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
106
Total P&L
$22915.37
Notional: $13778309.63Total Return
0.17%
Weighted by notionalWin Rate
49.1%
52 W / 54 LCouldWin Rate
50.9%
54 could / 106 totalAvg P&L
$216.18
Avg Return: 0.17%Best Win
$16715.02
Largest Loss
$-5121.27
Trade Details
106 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1063638 | TAIL | Buy | $12.02 | $12.01 | 10819 | -0.01% ($-16.23) | False | $11.98 | 14/10/25 14:31 | 14/10/25 15:03 | 32m |
| 1063639 | BGY | Buy | $5.70 | $5.70 | 22807 | -0.09% ($-114.04) | False | $5.63 | 13/10/25 14:34 | 13/10/25 15:07 | 33m |
| 1063640 | LQDT | Buy | $22.91 | $22.95 | 5674 | 0.17% ($226.96) | True | $22.17 | 13/10/25 14:16 | 13/10/25 14:49 | 33m |
| 1063659 | LQDT | Buy | $23.89 | $23.92 | 5442 | 0.15% ($190.47) | True | $23.41 | 08/10/25 19:12 | 08/10/25 19:37 | 25m |
| 1063645 | LQDT | Buy | $24.32 | $24.17 | 5345 | -0.62% ($-801.75) | False | $23.76 | 08/10/25 16:59 | 08/10/25 18:17 | 1.3h |
| 1063647 | BGY | Buy | $5.72 | $5.72 | 22741 | -0.03% ($-34.11) | False | $0.00 | 24/09/25 15:19 | 24/09/25 15:27 | 8m |
| 1063637 | BGY | Buy | $5.72 | $5.72 | 22747 | 0.03% ($43.22) | True | $0.00 | 24/09/25 14:54 | 24/09/25 15:10 | 16m |
| 1063663 | BRR | Buy | $10.12 | $10.12 | 12850 | 0.04% ($48.83) | True | $0.00 | 19/09/25 14:26 | 19/09/25 15:12 | 46m |
| 1063664 | RYI | Buy | $22.94 | $22.84 | 5666 | -0.46% ($-594.93) | False | $21.23 | 17/09/25 19:07 | 17/09/25 19:30 | 23m |
| 1063654 | LQDT | Buy | $27.17 | $27.61 | 4784 | 1.62% ($2104.96) | True | $0.00 | 15/09/25 18:49 | 15/09/25 20:00 | 1.2h |
| 1063688 | LQDT | Buy | $26.22 | $26.12 | 4958 | -0.38% ($-495.80) | False | $26.02 | 02/09/25 19:55 | 02/09/25 20:00 | 5m |
| 1063701 | BRR | Buy | $10.08 | $10.10 | 12896 | 0.22% ($282.42) | True | $0.00 | 15/08/25 17:51 | 15/08/25 18:31 | 40m |
| 1063697 | 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 |
| 1063757 | LQDT | Buy | $23.45 | $23.41 | 5543 | -0.17% ($-221.72) | False | $22.85 | 07/08/25 18:41 | 07/08/25 19:02 | 21m |
| 1063735 | LQDT | Buy | $23.58 | $23.49 | 5513 | -0.38% ($-496.17) | False | $22.64 | 07/08/25 15:51 | 07/08/25 15:55 | 4m |
| 1063730 | LQDT | Buy | $24.04 | $23.56 | 5407 | -1.99% ($-2589.41) | False | $22.47 | 07/08/25 14:59 | 07/08/25 15:49 | 50m |
| 1063683 | TAIL | Buy | $11.98 | $11.97 | 10855 | -0.04% ($-54.28) | False | $11.91 | 01/08/25 14:46 | 01/08/25 15:03 | 17m |
| 1063680 | TAIL | Buy | $11.98 | $11.97 | 10851 | -0.08% ($-108.51) | False | $11.93 | 01/08/25 14:43 | 01/08/25 14:45 | 2m |
| 1063641 | BGY | Buy | $5.60 | $5.59 | 23214 | -0.27% ($-348.21) | False | $5.49 | 01/08/25 14:27 | 01/08/25 14:42 | 15m |
| 1063782 | LQDT | Buy | $23.71 | $23.66 | 5482 | -0.21% ($-274.10) | False | $23.18 | 31/07/25 17:35 | 31/07/25 18:11 | 36m |
| 1063780 | LQDT | Buy | $24.09 | $24.07 | 5397 | -0.06% ($-80.96) | False | $0.00 | 28/07/25 18:52 | 28/07/25 19:12 | 20m |
| 1063775 | LQDT | Buy | $24.29 | $24.11 | 5351 | -0.74% ($-958.90) | False | $0.00 | 28/07/25 17:16 | 28/07/25 18:37 | 1.4h |
| 1063763 | BRR | Buy | $10.44 | $10.47 | 12454 | 0.31% ($403.51) | True | $10.13 | 28/07/25 16:03 | 28/07/25 16:36 | 33m |
| 1063766 | LQDT | Buy | $24.45 | $24.44 | 5318 | -0.02% ($-26.59) | False | $0.00 | 28/07/25 15:22 | 28/07/25 15:45 | 23m |
| 1063762 | BRR | Buy | $10.30 | $10.30 | 12617 | -0.03% ($-41.64) | False | $10.27 | 25/07/25 15:04 | 25/07/25 15:05 | 1m |
| 1063759 | BRR | Buy | $10.30 | $10.30 | 12615 | -0.05% ($-60.55) | False | $10.20 | 25/07/25 14:49 | 25/07/25 15:03 | 14m |
| 1063695 | BGY | Buy | $5.74 | $5.75 | 22667 | 0.26% ($340.01) | True | $5.65 | 21/07/25 19:41 | 21/07/25 20:00 | 19m |
| 1063801 | BRR | Buy | $10.38 | $10.39 | 12519 | 0.06% ($80.12) | True | $10.27 | 18/07/25 18:14 | 18/07/25 18:33 | 19m |
| 1063642 | GPI | Buy | $410.00 | $410.28 | 317 | 0.07% ($88.76) | True | $379.79 | 17/07/25 14:15 | 17/07/25 14:59 | 44m |
| 1063667 | 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 |
| 1063825 | BRR | Buy | $10.59 | $10.63 | 12281 | 0.38% ($491.24) | True | $9.98 | 09/07/25 17:59 | 09/07/25 18:10 | 11m |
| 1063799 | LQDT | Buy | $23.11 | $23.16 | 5626 | 0.24% ($309.43) | True | $22.92 | 25/06/25 19:37 | 25/06/25 20:00 | 23m |
| 1063677 | RYI | Buy | $21.91 | $21.97 | 5933 | 0.25% ($326.32) | True | $0.00 | 02/06/25 15:18 | 02/06/25 15:24 | 6m |
| 1063805 | LQDT | Buy | $23.92 | $23.64 | 5434 | -1.17% ($-1521.52) | False | $23.34 | 27/05/25 18:25 | 27/05/25 19:46 | 1.4h |
| 1063821 | LQDT | Buy | $24.71 | $24.51 | 5262 | -0.79% ($-1026.09) | False | $24.13 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 1063808 | LQDT | Buy | $24.25 | $24.49 | 5361 | 0.99% ($1287.71) | True | $23.89 | 16/05/25 15:51 | 16/05/25 16:41 | 50m |
| 1063715 | TAIL | Buy | $12.11 | $12.11 | 10732 | -0.02% ($-25.76) | False | $11.94 | 16/05/25 14:52 | 16/05/25 14:57 | 5m |
| 1063822 | LQDT | Buy | $24.94 | $24.70 | 5212 | -0.96% ($-1250.88) | False | $24.47 | 15/05/25 19:13 | 15/05/25 19:37 | 24m |
| 1063813 | LQDT | Buy | $25.14 | $25.26 | 5171 | 0.46% ($594.67) | True | $24.76 | 15/05/25 16:59 | 15/05/25 17:30 | 31m |
| 1063736 | TAIL | Buy | $12.17 | $12.16 | 10686 | -0.04% ($-50.22) | False | $0.00 | 12/05/25 17:12 | 12/05/25 17:53 | 41m |
| 1063812 | LQDT | Buy | $24.58 | $24.69 | 5288 | 0.45% ($581.68) | True | $23.33 | 12/05/25 14:32 | 12/05/25 15:03 | 31m |
| 1063814 | LQDT | Buy | $26.35 | $26.19 | 4933 | -0.61% ($-789.28) | False | $24.33 | 09/05/25 14:12 | 09/05/25 15:15 | 1.1h |
| 1063834 | LQDT | Buy | $28.51 | $28.54 | 4559 | 0.09% ($113.98) | True | $27.28 | 08/05/25 18:49 | 08/05/25 18:58 | 9m |
| 1063824 | LQDT | Buy | $27.21 | $28.18 | 4778 | 3.58% ($4658.55) | True | $25.52 | 08/05/25 15:14 | 08/05/25 16:10 | 56m |
| 1063816 | LQDT | Buy | $25.04 | $28.26 | 5191 | 12.86% ($16715.02) | True | $21.00 | 08/05/25 13:55 | 08/05/25 14:49 | 54m |
| 1063828 | LQDT | Buy | $31.71 | $31.72 | 4099 | 0.03% ($40.99) | True | $0.00 | 05/05/25 17:33 | 05/05/25 18:56 | 1.4h |
| 1063731 | TAIL | Buy | $12.53 | $12.51 | 10375 | -0.12% ($-160.81) | False | $12.34 | 05/05/25 14:07 | 05/05/25 14:36 | 29m |
| 1063749 | TAIL | Buy | $12.63 | $12.63 | 10292 | 0% ($-1.03) | False | $12.52 | 01/05/25 14:41 | 01/05/25 15:07 | 26m |
| 1063744 | TAIL | Buy | $12.65 | $12.63 | 10280 | -0.12% ($-158.31) | False | $12.53 | 01/05/25 14:27 | 01/05/25 14:36 | 9m |
| 1063761 | TAIL | Buy | $12.81 | $12.82 | 10148 | 0.04% ($49.73) | True | $12.69 | 30/04/25 15:19 | 30/04/25 15:28 | 9m |
| 1063755 | TAIL | Buy | $12.80 | $12.76 | 10156 | -0.31% ($-409.29) | False | $12.63 | 25/04/25 13:59 | 25/04/25 14:01 | 2m |
| 1063770 | TAIL | Buy | $12.84 | $12.85 | 10128 | 0.12% ($151.92) | True | $12.75 | 23/04/25 17:27 | 23/04/25 17:47 | 20m |
| 1063830 | LQDT | Buy | $31.36 | $31.45 | 4146 | 0.3% ($393.87) | True | $30.00 | 23/04/25 15:03 | 23/04/25 15:27 | 24m |
| 1063703 | RYI | Buy | $21.87 | $21.87 | 5945 | 0.02% ($29.73) | True | $20.88 | 22/04/25 14:37 | 22/04/25 15:40 | 1.1h |
| 1063760 | TAIL | Buy | $13.08 | $13.08 | 9938 | 0% ($2.98) | True | $12.94 | 22/04/25 14:13 | 22/04/25 14:35 | 22m |
| 1063698 | RYI | Buy | $21.94 | $21.91 | 5925 | -0.14% ($-177.75) | True | $20.85 | 22/04/25 14:19 | 22/04/25 14:34 | 15m |
| 1063725 | BGY | Buy | $5.23 | $5.22 | 24851 | -0.19% ($-251.00) | False | $5.18 | 21/04/25 15:13 | 21/04/25 15:41 | 28m |
| 1063676 | GPI | Buy | $393.44 | $393.75 | 330 | 0.08% ($103.95) | True | $0.00 | 17/04/25 19:16 | 17/04/25 19:46 | 30m |
| 1063685 | BALI | Buy | $26.76 | $26.83 | 4858 | 0.28% ($364.35) | True | $0.00 | 16/04/25 19:06 | 16/04/25 20:00 | 54m |
| 1063772 | TAIL | Buy | $12.95 | $12.97 | 10038 | 0.11% ($148.56) | True | $0.00 | 16/04/25 15:23 | 16/04/25 15:49 | 26m |
| 1063837 | LQDT | Buy | $29.65 | $29.63 | 4384 | -0.08% ($-109.60) | False | $28.82 | 15/04/25 17:57 | 15/04/25 18:16 | 19m |
| 1063733 | BGY | Buy | $5.09 | $5.10 | 25523 | 0.13% ($168.45) | True | $0.00 | 08/04/25 15:28 | 08/04/25 16:07 | 39m |
| 1063843 | LQDT | Buy | $28.65 | $28.80 | 4537 | 0.52% ($680.55) | True | $27.70 | 07/04/25 19:48 | 07/04/25 19:53 | 5m |
| 1063741 | BGY | Buy | $5.02 | $5.01 | 25896 | -0.3% ($-388.44) | False | $4.90 | 07/04/25 15:01 | 07/04/25 15:07 | 6m |
| 1063787 | TAIL | Buy | $13.17 | $13.99 | 9870 | 6.23% ($8093.40) | True | $11.13 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 1063768 | BGY | Buy | $5.09 | $5.10 | 25540 | 0.2% ($255.40) | True | $4.97 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 1063742 | BGY | Buy | $5.16 | $5.20 | 25194 | 0.78% ($1010.28) | True | $5.03 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 1063737 | BGY | Buy | $5.26 | $5.23 | 24737 | -0.48% ($-623.37) | False | $5.02 | 04/04/25 14:07 | 04/04/25 14:43 | 36m |
| 1063786 | TAIL | Buy | $13.10 | $13.10 | 9923 | 0.02% ($27.78) | True | $12.59 | 04/04/25 14:02 | 04/04/25 14:04 | 2m |
| 1063797 | TAIL | Buy | $12.22 | $12.26 | 10638 | 0.33% ($425.52) | True | $0.00 | 03/04/25 16:21 | 03/04/25 17:09 | 48m |
| 1063836 | LQDT | Buy | $29.23 | $31.35 | 4448 | 7.27% ($9452.00) | True | $28.22 | 03/04/25 14:53 | 03/04/25 16:48 | 1.9h |
| 1063717 | RYI | Buy | $22.65 | $22.74 | 5740 | 0.42% ($545.30) | True | $0.00 | 02/04/25 18:36 | 02/04/25 18:43 | 7m |
| 1063758 | BGY | Buy | $5.55 | $5.56 | 23444 | 0.18% ($234.44) | True | $5.48 | 02/04/25 14:08 | 02/04/25 14:37 | 29m |
| 1063771 | BGY | Buy | $5.60 | $5.59 | 23214 | -0.18% ($-229.82) | False | $5.55 | 28/03/25 15:10 | 28/03/25 15:16 | 6m |
| 1063792 | BGY | Buy | $5.72 | $5.71 | 22747 | -0.01% ($-13.65) | False | $5.63 | 19/03/25 17:30 | 19/03/25 17:41 | 11m |
| 1063778 | BGY | Buy | $5.80 | $5.79 | 22433 | -0.09% ($-112.17) | False | $5.70 | 19/03/25 14:00 | 19/03/25 14:11 | 11m |
| 1063686 | GPI | Buy | $383.76 | $384.72 | 338 | 0.25% ($324.48) | True | $368.22 | 14/03/25 14:25 | 14/03/25 15:15 | 50m |
| 1063707 | RYI | Buy | $23.04 | $23.07 | 5642 | 0.13% ($169.26) | True | $0.00 | 10/03/25 15:01 | 10/03/25 15:16 | 15m |
| 1063848 | LQDT | Buy | $33.77 | $33.82 | 3849 | 0.15% ($192.45) | True | $33.48 | 24/02/25 19:54 | 24/02/25 20:43 | 49m |
| 1063850 | LQDT | Buy | $34.66 | $34.43 | 3751 | -0.66% ($-862.73) | False | $33.89 | 21/02/25 19:14 | 21/02/25 20:16 | 1h |
| 1063846 | LQDT | Buy | $35.30 | $34.99 | 3682 | -0.88% ($-1141.42) | False | $34.63 | 21/02/25 17:21 | 21/02/25 18:49 | 1.5h |
| 1063710 | RYI | Buy | $25.26 | $24.26 | 5147 | -3.94% ($-5121.27) | False | $23.50 | 21/02/25 15:33 | 21/02/25 18:06 | 2.6h |
| 1063855 | LQDT | Buy | $35.80 | $35.59 | 3631 | -0.59% ($-762.51) | False | $35.18 | 19/02/25 20:15 | 19/02/25 20:55 | 40m |
| 1063859 | LQDT | Buy | $35.84 | $35.86 | 3627 | 0.07% ($90.68) | True | $35.46 | 18/02/25 20:34 | 18/02/25 20:41 | 7m |
| 1063854 | LQDT | Buy | $36.39 | $36.01 | 3572 | -1.04% ($-1357.36) | False | $35.80 | 18/02/25 19:02 | 18/02/25 20:06 | 1.1h |
| 1063849 | LQDT | Buy | $36.41 | $36.41 | 3570 | 0.01% ($17.85) | True | $36.06 | 18/02/25 17:37 | 18/02/25 17:40 | 3m |
| 1063870 | LQDT | Buy | $33.63 | $33.74 | 3865 | 0.31% ($405.83) | True | $32.79 | 11/02/25 20:01 | 11/02/25 20:06 | 5m |
| 1063722 | RYI | Buy | $23.20 | $23.15 | 5603 | -0.22% ($-280.15) | False | $22.61 | 11/02/25 18:49 | 11/02/25 19:27 | 38m |
| 1063716 | RYI | Buy | $23.26 | $23.23 | 5588 | -0.13% ($-167.64) | False | $22.67 | 11/02/25 18:25 | 11/02/25 18:42 | 17m |
| 1063857 | LQDT | Buy | $34.13 | $33.83 | 3808 | -0.88% ($-1142.40) | False | $33.06 | 11/02/25 17:17 | 11/02/25 17:56 | 39m |
| 1063869 | LQDT | Buy | $34.25 | $33.56 | 3795 | -2.01% ($-2618.55) | False | $33.25 | 10/02/25 18:44 | 10/02/25 19:52 | 1.1h |
| 1063740 | RYI | Buy | $22.09 | $22.30 | 5886 | 0.97% ($1265.49) | True | $21.50 | 07/02/25 19:47 | 07/02/25 20:52 | 1.1h |
| 1063860 | LQDT | Buy | $32.82 | $32.94 | 3960 | 0.36% ($472.43) | True | $31.84 | 07/02/25 16:54 | 07/02/25 16:59 | 5m |
| 1063856 | LQDT | Buy | $32.64 | $32.58 | 3982 | -0.18% ($-238.92) | True | $31.35 | 07/02/25 15:21 | 07/02/25 15:22 | 1m |
| 1063880 | LQDT | Buy | $34.03 | $34.00 | 3820 | -0.07% ($-95.50) | False | $32.94 | 06/02/25 19:23 | 06/02/25 20:03 | 40m |
| 1063879 | LQDT | Buy | $34.38 | $34.40 | 3781 | 0.07% ($94.53) | True | $33.26 | 06/02/25 18:32 | 06/02/25 18:43 | 11m |
| 1063873 | LQDT | Buy | $34.28 | $34.36 | 3792 | 0.23% ($303.36) | True | $0.00 | 06/02/25 17:32 | 06/02/25 17:39 | 7m |
| 1063872 | LQDT | Buy | $34.47 | $34.40 | 3771 | -0.19% ($-249.64) | False | $0.00 | 06/02/25 17:26 | 06/02/25 17:27 | 1m |
| 1063868 | LQDT | Buy | $34.88 | $34.44 | 3727 | -1.25% ($-1630.94) | False | $33.00 | 06/02/25 16:41 | 06/02/25 17:24 | 43m |
| 1063864 | LQDT | Buy | $36.11 | $35.90 | 3600 | -0.6% ($-774.00) | False | $34.59 | 06/02/25 15:45 | 06/02/25 16:12 | 27m |
| 1063858 | LQDT | Buy | $36.42 | $36.99 | 3569 | 1.57% ($2034.69) | True | $31.35 | 06/02/25 15:01 | 06/02/25 15:17 | 16m |
| 1063874 | LQDT | Buy | $32.02 | $32.06 | 4060 | 0.14% ($182.70) | True | $31.42 | 04/02/25 19:00 | 04/02/25 19:29 | 29m |
| 1063866 | LQDT | Buy | $32.69 | $32.17 | 3976 | -1.59% ($-2067.52) | False | $32.22 | 04/02/25 17:28 | 04/02/25 18:52 | 1.4h |
| 1063862 | LQDT | Buy | $33.11 | $33.01 | 3926 | -0.31% ($-396.92) | False | $32.37 | 04/02/25 16:08 | 04/02/25 16:41 | 33m |
| 1063883 | LQDT | Buy | $33.62 | $33.51 | 3866 | -0.33% ($-425.26) | False | $33.15 | 03/02/25 20:06 | 03/02/25 20:39 | 33m |
| 1063747 | RYI | Buy | $20.23 | $20.10 | 6426 | -0.64% ($-835.38) | False | $0.00 | 22/01/25 19:26 | 22/01/25 20:35 | 1.2h |
Strategy DSL
LowVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket - Unstable Basket - LowVolume Basket - Hig
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=29,
rsi_oversold=31,
rsi_overbought=164,
atr_period=41,
atr_mult=17.0,
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)