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
77
Total P&L
$765.08
Notional: $11548954.62Total Return
0.01%
Weighted by notionalWin Rate
45.5%
35 W / 42 LCouldWin Rate
45.5%
35 could / 77 totalAvg P&L
$9.94
Avg Return: 0.01%Best Win
$10905.50
Largest Loss
$-5869.71
Trade Details
77 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1066075 | TAIL | Buy | $12.02 | $12.01 | 12484 | -0.01% ($-18.73) | False | $11.98 | 14/10/25 14:31 | 14/10/25 15:03 | 32m |
| 1066073 | LQDT | Buy | $22.88 | $22.95 | 6554 | 0.28% ($426.67) | True | $22.24 | 13/10/25 14:26 | 13/10/25 14:49 | 23m |
| 1066088 | LQDT | Buy | $23.89 | $23.92 | 6280 | 0.15% ($219.80) | True | $23.49 | 08/10/25 19:12 | 08/10/25 19:37 | 25m |
| 1066091 | 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 |
| 1066076 | BGY | Buy | $5.72 | $5.72 | 26227 | -0.04% ($-60.32) | False | $0.00 | 24/09/25 14:55 | 24/09/25 15:10 | 15m |
| 1066087 | RYI | Buy | $22.82 | $22.84 | 6573 | 0.07% ($98.60) | True | $22.11 | 17/09/25 19:20 | 17/09/25 19:30 | 10m |
| 1066077 | LQDT | Buy | $27.21 | $27.61 | 5512 | 1.47% ($2204.80) | True | $0.00 | 15/09/25 19:08 | 15/09/25 20:00 | 52m |
| 1066103 | TAIL | Buy | $11.89 | $11.89 | 12620 | 0.04% ($63.10) | True | $11.83 | 03/09/25 19:54 | 03/09/25 19:59 | 5m |
| 1066113 | LQDT | Buy | $26.14 | $26.12 | 5738 | -0.08% ($-114.76) | False | $25.77 | 02/09/25 19:59 | 02/09/25 20:00 | 1m |
| 1066194 | LQDT | Buy | $23.45 | $23.41 | 6396 | -0.17% ($-255.84) | False | $22.96 | 07/08/25 18:41 | 07/08/25 19:02 | 21m |
| 1066162 | LQDT | Buy | $24.04 | $23.56 | 6239 | -1.99% ($-2987.86) | False | $22.74 | 07/08/25 14:59 | 07/08/25 15:49 | 50m |
| 1066109 | TAIL | Buy | $11.98 | $11.97 | 12526 | -0.04% ($-62.63) | False | $11.93 | 01/08/25 14:39 | 01/08/25 14:45 | 6m |
| 1066228 | 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 |
| 1066215 | LQDT | Buy | $24.29 | $24.11 | 6176 | -0.72% ($-1075.86) | False | $0.00 | 28/07/25 17:30 | 28/07/25 18:37 | 1.1h |
| 1066197 | LQDT | Buy | $24.46 | $24.44 | 6133 | -0.06% ($-92.00) | False | $24.14 | 28/07/25 15:24 | 28/07/25 15:45 | 21m |
| 1066191 | BRR | Buy | $10.30 | $10.30 | 14558 | -0.03% ($-48.04) | False | $10.28 | 25/07/25 15:02 | 25/07/25 15:03 | 1m |
| 1066121 | BGY | Buy | $5.74 | $5.75 | 26155 | 0.26% ($392.33) | True | $5.66 | 21/07/25 19:41 | 21/07/25 20:00 | 19m |
| 1066260 | BRR | Buy | $10.38 | $10.39 | 14445 | 0.06% ($92.45) | True | $10.29 | 18/07/25 18:14 | 18/07/25 18:33 | 19m |
| 1066074 | GPI | Buy | $409.34 | $410.28 | 366 | 0.23% ($344.04) | True | $389.60 | 17/07/25 14:19 | 17/07/25 14:59 | 40m |
| 1066279 | BRR | Buy | $10.59 | $10.63 | 14170 | 0.38% ($566.80) | True | $10.08 | 09/07/25 17:59 | 09/07/25 18:10 | 11m |
| 1066256 | LQDT | Buy | $23.07 | $23.16 | 6501 | 0.39% ($585.09) | True | $22.89 | 25/06/25 19:50 | 25/06/25 20:00 | 10m |
| 1066263 | LQDT | Buy | $23.92 | $23.64 | 6270 | -1.17% ($-1755.60) | False | $23.44 | 27/05/25 18:25 | 27/05/25 19:46 | 1.4h |
| 1066276 | LQDT | Buy | $24.71 | $24.51 | 6071 | -0.79% ($-1183.85) | False | $24.24 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 1066266 | LQDT | Buy | $24.37 | $24.49 | 6155 | 0.47% ($709.06) | True | $24.04 | 16/05/25 15:21 | 16/05/25 16:41 | 1.3h |
| 1066280 | LQDT | Buy | $24.70 | $24.71 | 6072 | 0.04% ($60.72) | True | $24.20 | 15/05/25 19:41 | 15/05/25 19:46 | 5m |
| 1066278 | LQDT | Buy | $24.90 | $24.70 | 6024 | -0.8% ($-1204.80) | False | $24.40 | 15/05/25 19:19 | 15/05/25 19:37 | 18m |
| 1066274 | LQDT | Buy | $25.14 | $25.26 | 5966 | 0.46% ($686.09) | True | $24.83 | 15/05/25 16:59 | 15/05/25 17:30 | 31m |
| 1066273 | LQDT | Buy | $26.82 | $26.19 | 5593 | -2.33% ($-3495.63) | False | $25.08 | 09/05/25 14:06 | 09/05/25 15:15 | 1.2h |
| 1066290 | LQDT | Buy | $28.51 | $28.54 | 5261 | 0.09% ($131.53) | True | $27.50 | 08/05/25 18:49 | 08/05/25 18:58 | 9m |
| 1066181 | TAIL | Buy | $12.63 | $12.63 | 11873 | -0.03% ($-42.74) | False | $12.50 | 01/05/25 14:37 | 01/05/25 15:07 | 30m |
| 1066185 | TAIL | Buy | $12.77 | $12.76 | 11746 | -0.08% ($-117.46) | False | $12.62 | 25/04/25 14:03 | 25/04/25 14:07 | 4m |
| 1066206 | TAIL | Buy | $12.84 | $12.85 | 11682 | 0.08% ($116.82) | True | $12.77 | 23/04/25 17:21 | 23/04/25 17:47 | 26m |
| 1066288 | LQDT | Buy | $31.27 | $31.45 | 4796 | 0.58% ($863.28) | True | $30.46 | 23/04/25 15:12 | 23/04/25 15:27 | 15m |
| 1066123 | RYI | Buy | $21.88 | $21.91 | 6855 | 0.14% ($205.65) | True | $21.08 | 22/04/25 14:23 | 22/04/25 14:34 | 11m |
| 1066150 | BGY | Buy | $5.22 | $5.22 | 28724 | -0.02% ($-31.60) | False | $5.19 | 21/04/25 15:24 | 21/04/25 15:41 | 17m |
| 1066117 | BALI | Buy | $26.76 | $26.83 | 5606 | 0.28% ($420.45) | True | $0.00 | 16/04/25 19:06 | 16/04/25 20:00 | 54m |
| 1066202 | 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 |
| 1066294 | LQDT | Buy | $29.66 | $29.63 | 5058 | -0.1% ($-151.74) | False | $29.11 | 15/04/25 18:08 | 15/04/25 18:16 | 8m |
| 1066159 | 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 |
| 1066238 | TAIL | Buy | $13.17 | $13.99 | 11389 | 6.23% ($9338.98) | True | $11.49 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 1066220 | BGY | Buy | $5.09 | $5.10 | 29469 | 0.2% ($294.69) | True | $4.99 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 1066183 | BGY | Buy | $5.16 | $5.20 | 29070 | 0.78% ($1165.71) | True | $5.06 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 1066175 | BGY | Buy | $5.25 | $5.23 | 28571 | -0.38% ($-571.42) | False | $5.04 | 04/04/25 14:16 | 04/04/25 14:43 | 27m |
| 1066245 | TAIL | Buy | $12.34 | $12.26 | 12155 | -0.65% ($-972.40) | False | $0.00 | 03/04/25 14:35 | 03/04/25 17:09 | 2.6h |
| 1066293 | LQDT | Buy | $29.23 | $31.35 | 5132 | 7.27% ($10905.50) | True | $28.40 | 03/04/25 14:53 | 03/04/25 16:48 | 1.9h |
| 1066148 | 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 |
| 1066186 | BGY | Buy | $5.55 | $5.56 | 27051 | 0.18% ($270.51) | True | $5.49 | 02/04/25 14:08 | 02/04/25 14:37 | 29m |
| 1066201 | BGY | Buy | $5.60 | $5.59 | 26785 | -0.18% ($-265.17) | False | $5.56 | 28/03/25 15:10 | 28/03/25 15:16 | 6m |
| 1066255 | BGY | Buy | $5.72 | $5.71 | 26246 | -0.01% ($-15.75) | False | $5.65 | 19/03/25 17:30 | 19/03/25 17:41 | 11m |
| 1066236 | BGY | Buy | $5.80 | $5.78 | 25862 | -0.26% ($-393.10) | False | $5.72 | 19/03/25 14:12 | 19/03/25 14:14 | 2m |
| 1066234 | BGY | Buy | $5.80 | $5.79 | 25884 | -0.09% ($-129.42) | False | $5.73 | 19/03/25 14:05 | 19/03/25 14:11 | 6m |
| 1066132 | 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 |
| 1066304 | LQDT | Buy | $33.70 | $33.82 | 4451 | 0.36% ($534.12) | True | $0.00 | 24/02/25 20:01 | 24/02/25 20:43 | 42m |
| 1066305 | LQDT | Buy | $34.48 | $34.43 | 4350 | -0.16% ($-239.25) | False | $33.89 | 21/02/25 19:23 | 21/02/25 20:16 | 53m |
| 1066303 | LQDT | Buy | $34.83 | $34.99 | 4307 | 0.47% ($710.66) | True | $0.00 | 21/02/25 18:12 | 21/02/25 18:49 | 37m |
| 1066139 | RYI | Buy | $25.25 | $24.26 | 5941 | -3.91% ($-5869.71) | False | $23.86 | 21/02/25 15:37 | 21/02/25 18:06 | 2.5h |
| 1066311 | LQDT | Buy | $35.75 | $35.59 | 4195 | -0.45% ($-675.40) | False | $35.29 | 19/02/25 20:25 | 19/02/25 20:55 | 30m |
| 1066314 | LQDT | Buy | $36.23 | $36.01 | 4140 | -0.62% ($-931.50) | False | $35.54 | 18/02/25 19:09 | 18/02/25 20:06 | 57m |
| 1066332 | LQDT | Buy | $33.71 | $33.74 | 4450 | 0.09% ($133.50) | True | $33.05 | 11/02/25 19:54 | 11/02/25 20:06 | 12m |
| 1066149 | RYI | Buy | $23.20 | $23.15 | 6465 | -0.22% ($-323.25) | False | $22.72 | 11/02/25 18:49 | 11/02/25 19:27 | 38m |
| 1066146 | RYI | Buy | $23.19 | $23.23 | 6469 | 0.19% ($283.34) | True | $22.65 | 11/02/25 18:29 | 11/02/25 18:42 | 13m |
| 1066318 | LQDT | Buy | $34.04 | $33.83 | 4406 | -0.62% ($-925.26) | False | $33.10 | 11/02/25 17:22 | 11/02/25 17:56 | 34m |
| 1066330 | LQDT | Buy | $34.25 | $33.43 | 4379 | -2.39% ($-3590.78) | False | $33.43 | 10/02/25 18:44 | 10/02/25 19:30 | 46m |
| 1066164 | RYI | Buy | $22.07 | $22.30 | 6798 | 1.07% ($1597.53) | True | $21.71 | 07/02/25 20:01 | 07/02/25 20:52 | 51m |
| 1066320 | LQDT | Buy | $33.04 | $33.00 | 4539 | -0.12% ($-181.56) | False | $31.99 | 07/02/25 17:00 | 07/02/25 17:10 | 10m |
| 1066334 | LQDT | Buy | $33.86 | $34.00 | 4430 | 0.43% ($642.35) | True | $33.23 | 06/02/25 19:36 | 06/02/25 20:03 | 27m |
| 1066328 | 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 |
| 1066325 | 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 |
| 1066322 | LQDT | Buy | $34.88 | $34.44 | 4300 | -1.25% ($-1881.68) | False | $33.34 | 06/02/25 16:41 | 06/02/25 17:24 | 43m |
| 1066317 | LQDT | Buy | $36.10 | $35.90 | 4155 | -0.57% ($-851.78) | False | $34.91 | 06/02/25 15:48 | 06/02/25 16:12 | 24m |
| 1066335 | LQDT | Buy | $32.02 | $32.06 | 4685 | 0.14% ($210.83) | True | $31.52 | 04/02/25 19:00 | 04/02/25 19:29 | 29m |
| 1066331 | LQDT | Buy | $32.66 | $32.25 | 4592 | -1.26% ($-1882.72) | False | $32.28 | 04/02/25 17:36 | 04/02/25 18:51 | 1.3h |
| 1066329 | 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 |
| 1066326 | LQDT | Buy | $33.00 | $33.01 | 4545 | 0.03% ($45.45) | True | $32.46 | 04/02/25 16:18 | 04/02/25 16:41 | 23m |
| 1066340 | LQDT | Buy | $33.62 | $33.51 | 4461 | -0.33% ($-490.71) | False | $33.23 | 03/02/25 20:10 | 03/02/25 20:39 | 29m |
| 1066176 | RYI | Buy | $21.20 | $21.19 | 7075 | -0.05% ($-70.75) | False | $20.79 | 03/02/25 17:36 | 03/02/25 17:55 | 19m |
| 1066173 | RYI | Buy | $20.22 | $20.10 | 7418 | -0.59% ($-890.16) | False | $0.00 | 22/01/25 19:38 | 22/01/25 20:35 | 57m |
Strategy DSL
LowVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket - Unstable Basket - Lo
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=33,
rsi_oversold=30,
rsi_overbought=142,
atr_period=42,
atr_mult=14.0,
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)