Backtest Results
Test ID: AGT-20251019
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
OPEN, SOXS, NVDA, TSLL, INTC, SNAP, SQQQ, BBAI
Performance Summary
Total Trades
13
Total P&L
$68.85
Notional: $259655.08Total Return
0.03%
Weighted by notionalWin Rate
46.2%
6 W / 7 LCouldWin Rate
46.2%
6 could / 13 totalAvg P&L
$5.30
Avg Return: 0.03%Best Win
$532.73
Largest Loss
$-242.36
Trade Details
13 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1189099 | SNAP | Buy | $8.48 | $8.39 | 2358 | -1.05% ($-210.10) | False | $8.42 | 10/10/25 13:58 | 10/10/25 14:04 | 6m |
| 1189100 | OPEN | Buy | $8.65 | $8.61 | 2312 | -0.44% ($-88.78) | False | $8.62 | 03/10/25 14:18 | 03/10/25 14:44 | 26m |
| 1189101 | INTC | Buy | $25.03 | $25.05 | 799 | 0.1% ($19.98) | True | $25.06 | 16/09/25 13:58 | 16/09/25 14:10 | 12m |
| 1189102 | INTC | Buy | $24.84 | $24.71 | 805 | -0.54% ($-108.68) | False | $24.70 | 11/09/25 13:57 | 11/09/25 14:11 | 14m |
| 1189103 | SNAP | Buy | $7.08 | $7.09 | 2825 | 0.1% ($19.21) | True | $7.09 | 22/08/25 13:37 | 22/08/25 13:57 | 20m |
| 1189104 | NVDA | Buy | $173.61 | $174.01 | 115 | 0.23% ($45.83) | True | $174.04 | 25/07/25 13:51 | 25/07/25 14:13 | 22m |
| 1190224 | INTC | Buy | $20.68 | $20.81 | 967 | 0.63% ($125.71) | True | $20.85 | 09/06/25 13:56 | 09/06/25 14:45 | 49m |
| 1191701 | INTC | Buy | $20.48 | $20.42 | 976 | -0.27% ($-53.68) | False | $20.42 | 05/05/25 13:57 | 05/05/25 14:04 | 7m |
| 1193937 | SQQQ | Buy | $34.22 | $33.80 | 584 | -1.21% ($-242.36) | False | $33.75 | 05/03/25 15:21 | 05/03/25 15:35 | 14m |
| 1194153 | NVDA | Buy | $119.25 | $122.44 | 167 | 2.68% ($532.73) | True | $122.46 | 28/02/25 15:06 | 28/02/25 15:36 | 30m |
| 1194330 | NVDA | Buy | $137.09 | $136.25 | 145 | -0.61% ($-121.80) | False | $135.85 | 14/02/25 14:56 | 14/02/25 15:01 | 5m |
| 1194578 | SNAP | Buy | $11.28 | $11.37 | 1773 | 0.8% ($159.57) | True | $11.37 | 29/01/25 14:51 | 29/01/25 15:17 | 26m |
| 1194943 | NVDA | Buy | $136.72 | $136.66 | 146 | -0.04% ($-8.77) | False | $136.72 | 17/01/25 14:50 | 17/01/25 15:11 | 21m |
Strategy DSL
HighVolume Basket - Catalyst Edge Phase-a2fad7-34a7c3
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", # Symbol placeholder for runtime injection
zscore_period=20, # Period for Z-score calculation
return_period=5, # Period for return calculation
highest_period=15, # Period for highest price check
lowest_period=15, # Period for lowest price check
atr_period=14, # Period for ATR calculation
atr_mult=2.5, # Multiplier for ATR trailing stop
risk_frac=0.02, # Risk fraction per trade
time_start="09:30", # Start of trading window (UTC)
time_end="15:30" # End of trading window (UTC)
STRATEGY "Catalyst Edge Phase-a2fad7-34a7c3":
TRIGGER:
ZSCORE(CLOSE(sym, 5m), zscore_period) > 2.0
AND RETURN(CLOSE(sym, 5m), return_period) < 0.001
AND LAST(HIGH(sym, 5m)) < HIGHEST(HIGH(sym, 5m), highest_period, 1)
AND TIME_UTC_IN(time_start, time_end)
ENTRY: MARKET
EXIT:
ZSCORE(CLOSE(sym, 5m), zscore_period) < 0.5
OR LAST(LOW(sym, 5m)) < LOWEST(LOW(sym, 5m), lowest_period, 1)
RISK: TRAIL_ATR(atr_period, atr_mult)
SIZING: FIXED_FRACTION(risk_frac)