19:14 | 11/02/25 19:27 | 13m |
| 336977 | RYI | Buy | $23.36 | $23.23 | 5565 | -0.56% ($-723.45) | False | $0.00 | 11/02/25 18:18 | 11/02/25 18:42 | 24m |
| 337398 | LQDT | Buy | $34.13 | $33.83 | 3808 | -0.88% ($-1142.40) | False | $33.50 | 11/02/25 17:17 | 11/02/25 17:56 | 39m |
| 337472 | LQDT | Buy | $33.42 | $33.81 | 3889 | 1.17% ($1520.60) | True | $32.95 | 10/02/25 20:03 | 10/02/25 20:56 | 53m |
| 337451 | LQDT | Buy | $34.02 | $33.56 | 3821 | -1.35% ($-1757.66) | False | $33.19 | 10/02/25 18:54 | 10/02/25 19:52 | 58m |
| 337441 | LQDT | Buy | $34.69 | $33.97 | 3747 | -2.08% ($-2697.84) | False | $34.14 | 10/02/25 18:20 | 10/02/25 18:53 | 33m |
| 337404 | LQDT | Buy | $33.55 | $33.56 | 3874 | 0.03% ($39.51) | True | $32.96 | 10/02/25 16:07 | 10/02/25 16:19 | 12m |
| 337455 | LQDT | Buy | $32.96 | $33.00 | 3944 | 0.11% ($138.04) | True | $32.62 | 07/02/25 20:28 | 07/02/25 20:51 | 23m |
| 337418 | LQDT | Buy | $33.03 | $32.94 | 3935 | -0.27% ($-356.90) | False | $32.37 | 07/02/25 16:40 | 07/02/25 16:59 | 19m |
| 337397 | LQDT | Buy | $32.74 | $32.58 | 3970 | -0.49% ($-635.20) | True | $31.90 | 07/02/25 15:02 | 07/02/25 15:22 | 20m |
| 337490 | LQDT | Buy | $33.36 | $33.36 | 3896 | -0.01% ($-19.48) | False | $32.55 | 06/02/25 20:46 | 06/02/25 20:55 | 9m |
| 337481 | LQDT | Buy | $33.79 | $33.82 | 3847 | 0.09% ($121.18) | True | $33.28 | 06/02/25 20:22 | 06/02/25 20:34 | 12m |
| 337457 | LQDT | Buy | $34.20 | $34.00 | 3801 | -0.58% ($-760.20) | False | $33.55 | 06/02/25 19:08 | 06/02/25 20:03 | 55m |
| 337452 | LQDT | Buy | $34.38 | $34.36 | 3781 | -0.06% ($-75.62) | False | $33.22 | 06/02/25 18:14 | 06/02/25 18:30 | 16m |
| 337439 | LQDT | Buy | $34.48 | $34.44 | 3770 | -0.11% ($-141.75) | False | $33.54 | 06/02/25 16:54 | 06/02/25 17:24 | 30m |
| 337430 | LQDT | Buy | $35.44 | $34.47 | 3668 | -2.74% ($-3557.96) | False | $34.52 | 06/02/25 16:33 | 06/02/25 16:53 | 20m |
| 337408 | LQDT | Buy | $36.54 | $35.90 | 3557 | -1.77% ($-2294.27) | False | $34.75 | 06/02/25 15:29 | 06/02/25 16:12 | 43m |
| 337400 | LQDT | Buy | $36.41 | $36.99 | 3570 | 1.61% ($2088.45) | True | $33.28 | 06/02/25 15:00 | 06/02/25 15:17 | 17m |
| 337503 | LQDT | Buy | $33.60 | $33.51 | 3869 | -0.27% ($-348.21) | False | $33.29 | 03/02/25 20:01 | 03/02/25 20:39 | 38m |
| 337488 | LQDT | Buy | $33.94 | $33.97 | 3830 | 0.1% ($134.05) | True | $33.73 | 03/02/25 18:44 | 03/02/25 18:54 | 10m |
| 337474 | LQDT | Buy | $34.01 | $34.03 | 3822 | 0.06% ($76.44) | True | $33.69 | 03/02/25 17:43 | 03/02/25 18:10 | 27m |
| 337446 | LQDT | Buy | $33.80 | $33.92 | 3846 | 0.36% ($461.52) | True | $32.54 | 03/02/25 14:52 | 03/02/25 15:00 | 8m |
| 336963 | RYI | Buy | $20.38 | $20.10 | 6378 | -1.37% ($-1785.84) | False | $0.00 | 22/01/25 18:45 | 22/01/25 20:35 | 1.8h |
| 337487 | LQDT | Buy | $35.22 | $35.72 | 3691 | 1.42% ($1845.50) | True | $35.03 | 15/01/25 19:50 | 15/01/25 20:59 | 1.2h |
| 337460 | LQDT | Buy | $34.89 | $34.96 | 3725 | 0.2% ($260.75) | True | $34.60 | 15/01/25 16:07 | 15/01/25 16:18 | 11m |
| 337467 | LQDT | Buy | $32.78 | $32.91 | 3966 | 0.41% ($535.41) | True | $32.29 | 13/01/25 16:19 | 13/01/25 16:53 | 34m |
| 337020 | RYI | Buy | $17.72 | $17.68 | 7336 | -0.23% ($-293.44) | False | $17.51 | 03/01/25 17:48 | 03/01/25 18:41 | 53m |
| 336982 | RYI | Buy | $17.65 | $17.77 | 7367 | 0.68% ($884.04) | True | $0.00 | 03/01/25 16:37 | 03/01/25 17:44 | 1.1h |
Strategy DSL
LowVolume Basket - HighVolume Basket - HighVolume Basket - Unstable Basket - HighVolume Basket - Stable Basket - HighVolume Basket - HighVolume Basket - Unstable Basket - HighVolume Basket - Unstable Basket - HighVolume Basket - HighVolume Basket - Mean Re
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=16,
rsi_oversold=32,
rsi_overbought=100,
atr_period=45,
atr_mult=10.0,
risk_frac=0.13
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)