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
221
Total P&L
$20298.16
Notional: $33145888.73Total Return
0.06%
Weighted by notionalWin Rate
43.9%
97 W / 124 LCouldWin Rate
46.6%
103 could / 221 totalAvg P&L
$91.85
Avg Return: 0.06%Best Win
$16361.90
Largest Loss
$-7767.15
Trade Details
221 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1057629 | TAIL | Buy | $12.02 | $12.01 | 12484 | -0.01% ($-18.73) | False | $11.97 | 14/10/25 14:31 | 14/10/25 15:03 | 32m |
| 1057651 | RYI | Buy | $22.53 | $22.58 | 6657 | 0.22% ($332.85) | True | $0.00 | 13/10/25 17:54 | 13/10/25 18:38 | 44m |
| 1057646 | BGY | Buy | $5.70 | $5.71 | 26315 | 0.09% ($131.58) | True | $0.00 | 13/10/25 15:09 | 13/10/25 16:22 | 1.2h |
| 1057630 | BGY | Buy | $5.70 | $5.70 | 26315 | -0.09% ($-131.58) | False | $5.62 | 13/10/25 14:46 | 13/10/25 15:07 | 21m |
| 1057624 | LQDT | Buy | $22.85 | $22.95 | 6565 | 0.46% ($689.33) | True | $21.97 | 13/10/25 14:20 | 13/10/25 14:49 | 29m |
| 1057676 | LQDT | Buy | $23.17 | $23.16 | 6473 | -0.06% ($-97.10) | False | $22.56 | 10/10/25 19:55 | 10/10/25 19:58 | 3m |
| 1057677 | LQDT | Buy | $24.02 | $23.92 | 6243 | -0.43% ($-650.52) | False | $23.64 | 08/10/25 18:45 | 08/10/25 19:37 | 52m |
| 1057652 | LQDT | Buy | $24.36 | $24.17 | 6157 | -0.78% ($-1169.83) | False | $23.72 | 08/10/25 16:57 | 08/10/25 18:17 | 1.3h |
| 1057663 | RYI | Buy | $23.29 | $23.26 | 6440 | -0.13% ($-193.20) | False | $22.90 | 07/10/25 19:47 | 07/10/25 19:59 | 12m |
| 1057642 | GPI | Buy | $428.83 | $426.18 | 349 | -0.62% ($-923.11) | False | $0.00 | 07/10/25 15:04 | 07/10/25 16:50 | 1.8h |
| 1057672 | LQDT | Buy | $27.16 | $27.30 | 5522 | 0.52% ($773.08) | True | $26.86 | 26/09/25 18:54 | 26/09/25 19:55 | 1h |
| 1057653 | LQDT | Buy | $27.27 | $27.34 | 5500 | 0.26% ($385.00) | True | $0.00 | 26/09/25 17:12 | 26/09/25 17:40 | 28m |
| 1057656 | TAIL | Buy | $11.81 | $11.81 | 12701 | -0.04% ($-63.51) | False | $0.00 | 26/09/25 16:45 | 26/09/25 17:32 | 47m |
| 1057643 | LQDT | Buy | $27.49 | $27.52 | 5457 | 0.13% ($191.00) | True | $0.00 | 26/09/25 16:01 | 26/09/25 16:03 | 2m |
| 1057654 | LQDT | Buy | $27.24 | $27.38 | 5506 | 0.51% ($770.84) | True | $26.87 | 25/09/25 19:39 | 25/09/25 20:00 | 21m |
| 1057694 | GPI | Buy | $436.04 | $435.73 | 344 | -0.07% ($-106.64) | False | $428.57 | 25/09/25 19:40 | 25/09/25 19:49 | 9m |
| 1057657 | BGY | Buy | $5.72 | $5.72 | 26228 | -0.07% ($-102.29) | False | $0.00 | 24/09/25 15:39 | 24/09/25 15:56 | 17m |
| 1057647 | BGY | Buy | $5.72 | $5.72 | 26239 | -0.03% ($-39.36) | False | $0.00 | 24/09/25 15:19 | 24/09/25 15:27 | 8m |
| 1057633 | BGY | Buy | $5.72 | $5.72 | 26223 | -0.05% ($-81.29) | False | $0.00 | 24/09/25 15:00 | 24/09/25 15:10 | 10m |
| 1057698 | RYI | Buy | $22.82 | $22.76 | 6573 | -0.26% ($-394.38) | False | $21.99 | 17/09/25 19:36 | 17/09/25 19:39 | 3m |
| 1057670 | RYI | Buy | $22.93 | $22.84 | 6541 | -0.41% ($-621.40) | False | $21.14 | 17/09/25 19:00 | 17/09/25 19:30 | 30m |
| 1057650 | LQDT | Buy | $27.19 | $27.61 | 5516 | 1.54% ($2316.72) | True | $0.00 | 15/09/25 18:54 | 15/09/25 20:00 | 1.1h |
| 1057755 | LQDT | Buy | $26.14 | $26.12 | 5738 | -0.08% ($-114.76) | False | $25.66 | 02/09/25 19:59 | 02/09/25 20:00 | 1m |
| 1057735 | LQDT | Buy | $26.40 | $26.43 | 5681 | 0.11% ($170.43) | True | $0.00 | 27/08/25 16:06 | 27/08/25 16:26 | 20m |
| 1057822 | BRR | Buy | $10.10 | $10.10 | 14851 | 0% ($-1.49) | False | $0.00 | 18/08/25 15:39 | 18/08/25 16:09 | 30m |
| 1057836 | BRR | Buy | $10.08 | $10.10 | 14880 | 0.22% ($325.87) | True | $0.00 | 15/08/25 17:51 | 15/08/25 18:31 | 40m |
| 1057766 | LQDT | Buy | $25.64 | $25.39 | 5851 | -0.98% ($-1462.75) | False | $24.06 | 15/08/25 14:17 | 15/08/25 14:49 | 32m |
| 1057937 | LQDT | Buy | $23.45 | $23.41 | 6396 | -0.17% ($-255.84) | False | $22.81 | 07/08/25 18:41 | 07/08/25 19:02 | 21m |
| 1057873 | LQDT | Buy | $23.44 | $23.39 | 6399 | -0.21% ($-319.95) | True | $22.55 | 07/08/25 15:59 | 07/08/25 16:18 | 19m |
| 1057872 | LQDT | Buy | $23.62 | $23.49 | 6350 | -0.55% ($-825.50) | False | $22.64 | 07/08/25 15:54 | 07/08/25 15:55 | 1m |
| 1057850 | LQDT | Buy | $24.04 | $23.56 | 6239 | -1.99% ($-2987.86) | False | $22.38 | 07/08/25 14:59 | 07/08/25 15:49 | 50m |
| 1057794 | TAIL | Buy | $11.97 | $12.02 | 12536 | 0.46% ($689.48) | True | $11.92 | 01/08/25 16:23 | 01/08/25 18:27 | 2.1h |
| 1057681 | BGY | Buy | $5.58 | $5.57 | 26905 | -0.18% ($-269.05) | False | $0.00 | 01/08/25 17:31 | 01/08/25 18:12 | 41m |
| 1057776 | TAIL | Buy | $11.98 | $11.97 | 12526 | -0.04% ($-62.63) | False | $11.91 | 01/08/25 14:46 | 01/08/25 15:03 | 17m |
| 1057764 | TAIL | Buy | $11.98 | $11.97 | 12526 | -0.04% ($-62.63) | False | $11.92 | 01/08/25 14:39 | 01/08/25 14:45 | 6m |
| 1057933 | BRR | Buy | $10.32 | $10.31 | 14534 | -0.09% ($-135.17) | False | $10.22 | 01/08/25 14:21 | 01/08/25 14:22 | 1m |
| 1057988 | LQDT | Buy | $23.78 | $23.66 | 6307 | -0.5% ($-756.84) | False | $23.41 | 31/07/25 17:28 | 31/07/25 18:11 | 43m |
| 1057942 | LQDT | Buy | $24.02 | $23.96 | 6244 | -0.25% ($-374.64) | False | $22.57 | 31/07/25 14:06 | 31/07/25 14:15 | 9m |
| 1057922 | BRR | Buy | $10.32 | $10.30 | 14536 | -0.19% ($-279.09) | False | $10.15 | 30/07/25 14:13 | 30/07/25 14:32 | 19m |
| 1057975 | BRR | Buy | $10.32 | $10.33 | 14541 | 0.15% ($218.12) | True | $10.03 | 29/07/25 16:03 | 29/07/25 16:06 | 3m |
| 1057997 | LQDT | Buy | $24.09 | $24.07 | 6227 | -0.06% ($-93.41) | False | $0.00 | 28/07/25 18:52 | 28/07/25 19:12 | 20m |
| 1057980 | LQDT | Buy | $24.29 | $24.11 | 6175 | -0.74% ($-1106.56) | False | $0.00 | 28/07/25 17:16 | 28/07/25 18:37 | 1.4h |
| 1057972 | BRR | Buy | $10.44 | $10.47 | 14371 | 0.31% ($465.62) | True | $10.11 | 28/07/25 16:03 | 28/07/25 16:36 | 33m |
| 1057969 | LQDT | Buy | $24.45 | $24.44 | 6136 | -0.02% ($-30.68) | False | $0.00 | 28/07/25 15:46 | 28/07/25 15:58 | 12m |
| 1057948 | LQDT | Buy | $24.48 | $24.44 | 6128 | -0.14% ($-214.48) | False | $0.00 | 28/07/25 14:55 | 28/07/25 15:45 | 50m |
| 1057979 | BRR | Buy | $10.31 | $10.30 | 14548 | -0.1% ($-145.48) | False | $10.27 | 25/07/25 15:11 | 25/07/25 15:13 | 2m |
| 1057977 | BRR | Buy | $10.30 | $10.30 | 14558 | -0.03% ($-48.04) | False | $10.27 | 25/07/25 15:04 | 25/07/25 15:05 | 1m |
| 1057954 | BRR | Buy | $10.33 | $10.30 | 14520 | -0.29% ($-438.50) | False | $10.29 | 25/07/25 14:37 | 25/07/25 15:03 | 26m |
| 1058025 | BRR | Buy | $10.31 | $10.34 | 14548 | 0.29% ($436.44) | True | $10.19 | 23/07/25 19:37 | 23/07/25 20:00 | 23m |
| 1057990 | BRR | Buy | $10.32 | $10.33 | 14534 | 0.1% ($145.34) | True | $10.14 | 23/07/25 14:57 | 23/07/25 15:02 | 5m |
| 1057981 | BRR | Buy | $10.33 | $10.35 | 14520 | 0.19% ($290.40) | True | $9.82 | 23/07/25 14:18 | 23/07/25 14:30 | 12m |
| 1058007 | BRR | Buy | $10.29 | $10.27 | 14584 | -0.15% ($-218.76) | True | $10.09 | 22/07/25 14:13 | 22/07/25 14:14 | 1m |
| 1058005 | BRR | Buy | $10.27 | $10.28 | 14605 | 0.05% ($78.87) | True | $10.12 | 22/07/25 14:02 | 22/07/25 14:07 | 5m |
| 1057781 | BGY | Buy | $5.74 | $5.75 | 26155 | 0.26% ($392.33) | True | $5.64 | 21/07/25 19:41 | 21/07/25 20:00 | 19m |
| 1058043 | BRR | Buy | $10.38 | $10.39 | 14445 | 0.06% ($92.45) | True | $10.26 | 18/07/25 18:14 | 18/07/25 18:33 | 19m |
| 1058065 | BRR | Buy | $10.49 | $10.50 | 14306 | 0.14% ($214.59) | True | $10.18 | 17/07/25 19:46 | 17/07/25 20:00 | 14m |
| 1057625 | GPI | Buy | $409.34 | $410.28 | 366 | 0.23% ($344.04) | True | $383.96 | 17/07/25 14:19 | 17/07/25 14:59 | 40m |
| 1057729 | BALI | Buy | $30.07 | $30.14 | 4988 | 0.22% ($324.22) | True | $0.00 | 15/07/25 17:00 | 15/07/25 18:36 | 1.6h |
| 1057740 | RYI | Buy | $22.76 | $22.78 | 6590 | 0.09% ($131.80) | True | $0.00 | 15/07/25 17:03 | 15/07/25 17:40 | 37m |
| 1057708 | RYI | Buy | $22.99 | $23.04 | 6524 | 0.22% ($335.99) | True | $22.12 | 15/07/25 15:00 | 15/07/25 15:09 | 9m |
| 1058057 | BRR | Buy | $10.64 | $10.63 | 14097 | -0.09% ($-140.97) | False | $10.10 | 14/07/25 13:40 | 14/07/25 14:11 | 31m |
| 1058091 | BRR | Buy | $10.65 | $10.68 | 14087 | 0.26% ($384.58) | True | $10.44 | 10/07/25 19:41 | 10/07/25 19:49 | 8m |
| 1058087 | BRR | Buy | $10.66 | $10.67 | 14071 | 0.09% ($140.71) | True | $10.52 | 10/07/25 19:21 | 10/07/25 19:36 | 15m |
| 1058101 | BRR | Buy | $10.62 | $10.60 | 14124 | -0.19% ($-282.48) | False | $10.35 | 09/07/25 18:31 | 09/07/25 18:33 | 2m |
| 1058098 | BRR | Buy | $10.63 | $10.62 | 14117 | -0.09% ($-141.17) | False | $10.15 | 09/07/25 18:23 | 09/07/25 18:30 | 7m |
| 1058096 | BRR | Buy | $10.64 | $10.62 | 14104 | -0.14% ($-203.10) | False | $10.08 | 09/07/25 18:15 | 09/07/25 18:16 | 1m |
| 1058094 | BRR | Buy | $10.65 | $10.63 | 14084 | -0.23% ($-352.10) | False | $10.11 | 09/07/25 17:55 | 09/07/25 18:10 | 15m |
| 1058006 | LQDT | Buy | $23.75 | $23.76 | 6315 | 0.04% ($63.15) | True | $23.39 | 01/07/25 19:50 | 01/07/25 19:58 | 8m |
| 1058046 | LQDT | Buy | $23.11 | $23.16 | 6492 | 0.24% ($357.06) | True | $22.91 | 25/06/25 19:37 | 25/06/25 20:00 | 23m |
| 1057993 | LQDT | Buy | $23.05 | $23.02 | 6509 | -0.13% ($-195.27) | False | $22.36 | 25/06/25 14:56 | 25/06/25 15:41 | 45m |
| 1057789 | BGY | Buy | $5.72 | $5.71 | 26246 | -0.09% ($-131.23) | False | $5.64 | 25/06/25 14:35 | 25/06/25 14:49 | 14m |
| 1058033 | LQDT | Buy | $24.32 | $24.35 | 6167 | 0.12% ($185.01) | True | $24.02 | 11/06/25 19:50 | 11/06/25 19:58 | 8m |
| 1057721 | RYI | Buy | $21.27 | $21.26 | 7052 | -0.05% ($-70.52) | False | $0.00 | 11/06/25 16:52 | 11/06/25 16:56 | 4m |
| 1057709 | RYI | Buy | $21.25 | $21.24 | 7058 | -0.05% ($-70.58) | False | $20.46 | 11/06/25 16:22 | 11/06/25 16:43 | 21m |
| 1058003 | LQDT | Buy | $24.36 | $24.45 | 6158 | 0.39% ($585.01) | True | $23.49 | 11/06/25 15:26 | 11/06/25 16:40 | 1.2h |
| 1057752 | RYI | Buy | $21.60 | $21.67 | 6944 | 0.3% ($451.36) | True | $0.00 | 02/06/25 17:27 | 02/06/25 17:46 | 19m |
| 1057724 | RYI | Buy | $21.92 | $21.90 | 6843 | -0.09% ($-136.86) | False | $0.00 | 02/06/25 15:34 | 02/06/25 15:41 | 7m |
| 1057723 | RYI | Buy | $21.96 | $21.87 | 6830 | -0.41% ($-614.70) | False | $0.00 | 02/06/25 15:28 | 02/06/25 15:32 | 4m |
| 1058052 | LQDT | Buy | $23.65 | $23.59 | 6343 | -0.23% ($-348.87) | False | $23.24 | 27/05/25 19:47 | 27/05/25 20:00 | 13m |
| 1058040 | LQDT | Buy | $23.92 | $23.64 | 6270 | -1.17% ($-1755.60) | False | $23.30 | 27/05/25 18:25 | 27/05/25 19:46 | 1.4h |
| 1058058 | LQDT | Buy | $24.95 | $25.10 | 6012 | 0.6% ($901.80) | True | $0.00 | 22/05/25 18:51 | 22/05/25 19:36 | 45m |
| 1058092 | LQDT | Buy | $24.71 | $24.51 | 6071 | -0.79% ($-1183.85) | False | $24.10 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 1057878 | TAIL | Buy | $12.08 | $12.09 | 12414 | 0.06% ($96.83) | True | $0.00 | 16/05/25 17:29 | 16/05/25 18:05 | 36m |
| 1058059 | LQDT | Buy | $24.37 | $24.49 | 6155 | 0.47% ($709.06) | True | $23.95 | 16/05/25 15:21 | 16/05/25 16:41 | 1.3h |
| 1058056 | LQDT | Buy | $24.47 | $24.42 | 6131 | -0.2% ($-306.55) | False | $24.01 | 16/05/25 15:12 | 16/05/25 15:17 | 5m |
| 1058051 | LQDT | Buy | $24.39 | $24.42 | 6150 | 0.12% ($184.50) | True | $23.74 | 16/05/25 14:50 | 16/05/25 15:04 | 14m |
| 1058107 | LQDT | Buy | $24.71 | $24.66 | 6070 | -0.2% ($-303.50) | False | $24.20 | 15/05/25 19:48 | 15/05/25 20:00 | 12m |
| 1058104 | LQDT | Buy | $24.70 | $24.71 | 6072 | 0.04% ($60.72) | True | $24.06 | 15/05/25 19:41 | 15/05/25 19:46 | 5m |
| 1058100 | LQDT | Buy | $24.94 | $24.70 | 6014 | -0.96% ($-1443.36) | False | $24.45 | 15/05/25 19:13 | 15/05/25 19:37 | 24m |
| 1058086 | LQDT | Buy | $25.14 | $25.26 | 5966 | 0.46% ($686.09) | True | $24.74 | 15/05/25 16:59 | 15/05/25 17:30 | 31m |
| 1058074 | LQDT | Buy | $25.21 | $25.15 | 5950 | -0.24% ($-357.00) | False | $24.42 | 15/05/25 16:34 | 15/05/25 16:52 | 18m |
| 1058061 | LQDT | Buy | $23.10 | $23.20 | 6493 | 0.43% ($649.30) | True | $21.22 | 13/05/25 14:06 | 13/05/25 14:10 | 4m |
| 1058109 | LQDT | Buy | $24.40 | $24.06 | 6147 | -1.39% ($-2089.98) | False | $23.47 | 12/05/25 19:49 | 12/05/25 20:00 | 11m |
| 1058103 | LQDT | Buy | $24.62 | $24.65 | 6092 | 0.1% ($152.30) | True | $23.80 | 12/05/25 19:12 | 12/05/25 19:20 | 8m |
| 1058099 | LQDT | Buy | $24.67 | $24.57 | 6081 | -0.41% ($-608.10) | False | $23.80 | 12/05/25 18:51 | 12/05/25 19:02 | 11m |
| 1057887 | TAIL | Buy | $12.17 | $12.16 | 12330 | -0.04% ($-57.95) | False | $0.00 | 12/05/25 17:12 | 12/05/25 17:53 | 41m |
| 1058071 | LQDT | Buy | $24.58 | $24.69 | 6102 | 0.45% ($671.22) | True | $23.26 | 12/05/25 14:32 | 12/05/25 15:03 | 31m |
| 1058077 | LQDT | Buy | $26.82 | $26.19 | 5593 | -2.33% ($-3495.63) | False | $24.58 | 09/05/25 14:06 | 09/05/25 15:15 | 1.2h |
| 1058122 | LQDT | Buy | $28.44 | $28.40 | 5274 | -0.14% ($-210.96) | False | $26.61 | 08/05/25 19:03 | 08/05/25 19:06 | 3m |
| 1058118 | LQDT | Buy | $28.51 | $28.54 | 5261 | 0.09% ($131.53) | True | $27.21 | 08/05/25 18:49 | 08/05/25 18:58 | 9m |
| 1058095 | LQDT | Buy | $27.38 | $28.18 | 5478 | 2.92% ($4382.40) | True | $25.79 | 08/05/25 15:18 | 08/05/25 16:10 | 52m |
| 1058078 | LQDT | Buy | $25.48 | $28.26 | 5886 | 10.91% ($16361.90) | True | $21.56 | 08/05/25 14:01 | 08/05/25 14:49 | 48m |
| 1058115 | LQDT | Buy | $31.65 | $31.63 | 4739 | -0.06% ($-94.78) | False | $31.42 | 05/05/25 19:53 | 05/05/25 20:00 | 7m |
| 1058102 | LQDT | Buy | $31.71 | $31.72 | 4731 | 0.05% ($70.97) | True | $0.00 | 05/05/25 17:28 | 05/05/25 18:56 | 1.5h |
| 1057876 | TAIL | Buy | $12.50 | $12.49 | 12004 | -0.04% ($-64.82) | False | $12.39 | 05/05/25 14:46 | 05/05/25 15:10 | 24m |
| 1057919 | TAIL | Buy | $12.63 | $12.63 | 11873 | -0.03% ($-42.74) | False | $12.46 | 01/05/25 14:37 | 01/05/25 15:07 | 30m |
| 1057910 | TAIL | Buy | $12.65 | $12.63 | 11861 | -0.12% ($-182.66) | False | $12.52 | 01/05/25 14:27 | 01/05/25 14:36 | 9m |
| 1057989 | TAIL | Buy | $12.75 | $12.76 | 11769 | 0.12% ($176.54) | True | $12.56 | 30/04/25 19:57 | 30/04/25 20:00 | 3m |
| 1057941 | TAIL | Buy | $12.82 | $12.82 | 11700 | -0.04% ($-58.50) | False | $12.70 | 30/04/25 15:25 | 30/04/25 15:28 | 3m |
| 1057983 | TAIL | Buy | $12.69 | $12.73 | 11820 | 0.32% ($473.98) | True | $12.59 | 25/04/25 17:37 | 25/04/25 18:10 | 33m |
| 1057978 | TAIL | Buy | $12.71 | $12.69 | 11803 | -0.14% ($-217.18) | False | $12.59 | 25/04/25 17:07 | 25/04/25 17:33 | 26m |
| 1057935 | TAIL | Buy | $12.78 | $12.76 | 11737 | -0.16% ($-233.57) | False | $12.59 | 25/04/25 14:04 | 25/04/25 14:07 | 3m |
| 1058126 | LQDT | Buy | $31.21 | $31.40 | 4806 | 0.62% ($937.17) | True | $30.67 | 23/04/25 19:21 | 23/04/25 19:36 | 15m |
| 1058124 | LQDT | Buy | $31.29 | $31.27 | 4793 | -0.06% ($-95.86) | False | $30.80 | 23/04/25 19:05 | 23/04/25 19:14 | 9m |
| 1057966 | TAIL | Buy | $12.84 | $12.85 | 11682 | 0.08% ($116.82) | True | $12.75 | 23/04/25 17:21 | 23/04/25 17:47 | 26m |
| 1057790 | RYI | Buy | $23.03 | $23.05 | 6513 | 0.09% ($130.26) | True | $0.00 | 23/04/25 17:00 | 23/04/25 17:32 | 32m |
| 1058108 | LQDT | Buy | $31.36 | $31.45 | 4783 | 0.3% ($454.39) | True | $29.92 | 23/04/25 15:03 | 23/04/25 15:27 | 24m |
| 1058002 | TAIL | Buy | $13.04 | $13.03 | 11503 | -0.08% ($-115.03) | False | $12.79 | 22/04/25 18:51 | 22/04/25 19:04 | 13m |
| 1057958 | TAIL | Buy | $13.03 | $13.05 | 11511 | 0.15% ($230.22) | True | $0.00 | 22/04/25 15:10 | 22/04/25 15:58 | 48m |
| 1057803 | RYI | Buy | $21.88 | $21.87 | 6855 | -0.05% ($-68.55) | True | $21.01 | 22/04/25 14:38 | 22/04/25 15:40 | 1h |
| 1057946 | TAIL | Buy | $13.07 | $13.08 | 11476 | 0.08% ($118.20) | True | $12.94 | 22/04/25 14:23 | 22/04/25 14:35 | 12m |
| 1057791 | RYI | Buy | $21.94 | $21.91 | 6836 | -0.14% ($-205.08) | True | $20.78 | 22/04/25 14:19 | 22/04/25 14:34 | 15m |
| 1057929 | BGY | Buy | $5.23 | $5.23 | 28708 | 0.1% ($143.54) | True | $5.15 | 21/04/25 19:19 | 21/04/25 19:43 | 24m |
| 1057846 | BGY | Buy | $5.23 | $5.22 | 28675 | -0.19% ($-289.62) | False | $5.17 | 21/04/25 15:13 | 21/04/25 15:41 | 28m |
| 1057722 | GPI | Buy | $393.44 | $393.75 | 381 | 0.08% ($120.02) | True | $0.00 | 17/04/25 19:16 | 17/04/25 19:46 | 30m |
| 1058117 | LQDT | Buy | $30.95 | $31.02 | 4846 | 0.23% ($339.22) | True | $0.00 | 17/04/25 15:35 | 17/04/25 15:40 | 5m |
| 1057757 | BALI | Buy | $26.84 | $26.83 | 5588 | -0.05% ($-70.97) | False | $0.00 | 16/04/25 18:37 | 16/04/25 20:00 | 1.4h |
| 1057968 | TAIL | Buy | $12.95 | $12.97 | 11582 | 0.11% ($171.41) | True | $0.00 | 16/04/25 15:23 | 16/04/25 15:49 | 26m |
| 1057965 | TAIL | Buy | $12.98 | $12.95 | 11556 | -0.23% ($-346.68) | False | $0.00 | 16/04/25 15:15 | 16/04/25 15:22 | 7m |
| 1058123 | LQDT | Buy | $29.88 | $29.63 | 5020 | -0.84% ($-1255.00) | False | $28.58 | 15/04/25 17:39 | 15/04/25 18:16 | 37m |
| 1058014 | TAIL | Buy | $12.98 | $12.82 | 11556 | -1.23% ($-1848.96) | False | $12.06 | 09/04/25 17:51 | 09/04/25 18:34 | 43m |
| 1058009 | TAIL | Buy | $13.06 | $13.03 | 11489 | -0.23% ($-344.67) | False | $11.44 | 09/04/25 17:36 | 09/04/25 17:46 | 10m |
| 1057848 | BGY | Buy | $4.94 | $4.93 | 30389 | -0.12% ($-173.22) | True | $4.73 | 09/04/25 14:59 | 09/04/25 15:14 | 15m |
| 1057857 | BGY | Buy | $5.09 | $5.10 | 29449 | 0.13% ($194.36) | True | $0.00 | 08/04/25 15:28 | 08/04/25 16:07 | 39m |
| 1058133 | LQDT | Buy | $28.65 | $28.80 | 5235 | 0.52% ($785.25) | True | $27.65 | 07/04/25 19:48 | 07/04/25 19:53 | 5m |
| 1058045 | TAIL | Buy | $13.60 | $13.65 | 11031 | 0.35% ($525.08) | True | $12.89 | 07/04/25 18:23 | 07/04/25 18:41 | 18m |
| 1058037 | TAIL | Buy | $13.68 | $13.59 | 10964 | -0.66% ($-986.76) | False | $12.99 | 07/04/25 17:44 | 07/04/25 18:10 | 26m |
| 1057732 | GPI | Buy | $377.30 | $379.27 | 397 | 0.52% ($782.09) | True | $329.25 | 07/04/25 15:17 | 07/04/25 15:45 | 28m |
| 1057875 | BGY | Buy | $5.01 | $4.98 | 29940 | -0.6% ($-898.20) | False | $4.87 | 07/04/25 15:11 | 07/04/25 15:14 | 3m |
| 1058013 | TAIL | Buy | $13.17 | $13.99 | 11389 | 6.23% ($9338.98) | True | $11.01 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 1057957 | BGY | Buy | $5.09 | $5.10 | 29469 | 0.2% ($294.69) | True | $4.97 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 1057927 | BGY | Buy | $5.14 | $5.15 | 29182 | 0.19% ($291.82) | True | $5.02 | 04/04/25 16:25 | 04/04/25 17:12 | 47m |
| 1057916 | BGY | Buy | $5.18 | $5.17 | 28985 | -0.1% ($-144.93) | False | $5.11 | 04/04/25 15:57 | 04/04/25 15:58 | 1m |
| 1057879 | BGY | Buy | $5.16 | $5.20 | 29070 | 0.78% ($1165.71) | True | $5.03 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 1057860 | BGY | Buy | $5.25 | $5.23 | 28598 | -0.29% ($-428.97) | False | $4.98 | 04/04/25 14:14 | 04/04/25 14:43 | 29m |
| 1058140 | LQDT | Buy | $30.86 | $31.02 | 4860 | 0.52% ($777.60) | True | $29.11 | 03/04/25 19:47 | 03/04/25 20:00 | 13m |
| 1057932 | BGY | Buy | $5.51 | $5.50 | 27247 | -0.04% ($-59.94) | False | $0.00 | 03/04/25 17:27 | 03/04/25 17:32 | 5m |
| 1057926 | BGY | Buy | $5.51 | $5.51 | 27227 | -0.07% ($-111.63) | False | $5.45 | 03/04/25 17:14 | 03/04/25 17:16 | 2m |
| 1058020 | TAIL | Buy | $12.35 | $12.26 | 12150 | -0.69% ($-1032.75) | False | $0.00 | 03/04/25 14:36 | 03/04/25 17:09 | 2.6h |
| 1058125 | LQDT | Buy | $29.62 | $31.35 | 5065 | 5.86% ($8787.78) | True | $28.84 | 03/04/25 14:40 | 03/04/25 16:48 | 2.1h |
| 1057831 | RYI | Buy | $22.65 | $22.74 | 6623 | 0.42% ($629.19) | True | $0.00 | 02/04/25 18:36 | 02/04/25 18:43 | 7m |
| 1057921 | BGY | Buy | $5.55 | $5.56 | 27039 | 0.14% ($202.79) | True | $5.47 | 02/04/25 14:09 | 02/04/25 14:37 | 28m |
| 1058134 | LQDT | Buy | $31.20 | $31.30 | 4807 | 0.32% ($480.70) | True | $0.00 | 01/04/25 18:15 | 01/04/25 19:38 | 1.4h |
| 1058127 | LQDT | Buy | $30.74 | $31.23 | 4879 | 1.59% ($2390.71) | True | $29.95 | 01/04/25 14:38 | 01/04/25 15:41 | 1.1h |
| 1057950 | 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 |
| 1057952 | BGY | Buy | $5.76 | $5.75 | 26057 | -0.11% ($-171.98) | False | $5.65 | 21/03/25 14:35 | 21/03/25 14:36 | 1m |
| 1058001 | 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 |
| 1057962 | BGY | Buy | $5.80 | $5.78 | 25862 | -0.26% ($-393.10) | False | $5.70 | 19/03/25 14:12 | 19/03/25 14:14 | 2m |
| 1057953 | BGY | Buy | $5.80 | $5.79 | 25884 | -0.09% ($-129.42) | False | $5.71 | 19/03/25 14:05 | 19/03/25 14:11 | 6m |
| 1057725 | GPI | Buy | $384.52 | $384.72 | 390 | 0.05% ($79.95) | True | $369.20 | 14/03/25 14:34 | 14/03/25 15:15 | 41m |
| 1057812 | RYI | Buy | $23.00 | $23.06 | 6521 | 0.26% ($391.26) | True | $22.23 | 10/03/25 15:29 | 10/03/25 15:57 | 28m |
| 1057804 | RYI | Buy | $23.07 | $22.99 | 6503 | -0.33% ($-487.73) | False | $0.00 | 10/03/25 15:26 | 10/03/25 15:28 | 2m |
| 1057800 | RYI | Buy | $23.10 | $23.05 | 6493 | -0.24% ($-357.12) | False | $0.00 | 10/03/25 15:17 | 10/03/25 15:22 | 5m |
| 1057795 | RYI | Buy | $23.16 | $23.07 | 6476 | -0.39% ($-582.84) | False | $0.00 | 10/03/25 15:14 | 10/03/25 15:16 | 2m |
| 1057799 | GPI | Buy | $432.45 | $444.98 | 346 | 2.9% ($4337.11) | True | $426.55 | 04/03/25 18:03 | 04/03/25 20:31 | 2.5h |
| 1057775 | GPI | Buy | $433.78 | $433.51 | 345 | -0.06% ($-94.88) | True | $424.87 | 04/03/25 16:30 | 04/03/25 16:55 | 25m |
| 1058141 | LQDT | Buy | $33.77 | $33.82 | 4441 | 0.15% ($222.05) | True | $33.46 | 24/02/25 19:54 | 24/02/25 20:43 | 49m |
| 1057865 | RYI | Buy | $24.07 | $24.33 | 6231 | 1.08% ($1620.06) | True | $22.80 | 21/02/25 20:22 | 21/02/25 20:41 | 19m |
| 1058150 | LQDT | Buy | $34.48 | $34.43 | 4350 | -0.16% ($-239.25) | False | $33.72 | 21/02/25 19:23 | 21/02/25 20:16 | 53m |
| 1058142 | LQDT | Buy | $35.44 | $34.99 | 4233 | -1.26% ($-1883.69) | False | $0.00 | 21/02/25 17:11 | 21/02/25 18:49 | 1.6h |
| 1057806 | RYI | Buy | $25.59 | $24.26 | 5862 | -5.18% ($-7767.15) | False | $23.22 | 21/02/25 15:20 | 21/02/25 18:06 | 2.8h |
| 1058152 | LQDT | Buy | $35.79 | $35.59 | 4191 | -0.54% ($-817.25) | False | $35.19 | 19/02/25 20:22 | 19/02/25 20:55 | 33m |
| 1058170 | LQDT | Buy | $35.87 | $36.33 | 4181 | 1.28% ($1923.26) | True | $35.49 | 18/02/25 20:43 | 18/02/25 21:00 | 17m |
| 1058169 | LQDT | Buy | $35.84 | $35.86 | 4185 | 0.06% ($83.70) | True | $35.50 | 18/02/25 20:39 | 18/02/25 20:41 | 2m |
| 1058153 | LQDT | Buy | $36.38 | $36.01 | 4123 | -1.03% ($-1546.13) | False | $35.55 | 18/02/25 19:06 | 18/02/25 20:06 | 1h |
| 1058151 | LQDT | Buy | $36.43 | $36.40 | 4118 | -0.07% ($-102.95) | False | $36.11 | 18/02/25 17:41 | 18/02/25 17:42 | 1m |
| 1058149 | LQDT | Buy | $36.41 | $36.41 | 4120 | 0.01% ($20.60) | True | $36.04 | 18/02/25 17:37 | 18/02/25 17:40 | 3m |
| 1058183 | LQDT | Buy | $33.77 | $33.70 | 4441 | -0.21% ($-310.87) | False | $32.92 | 11/02/25 20:08 | 11/02/25 20:16 | 8m |
| 1058177 | LQDT | Buy | $33.87 | $33.74 | 4428 | -0.4% ($-597.78) | False | $32.78 | 11/02/25 19:36 | 11/02/25 20:06 | 30m |
| 1057847 | RYI | Buy | $23.20 | $23.15 | 6465 | -0.22% ($-323.25) | False | $22.58 | 11/02/25 18:49 | 11/02/25 19:27 | 38m |
| 1058164 | LQDT | Buy | $33.93 | $34.32 | 4420 | 1.15% ($1723.80) | True | $32.90 | 11/02/25 17:59 | 11/02/25 18:54 | 55m |
| 1057839 | RYI | Buy | $23.26 | $23.23 | 6448 | -0.13% ($-193.44) | False | $22.64 | 11/02/25 18:25 | 11/02/25 18:42 | 17m |
| 1058159 | LQDT | Buy | $34.13 | $33.83 | 4394 | -0.88% ($-1318.20) | False | $33.00 | 11/02/25 17:17 | 11/02/25 17:56 | 39m |
| 1058179 | LQDT | Buy | $33.27 | $33.81 | 4508 | 1.63% ($2438.83) | True | $32.43 | 10/02/25 20:06 | 10/02/25 20:56 | 50m |
| 1058167 | LQDT | Buy | $34.25 | $33.56 | 4379 | -2.01% ($-3021.51) | False | $33.20 | 10/02/25 18:44 | 10/02/25 19:52 | 1.1h |
| 1058191 | LQDT | Buy | $32.75 | $32.71 | 4580 | -0.12% ($-178.62) | False | $31.66 | 07/02/25 20:59 | 07/02/25 21:00 | 1m |
| 1057867 | RYI | Buy | $22.12 | $22.30 | 6782 | 0.84% ($1254.67) | True | $21.55 | 07/02/25 19:54 | 07/02/25 20:52 | 58m |
| 1058187 | LQDT | Buy | $32.96 | $33.00 | 4550 | 0.11% ($159.25) | True | $32.32 | 07/02/25 20:40 | 07/02/25 20:51 | 11m |
| 1058173 | LQDT | Buy | $33.04 | $33.00 | 4539 | -0.12% ($-181.56) | False | $31.69 | 07/02/25 17:00 | 07/02/25 17:10 | 10m |
| 1058172 | LQDT | Buy | $32.82 | $32.94 | 4570 | 0.36% ($545.20) | True | $31.79 | 07/02/25 16:54 | 07/02/25 16:59 | 5m |
| 1057838 | RYI | Buy | $22.03 | $22.08 | 6810 | 0.25% ($374.55) | True | $21.05 | 07/02/25 16:01 | 07/02/25 16:21 | 20m |
| 1058163 | LQDT | Buy | $32.57 | $32.58 | 4606 | 0.05% ($69.09) | True | $31.06 | 07/02/25 15:08 | 07/02/25 15:22 | 14m |
| 1058214 | LQDT | Buy | $33.54 | $33.36 | 4472 | -0.54% ($-809.43) | False | $32.40 | 06/02/25 20:42 | 06/02/25 20:55 | 13m |
| 1058202 | LQDT | Buy | $34.03 | $34.00 | 4408 | -0.07% ($-110.20) | False | $32.88 | 06/02/25 19:23 | 06/02/25 20:03 | 40m |
| 1058197 | LQDT | Buy | $34.47 | $34.36 | 4351 | -0.33% ($-500.37) | False | $33.44 | 06/02/25 18:45 | 06/02/25 19:02 | 17m |
| 1058194 | LQDT | Buy | $34.44 | $34.40 | 4355 | -0.12% ($-174.20) | False | $33.20 | 06/02/25 18:33 | 06/02/25 18:43 | 10m |
| 1058184 | LQDT | Buy | $34.28 | $34.36 | 4375 | 0.23% ($350.00) | True | $0.00 | 06/02/25 17:32 | 06/02/25 17:39 | 7m |
| 1058180 | LQDT | Buy | $34.47 | $34.40 | 4351 | -0.19% ($-288.04) | False | $0.00 | 06/02/25 17:26 | 06/02/25 17:27 | 1m |
| 1058176 | LQDT | Buy | $35.66 | $34.44 | 4206 | -3.41% ($-5121.23) | False | $34.00 | 06/02/25 16:19 | 06/02/25 17:24 | 1.1h |
| 1058171 | LQDT | Buy | $36.11 | $35.90 | 4153 | -0.6% ($-892.90) | False | $34.51 | 06/02/25 15:45 | 06/02/25 16:12 | 27m |
| 1058166 | LQDT | Buy | $37.02 | $36.99 | 4051 | -0.08% ($-121.53) | False | $32.01 | 06/02/25 15:06 | 06/02/25 15:17 | 11m |
| 1058195 | LQDT | Buy | $31.99 | $31.98 | 4689 | -0.02% ($-23.45) | False | $31.28 | 04/02/25 19:38 | 04/02/25 19:54 | 16m |
| 1058192 | LQDT | Buy | $32.11 | $32.05 | 4671 | -0.19% ($-280.26) | False | $31.51 | 04/02/25 19:30 | 04/02/25 19:33 | 3m |
| 1058188 | LQDT | Buy | $32.02 | $32.06 | 4685 | 0.14% ($210.83) | True | $31.38 | 04/02/25 19:00 | 04/02/25 19:29 | 29m |
| 1058175 | LQDT | Buy | $32.68 | $32.17 | 4589 | -1.56% ($-2340.39) | False | $32.22 | 04/02/25 17:27 | 04/02/25 18:52 | 1.4h |
| 1058174 | LQDT | Buy | $32.99 | $32.98 | 4546 | -0.03% ($-45.46) | False | $0.00 | 04/02/25 16:50 | 04/02/25 17:02 | 12m |
| 1058168 | LQDT | Buy | $33.00 | $33.01 | 4545 | 0.03% ($45.45) | True | $32.30 | 04/02/25 16:18 | 04/02/25 16:41 | 23m |
| 1058219 | LQDT | Buy | $33.56 | $33.51 | 4470 | -0.13% ($-201.15) | False | $33.03 | 03/02/25 20:41 | 03/02/25 20:43 | 2m |
| 1058209 | LQDT | Buy | $33.60 | $33.51 | 4464 | -0.27% ($-401.76) | False | $33.05 | 03/02/25 20:01 | 03/02/25 20:39 | 38m |
| 1058196 | LQDT | Buy | $34.01 | $34.03 | 4410 | 0.06% ($88.20) | True | $33.44 | 03/02/25 17:43 | 03/02/25 18:10 | 27m |
| 1057869 | RYI | Buy | $21.26 | $21.28 | 7055 | 0.09% ($141.10) | True | $20.72 | 03/02/25 17:07 | 03/02/25 17:25 | 18m |
| 1058178 | LQDT | Buy | $33.64 | $34.33 | 4458 | 2.05% ($3076.02) | True | $32.02 | 03/02/25 15:11 | 03/02/25 15:47 | 36m |
| 1057886 | RYI | Buy | $20.23 | $20.10 | 7416 | -0.62% ($-927.00) | False | $0.00 | 22/01/25 19:40 | 22/01/25 20:35 | 55m |
| 1058205 | LQDT | Buy | $35.90 | $35.86 | 4178 | -0.08% ($-126.18) | False | $0.00 | 22/01/25 18:24 | 22/01/25 18:33 | 9m |
| 1058213 | LQDT | Buy | $34.56 | $34.58 | 4340 | 0.06% ($86.80) | True | $0.00 | 16/01/25 20:16 | 16/01/25 20:28 | 12m |
| 1058198 | LQDT | Buy | $35.01 | $34.97 | 4284 | -0.11% ($-168.36) | False | $0.00 | 16/01/25 16:22 | 16/01/25 17:11 | 49m |
| 1057964 | RYI | Buy | $17.82 | $18.15 | 8417 | 1.85% ($2777.61) | True | $17.26 | 07/01/25 20:27 | 07/01/25 21:00 | 33m |
| 1057917 | RYI | Buy | $17.60 | $17.81 | 8525 | 1.19% ($1790.25) | True | $0.00 | 07/01/25 17:35 | 07/01/25 18:42 | 1.1h |
| 1057895 | RYI | Buy | $17.66 | $17.76 | 8493 | 0.57% ($849.30) | True | $16.92 | 07/01/25 15:50 | 07/01/25 16:18 | 28m |
| 1057940 | RYI | Buy | $17.66 | $17.67 | 8493 | 0.06% ($84.93) | True | $0.00 | 03/01/25 18:45 | 03/01/25 18:59 | 14m |
| 1057912 | RYI | Buy | $17.71 | $17.77 | 8469 | 0.31% ($465.80) | True | $0.00 | 03/01/25 16:51 | 03/01/25 17:44 | 53m |
Strategy DSL
LowVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket - Unstable Basket - LowVolume Basket - HighVolume Basket - Low
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=34,
rsi_oversold=37,
rsi_overbought=162,
atr_period=42,
atr_mult=18.0,
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)