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
128
Total P&L
$29309.98
Notional: $23038475.14Total Return
0.13%
Weighted by notionalWin Rate
44.5%
57 W / 71 LCouldWin Rate
48.4%
62 could / 128 totalAvg P&L
$228.98
Avg Return: 0.13%Best Win
$22901.01
Largest Loss
$-7091.37
Trade Details
128 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1095835 | TAIL | Buy | $12.02 | $12.01 | 14981 | -0.01% ($-22.47) | False | $11.98 | 14/10/25 14:31 | 14/10/25 15:03 | 32m |
| 1095821 | LQDT | Buy | $22.89 | $22.95 | 7863 | 0.26% ($471.78) | True | $22.10 | 13/10/25 14:15 | 13/10/25 14:49 | 34m |
| 1095923 | LQDT | Buy | $23.89 | $23.92 | 7536 | 0.15% ($263.76) | True | $23.44 | 08/10/25 19:12 | 08/10/25 19:37 | 25m |
| 1095869 | LQDT | Buy | $24.35 | $24.17 | 7392 | -0.74% ($-1330.56) | False | $23.80 | 08/10/25 17:00 | 08/10/25 18:17 | 1.3h |
| 1095938 | RYI | Buy | $23.30 | $23.26 | 7726 | -0.15% ($-270.41) | False | $22.95 | 07/10/25 19:52 | 07/10/25 19:59 | 7m |
| 1095841 | BGY | Buy | $5.72 | $5.72 | 31487 | -0.03% ($-47.23) | False | $0.00 | 24/09/25 15:19 | 24/09/25 15:27 | 8m |
| 1095832 | BGY | Buy | $5.72 | $5.72 | 31496 | 0.03% ($59.84) | True | $0.00 | 24/09/25 14:54 | 24/09/25 15:10 | 16m |
| 1095918 | RYI | Buy | $22.91 | $22.84 | 7856 | -0.33% ($-589.20) | False | $21.30 | 17/09/25 18:55 | 17/09/25 19:30 | 35m |
| 1095877 | LQDT | Buy | $27.17 | $27.61 | 6624 | 1.62% ($2914.56) | True | $0.00 | 15/09/25 18:49 | 15/09/25 20:00 | 1.2h |
| 1095994 | LQDT | Buy | $26.30 | $26.31 | 6844 | 0.04% ($68.44) | True | $0.00 | 03/09/25 19:09 | 03/09/25 19:26 | 17m |
| 1096015 | LQDT | Buy | $26.22 | $26.12 | 6864 | -0.38% ($-686.40) | False | $26.03 | 02/09/25 19:55 | 02/09/25 20:00 | 5m |
| 1096116 | BRR | Buy | $10.09 | $10.10 | 17848 | 0.17% ($301.63) | True | $0.00 | 15/08/25 17:53 | 15/08/25 18:31 | 38m |
| 1096118 | LQDT | Buy | $25.09 | $25.17 | 7174 | 0.32% ($573.92) | True | $0.00 | 15/08/25 16:52 | 15/08/25 17:14 | 22m |
| 1096061 | LQDT | Buy | $25.23 | $25.39 | 7134 | 0.61% ($1105.77) | True | $0.00 | 15/08/25 14:43 | 15/08/25 14:49 | 6m |
| 1096144 | LQDT | Buy | $25.22 | $25.25 | 7137 | 0.12% ($214.11) | True | $0.00 | 12/08/25 17:01 | 12/08/25 17:06 | 5m |
| 1096219 | LQDT | Buy | $23.45 | $23.79 | 7675 | 1.43% ($2571.13) | True | $22.62 | 08/08/25 15:13 | 08/08/25 15:53 | 40m |
| 1096337 | LQDT | Buy | $23.45 | $23.41 | 7675 | -0.17% ($-307.00) | False | $22.88 | 07/08/25 18:41 | 07/08/25 19:02 | 21m |
| 1096218 | LQDT | Buy | $24.04 | $23.56 | 7487 | -1.99% ($-3585.52) | False | $22.56 | 07/08/25 14:59 | 07/08/25 15:49 | 50m |
| 1095985 | TAIL | Buy | $11.98 | $11.97 | 15031 | -0.04% ($-75.16) | False | $11.93 | 01/08/25 14:39 | 01/08/25 14:45 | 6m |
| 1095843 | BGY | Buy | $5.60 | $5.59 | 32142 | -0.27% ($-482.13) | False | $5.49 | 01/08/25 14:27 | 01/08/25 14:42 | 15m |
| 1096439 | LQDT | Buy | $23.71 | $23.66 | 7591 | -0.21% ($-379.55) | False | $23.21 | 31/07/25 17:35 | 31/07/25 18:11 | 36m |
| 1096446 | LQDT | Buy | $24.09 | $24.07 | 7473 | -0.06% ($-112.10) | False | $0.00 | 28/07/25 18:52 | 28/07/25 19:12 | 20m |
| 1096427 | LQDT | Buy | $24.30 | $24.11 | 7407 | -0.78% ($-1401.40) | False | $0.00 | 28/07/25 17:18 | 28/07/25 18:37 | 1.3h |
| 1096377 | BRR | Buy | $10.44 | $10.47 | 17245 | 0.31% ($558.74) | True | $10.14 | 28/07/25 16:03 | 28/07/25 16:36 | 33m |
| 1096378 | LQDT | Buy | $24.45 | $24.44 | 7363 | -0.02% ($-36.82) | False | $0.00 | 28/07/25 15:22 | 28/07/25 15:45 | 23m |
| 1096376 | BRR | Buy | $10.30 | $10.30 | 17470 | -0.03% ($-57.65) | False | $10.27 | 25/07/25 15:04 | 25/07/25 15:05 | 1m |
| 1096350 | BRR | Buy | $10.33 | $10.30 | 17424 | -0.29% ($-526.20) | False | $10.30 | 25/07/25 14:37 | 25/07/25 15:03 | 26m |
| 1096516 | BRR | Buy | $10.31 | $10.34 | 17458 | 0.29% ($523.74) | True | $10.20 | 23/07/25 19:37 | 23/07/25 20:00 | 23m |
| 1096467 | BRR | Buy | $10.27 | $10.28 | 17526 | 0.05% ($94.64) | True | $10.14 | 22/07/25 14:02 | 22/07/25 14:07 | 5m |
| 1096054 | BGY | Buy | $5.74 | $5.75 | 31386 | 0.26% ($470.79) | True | $5.65 | 21/07/25 19:41 | 21/07/25 20:00 | 19m |
| 1096555 | BRR | Buy | $10.38 | $10.39 | 17335 | 0.06% ($110.94) | True | $10.27 | 18/07/25 18:14 | 18/07/25 18:33 | 19m |
| 1095834 | GPI | Buy | $410.00 | $410.28 | 439 | 0.07% ($122.92) | True | $381.57 | 17/07/25 14:15 | 17/07/25 14:59 | 44m |
| 1095891 | BALI | Buy | $30.12 | $30.13 | 5976 | 0.02% ($38.84) | True | $0.00 | 15/07/25 15:06 | 15/07/25 15:36 | 30m |
| 1096627 | BRR | Buy | $10.59 | $10.63 | 17005 | 0.38% ($680.20) | True | $10.01 | 09/07/25 17:59 | 09/07/25 18:10 | 11m |
| 1096535 | LQDT | Buy | $23.11 | $23.16 | 7790 | 0.24% ($428.45) | True | $22.93 | 25/06/25 19:37 | 25/06/25 20:00 | 23m |
| 1096445 | LQDT | Buy | $23.10 | $23.02 | 7792 | -0.37% ($-662.32) | False | $22.31 | 25/06/25 14:48 | 25/06/25 15:41 | 53m |
| 1095987 | RYI | Buy | $21.26 | $21.24 | 8466 | -0.09% ($-169.32) | False | $20.88 | 11/06/25 16:41 | 11/06/25 16:43 | 2m |
| 1095989 | RYI | Buy | $21.98 | $21.97 | 8189 | -0.07% ($-122.84) | False | $0.00 | 02/06/25 15:20 | 02/06/25 15:24 | 4m |
| 1096565 | LQDT | Buy | $23.92 | $23.64 | 7525 | -1.17% ($-2107.00) | False | $23.37 | 27/05/25 18:25 | 27/05/25 19:46 | 1.4h |
| 1096615 | LQDT | Buy | $24.71 | $24.51 | 7285 | -0.79% ($-1420.58) | False | $24.17 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 1096273 | BGY | Buy | $5.76 | $5.75 | 31277 | -0.09% ($-156.39) | False | $5.72 | 16/05/25 19:55 | 16/05/25 19:56 | 1m |
| 1096267 | TAIL | Buy | $12.08 | $12.09 | 14900 | 0.08% ($147.51) | True | $0.00 | 16/05/25 17:35 | 16/05/25 18:05 | 30m |
| 1096576 | LQDT | Buy | $24.37 | $24.49 | 7386 | 0.47% ($850.87) | True | $23.99 | 16/05/25 15:21 | 16/05/25 16:41 | 1.3h |
| 1096574 | LQDT | Buy | $24.43 | $24.42 | 7369 | -0.04% ($-73.69) | False | $23.88 | 16/05/25 15:05 | 16/05/25 15:17 | 12m |
| 1096628 | LQDT | Buy | $24.94 | $24.70 | 7217 | -0.96% ($-1732.08) | False | $24.50 | 15/05/25 19:13 | 15/05/25 19:37 | 24m |
| 1096604 | LQDT | Buy | $25.14 | $25.26 | 7159 | 0.46% ($823.29) | True | $24.79 | 15/05/25 16:59 | 15/05/25 17:30 | 31m |
| 1096591 | LQDT | Buy | $25.21 | $25.15 | 7140 | -0.24% ($-428.40) | False | $24.51 | 15/05/25 16:34 | 15/05/25 16:52 | 18m |
| 1096661 | LQDT | Buy | $24.25 | $24.06 | 7422 | -0.78% ($-1410.18) | False | $23.28 | 12/05/25 19:51 | 12/05/25 20:00 | 9m |
| 1096633 | LQDT | Buy | $24.53 | $24.76 | 7339 | 0.96% ($1724.67) | True | $23.95 | 12/05/25 17:43 | 12/05/25 18:14 | 31m |
| 1096249 | TAIL | Buy | $12.17 | $12.16 | 14796 | -0.04% ($-69.54) | False | $0.00 | 12/05/25 17:12 | 12/05/25 17:53 | 41m |
| 1096589 | LQDT | Buy | $24.72 | $24.69 | 7280 | -0.14% ($-243.88) | False | $22.91 | 12/05/25 14:16 | 12/05/25 15:03 | 47m |
| 1096596 | LQDT | Buy | $26.35 | $26.19 | 6831 | -0.61% ($-1092.96) | False | $24.45 | 09/05/25 14:12 | 09/05/25 15:15 | 1.1h |
| 1096666 | LQDT | Buy | $28.51 | $28.54 | 6313 | 0.09% ($157.83) | True | $27.35 | 08/05/25 18:49 | 08/05/25 18:58 | 9m |
| 1096626 | LQDT | Buy | $27.21 | $28.18 | 6616 | 3.58% ($6450.60) | True | $25.62 | 08/05/25 15:14 | 08/05/25 16:10 | 56m |
| 1096606 | LQDT | Buy | $25.07 | $28.26 | 7179 | 12.72% ($22901.01) | True | $21.38 | 08/05/25 13:56 | 08/05/25 14:49 | 53m |
| 1096638 | LQDT | Buy | $31.69 | $31.72 | 5680 | 0.09% ($170.40) | True | $0.00 | 05/05/25 17:31 | 05/05/25 18:56 | 1.4h |
| 1096307 | TAIL | Buy | $12.63 | $12.63 | 14247 | -0.03% ($-51.29) | False | $12.48 | 01/05/25 14:37 | 01/05/25 15:07 | 30m |
| 1096302 | TAIL | Buy | $12.64 | $12.63 | 14236 | -0.11% ($-193.61) | False | $12.53 | 01/05/25 14:31 | 01/05/25 14:36 | 5m |
| 1096419 | TAIL | Buy | $12.84 | $12.85 | 14018 | 0.08% ($140.18) | True | $12.76 | 23/04/25 17:21 | 23/04/25 17:47 | 26m |
| 1096655 | LQDT | Buy | $31.36 | $31.45 | 5740 | 0.3% ($545.30) | True | $30.08 | 23/04/25 15:03 | 23/04/25 15:27 | 24m |
| 1096125 | RYI | Buy | $21.88 | $21.87 | 8226 | -0.05% ($-82.26) | True | $21.11 | 22/04/25 14:38 | 22/04/25 15:40 | 1h |
| 1096349 | TAIL | Buy | $13.07 | $13.08 | 13771 | 0.08% ($141.84) | True | $12.96 | 22/04/25 14:23 | 22/04/25 14:35 | 12m |
| 1096113 | RYI | Buy | $21.94 | $21.91 | 8204 | -0.14% ($-246.12) | True | $20.91 | 22/04/25 14:19 | 22/04/25 14:34 | 15m |
| 1096211 | BGY | Buy | $5.23 | $5.22 | 34410 | -0.19% ($-347.54) | False | $5.18 | 21/04/25 15:13 | 21/04/25 15:41 | 28m |
| 1095978 | GPI | Buy | $393.44 | $393.75 | 457 | 0.08% ($143.96) | True | $0.00 | 17/04/25 19:16 | 17/04/25 19:46 | 30m |
| 1096018 | BALI | Buy | $26.84 | $26.83 | 6705 | -0.05% ($-85.15) | False | $0.00 | 16/04/25 18:37 | 16/04/25 20:00 | 1.4h |
| 1096403 | TAIL | Buy | $12.95 | $12.97 | 13899 | 0.11% ($205.71) | True | $0.00 | 16/04/25 15:23 | 16/04/25 15:49 | 26m |
| 1096395 | TAIL | Buy | $12.98 | $12.95 | 13867 | -0.23% ($-416.01) | False | $0.00 | 16/04/25 15:15 | 16/04/25 15:22 | 7m |
| 1096367 | TAIL | Buy | $13.05 | $13.04 | 13796 | -0.05% ($-89.67) | False | $12.77 | 16/04/25 14:09 | 16/04/25 14:16 | 7m |
| 1096681 | LQDT | Buy | $29.65 | $29.63 | 6070 | -0.08% ($-151.75) | False | $28.87 | 15/04/25 17:57 | 15/04/25 18:16 | 19m |
| 1096473 | TAIL | Buy | $13.06 | $13.03 | 13787 | -0.23% ($-413.61) | False | $11.62 | 09/04/25 17:36 | 09/04/25 17:46 | 10m |
| 1096222 | BGY | Buy | $5.09 | $5.10 | 35339 | 0.13% ($233.24) | True | $0.00 | 08/04/25 15:28 | 08/04/25 16:07 | 39m |
| 1096718 | LQDT | Buy | $28.65 | $28.80 | 6282 | 0.52% ($942.30) | True | $27.76 | 07/04/25 19:48 | 07/04/25 19:53 | 5m |
| 1096258 | BGY | Buy | $5.02 | $5.01 | 35856 | -0.3% ($-537.84) | False | $4.91 | 07/04/25 15:01 | 07/04/25 15:07 | 6m |
| 1096490 | TAIL | Buy | $13.17 | $13.99 | 13667 | 6.23% ($11206.94) | True | $11.25 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 1096393 | BGY | Buy | $5.09 | $5.10 | 35363 | 0.2% ($353.63) | True | $4.98 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 1096324 | BGY | Buy | $5.18 | $5.17 | 34782 | -0.1% ($-173.91) | False | $5.07 | 04/04/25 15:50 | 04/04/25 15:56 | 6m |
| 1096280 | BGY | Buy | $5.16 | $5.20 | 34884 | 0.78% ($1398.85) | True | $5.04 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 1096254 | BGY | Buy | $5.25 | $5.23 | 34318 | -0.29% ($-514.77) | False | $5.01 | 04/04/25 14:14 | 04/04/25 14:43 | 29m |
| 1096493 | TAIL | Buy | $13.13 | $13.10 | 13714 | -0.17% ($-303.08) | True | $12.63 | 04/04/25 14:03 | 04/04/25 14:04 | 1m |
| 1096725 | LQDT | Buy | $30.86 | $31.02 | 5832 | 0.52% ($933.12) | True | $29.31 | 03/04/25 19:47 | 03/04/25 20:00 | 13m |
| 1096528 | TAIL | Buy | $12.22 | $12.26 | 14729 | 0.33% ($589.16) | True | $0.00 | 03/04/25 16:21 | 03/04/25 17:09 | 48m |
| 1096677 | LQDT | Buy | $29.23 | $31.35 | 6159 | 7.27% ($13087.88) | True | $28.28 | 03/04/25 14:53 | 03/04/25 16:48 | 1.9h |
| 1096209 | RYI | Buy | $22.65 | $22.74 | 7948 | 0.42% ($755.06) | True | $0.00 | 02/04/25 18:36 | 02/04/25 18:43 | 7m |
| 1096336 | BGY | Buy | $5.55 | $5.56 | 32461 | 0.18% ($324.61) | True | $5.49 | 02/04/25 14:08 | 02/04/25 14:37 | 29m |
| 1096371 | BGY | Buy | $5.60 | $5.59 | 32142 | -0.18% ($-318.21) | False | $5.56 | 28/03/25 15:10 | 28/03/25 15:16 | 6m |
| 1096412 | BGY | Buy | $5.76 | $5.75 | 31250 | -0.17% ($-312.50) | False | $5.64 | 21/03/25 14:26 | 21/03/25 14:34 | 8m |
| 1096413 | BGY | Buy | $5.74 | $5.75 | 31358 | 0.17% ($313.58) | True | $5.58 | 20/03/25 13:57 | 20/03/25 14:07 | 10m |
| 1096503 | BGY | Buy | $5.72 | $5.71 | 31496 | -0.01% ($-18.90) | False | $5.64 | 19/03/25 17:30 | 19/03/25 17:41 | 11m |
| 1096444 | BGY | Buy | $5.80 | $5.79 | 31061 | -0.09% ($-155.31) | False | $5.70 | 19/03/25 14:00 | 19/03/25 14:11 | 11m |
| 1096007 | GPI | Buy | $383.76 | $384.72 | 469 | 0.25% ($450.24) | True | $369.14 | 14/03/25 14:25 | 14/03/25 15:15 | 50m |
| 1096147 | RYI | Buy | $23.10 | $23.05 | 7792 | -0.24% ($-428.56) | False | $0.00 | 10/03/25 15:17 | 10/03/25 15:22 | 5m |
| 1096139 | RYI | Buy | $23.04 | $23.07 | 7812 | 0.13% ($234.36) | True | $0.00 | 10/03/25 15:01 | 10/03/25 15:16 | 15m |
| 1096752 | LQDT | Buy | $33.81 | $33.82 | 5324 | 0.04% ($79.86) | True | $0.00 | 24/02/25 19:47 | 24/02/25 20:43 | 56m |
| 1096758 | LQDT | Buy | $34.48 | $34.43 | 5220 | -0.16% ($-287.10) | False | $33.80 | 21/02/25 19:23 | 21/02/25 20:16 | 53m |
| 1096742 | LQDT | Buy | $35.30 | $34.99 | 5099 | -0.88% ($-1580.69) | False | $34.67 | 21/02/25 17:21 | 21/02/25 18:49 | 1.5h |
| 1096156 | RYI | Buy | $25.26 | $24.26 | 7127 | -3.94% ($-7091.37) | False | $23.60 | 21/02/25 15:33 | 21/02/25 18:06 | 2.6h |
| 1096767 | LQDT | Buy | $35.81 | $35.59 | 5026 | -0.61% ($-1105.72) | False | $35.13 | 19/02/25 20:11 | 19/02/25 20:55 | 44m |
| 1096793 | LQDT | Buy | $35.84 | $35.86 | 5023 | 0.07% ($125.58) | True | $35.48 | 18/02/25 20:34 | 18/02/25 20:41 | 7m |
| 1096770 | LQDT | Buy | $36.39 | $36.01 | 4947 | -1.04% ($-1879.86) | False | $35.83 | 18/02/25 19:02 | 18/02/25 20:06 | 1.1h |
| 1096757 | LQDT | Buy | $36.41 | $36.41 | 4944 | 0.01% ($24.72) | True | $36.08 | 18/02/25 17:37 | 18/02/25 17:40 | 3m |
| 1096818 | LQDT | Buy | $33.87 | $33.74 | 5315 | -0.38% ($-690.95) | False | $33.21 | 11/02/25 19:46 | 11/02/25 20:06 | 20m |
| 1096208 | RYI | Buy | $23.20 | $23.15 | 7758 | -0.22% ($-387.90) | False | $22.65 | 11/02/25 18:49 | 11/02/25 19:27 | 38m |
| 1096195 | RYI | Buy | $23.26 | $23.23 | 7738 | -0.13% ($-232.14) | False | $22.71 | 11/02/25 18:25 | 11/02/25 18:42 | 17m |
| 1096783 | LQDT | Buy | $34.13 | $33.83 | 5273 | -0.88% ($-1581.90) | False | $33.12 | 11/02/25 17:17 | 11/02/25 17:56 | 39m |
| 1096827 | LQDT | Buy | $34.25 | $33.56 | 5255 | -2.01% ($-3625.95) | False | $33.31 | 10/02/25 18:44 | 10/02/25 19:52 | 1.1h |
| 1096240 | RYI | Buy | $22.09 | $22.30 | 8150 | 0.97% ($1752.25) | True | $21.53 | 07/02/25 19:47 | 07/02/25 20:52 | 1.1h |
| 1096797 | LQDT | Buy | $33.04 | $33.00 | 5447 | -0.12% ($-217.88) | False | $31.84 | 07/02/25 17:00 | 07/02/25 17:10 | 10m |
| 1096796 | LQDT | Buy | $32.87 | $32.94 | 5476 | 0.21% ($379.49) | True | $32.00 | 07/02/25 16:55 | 07/02/25 16:59 | 4m |
| 1096776 | LQDT | Buy | $32.64 | $32.58 | 5514 | -0.18% ($-330.84) | True | $31.43 | 07/02/25 15:21 | 07/02/25 15:22 | 1m |
| 1096854 | LQDT | Buy | $33.98 | $34.00 | 5297 | 0.06% ($105.94) | True | $32.92 | 06/02/25 19:26 | 06/02/25 20:03 | 37m |
| 1096843 | LQDT | Buy | $34.44 | $34.40 | 5226 | -0.12% ($-209.04) | False | $33.34 | 06/02/25 18:33 | 06/02/25 18:43 | 10m |
| 1096824 | LQDT | Buy | $34.28 | $34.36 | 5250 | 0.23% ($420.00) | True | $0.00 | 06/02/25 17:32 | 06/02/25 17:39 | 7m |
| 1096821 | LQDT | Buy | $34.47 | $34.40 | 5221 | -0.19% ($-345.63) | False | $0.00 | 06/02/25 17:26 | 06/02/25 17:27 | 1m |
| 1096806 | LQDT | Buy | $35.66 | $34.44 | 5047 | -3.41% ($-6145.23) | False | $34.19 | 06/02/25 16:19 | 06/02/25 17:24 | 1.1h |
| 1096798 | LQDT | Buy | $36.11 | $35.90 | 4984 | -0.6% ($-1071.56) | False | $34.68 | 06/02/25 15:45 | 06/02/25 16:12 | 27m |
| 1096828 | LQDT | Buy | $32.02 | $32.06 | 5622 | 0.14% ($252.99) | True | $31.45 | 04/02/25 19:00 | 04/02/25 19:29 | 29m |
| 1096810 | LQDT | Buy | $32.70 | $32.25 | 5504 | -1.38% ($-2476.80) | False | $32.27 | 04/02/25 17:31 | 04/02/25 18:51 | 1.3h |
| 1096804 | LQDT | Buy | $32.99 | $32.98 | 5456 | -0.03% ($-54.56) | False | $0.00 | 04/02/25 16:50 | 04/02/25 17:02 | 12m |
| 1096795 | LQDT | Buy | $33.11 | $33.01 | 5436 | -0.31% ($-549.58) | False | $32.41 | 04/02/25 16:08 | 04/02/25 16:41 | 33m |
| 1096877 | LQDT | Buy | $33.60 | $33.51 | 5357 | -0.27% ($-482.13) | False | $33.11 | 03/02/25 20:01 | 03/02/25 20:39 | 38m |
| 1096303 | RYI | Buy | $21.25 | $21.28 | 8470 | 0.14% ($254.10) | True | $20.74 | 03/02/25 17:10 | 03/02/25 17:25 | 15m |
| 1096304 | RYI | Buy | $20.19 | $20.10 | 8917 | -0.42% ($-757.95) | False | $0.00 | 22/01/25 19:37 | 22/01/25 20:35 | 58m |
| 1096861 | LQDT | Buy | $35.03 | $34.97 | 5138 | -0.17% ($-304.68) | False | $0.00 | 16/01/25 16:18 | 16/01/25 17:11 | 53m |
| 1096388 | RYI | Buy | $17.82 | $18.15 | 10101 | 1.85% ($3333.33) | True | $17.33 | 07/01/25 20:27 | 07/01/25 21:00 | 33m |
| 1096311 | RYI | Buy | $17.62 | $17.59 | 10215 | -0.17% ($-306.45) | True | $0.00 | 07/01/25 17:28 | 07/01/25 17:33 | 5m |
| 1096281 | RYI | Buy | $17.69 | $17.76 | 10175 | 0.4% ($712.25) | True | $0.00 | 07/01/25 15:40 | 07/01/25 16:18 | 38m |
| 1096317 | RYI | Buy | $17.65 | $17.77 | 10201 | 0.68% ($1224.12) | 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 - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket -
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=30,
rsi_oversold=33,
rsi_overbought=134,
atr_period=37,
atr_mult=16.0,
risk_frac=0.18
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)