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
242
Total P&L
$17322.91
Notional: $26616055.09Total Return
0.07%
Weighted by notionalWin Rate
42.6%
103 W / 139 LCouldWin Rate
44.6%
108 could / 242 totalAvg P&L
$71.58
Avg Return: 0.07%Best Win
$12965.98
Largest Loss
$-6008.97
Trade Details
242 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1068473 | TAIL | Buy | $11.99 | $11.98 | 9178 | -0.04% ($-42.22) | False | $0.00 | 14/10/25 16:57 | 14/10/25 17:10 | 13m |
| 1068388 | TAIL | Buy | $12.02 | $12.01 | 9155 | -0.01% ($-13.73) | False | $11.98 | 14/10/25 14:31 | 14/10/25 15:03 | 32m |
| 1068431 | LQDT | Buy | $22.87 | $23.96 | 4809 | 4.77% ($5241.81) | True | $0.00 | 13/10/25 15:13 | 13/10/25 18:52 | 3.7h |
| 1068402 | RYI | Buy | $22.53 | $22.58 | 4882 | 0.22% ($244.10) | True | $0.00 | 13/10/25 17:54 | 13/10/25 18:38 | 44m |
| 1068425 | BGY | Buy | $5.70 | $5.71 | 19298 | 0.09% ($96.49) | True | $0.00 | 13/10/25 15:09 | 13/10/25 16:22 | 1.2h |
| 1068395 | LQDT | Buy | $22.89 | $22.95 | 4805 | 0.26% ($288.30) | True | $22.20 | 13/10/25 14:15 | 13/10/25 14:49 | 34m |
| 1068518 | LQDT | Buy | $23.18 | $23.16 | 4745 | -0.11% ($-118.63) | False | $22.72 | 10/10/25 19:56 | 10/10/25 19:58 | 2m |
| 1068392 | LQDT | Buy | $23.39 | $23.48 | 4702 | 0.38% ($423.18) | True | $0.00 | 10/10/25 15:09 | 10/10/25 15:28 | 19m |
| 1068469 | LQDT | Buy | $24.02 | $23.92 | 4578 | -0.43% ($-477.03) | False | $23.73 | 08/10/25 18:45 | 08/10/25 19:37 | 52m |
| 1068391 | LQDT | Buy | $24.47 | $24.17 | 4495 | -1.23% ($-1348.50) | False | $23.90 | 08/10/25 16:48 | 08/10/25 18:17 | 1.5h |
| 1068433 | RYI | Buy | $23.29 | $23.26 | 4723 | -0.13% ($-141.69) | False | $22.99 | 07/10/25 19:47 | 07/10/25 19:59 | 12m |
| 1068398 | LQDT | Buy | $27.15 | $27.30 | 4051 | 0.55% ($607.65) | True | $26.88 | 26/09/25 18:49 | 26/09/25 19:55 | 1.1h |
| 1068397 | LQDT | Buy | $27.24 | $27.38 | 4038 | 0.51% ($565.32) | True | $26.95 | 25/09/25 19:39 | 25/09/25 20:00 | 21m |
| 1068463 | GPI | Buy | $436.00 | $435.73 | 252 | -0.06% ($-68.67) | False | $428.48 | 25/09/25 19:36 | 25/09/25 19:49 | 13m |
| 1068419 | BGY | Buy | $5.72 | $5.72 | 19242 | -0.03% ($-28.86) | False | $0.00 | 24/09/25 15:19 | 24/09/25 15:27 | 8m |
| 1068383 | BGY | Buy | $5.72 | $5.72 | 19247 | 0.03% ($36.57) | True | $0.00 | 24/09/25 14:54 | 24/09/25 15:10 | 16m |
| 1068435 | BRR | Buy | $10.12 | $10.12 | 10868 | -0.01% ($-15.22) | False | $9.99 | 19/09/25 14:04 | 19/09/25 15:12 | 1.1h |
| 1068459 | RYI | Buy | $22.91 | $22.84 | 4801 | -0.33% ($-360.08) | False | $21.50 | 17/09/25 18:55 | 17/09/25 19:30 | 35m |
| 1068390 | RYI | Buy | $23.18 | $23.19 | 4745 | 0.04% ($47.45) | True | $0.00 | 17/09/25 17:26 | 17/09/25 17:29 | 3m |
| 1068396 | LQDT | Buy | $27.17 | $27.61 | 4048 | 1.62% ($1781.12) | True | $0.00 | 15/09/25 18:49 | 15/09/25 20:00 | 1.2h |
| 1068569 | LQDT | Buy | $27.08 | $27.12 | 4062 | 0.16% ($172.64) | True | $26.81 | 10/09/25 19:40 | 10/09/25 19:58 | 18m |
| 1068568 | LQDT | Buy | $26.14 | $26.12 | 4208 | -0.08% ($-84.16) | False | $25.77 | 02/09/25 19:59 | 02/09/25 20:00 | 1m |
| 1068622 | LQDT | Buy | $26.28 | $26.25 | 4186 | -0.1% ($-104.65) | False | $0.00 | 27/08/25 19:02 | 27/08/25 19:12 | 10m |
| 1068618 | LQDT | Buy | $26.28 | $26.26 | 4186 | -0.06% ($-62.79) | False | $0.00 | 27/08/25 18:48 | 27/08/25 18:59 | 11m |
| 1068582 | LQDT | Buy | $26.38 | $26.43 | 4169 | 0.19% ($208.45) | True | $0.00 | 27/08/25 16:39 | 27/08/25 17:18 | 39m |
| 1068641 | LQDT | Buy | $25.49 | $25.47 | 4316 | -0.06% ($-64.74) | False | $25.18 | 18/08/25 15:59 | 18/08/25 16:27 | 28m |
| 1068655 | BRR | Buy | $10.08 | $10.10 | 10912 | 0.22% ($238.97) | True | $0.00 | 15/08/25 17:51 | 15/08/25 18:31 | 40m |
| 1068654 | LQDT | Buy | $25.18 | $25.17 | 4369 | -0.02% ($-21.85) | False | $0.00 | 15/08/25 16:21 | 15/08/25 17:14 | 53m |
| 1068610 | LQDT | Buy | $25.64 | $25.39 | 4291 | -0.98% ($-1072.75) | False | $24.41 | 15/08/25 14:17 | 15/08/25 14:49 | 32m |
| 1068764 | LQDT | Buy | $25.13 | $25.16 | 4378 | 0.14% ($153.23) | True | $24.53 | 12/08/25 19:34 | 12/08/25 19:51 | 17m |
| 1068706 | LQDT | Buy | $25.22 | $25.25 | 4361 | 0.12% ($130.83) | True | $0.00 | 12/08/25 17:01 | 12/08/25 17:06 | 5m |
| 1068808 | BRR | Buy | $10.26 | $10.18 | 10721 | -0.78% ($-857.68) | False | $10.07 | 08/08/25 19:50 | 08/08/25 20:00 | 10m |
| 1068906 | LQDT | Buy | $24.00 | $23.98 | 4583 | -0.08% ($-91.66) | False | $23.67 | 08/08/25 19:23 | 08/08/25 19:25 | 2m |
| 1068780 | LQDT | Buy | $23.45 | $23.79 | 4690 | 1.43% ($1571.15) | True | $22.72 | 08/08/25 15:13 | 08/08/25 15:53 | 40m |
| 1068896 | LQDT | Buy | $23.43 | $23.40 | 4694 | -0.13% ($-140.82) | False | $0.00 | 07/08/25 19:21 | 07/08/25 19:22 | 1m |
| 1068884 | LQDT | Buy | $23.45 | $23.41 | 4690 | -0.17% ($-187.60) | False | $22.96 | 07/08/25 18:41 | 07/08/25 19:02 | 21m |
| 1068812 | LQDT | Buy | $23.44 | $23.39 | 4692 | -0.21% ($-234.60) | True | $22.75 | 07/08/25 15:59 | 07/08/25 16:18 | 19m |
| 1068804 | LQDT | Buy | $23.58 | $23.49 | 4664 | -0.38% ($-419.76) | False | $22.81 | 07/08/25 15:51 | 07/08/25 15:55 | 4m |
| 1068776 | LQDT | Buy | $24.04 | $23.56 | 4575 | -1.99% ($-2190.97) | False | $22.74 | 07/08/25 14:59 | 07/08/25 15:49 | 50m |
| 1068634 | TAIL | Buy | $11.97 | $12.02 | 9193 | 0.46% ($505.62) | True | $11.93 | 01/08/25 16:18 | 01/08/25 18:27 | 2.2h |
| 1068563 | TAIL | Buy | $11.98 | $11.97 | 9185 | -0.04% ($-45.93) | False | $11.92 | 01/08/25 14:46 | 01/08/25 15:03 | 17m |
| 1068554 | TAIL | Buy | $11.98 | $11.97 | 9185 | -0.04% ($-45.93) | False | $11.93 | 01/08/25 14:39 | 01/08/25 14:45 | 6m |
| 1068389 | BGY | Buy | $5.60 | $5.59 | 19642 | -0.27% ($-294.63) | False | $0.00 | 01/08/25 14:39 | 01/08/25 14:42 | 3m |
| 1068849 | LQDT | Buy | $23.19 | $23.17 | 4743 | -0.07% ($-80.63) | False | $22.49 | 01/08/25 14:25 | 01/08/25 14:30 | 5m |
| 1068919 | LQDT | Buy | $23.86 | $23.66 | 4610 | -0.84% ($-922.00) | False | $23.58 | 31/07/25 17:19 | 31/07/25 18:11 | 52m |
| 1068852 | LQDT | Buy | $24.02 | $23.96 | 4579 | -0.25% ($-274.74) | False | $22.89 | 31/07/25 14:06 | 31/07/25 14:15 | 9m |
| 1068915 | BRR | Buy | $10.32 | $10.33 | 10664 | 0.15% ($159.96) | True | $10.09 | 29/07/25 16:03 | 29/07/25 16:06 | 3m |
| 1068939 | BRR | Buy | $10.43 | $10.43 | 10545 | -0.05% ($-59.05) | False | $0.00 | 28/07/25 19:30 | 28/07/25 19:37 | 7m |
| 1068958 | LQDT | Buy | $24.09 | $24.07 | 4567 | -0.06% ($-68.51) | False | $0.00 | 28/07/25 18:52 | 28/07/25 19:12 | 20m |
| 1068935 | LQDT | Buy | $24.30 | $24.11 | 4526 | -0.78% ($-856.32) | False | $0.00 | 28/07/25 17:18 | 28/07/25 18:37 | 1.3h |
| 1068903 | BRR | Buy | $10.46 | $10.47 | 10512 | 0.07% ($73.58) | True | $0.00 | 28/07/25 16:39 | 28/07/25 17:17 | 38m |
| 1068899 | BRR | Buy | $10.44 | $10.47 | 10538 | 0.31% ($341.43) | True | $10.18 | 28/07/25 16:03 | 28/07/25 16:36 | 33m |
| 1068900 | LQDT | Buy | $24.51 | $24.44 | 4487 | -0.29% ($-314.09) | False | $0.00 | 28/07/25 15:06 | 28/07/25 15:45 | 39m |
| 1068894 | BRR | Buy | $10.31 | $10.30 | 10669 | -0.1% ($-106.69) | False | $10.28 | 25/07/25 15:11 | 25/07/25 15:13 | 2m |
| 1068887 | BRR | Buy | $10.30 | $10.30 | 10676 | -0.03% ($-35.23) | False | $10.27 | 25/07/25 15:04 | 25/07/25 15:05 | 1m |
| 1068875 | BRR | Buy | $10.32 | $10.30 | 10664 | -0.15% ($-159.96) | False | $10.25 | 25/07/25 14:40 | 25/07/25 15:03 | 23m |
| 1068872 | BRR | Buy | $10.33 | $10.30 | 10648 | -0.29% ($-321.57) | False | $10.30 | 25/07/25 14:37 | 25/07/25 14:39 | 2m |
| 1069034 | BRR | Buy | $10.31 | $10.34 | 10669 | 0.29% ($320.07) | True | $10.22 | 23/07/25 19:37 | 23/07/25 20:00 | 23m |
| 1068954 | BRR | Buy | $10.32 | $10.33 | 10658 | 0.1% ($106.58) | True | $10.18 | 23/07/25 14:57 | 23/07/25 15:02 | 5m |
| 1068952 | BRR | Buy | $10.35 | $10.33 | 10628 | -0.19% ($-212.56) | False | $10.26 | 23/07/25 14:50 | 23/07/25 14:52 | 2m |
| 1068945 | BRR | Buy | $10.35 | $10.33 | 10628 | -0.19% ($-212.56) | False | $10.26 | 23/07/25 14:48 | 23/07/25 14:49 | 1m |
| 1068933 | BRR | Buy | $10.33 | $10.35 | 10648 | 0.19% ($212.96) | True | $9.91 | 23/07/25 14:16 | 23/07/25 14:30 | 14m |
| 1068972 | BRR | Buy | $10.30 | $10.29 | 10679 | -0.15% ($-160.19) | True | $10.19 | 22/07/25 13:57 | 22/07/25 13:58 | 1m |
| 1068966 | BRR | Buy | $10.30 | $10.27 | 10684 | -0.24% ($-266.03) | True | $10.20 | 22/07/25 13:51 | 22/07/25 13:56 | 5m |
| 1068600 | BGY | Buy | $5.74 | $5.75 | 19180 | 0.26% ($287.70) | True | $5.66 | 21/07/25 19:41 | 21/07/25 20:00 | 19m |
| 1069007 | BRR | Buy | $10.27 | $10.29 | 10716 | 0.24% ($267.90) | True | $0.00 | 21/07/25 16:25 | 21/07/25 17:35 | 1.2h |
| 1069002 | BRR | Buy | $10.27 | $10.26 | 10710 | -0.1% ($-107.10) | False | $10.15 | 21/07/25 15:35 | 21/07/25 15:40 | 5m |
| 1069065 | BRR | Buy | $10.38 | $10.39 | 10593 | 0.06% ($67.80) | True | $10.29 | 18/07/25 18:14 | 18/07/25 18:33 | 19m |
| 1069102 | BRR | Buy | $10.49 | $10.50 | 10491 | 0.14% ($157.37) | True | $10.25 | 17/07/25 19:46 | 17/07/25 20:00 | 14m |
| 1068385 | GPI | Buy | $412.10 | $410.28 | 266 | -0.44% ($-484.12) | False | $381.49 | 17/07/25 14:13 | 17/07/25 14:59 | 46m |
| 1068452 | BALI | Buy | $30.07 | $30.14 | 3658 | 0.22% ($237.77) | True | $0.00 | 15/07/25 17:00 | 15/07/25 18:36 | 1.6h |
| 1068534 | RYI | Buy | $22.82 | $22.78 | 4820 | -0.18% ($-192.80) | False | $0.00 | 15/07/25 16:38 | 15/07/25 17:40 | 1h |
| 1068406 | BALI | Buy | $30.12 | $30.13 | 3652 | 0.02% ($23.74) | True | $0.00 | 15/07/25 15:06 | 15/07/25 15:36 | 30m |
| 1068497 | RYI | Buy | $23.00 | $23.02 | 4782 | 0.09% ($95.64) | True | $22.67 | 15/07/25 15:22 | 15/07/25 15:32 | 10m |
| 1068480 | RYI | Buy | $22.99 | $23.04 | 4784 | 0.22% ($246.38) | True | $22.31 | 15/07/25 15:00 | 15/07/25 15:09 | 9m |
| 1069129 | BRR | Buy | $10.66 | $10.65 | 10323 | -0.05% ($-51.62) | False | $10.60 | 14/07/25 19:48 | 14/07/25 19:50 | 2m |
| 1069072 | BRR | Buy | $10.64 | $10.63 | 10338 | -0.1% ($-106.48) | False | $10.39 | 14/07/25 14:08 | 14/07/25 14:11 | 3m |
| 1069137 | BRR | Buy | $10.63 | $10.62 | 10352 | -0.09% ($-103.52) | False | $10.26 | 09/07/25 18:23 | 09/07/25 18:30 | 7m |
| 1069136 | BRR | Buy | $10.64 | $10.62 | 10343 | -0.14% ($-148.94) | False | $10.20 | 09/07/25 18:15 | 09/07/25 18:16 | 1m |
| 1069134 | BRR | Buy | $10.65 | $10.63 | 10328 | -0.23% ($-258.20) | False | $10.23 | 09/07/25 17:55 | 09/07/25 18:10 | 15m |
| 1069041 | LQDT | Buy | $23.75 | $23.76 | 4631 | 0.04% ($46.31) | True | $23.47 | 01/07/25 19:50 | 01/07/25 19:58 | 8m |
| 1069063 | LQDT | Buy | $23.11 | $23.16 | 4760 | 0.24% ($261.80) | True | $22.95 | 25/06/25 19:37 | 25/06/25 20:00 | 23m |
| 1068979 | LQDT | Buy | $22.96 | $23.02 | 4790 | 0.24% ($263.45) | True | $22.69 | 25/06/25 15:20 | 25/06/25 15:41 | 21m |
| 1068637 | BGY | Buy | $5.72 | $5.71 | 19247 | -0.09% ($-96.24) | False | $5.65 | 25/06/25 14:35 | 25/06/25 14:49 | 14m |
| 1069064 | LQDT | Buy | $24.35 | $24.32 | 4517 | -0.12% ($-135.51) | False | $24.13 | 11/06/25 19:47 | 11/06/25 19:48 | 1m |
| 1068562 | RYI | Buy | $21.12 | $21.17 | 5209 | 0.26% ($286.50) | True | $0.00 | 11/06/25 18:25 | 11/06/25 18:35 | 10m |
| 1068519 | RYI | Buy | $21.25 | $21.24 | 5176 | -0.05% ($-51.76) | False | $20.64 | 11/06/25 16:22 | 11/06/25 16:43 | 21m |
| 1069018 | LQDT | Buy | $24.68 | $24.74 | 4457 | 0.24% ($267.42) | True | $0.00 | 06/06/25 15:55 | 06/06/25 16:15 | 20m |
| 1069087 | LQDT | Buy | $23.08 | $23.20 | 4767 | 0.54% ($595.88) | True | $22.83 | 03/06/25 19:51 | 03/06/25 20:00 | 9m |
| 1069080 | LQDT | Buy | $23.12 | $23.10 | 4757 | -0.09% ($-95.14) | False | $0.00 | 03/06/25 19:42 | 03/06/25 19:45 | 3m |
| 1068570 | RYI | Buy | $21.73 | $21.72 | 5062 | -0.05% ($-50.62) | False | $0.00 | 02/06/25 16:46 | 02/06/25 16:58 | 12m |
| 1068543 | RYI | Buy | $21.92 | $21.90 | 5018 | -0.09% ($-100.36) | False | $0.00 | 02/06/25 15:34 | 02/06/25 15:41 | 7m |
| 1068539 | RYI | Buy | $21.96 | $21.87 | 5009 | -0.41% ($-450.81) | False | $0.00 | 02/06/25 15:28 | 02/06/25 15:32 | 4m |
| 1068532 | RYI | Buy | $22.00 | $21.97 | 5000 | -0.16% ($-175.00) | False | $0.00 | 02/06/25 15:21 | 02/06/25 15:24 | 3m |
| 1069071 | LQDT | Buy | $23.92 | $23.64 | 4598 | -1.17% ($-1287.44) | False | $23.44 | 27/05/25 18:25 | 27/05/25 19:46 | 1.4h |
| 1068730 | TAIL | Buy | $12.08 | $12.07 | 9103 | -0.11% ($-122.89) | False | $0.00 | 19/05/25 16:38 | 19/05/25 16:44 | 6m |
| 1069133 | LQDT | Buy | $24.71 | $24.51 | 4452 | -0.79% ($-868.14) | False | $24.24 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 1068787 | TAIL | Buy | $12.08 | $12.09 | 9104 | 0.06% ($71.01) | True | $0.00 | 16/05/25 17:29 | 16/05/25 18:05 | 36m |
| 1069097 | LQDT | Buy | $24.37 | $24.49 | 4513 | 0.47% ($519.90) | True | $24.04 | 16/05/25 15:21 | 16/05/25 16:41 | 1.3h |
| 1069096 | LQDT | Buy | $24.43 | $24.42 | 4503 | -0.04% ($-45.03) | False | $23.95 | 16/05/25 15:05 | 16/05/25 15:17 | 12m |
| 1069149 | LQDT | Buy | $24.71 | $24.66 | 4451 | -0.2% ($-222.55) | False | $24.31 | 15/05/25 19:48 | 15/05/25 20:00 | 12m |
| 1069145 | LQDT | Buy | $24.70 | $24.71 | 4453 | 0.04% ($44.53) | True | $24.20 | 15/05/25 19:41 | 15/05/25 19:46 | 5m |
| 1069140 | LQDT | Buy | $24.94 | $24.70 | 4410 | -0.96% ($-1058.40) | False | $24.56 | 15/05/25 19:13 | 15/05/25 19:37 | 24m |
| 1069130 | LQDT | Buy | $25.14 | $25.11 | 4375 | -0.14% ($-153.13) | False | $24.63 | 15/05/25 18:00 | 15/05/25 18:15 | 15m |
| 1069120 | LQDT | Buy | $25.14 | $25.26 | 4375 | 0.46% ($503.13) | True | $24.83 | 15/05/25 16:59 | 15/05/25 17:30 | 31m |
| 1069115 | LQDT | Buy | $25.21 | $25.15 | 4363 | -0.24% ($-261.78) | False | $24.60 | 15/05/25 16:34 | 15/05/25 16:52 | 18m |
| 1068707 | TAIL | Buy | $12.09 | $12.10 | 9098 | 0.09% ($95.53) | True | $11.99 | 13/05/25 14:24 | 13/05/25 14:52 | 28m |
| 1069098 | LQDT | Buy | $23.07 | $23.20 | 4768 | 0.57% ($631.76) | True | $21.57 | 13/05/25 14:03 | 13/05/25 14:10 | 7m |
| 1069157 | LQDT | Buy | $24.50 | $24.06 | 4489 | -1.8% ($-1975.16) | False | $23.82 | 12/05/25 19:45 | 12/05/25 20:00 | 15m |
| 1069150 | LQDT | Buy | $24.63 | $24.60 | 4466 | -0.12% ($-133.98) | False | $23.99 | 12/05/25 19:10 | 12/05/25 19:11 | 1m |
| 1068794 | TAIL | Buy | $12.17 | $12.16 | 9042 | -0.04% ($-42.50) | False | $0.00 | 12/05/25 17:12 | 12/05/25 17:53 | 41m |
| 1069132 | LQDT | Buy | $25.90 | $26.00 | 4247 | 0.39% ($424.70) | True | $24.76 | 09/05/25 15:34 | 09/05/25 15:54 | 20m |
| 1069116 | LQDT | Buy | $26.82 | $26.19 | 4102 | -2.33% ($-2563.75) | False | $25.08 | 09/05/25 14:06 | 09/05/25 15:15 | 1.2h |
| 1069180 | LQDT | Buy | $28.44 | $28.40 | 3867 | -0.14% ($-154.68) | False | $27.02 | 08/05/25 19:03 | 08/05/25 19:06 | 3m |
| 1069173 | LQDT | Buy | $28.74 | $28.54 | 3827 | -0.71% ($-784.54) | False | $28.16 | 08/05/25 18:43 | 08/05/25 18:58 | 15m |
| 1069141 | LQDT | Buy | $27.21 | $28.18 | 4043 | 3.58% ($3941.93) | True | $25.82 | 08/05/25 15:14 | 08/05/25 16:10 | 56m |
| 1069125 | LQDT | Buy | $25.28 | $28.26 | 4351 | 11.79% ($12965.98) | True | $21.99 | 08/05/25 13:57 | 08/05/25 14:49 | 52m |
| 1069153 | LQDT | Buy | $31.69 | $31.72 | 3471 | 0.09% ($104.13) | True | $0.00 | 05/05/25 17:31 | 05/05/25 18:56 | 1.4h |
| 1068796 | TAIL | Buy | $12.49 | $12.49 | 8810 | 0.04% ($44.93) | True | $12.42 | 05/05/25 14:59 | 05/05/25 15:10 | 11m |
| 1068770 | TAIL | Buy | $12.52 | $12.51 | 8785 | -0.04% ($-48.32) | False | $12.37 | 05/05/25 14:11 | 05/05/25 14:36 | 25m |
| 1068831 | TAIL | Buy | $12.63 | $12.63 | 8706 | -0.03% ($-31.34) | False | $12.50 | 01/05/25 14:37 | 01/05/25 15:07 | 30m |
| 1068826 | TAIL | Buy | $12.65 | $12.63 | 8698 | -0.12% ($-133.95) | False | $12.55 | 01/05/25 14:27 | 01/05/25 14:36 | 9m |
| 1068961 | TAIL | Buy | $12.75 | $12.76 | 8630 | 0.12% ($129.45) | True | $12.60 | 30/04/25 19:57 | 30/04/25 20:00 | 3m |
| 1068879 | TAIL | Buy | $12.82 | $12.82 | 8581 | -0.02% ($-25.74) | False | $12.70 | 30/04/25 15:13 | 30/04/25 15:28 | 15m |
| 1068977 | TAIL | Buy | $12.71 | $12.71 | 8654 | -0.04% ($-43.27) | False | $0.00 | 25/04/25 19:10 | 25/04/25 19:11 | 1m |
| 1068947 | TAIL | Buy | $12.69 | $12.73 | 8667 | 0.31% ($338.01) | True | $12.61 | 25/04/25 17:34 | 25/04/25 18:10 | 36m |
| 1068940 | TAIL | Buy | $12.68 | $12.69 | 8673 | 0.06% ($69.38) | True | $12.60 | 25/04/25 17:20 | 25/04/25 17:33 | 13m |
| 1069193 | LQDT | Buy | $31.21 | $31.40 | 3525 | 0.62% ($687.38) | True | $30.79 | 23/04/25 19:21 | 23/04/25 19:36 | 15m |
| 1068662 | RYI | Buy | $22.87 | $22.82 | 4809 | -0.22% ($-240.45) | False | $0.00 | 23/04/25 19:17 | 23/04/25 19:35 | 18m |
| 1069192 | LQDT | Buy | $31.29 | $31.27 | 3515 | -0.06% ($-70.30) | False | $30.91 | 23/04/25 19:05 | 23/04/25 19:14 | 9m |
| 1069191 | LQDT | Buy | $31.30 | $31.28 | 3514 | -0.06% ($-70.28) | False | $30.94 | 23/04/25 19:01 | 23/04/25 19:04 | 3m |
| 1068913 | TAIL | Buy | $12.84 | $12.85 | 8566 | 0.08% ($85.66) | True | $12.77 | 23/04/25 17:21 | 23/04/25 17:47 | 26m |
| 1069161 | LQDT | Buy | $31.36 | $31.45 | 3508 | 0.3% ($333.26) | True | $30.24 | 23/04/25 15:03 | 23/04/25 15:27 | 24m |
| 1068948 | TAIL | Buy | $13.04 | $13.03 | 8435 | -0.08% ($-84.35) | False | $12.84 | 22/04/25 18:51 | 22/04/25 19:04 | 13m |
| 1068885 | TAIL | Buy | $13.07 | $13.05 | 8419 | -0.12% ($-131.34) | False | $12.96 | 22/04/25 14:50 | 22/04/25 15:58 | 1.1h |
| 1068659 | RYI | Buy | $21.87 | $21.87 | 5030 | 0.02% ($25.15) | True | $21.06 | 22/04/25 14:37 | 22/04/25 15:40 | 1.1h |
| 1068876 | TAIL | Buy | $13.09 | $13.08 | 8403 | -0.07% ($-81.51) | False | $12.99 | 22/04/25 14:18 | 22/04/25 14:35 | 17m |
| 1068646 | RYI | Buy | $22.13 | $21.91 | 4970 | -0.99% ($-1093.40) | False | $21.33 | 22/04/25 14:14 | 22/04/25 14:34 | 20m |
| 1068882 | BGY | Buy | $5.23 | $5.23 | 21052 | 0.1% ($105.26) | True | $5.17 | 21/04/25 19:19 | 21/04/25 19:43 | 24m |
| 1068747 | BGY | Buy | $5.22 | $5.22 | 21064 | -0.02% ($-23.17) | False | $5.17 | 21/04/25 15:15 | 21/04/25 15:41 | 26m |
| 1068511 | GPI | Buy | $396.30 | $393.75 | 277 | -0.64% ($-704.97) | False | $0.00 | 17/04/25 18:23 | 17/04/25 19:46 | 1.4h |
| 1069169 | LQDT | Buy | $30.95 | $31.02 | 3554 | 0.23% ($248.78) | True | $0.00 | 17/04/25 15:35 | 17/04/25 15:40 | 5m |
| 1068561 | BALI | Buy | $26.84 | $26.83 | 4097 | -0.05% ($-52.03) | False | $0.00 | 16/04/25 18:37 | 16/04/25 20:00 | 1.4h |
| 1068920 | TAIL | Buy | $12.95 | $12.97 | 8494 | 0.11% ($125.71) | True | $0.00 | 16/04/25 15:23 | 16/04/25 15:49 | 26m |
| 1068914 | TAIL | Buy | $12.98 | $12.95 | 8474 | -0.23% ($-254.22) | False | $0.00 | 16/04/25 15:15 | 16/04/25 15:22 | 7m |
| 1069184 | LQDT | Buy | $29.90 | $29.63 | 3678 | -0.92% ($-1011.45) | False | $28.91 | 15/04/25 17:37 | 15/04/25 18:16 | 39m |
| 1069025 | TAIL | Buy | $12.74 | $12.80 | 8634 | 0.47% ($518.04) | True | $12.39 | 09/04/25 19:55 | 09/04/25 20:00 | 5m |
| 1068994 | TAIL | Buy | $12.98 | $12.82 | 8474 | -1.23% ($-1355.84) | False | $12.26 | 09/04/25 17:51 | 09/04/25 18:34 | 43m |
| 1068984 | TAIL | Buy | $13.06 | $13.03 | 8425 | -0.23% ($-252.75) | False | $11.80 | 09/04/25 17:36 | 09/04/25 17:46 | 10m |
| 1068769 | BGY | Buy | $4.94 | $4.93 | 22285 | -0.12% ($-127.02) | True | $4.77 | 09/04/25 14:59 | 09/04/25 15:14 | 15m |
| 1068768 | BGY | Buy | $5.09 | $5.10 | 21596 | 0.13% ($142.53) | True | $0.00 | 08/04/25 15:28 | 08/04/25 16:07 | 39m |
| 1069226 | LQDT | Buy | $28.65 | $28.80 | 3839 | 0.52% ($575.85) | True | $27.87 | 07/04/25 19:48 | 07/04/25 19:53 | 5m |
| 1068648 | GPI | Buy | $384.10 | $383.84 | 286 | -0.07% ($-75.79) | False | $368.81 | 07/04/25 18:57 | 07/04/25 19:20 | 23m |
| 1069183 | LQDT | Buy | $28.25 | $28.58 | 3893 | 1.17% ($1284.69) | True | $25.47 | 07/04/25 15:36 | 07/04/25 16:03 | 27m |
| 1068829 | BGY | Buy | $5.02 | $5.01 | 21912 | -0.3% ($-328.68) | False | $4.92 | 07/04/25 15:01 | 07/04/25 15:07 | 6m |
| 1069001 | TAIL | Buy | $13.17 | $13.99 | 8352 | 6.23% ($6848.64) | True | $11.49 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 1069090 | TAIL | Buy | $13.44 | $13.48 | 8184 | 0.3% ($327.36) | True | $13.05 | 04/04/25 19:45 | 04/04/25 19:49 | 4m |
| 1068937 | BGY | Buy | $5.09 | $5.10 | 21611 | 0.2% ($216.11) | True | $4.99 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 1068881 | BGY | Buy | $5.18 | $5.17 | 21256 | -0.1% ($-106.28) | False | $5.08 | 04/04/25 15:50 | 04/04/25 15:56 | 6m |
| 1068841 | BGY | Buy | $5.16 | $5.20 | 21318 | 0.78% ($854.85) | True | $5.06 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 1068818 | BGY | Buy | $5.26 | $5.23 | 20931 | -0.48% ($-527.46) | False | $5.06 | 04/04/25 14:07 | 04/04/25 14:43 | 36m |
| 1069234 | LQDT | Buy | $30.86 | $31.02 | 3564 | 0.52% ($570.24) | True | $29.50 | 03/04/25 19:47 | 03/04/25 20:00 | 13m |
| 1068921 | BGY | Buy | $5.51 | $5.50 | 19981 | -0.04% ($-43.96) | False | $0.00 | 03/04/25 17:27 | 03/04/25 17:32 | 5m |
| 1068912 | BGY | Buy | $5.51 | $5.51 | 19966 | -0.07% ($-81.86) | False | $5.46 | 03/04/25 17:14 | 03/04/25 17:16 | 2m |
| 1069040 | TAIL | Buy | $12.22 | $12.26 | 9001 | 0.33% ($360.04) | True | $0.00 | 03/04/25 16:21 | 03/04/25 17:09 | 48m |
| 1069186 | LQDT | Buy | $29.58 | $31.35 | 3718 | 5.98% ($6580.86) | True | $29.01 | 03/04/25 14:37 | 03/04/25 16:48 | 2.2h |
| 1068739 | RYI | Buy | $22.65 | $22.74 | 4857 | 0.42% ($461.42) | True | $0.00 | 02/04/25 18:36 | 02/04/25 18:43 | 7m |
| 1068727 | RYI | Buy | $22.80 | $22.62 | 4824 | -0.79% ($-868.32) | False | $22.69 | 02/04/25 18:20 | 02/04/25 18:28 | 8m |
| 1068867 | BGY | Buy | $5.55 | $5.56 | 19837 | 0.18% ($198.37) | True | $5.49 | 02/04/25 14:08 | 02/04/25 14:37 | 29m |
| 1069200 | LQDT | Buy | $30.57 | $31.23 | 3598 | 2.16% ($2374.68) | True | $29.98 | 01/04/25 14:31 | 01/04/25 15:41 | 1.2h |
| 1068982 | BGY | Buy | $5.60 | $5.59 | 19642 | -0.09% ($-100.17) | False | $5.57 | 28/03/25 19:10 | 28/03/25 19:11 | 1m |
| 1068974 | BGY | Buy | $5.60 | $5.60 | 19642 | -0.09% ($-98.21) | False | $0.00 | 28/03/25 18:58 | 28/03/25 19:00 | 2m |
| 1068907 | BGY | Buy | $5.61 | $5.59 | 19625 | -0.27% ($-292.41) | False | $5.54 | 28/03/25 14:28 | 28/03/25 15:16 | 48m |
| 1069024 | BGY | Buy | $5.73 | $5.71 | 19213 | -0.19% ($-203.66) | False | $0.00 | 19/03/25 17:14 | 19/03/25 17:41 | 27m |
| 1068960 | BGY | Buy | $5.80 | $5.79 | 18981 | -0.09% ($-94.91) | False | $5.72 | 19/03/25 14:00 | 19/03/25 14:11 | 11m |
| 1068585 | GPI | Buy | $383.95 | $384.72 | 286 | 0.2% ($220.22) | True | $372.27 | 14/03/25 14:31 | 14/03/25 15:15 | 44m |
| 1068679 | RYI | Buy | $23.00 | $23.06 | 4782 | 0.26% ($286.92) | True | $22.40 | 10/03/25 15:29 | 10/03/25 15:57 | 28m |
| 1068674 | RYI | Buy | $23.07 | $22.99 | 4769 | -0.33% ($-357.68) | False | $0.00 | 10/03/25 15:26 | 10/03/25 15:28 | 2m |
| 1068670 | RYI | Buy | $23.10 | $23.05 | 4761 | -0.24% ($-261.86) | False | $0.00 | 10/03/25 15:17 | 10/03/25 15:22 | 5m |
| 1068667 | RYI | Buy | $23.02 | $23.07 | 4778 | 0.22% ($238.90) | True | $0.00 | 10/03/25 15:05 | 10/03/25 15:16 | 11m |
| 1069217 | LQDT | Buy | $30.19 | $30.21 | 3643 | 0.05% ($54.65) | True | $29.45 | 07/03/25 16:12 | 07/03/25 16:23 | 11m |
| 1069239 | LQDT | Buy | $30.74 | $30.85 | 3578 | 0.34% ($375.69) | True | $29.99 | 04/03/25 16:39 | 04/03/25 17:07 | 28m |
| 1069254 | LQDT | Buy | $33.81 | $33.82 | 3253 | 0.04% ($48.80) | True | $0.00 | 24/02/25 19:47 | 24/02/25 20:43 | 56m |
| 1068791 | RYI | Buy | $24.07 | $24.33 | 4570 | 1.08% ($1188.20) | True | $23.08 | 21/02/25 20:22 | 21/02/25 20:41 | 19m |
| 1069259 | LQDT | Buy | $34.66 | $34.43 | 3174 | -0.66% ($-730.02) | False | $34.02 | 21/02/25 19:14 | 21/02/25 20:16 | 1h |
| 1069244 | LQDT | Buy | $35.44 | $34.99 | 3103 | -1.27% ($-1396.35) | False | $34.63 | 21/02/25 16:47 | 21/02/25 18:49 | 2h |
| 1068717 | RYI | Buy | $24.06 | $24.26 | 4571 | 0.83% ($914.20) | True | $0.00 | 21/02/25 17:22 | 21/02/25 18:06 | 44m |
| 1068678 | RYI | Buy | $25.44 | $24.05 | 4323 | -5.46% ($-6008.97) | False | $24.06 | 21/02/25 15:25 | 21/02/25 17:21 | 1.9h |
| 1069269 | LQDT | Buy | $35.80 | $35.59 | 3072 | -0.59% ($-645.12) | False | $35.29 | 19/02/25 20:15 | 19/02/25 20:55 | 40m |
| 1069250 | LQDT | Buy | $35.80 | $35.78 | 3072 | -0.04% ($-47.00) | False | $35.24 | 19/02/25 17:01 | 19/02/25 17:22 | 21m |
| 1069298 | LQDT | Buy | $35.83 | $35.86 | 3070 | 0.08% ($92.10) | True | $35.58 | 18/02/25 20:37 | 18/02/25 20:41 | 4m |
| 1069277 | LQDT | Buy | $36.39 | $36.01 | 3023 | -1.04% ($-1148.74) | False | $35.90 | 18/02/25 19:02 | 18/02/25 20:06 | 1.1h |
| 1069265 | LQDT | Buy | $36.43 | $36.40 | 3019 | -0.07% ($-75.48) | False | $36.18 | 18/02/25 17:41 | 18/02/25 17:42 | 1m |
| 1069262 | LQDT | Buy | $36.42 | $36.41 | 3020 | -0.03% ($-30.20) | False | $36.07 | 18/02/25 17:26 | 18/02/25 17:40 | 14m |
| 1069257 | LQDT | Buy | $36.57 | $36.55 | 3007 | -0.05% ($-60.14) | False | $36.03 | 18/02/25 16:58 | 18/02/25 17:02 | 4m |
| 1069300 | LQDT | Buy | $33.87 | $33.74 | 3247 | -0.4% ($-438.35) | False | $33.02 | 11/02/25 19:36 | 11/02/25 20:06 | 30m |
| 1068759 | RYI | Buy | $23.16 | $23.13 | 4749 | -0.12% ($-132.97) | False | $0.00 | 11/02/25 19:30 | 11/02/25 19:47 | 17m |
| 1068745 | RYI | Buy | $23.20 | $23.15 | 4741 | -0.22% ($-237.05) | False | $22.72 | 11/02/25 18:49 | 11/02/25 19:27 | 38m |
| 1068731 | RYI | Buy | $23.26 | $23.23 | 4729 | -0.13% ($-141.87) | False | $22.78 | 11/02/25 18:25 | 11/02/25 18:42 | 17m |
| 1069276 | LQDT | Buy | $34.13 | $33.83 | 3222 | -0.88% ($-966.60) | False | $33.25 | 11/02/25 17:17 | 11/02/25 17:56 | 39m |
| 1069318 | LQDT | Buy | $33.47 | $33.56 | 3287 | 0.28% ($312.27) | True | $32.82 | 10/02/25 19:32 | 10/02/25 19:52 | 20m |
| 1069304 | LQDT | Buy | $34.41 | $33.51 | 3197 | -2.61% ($-2871.23) | False | $33.53 | 10/02/25 18:38 | 10/02/25 19:27 | 49m |
| 1069329 | LQDT | Buy | $32.75 | $32.71 | 3358 | -0.12% ($-130.96) | False | $31.90 | 07/02/25 20:59 | 07/02/25 21:00 | 1m |
| 1068783 | RYI | Buy | $22.09 | $22.30 | 4980 | 0.97% ($1070.70) | True | $21.60 | 07/02/25 19:47 | 07/02/25 20:52 | 1.1h |
| 1069293 | LQDT | Buy | $33.04 | $33.00 | 3329 | -0.12% ($-133.16) | False | $31.99 | 07/02/25 17:00 | 07/02/25 17:10 | 10m |
| 1069289 | LQDT | Buy | $33.03 | $32.94 | 3330 | -0.27% ($-302.03) | False | $32.10 | 07/02/25 16:40 | 07/02/25 16:59 | 19m |
| 1068708 | RYI | Buy | $22.08 | $22.08 | 4983 | 0.02% ($24.92) | True | $21.30 | 07/02/25 16:06 | 07/02/25 16:21 | 15m |
| 1069275 | LQDT | Buy | $32.69 | $33.29 | 3364 | 1.84% ($2018.40) | True | $31.58 | 07/02/25 15:23 | 07/02/25 16:00 | 37m |
| 1069272 | LQDT | Buy | $32.64 | $32.58 | 3370 | -0.18% ($-202.20) | True | $31.58 | 07/02/25 15:21 | 07/02/25 15:22 | 1m |
| 1069347 | LQDT | Buy | $33.36 | $33.36 | 3297 | -0.01% ($-16.49) | False | $32.23 | 06/02/25 20:46 | 06/02/25 20:55 | 9m |
| 1069332 | LQDT | Buy | $33.98 | $34.00 | 3237 | 0.06% ($64.74) | True | $33.06 | 06/02/25 19:26 | 06/02/25 20:03 | 37m |
| 1069327 | LQDT | Buy | $34.46 | $34.36 | 3192 | -0.3% ($-335.16) | False | $33.61 | 06/02/25 18:44 | 06/02/25 19:02 | 18m |
| 1069326 | LQDT | Buy | $34.38 | $34.40 | 3200 | 0.07% ($80.00) | True | $33.45 | 06/02/25 18:32 | 06/02/25 18:43 | 11m |
| 1069314 | LQDT | Buy | $34.28 | $34.36 | 3208 | 0.23% ($256.64) | True | $0.00 | 06/02/25 17:32 | 06/02/25 17:39 | 7m |
| 1069310 | LQDT | Buy | $34.47 | $34.40 | 3191 | -0.19% ($-211.24) | False | $0.00 | 06/02/25 17:26 | 06/02/25 17:27 | 1m |
| 1069307 | LQDT | Buy | $34.40 | $34.44 | 3197 | 0.12% ($135.55) | True | $33.42 | 06/02/25 17:12 | 06/02/25 17:24 | 12m |
| 1069302 | LQDT | Buy | $35.66 | $34.30 | 3084 | -3.81% ($-4194.24) | False | $34.37 | 06/02/25 16:19 | 06/02/25 17:02 | 43m |
| 1069292 | LQDT | Buy | $36.33 | $35.90 | 3028 | -1.18% ($-1302.04) | False | $35.09 | 06/02/25 15:42 | 06/02/25 16:12 | 30m |
| 1069282 | LQDT | Buy | $36.61 | $36.99 | 3004 | 1.04% ($1141.52) | True | $32.93 | 06/02/25 15:04 | 06/02/25 15:17 | 13m |
| 1069322 | LQDT | Buy | $31.99 | $31.98 | 3439 | -0.02% ($-17.20) | False | $31.44 | 04/02/25 19:38 | 04/02/25 19:54 | 16m |
| 1069320 | LQDT | Buy | $32.11 | $32.05 | 3425 | -0.19% ($-205.50) | False | $31.64 | 04/02/25 19:30 | 04/02/25 19:33 | 3m |
| 1069313 | LQDT | Buy | $32.02 | $32.06 | 3435 | 0.14% ($154.58) | True | $31.52 | 04/02/25 19:00 | 04/02/25 19:29 | 29m |
| 1069301 | LQDT | Buy | $32.68 | $32.29 | 3365 | -1.21% ($-1329.18) | False | $32.32 | 04/02/25 17:27 | 04/02/25 18:49 | 1.4h |
| 1069297 | LQDT | Buy | $32.99 | $32.98 | 3334 | -0.03% ($-33.34) | False | $0.00 | 04/02/25 16:50 | 04/02/25 17:02 | 12m |
| 1069290 | LQDT | Buy | $33.11 | $33.01 | 3322 | -0.31% ($-335.85) | False | $32.50 | 04/02/25 16:08 | 04/02/25 16:41 | 33m |
| 1069357 | LQDT | Buy | $33.60 | $33.51 | 3273 | -0.27% ($-294.57) | False | $33.17 | 03/02/25 20:01 | 03/02/25 20:39 | 38m |
| 1069349 | LQDT | Buy | $33.90 | $33.89 | 3244 | -0.04% ($-48.66) | False | $33.50 | 03/02/25 19:14 | 03/02/25 19:28 | 14m |
| 1069338 | LQDT | Buy | $34.01 | $34.03 | 3234 | 0.06% ($64.68) | True | $33.57 | 03/02/25 17:43 | 03/02/25 18:10 | 27m |
| 1068828 | RYI | Buy | $21.25 | $21.28 | 5176 | 0.14% ($155.28) | True | $20.80 | 03/02/25 17:10 | 03/02/25 17:25 | 15m |
| 1069306 | LQDT | Buy | $33.54 | $34.33 | 3279 | 2.36% ($2590.41) | True | $32.19 | 03/02/25 15:08 | 03/02/25 15:47 | 39m |
| 1068691 | GPI | Buy | $442.06 | $442.18 | 248 | 0.03% ($28.52) | True | $419.63 | 29/01/25 15:33 | 29/01/25 15:42 | 9m |
| 1068858 | RYI | Buy | $20.06 | $20.15 | 5484 | 0.47% ($520.98) | True | $0.00 | 22/01/25 20:49 | 22/01/25 21:00 | 11m |
| 1068832 | RYI | Buy | $20.22 | $20.10 | 5440 | -0.59% ($-652.80) | False | $0.00 | 22/01/25 19:38 | 22/01/25 20:35 | 57m |
| 1069354 | LQDT | Buy | $34.56 | $34.58 | 3182 | 0.06% ($63.64) | True | $0.00 | 16/01/25 20:16 | 16/01/25 20:28 | 12m |
| 1069339 | LQDT | Buy | $35.03 | $34.97 | 3140 | -0.17% ($-186.20) | False | $0.00 | 16/01/25 16:18 | 16/01/25 17:11 | 53m |
| 1069336 | LQDT | Buy | $35.04 | $35.13 | 3139 | 0.26% ($282.51) | True | $0.00 | 16/01/25 15:55 | 16/01/25 16:14 | 19m |
| 1069346 | LQDT | Buy | $35.00 | $34.97 | 3142 | -0.09% ($-94.26) | False | $34.62 | 15/01/25 16:21 | 15/01/25 16:31 | 10m |
| 1068904 | RYI | Buy | $17.82 | $18.15 | 6172 | 1.85% ($2036.76) | True | $17.39 | 07/01/25 20:27 | 07/01/25 21:00 | 33m |
| 1068853 | RYI | Buy | $17.60 | $17.81 | 6251 | 1.19% ($1312.71) | True | $0.00 | 07/01/25 17:35 | 07/01/25 18:42 | 1.1h |
| 1068820 | RYI | Buy | $17.69 | $17.76 | 6218 | 0.4% ($435.26) | True | $0.00 | 07/01/25 15:40 | 07/01/25 16:18 | 38m |
| 1068880 | RYI | Buy | $17.66 | $17.67 | 6228 | 0.06% ($62.28) | True | $0.00 | 03/01/25 18:45 | 03/01/25 18:59 | 14m |
| 1068840 | RYI | Buy | $17.65 | $17.77 | 6234 | 0.68% ($748.08) | True | $0.00 | 03/01/25 16:37 | 03/01/25 17:44 | 1.1h |
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=31,
rsi_oversold=37,
rsi_overbought=142,
atr_period=44,
atr_mult=14.0,
risk_frac=0.11
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)