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
135
Total P&L
$130.05
Notional: $20246903.12Total Return
0%
Weighted by notionalWin Rate
52.6%
71 W / 64 LCouldWin Rate
54.8%
74 could / 135 totalAvg P&L
$0.96
Avg Return: 0%Best Win
$23160.06
Largest Loss
$-12188.94
Trade Details
135 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 345839 | BGY | Buy | $5.70 | $5.70 | 26316 | -0.09% ($-128.95) | False | $5.64 | 13/10/25 14:32 | 13/10/25 15:07 | 35m |
| 345834 | LQDT | Buy | $23.39 | $23.48 | 6414 | 0.41% ($609.33) | True | $0.00 | 10/10/25 15:04 | 10/10/25 15:28 | 24m |
| 345855 | GPI | Buy | $431.54 | $429.33 | 347 | -0.51% ($-766.87) | False | $422.21 | 07/10/25 14:26 | 07/10/25 20:00 | 5.6h |
| 345879 | RYI | Buy | $23.57 | $23.58 | 6364 | 0.04% ($64.91) | True | $0.00 | 07/10/25 16:22 | 07/10/25 16:43 | 21m |
| 345901 | RYI | Buy | $22.37 | $22.43 | 6705 | 0.27% ($402.30) | True | $0.00 | 29/09/25 19:19 | 29/09/25 19:32 | 13m |
| 346067 | BRR | Buy | $10.15 | $10.14 | 14778 | -0.1% ($-147.78) | False | $10.12 | 20/08/25 18:23 | 20/08/25 18:31 | 8m |
| 345996 | LQDT | Buy | $25.15 | $25.17 | 5964 | 0.08% ($119.28) | True | $0.00 | 15/08/25 16:20 | 15/08/25 17:14 | 54m |
| 345966 | LQDT | Buy | $25.23 | $25.39 | 5945 | 0.61% ($921.48) | True | $0.00 | 15/08/25 14:43 | 15/08/25 14:49 | 6m |
| 345945 | LQDT | Buy | $25.80 | $25.76 | 5813 | -0.16% ($-241.82) | False | $25.05 | 15/08/25 13:55 | 15/08/25 14:05 | 10m |
| 346049 | LQDT | Buy | $25.17 | $25.16 | 5959 | -0.04% ($-59.59) | False | $24.75 | 12/08/25 19:14 | 12/08/25 19:51 | 37m |
| 346197 | LQDT | Buy | $23.98 | $24.06 | 6256 | 0.35% ($531.76) | True | $23.64 | 08/08/25 18:16 | 08/08/25 18:46 | 30m |
| 346116 | LQDT | Buy | $23.73 | $24.10 | 6321 | 1.54% ($2307.17) | True | $23.03 | 08/08/25 17:05 | 08/08/25 17:49 | 44m |
| 346042 | LQDT | Buy | $23.65 | $23.66 | 6342 | 0.02% ($31.71) | True | $23.17 | 08/08/25 14:54 | 08/08/25 15:02 | 8m |
| 346236 | LQDT | Buy | $23.78 | $23.66 | 6307 | -0.5% ($-756.84) | False | $23.53 | 31/07/25 17:28 | 31/07/25 18:11 | 43m |
| 346114 | LQDT | Buy | $23.91 | $23.87 | 6273 | -0.17% ($-250.92) | False | $22.34 | 31/07/25 13:37 | 31/07/25 13:55 | 18m |
| 346159 | BRR | Buy | $10.36 | $10.35 | 14478 | -0.1% ($-144.78) | False | $10.28 | 29/07/25 15:50 | 29/07/25 15:56 | 6m |
| 346040 | BRR | Buy | $10.38 | $10.35 | 14457 | -0.24% ($-361.43) | False | $10.32 | 29/07/25 13:51 | 29/07/25 14:06 | 15m |
| 346240 | LQDT | Buy | $24.13 | $24.11 | 6216 | -0.08% ($-119.35) | False | $0.00 | 28/07/25 17:50 | 28/07/25 18:37 | 47m |
| 346219 | LQDT | Buy | $24.43 | $24.17 | 6139 | -1.06% ($-1596.14) | False | $24.21 | 28/07/25 16:55 | 28/07/25 17:42 | 47m |
| 346123 | BRR | Buy | $10.44 | $10.47 | 14371 | 0.31% ($465.62) | True | $10.22 | 28/07/25 16:03 | 28/07/25 16:36 | 33m |
| 346149 | LQDT | Buy | $24.55 | $24.44 | 6110 | -0.44% ($-662.94) | False | $0.00 | 28/07/25 14:40 | 28/07/25 15:45 | 1.1h |
| 346155 | BRR | Buy | $10.30 | $10.30 | 14556 | -0.05% ($-69.87) | False | $10.23 | 25/07/25 14:49 | 25/07/25 15:03 | 14m |
| 346147 | BRR | Buy | $10.33 | $10.30 | 14520 | -0.29% ($-438.50) | False | $10.31 | 25/07/25 14:37 | 25/07/25 14:39 | 2m |
| 346156 | BRR | Buy | $10.33 | $10.35 | 14520 | 0.19% ($290.40) | True | $9.99 | 23/07/25 14:18 | 23/07/25 14:30 | 12m |
| 346222 | BRR | Buy | $10.30 | $10.27 | 14563 | -0.29% ($-435.43) | True | $10.19 | 22/07/25 13:45 | 22/07/25 13:56 | 11m |
| 346277 | BRR | Buy | $10.45 | $10.39 | 14360 | -0.53% ($-789.80) | False | $0.00 | 18/07/25 17:54 | 18/07/25 18:33 | 39m |
| 345960 | GPI | Buy | $405.69 | $412.48 | 369 | 1.67% ($2506.58) | True | $0.00 | 17/07/25 18:15 | 17/07/25 19:17 | 1h |
| 346292 | BRR | Buy | $10.58 | $10.58 | 14177 | -0.05% ($-70.89) | False | $10.55 | 17/07/25 15:37 | 17/07/25 15:39 | 2m |
| 345851 | GPI | Buy | $410.00 | $410.28 | 365 | 0.07% ($102.20) | True | $388.68 | 17/07/25 14:15 | 17/07/25 14:59 | 44m |
| 346343 | BRR | Buy | $10.62 | $10.61 | 14130 | -0.05% ($-70.65) | False | $10.40 | 16/07/25 19:58 | 16/07/25 20:00 | 2m |
| 346307 | BRR | Buy | $10.64 | $10.63 | 14096 | -0.1% ($-150.83) | False | $10.26 | 14/07/25 13:45 | 14/07/25 14:11 | 26m |
| 346359 | BRR | Buy | $10.66 | $10.67 | 14071 | 0.09% ($140.71) | True | $10.57 | 10/07/25 19:21 | 10/07/25 19:36 | 15m |
| 346409 | BRR | Buy | $10.58 | $10.59 | 14184 | 0.11% ($165.95) | True | $10.45 | 09/07/25 19:42 | 09/07/25 19:44 | 2m |
| 346384 | BRR | Buy | $10.65 | $10.63 | 14084 | -0.23% ($-352.10) | False | $10.29 | 09/07/25 17:55 | 09/07/25 18:10 | 15m |
| 346345 | BRR | Buy | $10.74 | $10.77 | 13966 | 0.28% ($417.58) | True | $10.51 | 09/07/25 14:00 | 09/07/25 14:36 | 36m |
| 346256 | LQDT | Buy | $23.74 | $23.81 | 6318 | 0.29% ($442.26) | True | $23.41 | 01/07/25 17:11 | 01/07/25 17:46 | 35m |
| 346024 | RYI | Buy | $22.20 | $22.10 | 6756 | -0.45% ($-675.60) | False | $21.73 | 27/06/25 19:58 | 27/06/25 20:00 | 2m |
| 346135 | BGY | Buy | $5.68 | $5.69 | 26407 | 0.09% ($129.39) | True | $5.61 | 27/06/25 19:04 | 27/06/25 19:19 | 15m |
| 345871 | RYI | Buy | $21.69 | $21.92 | 6915 | 1.06% ($1590.45) | True | $0.00 | 27/06/25 15:23 | 27/06/25 16:49 | 1.4h |
| 345910 | TAIL | Buy | $11.99 | $12.02 | 12515 | 0.29% ($438.03) | True | $11.96 | 26/06/25 16:03 | 26/06/25 20:00 | 4h |
| 346313 | LQDT | Buy | $23.11 | $23.16 | 6492 | 0.24% ($357.06) | True | $22.97 | 25/06/25 19:37 | 25/06/25 20:00 | 23m |
| 346260 | LQDT | Buy | $22.96 | $23.02 | 6533 | 0.24% ($359.32) | True | $22.72 | 25/06/25 15:20 | 25/06/25 15:41 | 21m |
| 345929 | RYI | Buy | $21.16 | $21.17 | 7088 | 0.05% ($70.88) | True | $20.95 | 11/06/25 18:07 | 11/06/25 18:35 | 28m |
| 345876 | RYI | Buy | $21.29 | $21.24 | 7045 | -0.23% ($-352.25) | False | $0.00 | 11/06/25 16:09 | 11/06/25 16:43 | 34m |
| 346276 | LQDT | Buy | $24.36 | $24.45 | 6158 | 0.39% ($585.01) | True | $23.78 | 11/06/25 15:26 | 11/06/25 16:40 | 1.2h |
| 346325 | LQDT | Buy | $24.88 | $24.83 | 6028 | -0.2% ($-301.40) | False | $24.57 | 06/06/25 19:50 | 06/06/25 20:00 | 10m |
| 346311 | LQDT | Buy | $24.89 | $25.00 | 6026 | 0.44% ($662.86) | True | $0.00 | 06/06/25 18:51 | 06/06/25 19:36 | 45m |
| 345923 | TAIL | Buy | $12.13 | $12.18 | 12370 | 0.45% ($675.40) | True | $0.00 | 05/06/25 15:06 | 05/06/25 20:00 | 4.9h |
| 345883 | RYI | Buy | $21.96 | $21.97 | 6830 | 0.02% ($34.15) | True | $21.34 | 02/06/25 14:51 | 02/06/25 15:24 | 33m |
| 345931 | TAIL | Buy | $12.16 | $12.21 | 12340 | 0.45% ($678.70) | True | $0.00 | 22/05/25 14:10 | 22/05/25 20:00 | 5.8h |
| 346357 | LQDT | Buy | $24.71 | $24.51 | 6071 | -0.79% ($-1183.85) | False | $24.30 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 346022 | TAIL | Buy | $12.08 | $12.09 | 12417 | 0.08% ($122.93) | True | $0.00 | 16/05/25 17:35 | 16/05/25 18:05 | 30m |
| 346305 | LQDT | Buy | $24.29 | $24.49 | 6175 | 0.8% ($1205.36) | True | $23.99 | 16/05/25 15:38 | 16/05/25 16:41 | 1.1h |
| 346290 | LQDT | Buy | $24.46 | $24.42 | 6132 | -0.16% ($-245.28) | False | $23.99 | 16/05/25 14:42 | 16/05/25 15:04 | 22m |
| 346300 | LQDT | Buy | $23.07 | $23.20 | 6502 | 0.57% ($861.52) | True | $21.79 | 13/05/25 14:03 | 13/05/25 14:10 | 7m |
| 346404 | LQDT | Buy | $24.25 | $24.06 | 6185 | -0.78% ($-1175.15) | False | $23.53 | 12/05/25 19:51 | 12/05/25 20:00 | 9m |
| 346387 | LQDT | Buy | $24.60 | $24.57 | 6097 | -0.14% ($-213.40) | False | $24.05 | 12/05/25 18:56 | 12/05/25 19:02 | 6m |
| 346362 | LQDT | Buy | $24.49 | $24.50 | 6124 | 0.04% ($61.24) | True | $23.93 | 12/05/25 17:23 | 12/05/25 17:38 | 15m |
| 346344 | LQDT | Buy | $24.66 | $24.77 | 6083 | 0.47% ($703.19) | True | $24.05 | 12/05/25 16:29 | 12/05/25 16:36 | 7m |
| 346297 | LQDT | Buy | $24.85 | $24.69 | 6036 | -0.64% ($-965.76) | False | $23.45 | 12/05/25 14:00 | 12/05/25 15:03 | 1.1h |
| 346328 | LQDT | Buy | $27.04 | $26.19 | 5547 | -3.14% ($-4714.95) | False | $25.27 | 09/05/25 13:57 | 09/05/25 15:15 | 1.3h |
| 346426 | LQDT | Buy | $28.35 | $28.54 | 5291 | 0.65% ($978.84) | True | $27.34 | 08/05/25 18:52 | 08/05/25 18:58 | 6m |
| 346421 | LQDT | Buy | $28.77 | $28.30 | 5213 | -1.63% ($-2450.11) | False | $28.32 | 08/05/25 18:37 | 08/05/25 18:51 | 14m |
| 346336 | LQDT | Buy | $24.48 | $28.26 | 6127 | 15.44% ($23160.06) | True | $15.21 | 08/05/25 13:41 | 08/05/25 14:49 | 1.1h |
| 346365 | LQDT | Buy | $31.67 | $31.68 | 4736 | 0.04% ($61.57) | True | $31.46 | 05/05/25 19:11 | 05/05/25 19:17 | 6m |
| 345985 | TAIL | Buy | $12.55 | $12.54 | 11952 | -0.12% ($-178.08) | False | $12.41 | 05/05/25 13:46 | 05/05/25 14:00 | 14m |
| 346025 | TAIL | Buy | $12.65 | $12.63 | 11861 | -0.12% ($-182.66) | False | $12.56 | 01/05/25 14:27 | 01/05/25 14:36 | 9m |
| 346207 | TAIL | Buy | $12.76 | $12.76 | 11760 | 0.04% ($58.80) | True | $12.64 | 30/04/25 19:54 | 30/04/25 20:00 | 6m |
| 346148 | TAIL | Buy | $12.80 | $12.79 | 11719 | -0.07% ($-105.47) | False | $12.72 | 30/04/25 17:47 | 30/04/25 18:01 | 14m |
| 346089 | TAIL | Buy | $12.81 | $12.82 | 11709 | 0.04% ($57.37) | True | $12.72 | 30/04/25 15:19 | 30/04/25 15:28 | 9m |
| 346020 | RYI | Buy | $22.79 | $22.78 | 6581 | -0.04% ($-65.81) | False | $0.00 | 29/04/25 18:28 | 29/04/25 18:55 | 27m |
| 345989 | RYI | Buy | $22.70 | $22.73 | 6609 | 0.15% ($231.32) | True | $22.39 | 29/04/25 16:59 | 29/04/25 17:12 | 13m |
| 346057 | TAIL | Buy | $12.72 | $12.75 | 11792 | 0.25% ($382.06) | True | $12.56 | 25/04/25 14:10 | 25/04/25 14:41 | 31m |
| 346053 | RYI | Buy | $22.89 | $22.86 | 6553 | -0.13% ($-196.59) | False | $0.00 | 23/04/25 18:45 | 23/04/25 19:15 | 30m |
| 346100 | RYI | Buy | $21.72 | $22.06 | 6907 | 1.59% ($2382.92) | True | $20.67 | 22/04/25 15:45 | 22/04/25 16:41 | 56m |
| 346044 | RYI | Buy | $21.78 | $21.87 | 6887 | 0.41% ($619.83) | True | $21.37 | 22/04/25 14:49 | 22/04/25 15:40 | 51m |
| 345994 | RYI | Buy | $22.47 | $21.73 | 6675 | -3.29% ($-4939.50) | False | $21.74 | 22/04/25 13:59 | 22/04/25 14:28 | 29m |
| 346411 | LQDT | Buy | $31.00 | $31.04 | 4838 | 0.11% ($169.33) | True | $0.00 | 17/04/25 18:41 | 17/04/25 18:46 | 5m |
| 346386 | LQDT | Buy | $31.04 | $31.08 | 4832 | 0.11% ($169.12) | True | $30.28 | 17/04/25 15:01 | 17/04/25 15:09 | 8m |
| 345906 | BALI | Buy | $26.73 | $26.83 | 5611 | 0.38% ($568.39) | True | $0.00 | 16/04/25 19:13 | 16/04/25 20:00 | 47m |
| 345874 | BALI | Buy | $26.83 | $26.89 | 5590 | 0.22% ($335.40) | True | $26.44 | 16/04/25 18:00 | 16/04/25 18:28 | 28m |
| 346434 | LQDT | Buy | $30.03 | $30.39 | 4995 | 1.22% ($1823.18) | True | $29.44 | 15/04/25 19:16 | 15/04/25 20:00 | 44m |
| 346407 | LQDT | Buy | $30.01 | $29.63 | 4998 | -1.29% ($-1934.23) | False | $29.21 | 15/04/25 17:34 | 15/04/25 18:16 | 42m |
| 346051 | BGY | Buy | $4.99 | $5.00 | 30090 | 0.2% ($300.90) | True | $4.92 | 08/04/25 19:21 | 08/04/25 19:34 | 13m |
| 346462 | LQDT | Buy | $28.65 | $28.80 | 5235 | 0.52% ($785.25) | True | $27.98 | 07/04/25 19:48 | 07/04/25 19:53 | 5m |
| 346247 | TAIL | Buy | $13.64 | $13.59 | 11001 | -0.33% ($-495.05) | False | $13.22 | 07/04/25 17:54 | 07/04/25 18:10 | 16m |
| 346436 | LQDT | Buy | $28.70 | $28.78 | 5227 | 0.3% ($444.30) | True | $28.12 | 07/04/25 16:54 | 07/04/25 17:08 | 14m |
| 346422 | LQDT | Buy | $28.44 | $28.75 | 5275 | 1.09% ($1635.25) | True | $27.71 | 07/04/25 16:15 | 07/04/25 16:42 | 27m |
| 346192 | TAIL | Buy | $13.70 | $13.91 | 10945 | 1.5% ($2253.58) | True | $12.73 | 07/04/25 15:00 | 07/04/25 15:41 | 41m |
| 345955 | GPI | Buy | $378.82 | $378.04 | 395 | -0.21% ($-308.10) | True | $344.43 | 07/04/25 14:31 | 07/04/25 15:14 | 43m |
| 346401 | LQDT | Buy | $28.42 | $28.81 | 5277 | 1.37% ($2058.03) | True | $25.61 | 07/04/25 14:37 | 07/04/25 15:08 | 31m |
| 346146 | TAIL | Buy | $13.17 | $13.99 | 11389 | 6.23% ($9338.98) | True | $11.73 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 346127 | TAIL | Buy | $14.15 | $13.00 | 10600 | -8.13% ($-12188.94) | False | $13.25 | 07/04/25 14:01 | 07/04/25 14:13 | 12m |
| 346231 | BGY | Buy | $5.09 | $5.10 | 29469 | 0.2% ($294.69) | True | $5.01 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 346099 | BGY | Buy | $5.16 | $5.20 | 29070 | 0.78% ($1165.71) | True | $5.07 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 346033 | BGY | Buy | $5.29 | $5.23 | 28355 | -1.13% ($-1701.30) | False | $5.21 | 04/04/25 13:57 | 04/04/25 14:43 | 46m |
| 346180 | TAIL | Buy | $12.31 | $12.29 | 12185 | -0.16% ($-242.48) | False | $0.00 | 03/04/25 15:42 | 03/04/25 17:44 | 2h |
| 346054 | BGY | Buy | $5.60 | $5.59 | 26785 | -0.18% ($-265.17) | False | $0.00 | 28/03/25 14:45 | 28/03/25 15:16 | 31m |
| 346218 | BGY | Buy | $5.73 | $5.71 | 26200 | -0.19% ($-277.72) | False | $0.00 | 19/03/25 17:14 | 19/03/25 17:41 | 27m |
| 346095 | BGY | Buy | $5.82 | $5.79 | 25773 | -0.52% ($-773.19) | False | $5.64 | 19/03/25 13:39 | 19/03/25 14:11 | 32m |
| 345971 | GPI | Buy | $383.76 | $384.72 | 390 | 0.25% ($374.40) | True | $372.79 | 14/03/25 14:25 | 14/03/25 15:15 | 50m |
| 346430 | LQDT | Buy | $30.10 | $30.24 | 4984 | 0.48% ($722.68) | True | $0.00 | 07/03/25 15:41 | 07/03/25 15:51 | 10m |
| 346439 | LQDT | Buy | $30.89 | $30.93 | 4855 | 0.13% ($194.20) | True | $29.90 | 04/03/25 15:26 | 04/03/25 15:51 | 25m |
| 345942 | BALI | Buy | $29.75 | $29.84 | 5042 | 0.3% ($453.78) | True | $0.00 | 03/03/25 20:24 | 03/03/25 21:00 | 36m |
| 346223 | BGY | Buy | $5.74 | $5.74 | 26130 | -0.01% ($-10.45) | False | $5.70 | 03/03/25 16:14 | 03/03/25 16:20 | 6m |
| 346477 | LQDT | Buy | $33.86 | $33.82 | 4430 | -0.1% ($-155.05) | False | $33.35 | 24/02/25 19:19 | 24/02/25 20:43 | 1.4h |
| 346186 | RYI | Buy | $24.16 | $24.04 | 6208 | -0.5% ($-744.96) | False | $23.47 | 21/02/25 19:53 | 21/02/25 20:21 | 28m |
| 346509 | LQDT | Buy | $34.36 | $34.43 | 4365 | 0.19% ($283.73) | True | $33.96 | 21/02/25 19:35 | 21/02/25 20:16 | 41m |
| 346497 | LQDT | Buy | $34.92 | $34.35 | 4296 | -1.62% ($-2427.24) | False | $34.35 | 21/02/25 18:55 | 21/02/25 19:33 | 38m |
| 346467 | LQDT | Buy | $35.44 | $34.99 | 4232 | -1.27% ($-1904.40) | False | $34.74 | 21/02/25 16:47 | 21/02/25 18:49 | 2h |
| 346047 | RYI | Buy | $25.59 | $24.26 | 5862 | -5.18% ($-7767.15) | False | $24.01 | 21/02/25 15:20 | 21/02/25 18:06 | 2.8h |
| 346453 | LQDT | Buy | $35.49 | $35.53 | 4227 | 0.13% ($190.22) | True | $0.00 | 21/02/25 15:07 | 21/02/25 15:18 | 11m |
| 346536 | LQDT | Buy | $35.84 | $35.86 | 4185 | 0.07% ($104.63) | True | $35.57 | 18/02/25 20:34 | 18/02/25 20:41 | 7m |
| 346508 | LQDT | Buy | $36.23 | $36.01 | 4140 | -0.62% ($-931.50) | False | $35.64 | 18/02/25 19:09 | 18/02/25 20:06 | 57m |
| 346479 | LQDT | Buy | $36.50 | $36.55 | 4109 | 0.14% ($205.45) | True | $35.31 | 18/02/25 16:37 | 18/02/25 17:02 | 25m |
| 346459 | LQDT | Buy | $36.20 | $36.24 | 4143 | 0.1% ($145.01) | True | $35.13 | 18/02/25 14:45 | 18/02/25 14:53 | 8m |
| 346129 | RYI | Buy | $23.11 | $23.15 | 6490 | 0.17% ($256.36) | True | $0.00 | 11/02/25 19:14 | 11/02/25 19:27 | 13m |
| 346096 | RYI | Buy | $23.36 | $23.23 | 6421 | -0.56% ($-834.73) | False | $0.00 | 11/02/25 18:18 | 11/02/25 18:42 | 24m |
| 346501 | LQDT | Buy | $34.13 | $33.83 | 4394 | -0.88% ($-1318.20) | False | $33.38 | 11/02/25 17:17 | 11/02/25 17:56 | 39m |
| 346558 | LQDT | Buy | $33.27 | $33.81 | 4508 | 1.63% ($2438.83) | True | $32.71 | 10/02/25 20:06 | 10/02/25 20:56 | 50m |
| 346539 | LQDT | Buy | $33.86 | $33.56 | 4430 | -0.89% ($-1329.00) | False | $33.02 | 10/02/25 19:12 | 10/02/25 19:52 | 40m |
| 346527 | LQDT | Buy | $34.67 | $33.97 | 4326 | -2.02% ($-3034.69) | False | $34.00 | 10/02/25 18:18 | 10/02/25 18:53 | 35m |
| 346496 | LQDT | Buy | $33.55 | $33.56 | 4470 | 0.03% ($45.59) | True | $32.85 | 10/02/25 16:07 | 10/02/25 16:19 | 12m |
| 346550 | LQDT | Buy | $32.95 | $33.00 | 4552 | 0.14% ($204.84) | True | $32.52 | 07/02/25 20:31 | 07/02/25 20:51 | 20m |
| 346529 | LQDT | Buy | $32.96 | $33.00 | 4551 | 0.14% ($204.80) | True | $32.63 | 07/02/25 17:40 | 07/02/25 17:52 | 12m |
| 346513 | LQDT | Buy | $33.03 | $32.94 | 4541 | -0.27% ($-411.87) | False | $32.23 | 07/02/25 16:40 | 07/02/25 16:59 | 19m |
| 346491 | LQDT | Buy | $32.75 | $32.58 | 4580 | -0.5% ($-755.70) | True | $31.83 | 07/02/25 15:04 | 07/02/25 15:22 | 18m |
| 346577 | LQDT | Buy | $33.36 | $33.36 | 4496 | -0.01% ($-22.48) | False | $32.39 | 06/02/25 20:46 | 06/02/25 20:55 | 9m |
| 346566 | LQDT | Buy | $34.20 | $34.00 | 4385 | -0.58% ($-877.00) | False | $33.42 | 06/02/25 19:08 | 06/02/25 20:03 | 55m |
| 346555 | LQDT | Buy | $34.43 | $34.36 | 4356 | -0.2% ($-305.36) | False | $33.24 | 06/02/25 18:18 | 06/02/25 18:30 | 12m |
| 346535 | LQDT | Buy | $35.44 | $34.30 | 4232 | -3.22% ($-4824.48) | False | $34.33 | 06/02/25 16:33 | 06/02/25 17:02 | 29m |
| 346514 | LQDT | Buy | $36.54 | $35.90 | 4105 | -1.77% ($-2647.73) | False | $34.39 | 06/02/25 15:29 | 06/02/25 16:12 | 43m |
| 346083 | RYI | Buy | $20.29 | $20.10 | 7392 | -0.94% ($-1404.48) | False | $0.00 | 22/01/25 18:57 | 22/01/25 20:35 | 1.6h |
| 346573 | LQDT | Buy | $35.22 | $35.72 | 4258 | 1.42% ($2129.00) | True | $35.00 | 15/01/25 19:50 | 15/01/25 20:59 | 1.2h |
| 346548 | LQDT | Buy | $34.89 | $34.96 | 4299 | 0.2% ($300.93) | True | $34.55 | 15/01/25 16:07 | 15/01/25 16:18 | 11m |
Strategy DSL
LowVolume Basket - LowVolume Basket - HighVolume Basket - HighVolume Basket - Unstable Basket - HighVolume Basket - Stable Basket - HighVolume Basket - HighVolume Basket - Unstable Basket - HighVolume Basket - Unstable Basket - HighVolume Basket - HighVolu
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=15,
rsi_oversold=27,
rsi_overbought=108,
atr_period=39,
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)