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
100
Total P&L
$161.24
Notional: $19998664.17Total Return
0%
Weighted by notionalWin Rate
43%
43 W / 57 LCouldWin Rate
44%
44 could / 100 totalAvg P&L
$1.61
Avg Return: 0%Best Win
$24149.90
Largest Loss
$-10297.91
Trade Details
100 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1123756 | LQDT | Buy | $22.85 | $22.95 | 8754 | 0.46% ($919.17) | True | $22.21 | 13/10/25 14:20 | 13/10/25 14:49 | 29m |
| 1123744 | LQDT | Buy | $23.39 | $23.48 | 8550 | 0.38% ($769.50) | True | $0.00 | 10/10/25 15:09 | 10/10/25 15:28 | 19m |
| 1123882 | RYI | Buy | $23.29 | $23.26 | 8587 | -0.13% ($-257.61) | False | $23.01 | 07/10/25 19:47 | 07/10/25 19:59 | 12m |
| 1123921 | LQDT | Buy | $27.07 | $27.05 | 7389 | -0.06% ($-110.84) | False | $26.79 | 10/09/25 19:35 | 10/09/25 19:36 | 1m |
| 1123864 | LQDT | Buy | $26.33 | $26.31 | 7595 | -0.08% ($-151.90) | False | $0.00 | 03/09/25 18:28 | 03/09/25 19:26 | 58m |
| 1123986 | LQDT | Buy | $26.22 | $26.12 | 7627 | -0.38% ($-762.70) | False | $26.07 | 02/09/25 19:55 | 02/09/25 20:00 | 5m |
| 1124172 | BRR | Buy | $10.15 | $10.14 | 19704 | -0.1% ($-197.04) | False | $10.12 | 20/08/25 18:23 | 20/08/25 18:31 | 8m |
| 1124133 | BRR | Buy | $10.15 | $10.15 | 19704 | -0.05% ($-98.52) | False | $10.12 | 20/08/25 17:35 | 20/08/25 17:46 | 11m |
| 1124184 | LQDT | Buy | $23.45 | $23.79 | 8528 | 1.43% ($2856.88) | True | $22.77 | 08/08/25 15:13 | 08/08/25 15:53 | 40m |
| 1124309 | LQDT | Buy | $23.39 | $23.40 | 8550 | 0.04% ($85.50) | True | $22.90 | 07/08/25 19:07 | 07/08/25 19:22 | 15m |
| 1124287 | LQDT | Buy | $23.56 | $23.41 | 8490 | -0.62% ($-1231.05) | False | $22.72 | 07/08/25 18:20 | 07/08/25 19:02 | 42m |
| 1124213 | LQDT | Buy | $23.51 | $23.56 | 8507 | 0.21% ($425.35) | True | $22.91 | 07/08/25 15:46 | 07/08/25 15:49 | 3m |
| 1124174 | LQDT | Buy | $24.55 | $23.52 | 8148 | -4.18% ($-8351.70) | False | $23.52 | 07/08/25 14:41 | 07/08/25 15:44 | 1.1h |
| 1123772 | BGY | Buy | $5.60 | $5.59 | 35707 | -0.29% ($-574.88) | False | $5.48 | 01/08/25 14:20 | 01/08/25 14:42 | 22m |
| 1124315 | LQDT | Buy | $23.78 | $23.66 | 8410 | -0.5% ($-1009.20) | False | $23.51 | 31/07/25 17:28 | 31/07/25 18:11 | 43m |
| 1124332 | BRR | Buy | $10.36 | $10.35 | 19305 | -0.1% ($-193.05) | False | $10.28 | 29/07/25 15:50 | 29/07/25 15:56 | 6m |
| 1124299 | LQDT | Buy | $24.29 | $24.11 | 8233 | -0.74% ($-1475.35) | False | $0.00 | 28/07/25 17:16 | 28/07/25 18:37 | 1.4h |
| 1124268 | LQDT | Buy | $24.51 | $24.44 | 8161 | -0.27% ($-530.47) | False | $24.16 | 28/07/25 15:09 | 28/07/25 15:45 | 36m |
| 1124292 | BRR | Buy | $10.30 | $10.30 | 19408 | -0.05% ($-93.16) | False | $10.23 | 25/07/25 14:49 | 25/07/25 15:03 | 14m |
| 1124429 | BRR | Buy | $10.38 | $10.39 | 19261 | 0.06% ($123.27) | True | $10.29 | 18/07/25 18:14 | 18/07/25 18:33 | 19m |
| 1123762 | GPI | Buy | $412.04 | $410.28 | 485 | -0.43% ($-853.60) | False | $379.59 | 17/07/25 14:11 | 17/07/25 14:59 | 48m |
| 1124521 | BRR | Buy | $10.59 | $10.63 | 18894 | 0.38% ($755.76) | True | $10.12 | 09/07/25 17:59 | 09/07/25 18:10 | 11m |
| 1123952 | BGY | Buy | $5.77 | $5.77 | 34689 | -0.01% ($-17.34) | False | $5.73 | 01/07/25 18:35 | 01/07/25 19:00 | 25m |
| 1123824 | RYI | Buy | $21.66 | $21.92 | 9235 | 1.22% ($2447.28) | True | $21.28 | 27/06/25 15:35 | 27/06/25 16:49 | 1.2h |
| 1124435 | LQDT | Buy | $23.10 | $23.16 | 8658 | 0.26% ($519.48) | True | $22.98 | 25/06/25 19:44 | 25/06/25 20:00 | 16m |
| 1123949 | RYI | Buy | $21.91 | $21.97 | 9128 | 0.25% ($502.04) | True | $0.00 | 02/06/25 15:18 | 02/06/25 15:24 | 6m |
| 1124481 | LQDT | Buy | $24.71 | $24.51 | 8095 | -0.79% ($-1578.53) | False | $24.27 | 16/05/25 19:35 | 16/05/25 20:00 | 25m |
| 1124155 | TAIL | Buy | $12.08 | $12.09 | 16556 | 0.08% ($163.90) | True | $0.00 | 16/05/25 17:35 | 16/05/25 18:05 | 30m |
| 1124436 | LQDT | Buy | $24.25 | $24.49 | 8249 | 0.99% ($1981.41) | True | $23.98 | 16/05/25 15:51 | 16/05/25 16:41 | 50m |
| 1124424 | LQDT | Buy | $24.43 | $24.42 | 8188 | -0.04% ($-81.88) | False | $23.98 | 16/05/25 15:05 | 16/05/25 15:17 | 12m |
| 1124498 | LQDT | Buy | $24.94 | $24.70 | 8019 | -0.96% ($-1924.56) | False | $24.58 | 15/05/25 19:13 | 15/05/25 19:37 | 24m |
| 1124459 | LQDT | Buy | $25.21 | $25.15 | 7933 | -0.24% ($-475.98) | False | $24.64 | 15/05/25 16:34 | 15/05/25 16:52 | 18m |
| 1124134 | TAIL | Buy | $12.17 | $12.16 | 16440 | -0.04% ($-77.27) | False | $0.00 | 12/05/25 17:12 | 12/05/25 17:53 | 41m |
| 1124443 | LQDT | Buy | $24.80 | $24.69 | 8064 | -0.44% ($-887.04) | False | $23.15 | 12/05/25 14:13 | 12/05/25 15:03 | 50m |
| 1124446 | LQDT | Buy | $27.04 | $26.19 | 7396 | -3.14% ($-6286.60) | False | $25.12 | 09/05/25 13:57 | 09/05/25 15:15 | 1.3h |
| 1124529 | LQDT | Buy | $28.35 | $28.54 | 7054 | 0.65% ($1304.99) | True | $27.26 | 08/05/25 18:52 | 08/05/25 18:58 | 6m |
| 1124525 | LQDT | Buy | $28.81 | $28.30 | 6943 | -1.75% ($-3506.22) | False | $28.31 | 08/05/25 18:40 | 08/05/25 18:51 | 11m |
| 1124445 | LQDT | Buy | $25.22 | $28.26 | 7931 | 12.08% ($24149.90) | True | $21.72 | 08/05/25 13:51 | 08/05/25 14:49 | 58m |
| 1124064 | TAIL | Buy | $12.52 | $12.51 | 15974 | -0.04% ($-87.86) | False | $12.37 | 05/05/25 14:02 | 05/05/25 14:36 | 34m |
| 1124101 | TAIL | Buy | $12.63 | $12.63 | 15830 | -0.03% ($-56.99) | False | $12.51 | 01/05/25 14:37 | 01/05/25 15:07 | 30m |
| 1124094 | TAIL | Buy | $12.65 | $12.63 | 15815 | -0.12% ($-243.55) | False | $12.55 | 01/05/25 14:27 | 01/05/25 14:36 | 9m |
| 1124296 | TAIL | Buy | $12.75 | $12.76 | 15692 | 0.12% ($235.38) | True | $12.61 | 30/04/25 19:57 | 30/04/25 20:00 | 3m |
| 1124331 | TAIL | Buy | $12.69 | $12.69 | 15766 | 0.04% ($78.83) | True | $12.60 | 25/04/25 17:27 | 25/04/25 17:33 | 6m |
| 1124224 | TAIL | Buy | $12.79 | $12.76 | 15637 | -0.24% ($-473.80) | False | $12.62 | 25/04/25 13:55 | 25/04/25 14:01 | 6m |
| 1124307 | TAIL | Buy | $12.84 | $12.85 | 15576 | 0.08% ($157.32) | True | $12.77 | 23/04/25 17:28 | 23/04/25 17:47 | 19m |
| 1124029 | RYI | Buy | $21.51 | $21.87 | 9298 | 1.67% ($3347.28) | True | $20.68 | 22/04/25 14:59 | 22/04/25 15:40 | 41m |
| 1123980 | RYI | Buy | $22.14 | $21.91 | 9033 | -1.04% ($-2077.59) | False | $21.34 | 22/04/25 14:11 | 22/04/25 14:34 | 23m |
| 1123895 | GPI | Buy | $393.44 | $393.75 | 508 | 0.08% ($160.02) | True | $0.00 | 17/04/25 19:16 | 17/04/25 19:46 | 30m |
| 1124278 | TAIL | Buy | $12.95 | $12.97 | 15443 | 0.11% ($228.56) | True | $0.00 | 16/04/25 15:23 | 16/04/25 15:49 | 26m |
| 1124272 | TAIL | Buy | $12.98 | $12.95 | 15408 | -0.23% ($-462.24) | False | $0.00 | 16/04/25 15:15 | 16/04/25 15:22 | 7m |
| 1124565 | LQDT | Buy | $30.00 | $30.39 | 6666 | 1.3% ($2599.74) | True | $29.58 | 15/04/25 19:29 | 15/04/25 20:00 | 31m |
| 1124552 | LQDT | Buy | $29.65 | $29.63 | 6745 | -0.08% ($-168.63) | False | $29.01 | 15/04/25 17:57 | 15/04/25 18:16 | 19m |
| 1124137 | BGY | Buy | $4.99 | $5.00 | 40120 | 0.2% ($401.20) | True | $4.91 | 08/04/25 19:21 | 08/04/25 19:34 | 13m |
| 1124042 | BGY | Buy | $5.12 | $5.11 | 39100 | -0.1% ($-195.50) | False | $5.02 | 08/04/25 15:00 | 08/04/25 15:24 | 24m |
| 1124586 | LQDT | Buy | $28.65 | $28.80 | 6980 | 0.52% ($1047.00) | True | $27.92 | 07/04/25 19:48 | 07/04/25 19:53 | 5m |
| 1124063 | BGY | Buy | $5.00 | $5.01 | 40000 | 0.1% ($200.00) | True | $4.90 | 07/04/25 14:50 | 07/04/25 15:07 | 17m |
| 1124317 | TAIL | Buy | $13.17 | $13.99 | 15186 | 6.23% ($12452.52) | True | $11.61 | 07/04/25 14:14 | 07/04/25 14:48 | 34m |
| 1124226 | BGY | Buy | $5.09 | $5.10 | 39292 | 0.2% ($392.92) | True | $5.00 | 04/04/25 18:51 | 04/04/25 19:30 | 39m |
| 1124105 | BGY | Buy | $5.16 | $5.20 | 38760 | 0.78% ($1554.28) | True | $5.06 | 04/04/25 14:51 | 04/04/25 15:22 | 31m |
| 1124071 | BGY | Buy | $5.26 | $5.23 | 38057 | -0.48% ($-959.04) | False | $5.08 | 04/04/25 14:07 | 04/04/25 14:43 | 36m |
| 1124377 | TAIL | Buy | $12.22 | $12.26 | 16366 | 0.33% ($654.64) | True | $0.00 | 03/04/25 16:21 | 03/04/25 17:09 | 48m |
| 1124126 | RYI | Buy | $22.65 | $22.74 | 8831 | 0.42% ($838.95) | True | $0.00 | 02/04/25 18:36 | 02/04/25 18:43 | 7m |
| 1124122 | RYI | Buy | $22.80 | $22.62 | 8771 | -0.79% ($-1578.78) | False | $22.69 | 02/04/25 18:20 | 02/04/25 18:28 | 8m |
| 1124193 | BGY | Buy | $5.60 | $5.59 | 35714 | -0.18% ($-353.57) | False | $0.00 | 28/03/25 14:51 | 28/03/25 15:16 | 25m |
| 1124206 | BGY | Buy | $5.75 | $5.75 | 34783 | 0% ($3.48) | True | $5.65 | 21/03/25 14:17 | 21/03/25 14:25 | 8m |
| 1124201 | BGY | Buy | $5.74 | $5.75 | 34843 | 0.17% ($348.43) | True | $5.61 | 20/03/25 13:57 | 20/03/25 14:07 | 10m |
| 1124336 | BGY | Buy | $5.72 | $5.71 | 34995 | -0.01% ($-21.00) | False | $5.65 | 19/03/25 17:30 | 19/03/25 17:41 | 11m |
| 1124238 | BGY | Buy | $5.79 | $5.79 | 34513 | -0.08% ($-165.66) | False | $5.72 | 19/03/25 13:53 | 19/03/25 14:11 | 18m |
| 1123965 | GPI | Buy | $383.76 | $384.72 | 521 | 0.25% ($500.16) | True | $371.88 | 14/03/25 14:25 | 14/03/25 15:15 | 50m |
| 1124054 | RYI | Buy | $23.09 | $23.07 | 8661 | -0.09% ($-173.22) | False | $22.65 | 10/03/25 14:48 | 10/03/25 15:16 | 28m |
| 1124604 | LQDT | Buy | $33.85 | $33.82 | 5909 | -0.07% ($-147.73) | False | $33.40 | 24/02/25 19:33 | 24/02/25 20:43 | 1.2h |
| 1124218 | RYI | Buy | $24.13 | $24.04 | 8290 | -0.35% ($-704.65) | False | $23.11 | 21/02/25 20:09 | 21/02/25 20:21 | 12m |
| 1124609 | LQDT | Buy | $34.66 | $34.43 | 5771 | -0.66% ($-1327.33) | False | $34.07 | 21/02/25 19:14 | 21/02/25 20:16 | 1h |
| 1124601 | LQDT | Buy | $34.83 | $34.99 | 5743 | 0.47% ($947.60) | True | $0.00 | 21/02/25 18:12 | 21/02/25 18:49 | 37m |
| 1124595 | LQDT | Buy | $35.30 | $34.78 | 5665 | -1.47% ($-2945.80) | False | $34.78 | 21/02/25 17:21 | 21/02/25 18:11 | 50m |
| 1124123 | RYI | Buy | $24.11 | $24.26 | 8295 | 0.62% ($1244.25) | True | $0.00 | 21/02/25 16:53 | 21/02/25 18:06 | 1.2h |
| 1124085 | RYI | Buy | $25.44 | $24.13 | 7861 | -5.15% ($-10297.91) | False | $24.16 | 21/02/25 15:25 | 21/02/25 16:50 | 1.4h |
| 1124627 | LQDT | Buy | $35.81 | $35.59 | 5585 | -0.6% ($-1200.78) | False | $35.24 | 19/02/25 20:09 | 19/02/25 20:55 | 46m |
| 1124647 | LQDT | Buy | $35.84 | $35.86 | 5581 | 0.07% ($139.53) | True | $35.54 | 18/02/25 20:34 | 18/02/25 20:41 | 7m |
| 1124631 | LQDT | Buy | $36.23 | $36.01 | 5520 | -0.62% ($-1242.00) | False | $35.59 | 18/02/25 19:09 | 18/02/25 20:06 | 57m |
| 1124615 | LQDT | Buy | $36.43 | $36.41 | 5490 | -0.04% ($-82.35) | False | $36.11 | 18/02/25 17:32 | 18/02/25 17:40 | 8m |
| 1124653 | LQDT | Buy | $34.07 | $33.74 | 5870 | -0.98% ($-1966.45) | False | $33.41 | 11/02/25 19:15 | 11/02/25 20:06 | 51m |
| 1124149 | RYI | Buy | $23.20 | $23.15 | 8620 | -0.22% ($-431.00) | False | $22.75 | 11/02/25 18:49 | 11/02/25 19:27 | 38m |
| 1124132 | RYI | Buy | $23.37 | $23.23 | 8557 | -0.6% ($-1197.98) | False | $0.00 | 11/02/25 18:20 | 11/02/25 18:42 | 22m |
| 1124634 | LQDT | Buy | $34.04 | $33.83 | 5875 | -0.62% ($-1233.75) | False | $33.16 | 11/02/25 17:22 | 11/02/25 17:56 | 34m |
| 1124677 | LQDT | Buy | $33.47 | $33.56 | 5976 | 0.28% ($567.72) | True | $32.87 | 10/02/25 19:32 | 10/02/25 19:52 | 20m |
| 1124668 | LQDT | Buy | $34.41 | $33.51 | 5813 | -2.61% ($-5220.66) | False | $33.59 | 10/02/25 18:38 | 10/02/25 19:27 | 49m |
| 1124200 | RYI | Buy | $22.09 | $22.30 | 9055 | 0.97% ($1946.83) | True | $21.64 | 07/02/25 19:47 | 07/02/25 20:52 | 1.1h |
| 1124644 | LQDT | Buy | $32.86 | $32.94 | 6086 | 0.24% ($482.62) | True | $32.18 | 07/02/25 16:50 | 07/02/25 16:59 | 9m |
| 1124628 | LQDT | Buy | $32.61 | $32.58 | 6133 | -0.09% ($-183.99) | True | $31.66 | 07/02/25 15:12 | 07/02/25 15:22 | 10m |
| 1124681 | LQDT | Buy | $33.98 | $34.00 | 5885 | 0.06% ($117.70) | True | $33.12 | 06/02/25 19:26 | 06/02/25 20:03 | 37m |
| 1124678 | LQDT | Buy | $34.38 | $34.40 | 5818 | 0.07% ($145.45) | True | $33.52 | 06/02/25 18:32 | 06/02/25 18:43 | 11m |
| 1124661 | LQDT | Buy | $34.88 | $34.44 | 5733 | -1.25% ($-2508.76) | False | $33.45 | 06/02/25 16:41 | 06/02/25 17:24 | 43m |
| 1124641 | LQDT | Buy | $36.44 | $35.90 | 5489 | -1.48% ($-2964.06) | False | $34.95 | 06/02/25 15:39 | 06/02/25 16:12 | 33m |
| 1124699 | LQDT | Buy | $33.60 | $33.51 | 5952 | -0.27% ($-535.68) | False | $33.20 | 03/02/25 20:01 | 03/02/25 20:39 | 38m |
| 1124679 | LQDT | Buy | $34.01 | $34.03 | 5880 | 0.06% ($117.60) | True | $33.60 | 03/02/25 17:43 | 03/02/25 18:10 | 27m |
| 1124252 | RYI | Buy | $21.30 | $21.28 | 9389 | -0.09% ($-187.78) | False | $20.99 | 03/02/25 17:23 | 03/02/25 17:25 | 2m |
| 1124649 | LQDT | Buy | $33.54 | $34.33 | 5963 | 2.36% ($4710.77) | True | $32.28 | 03/02/25 15:08 | 03/02/25 15:47 | 39m |
| 1124228 | RYI | Buy | $20.29 | $20.10 | 9857 | -0.94% ($-1872.83) | False | $0.00 | 22/01/25 18:57 | 22/01/25 20:35 | 1.6h |
| 1124259 | RYI | Buy | $17.63 | $17.77 | 11344 | 0.77% ($1531.44) | True | $17.20 | 03/01/25 16:24 | 03/01/25 17:44 | 1.3h |
Strategy DSL
LowVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket - LowVolume Basket - HighVolume Basket -
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}",
rsi_period=25,
rsi_oversold=30,
rsi_overbought=117,
atr_period=34,
atr_mult=13.0,
risk_frac=0.20
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)