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
84
Total P&L
$1649.23
Notional: $1679312.72Total Return
0.1%
Weighted by notionalWin Rate
26.2%
22 W / 62 LCouldWin Rate
39.3%
33 could / 84 totalAvg P&L
$19.63
Avg Return: 0.1%Best Win
$1307.08
Largest Loss
$-122.92
Trade Details
84 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1212143 | BRR | Buy | $10.14 | $10.14 | 1971 | -0.04% ($-7.10) | False | $10.11 | 20/08/25 15:05 | 20/08/25 15:09 | 4m |
| 1212134 | LQDT | Buy | $25.57 | $25.45 | 782 | -0.45% ($-89.93) | False | $25.38 | 15/08/25 15:13 | 15/08/25 15:15 | 2m |
| 1212128 | LQDT | Buy | $25.50 | $25.48 | 784 | -0.1% ($-19.60) | False | $25.24 | 15/08/25 14:58 | 15/08/25 15:00 | 2m |
| 1212115 | BRR | Buy | $10.40 | $10.35 | 1923 | -0.48% ($-96.15) | False | $10.33 | 04/08/25 14:49 | 04/08/25 14:50 | 1m |
| 1212113 | BRR | Buy | $10.37 | $10.40 | 1928 | 0.29% ($57.84) | False | $10.34 | 04/08/25 14:37 | 04/08/25 14:40 | 3m |
| 1212112 | BRR | Buy | $10.37 | $10.36 | 1928 | -0.09% ($-18.51) | False | $0.00 | 04/08/25 14:32 | 04/08/25 14:33 | 1m |
| 1212137 | BRR | Buy | $10.35 | $10.33 | 1932 | -0.24% ($-48.30) | False | $10.33 | 01/08/25 15:15 | 01/08/25 15:15 | 0m |
| 1212121 | BRR | Buy | $10.32 | $10.31 | 1937 | -0.15% ($-29.06) | False | $10.31 | 01/08/25 14:55 | 01/08/25 14:56 | 1m |
| 1212145 | LQDT | Buy | $24.04 | $24.02 | 831 | -0.1% ($-20.78) | False | $23.96 | 31/07/25 15:18 | 31/07/25 15:19 | 1m |
| 1212118 | LQDT | Buy | $24.15 | $24.01 | 828 | -0.57% ($-113.27) | False | $23.92 | 31/07/25 14:07 | 31/07/25 14:11 | 4m |
| 1212114 | LQDT | Buy | $24.03 | $23.95 | 832 | -0.31% ($-62.40) | False | $23.82 | 31/07/25 13:57 | 31/07/25 14:05 | 8m |
| 1212154 | BRR | Buy | $10.33 | $10.32 | 1936 | -0.1% ($-19.36) | False | $10.31 | 30/07/25 15:47 | 30/07/25 15:49 | 2m |
| 1212129 | BRR | Buy | $10.33 | $10.31 | 1937 | -0.19% ($-38.74) | False | $10.31 | 30/07/25 14:39 | 30/07/25 14:39 | 0m |
| 1212159 | BRR | Buy | $10.55 | $10.55 | 1895 | -0.04% ($-8.53) | False | $10.43 | 28/07/25 15:07 | 28/07/25 15:30 | 23m |
| 1212155 | BRR | Buy | $10.59 | $10.55 | 1888 | -0.38% ($-75.52) | False | $10.33 | 28/07/25 14:58 | 28/07/25 15:03 | 5m |
| 1212150 | BRR | Buy | $10.54 | $10.55 | 1897 | 0.1% ($20.49) | True | $0.00 | 28/07/25 14:44 | 28/07/25 14:53 | 9m |
| 1212142 | BRR | Buy | $10.34 | $10.31 | 1934 | -0.25% ($-50.86) | True | $10.29 | 28/07/25 14:04 | 28/07/25 14:08 | 4m |
| 1212139 | BRR | Buy | $10.35 | $10.30 | 1932 | -0.48% ($-95.25) | True | $10.31 | 28/07/25 13:57 | 28/07/25 13:57 | 0m |
| 1212172 | BRR | Buy | $10.29 | $10.28 | 1944 | -0.05% ($-9.72) | True | $0.00 | 22/07/25 15:55 | 22/07/25 15:58 | 3m |
| 1212171 | BRR | Buy | $10.29 | $10.27 | 1944 | -0.14% ($-28.97) | True | $10.28 | 22/07/25 15:30 | 22/07/25 15:50 | 20m |
| 1212177 | BRR | Buy | $10.70 | $10.68 | 1869 | -0.19% ($-37.38) | False | $0.00 | 15/07/25 15:42 | 15/07/25 15:43 | 1m |
| 1212175 | BRR | Buy | $10.70 | $10.68 | 1869 | -0.19% ($-37.38) | False | $0.00 | 15/07/25 15:28 | 15/07/25 15:32 | 4m |
| 1212173 | BRR | Buy | $10.72 | $10.70 | 1865 | -0.19% ($-37.49) | False | $10.66 | 15/07/25 14:17 | 15/07/25 14:18 | 1m |
| 1212181 | BRR | Buy | $10.65 | $10.64 | 1877 | -0.14% ($-28.16) | False | $10.60 | 14/07/25 14:51 | 14/07/25 14:53 | 2m |
| 1212178 | BRR | Buy | $10.64 | $10.62 | 1879 | -0.22% ($-43.78) | False | $10.59 | 14/07/25 14:34 | 14/07/25 14:35 | 1m |
| 1212176 | BRR | Buy | $10.64 | $10.63 | 1879 | -0.1% ($-19.35) | False | $10.60 | 14/07/25 14:08 | 14/07/25 14:11 | 3m |
| 1212186 | BRR | Buy | $10.70 | $10.69 | 1870 | -0.05% ($-9.35) | False | $10.66 | 11/07/25 15:42 | 11/07/25 15:51 | 9m |
| 1212191 | BRR | Buy | $10.72 | $10.70 | 1865 | -0.18% ($-35.25) | False | $0.00 | 10/07/25 15:55 | 10/07/25 15:56 | 1m |
| 1212189 | BRR | Buy | $10.71 | $10.70 | 1866 | -0.13% ($-25.94) | False | $0.00 | 10/07/25 15:45 | 10/07/25 15:47 | 2m |
| 1212184 | BRR | Buy | $10.71 | $10.71 | 1867 | 0.01% ($1.31) | True | $0.00 | 10/07/25 14:27 | 10/07/25 14:30 | 3m |
| 1212182 | BRR | Buy | $10.71 | $10.70 | 1866 | -0.09% ($-18.47) | False | $10.67 | 10/07/25 14:09 | 10/07/25 14:12 | 3m |
| 1212180 | BRR | Buy | $10.73 | $10.71 | 1863 | -0.19% ($-38.19) | False | $10.68 | 10/07/25 13:56 | 10/07/25 14:05 | 9m |
| 1212204 | BRR | Buy | $10.82 | $10.82 | 1848 | -0.02% ($-4.99) | False | $10.77 | 09/07/25 15:17 | 09/07/25 15:21 | 4m |
| 1212200 | BRR | Buy | $10.78 | $10.76 | 1854 | -0.23% ($-45.42) | False | $10.71 | 09/07/25 14:40 | 09/07/25 14:42 | 2m |
| 1212194 | BRR | Buy | $10.83 | $10.77 | 1846 | -0.55% ($-110.76) | False | $10.76 | 09/07/25 14:27 | 09/07/25 14:36 | 9m |
| 1212190 | BRR | Buy | $10.80 | $10.79 | 1851 | -0.09% ($-18.51) | False | $10.73 | 09/07/25 14:22 | 09/07/25 14:25 | 3m |
| 1212147 | LQDT | Buy | $24.51 | $24.49 | 815 | -0.08% ($-16.30) | False | $24.48 | 08/07/25 15:58 | 08/07/25 15:59 | 1m |
| 1212220 | BRR | Buy | $10.61 | $10.58 | 1885 | -0.24% ($-47.13) | False | $10.58 | 08/07/25 15:56 | 08/07/25 15:56 | 0m |
| 1212136 | LQDT | Buy | $24.55 | $24.54 | 814 | -0.04% ($-8.14) | False | $0.00 | 08/07/25 15:34 | 08/07/25 15:37 | 3m |
| 1212131 | LQDT | Buy | $24.46 | $24.46 | 817 | 0.02% ($4.09) | True | $0.00 | 08/07/25 15:26 | 08/07/25 15:30 | 4m |
| 1212122 | LQDT | Buy | $24.45 | $24.49 | 817 | 0.14% ($28.60) | True | $24.35 | 08/07/25 15:02 | 08/07/25 15:19 | 17m |
| 1212208 | BRR | Buy | $10.59 | $10.57 | 1888 | -0.19% ($-37.76) | False | $10.56 | 08/07/25 15:10 | 08/07/25 15:11 | 1m |
| 1212207 | BRR | Buy | $10.58 | $10.57 | 1890 | -0.09% ($-17.77) | False | $10.54 | 08/07/25 15:05 | 08/07/25 15:07 | 2m |
| 1212117 | LQDT | Buy | $24.50 | $24.43 | 816 | -0.29% ($-57.12) | False | $0.00 | 08/07/25 14:38 | 08/07/25 14:42 | 4m |
| 1212201 | BRR | Buy | $10.52 | $10.55 | 1901 | 0.29% ($57.22) | True | $10.50 | 08/07/25 14:36 | 08/07/25 14:42 | 6m |
| 1212199 | BRR | Buy | $10.51 | $10.50 | 1903 | -0.04% ($-7.04) | True | $10.48 | 08/07/25 14:32 | 08/07/25 14:34 | 2m |
| 1212193 | BRR | Buy | $10.49 | $10.48 | 1906 | -0.1% ($-19.06) | True | $10.47 | 08/07/25 14:24 | 08/07/25 14:25 | 1m |
| 1212188 | BRR | Buy | $10.49 | $10.48 | 1907 | -0.05% ($-9.54) | True | $10.47 | 08/07/25 14:13 | 08/07/25 14:15 | 2m |
| 1212183 | BRR | Buy | $10.51 | $10.49 | 1902 | -0.19% ($-38.04) | True | $10.46 | 08/07/25 13:37 | 08/07/25 13:40 | 3m |
| 1212166 | BGY | Buy | $5.74 | $5.74 | 3482 | -0.05% ($-10.45) | False | $5.73 | 27/06/25 15:56 | 27/06/25 15:57 | 1m |
| 1212164 | BGY | Buy | $5.75 | $5.73 | 3478 | -0.33% ($-65.39) | False | $5.74 | 27/06/25 15:48 | 27/06/25 15:49 | 1m |
| 1212119 | BGY | Buy | $5.73 | $5.73 | 3488 | 0.02% ($4.88) | True | $5.71 | 27/06/25 14:03 | 27/06/25 14:18 | 15m |
| 1212152 | TAIL | Buy | $12.23 | $12.22 | 1635 | -0.03% ($-6.54) | False | $0.00 | 12/05/25 15:43 | 12/05/25 15:56 | 13m |
| 1212165 | LQDT | Buy | $24.88 | $24.86 | 804 | -0.06% ($-12.06) | False | $24.76 | 12/05/25 15:53 | 12/05/25 15:54 | 1m |
| 1212162 | LQDT | Buy | $24.91 | $24.83 | 802 | -0.32% ($-64.16) | False | $24.81 | 12/05/25 15:47 | 12/05/25 15:49 | 2m |
| 1212160 | LQDT | Buy | $24.77 | $24.87 | 807 | 0.4% ($80.70) | True | $24.65 | 12/05/25 15:38 | 12/05/25 15:45 | 7m |
| 1212146 | TAIL | Buy | $12.23 | $12.22 | 1635 | -0.03% ($-6.87) | False | $12.21 | 12/05/25 15:06 | 12/05/25 15:21 | 15m |
| 1212149 | LQDT | Buy | $24.79 | $24.71 | 806 | -0.32% ($-64.48) | False | $24.63 | 12/05/25 15:07 | 12/05/25 15:08 | 1m |
| 1212141 | LQDT | Buy | $24.81 | $24.84 | 806 | 0.12% ($24.18) | True | $24.65 | 12/05/25 14:40 | 12/05/25 14:58 | 18m |
| 1212130 | TAIL | Buy | $12.21 | $12.21 | 1637 | -0.01% ($-1.15) | False | $12.20 | 12/05/25 14:28 | 12/05/25 14:37 | 9m |
| 1212125 | TAIL | Buy | $12.19 | $12.19 | 1640 | 0% ($-0.82) | False | $12.18 | 12/05/25 14:21 | 12/05/25 14:24 | 3m |
| 1212170 | LQDT | Buy | $28.19 | $28.25 | 709 | 0.21% ($42.54) | True | $28.08 | 08/05/25 15:57 | 08/05/25 16:02 | 5m |
| 1212169 | LQDT | Buy | $27.83 | $28.06 | 718 | 0.83% ($165.14) | True | $27.66 | 08/05/25 15:40 | 08/05/25 15:45 | 5m |
| 1212168 | LQDT | Buy | $27.76 | $27.70 | 720 | -0.23% ($-46.80) | True | $27.60 | 08/05/25 15:32 | 08/05/25 15:36 | 4m |
| 1212167 | LQDT | Buy | $27.58 | $27.58 | 725 | 0.02% ($3.63) | True | $27.43 | 08/05/25 15:23 | 08/05/25 15:26 | 3m |
| 1212157 | LQDT | Buy | $28.26 | $28.50 | 707 | 0.85% ($169.68) | True | $27.94 | 08/05/25 14:41 | 08/05/25 14:46 | 5m |
| 1212153 | LQDT | Buy | $27.71 | $28.16 | 721 | 1.64% ($328.06) | True | $27.10 | 08/05/25 14:27 | 08/05/25 14:39 | 12m |
| 1212148 | LQDT | Buy | $26.56 | $27.50 | 753 | 3.54% ($707.82) | True | $25.67 | 08/05/25 14:16 | 08/05/25 14:25 | 9m |
| 1212133 | LQDT | Buy | $25.07 | $26.71 | 797 | 6.54% ($1307.08) | True | $24.49 | 08/05/25 13:56 | 08/05/25 14:10 | 14m |
| 1212126 | LQDT | Buy | $25.22 | $25.06 | 793 | -0.61% ($-122.92) | True | $24.54 | 08/05/25 13:51 | 08/05/25 13:52 | 1m |
| 1212158 | TAIL | Buy | $12.52 | $12.52 | 1597 | -0.01% ($-2.40) | False | $12.50 | 05/05/25 15:39 | 05/05/25 15:40 | 1m |
| 1212156 | TAIL | Buy | $12.51 | $12.50 | 1598 | -0.04% ($-7.51) | False | $12.49 | 05/05/25 15:33 | 05/05/25 15:35 | 2m |
| 1212151 | TAIL | Buy | $13.33 | $13.35 | 1500 | 0.15% ($30.00) | True | $0.00 | 08/04/25 15:49 | 08/04/25 15:51 | 2m |
| 1212144 | TAIL | Buy | $13.39 | $13.37 | 1493 | -0.18% ($-35.83) | True | $13.31 | 08/04/25 15:16 | 08/04/25 15:22 | 6m |
| 1212138 | TAIL | Buy | $13.31 | $13.31 | 1502 | -0.02% ($-4.21) | True | $0.00 | 08/04/25 15:08 | 08/04/25 15:09 | 1m |
| 1212127 | TAIL | Buy | $13.14 | $13.25 | 1522 | 0.84% ($167.57) | True | $13.07 | 08/04/25 14:33 | 08/04/25 15:04 | 31m |
| 1212124 | BGY | Buy | $5.17 | $5.17 | 3868 | -0.1% ($-19.34) | False | $5.14 | 08/04/25 14:10 | 08/04/25 14:13 | 3m |
| 1212120 | BGY | Buy | $5.14 | $5.15 | 3891 | 0.19% ($38.91) | True | $5.12 | 08/04/25 14:00 | 08/04/25 14:04 | 4m |
| 1212140 | TAIL | Buy | $13.85 | $14.15 | 1444 | 2.17% ($433.20) | True | $13.46 | 07/04/25 14:28 | 07/04/25 14:40 | 12m |
| 1212135 | TAIL | Buy | $12.43 | $12.45 | 1609 | 0.12% ($24.14) | True | $12.39 | 03/04/25 15:05 | 03/04/25 15:09 | 4m |
| 1212123 | TAIL | Buy | $12.35 | $12.41 | 1620 | 0.53% ($105.30) | True | $0.00 | 03/04/25 14:36 | 03/04/25 14:57 | 21m |
| 1212116 | TAIL | Buy | $12.35 | $12.33 | 1619 | -0.2% ($-39.34) | False | $12.27 | 03/04/25 14:07 | 03/04/25 14:09 | 2m |
| 1212163 | BGY | Buy | $5.76 | $5.76 | 3474 | -0.02% ($-4.52) | False | $5.75 | 20/03/25 15:57 | 20/03/25 16:00 | 3m |
| 1212132 | RYI | Buy | $23.65 | $23.60 | 845 | -0.19% ($-38.03) | False | $0.00 | 11/02/25 15:57 | 11/02/25 16:01 | 4m |
Strategy DSL
LowVolume Basket - Vector Signal Ramp-986ba1-6583e0
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", # Symbol placeholder for runtime injection
fast_period=8, # Fast EMA period for short-term trend
slow_period=21, # Slow EMA period for longer-term trend
atr_period=14, # ATR period for volatility measurement
atr_mult=2.5, # ATR multiplier for stop-loss
risk_frac=0.02, # Risk fraction per position
session_start="09:30", # Session start time (UTC)
session_end="16:00" # Session end time (UTC)
STRATEGY "Vector Signal Ramp-986ba1-6583e0":
TRIGGER:
TIME_UTC_IN(session_start, session_end)
AND EMA(CLOSE(sym, 1m), fast_period) > EMA(CLOSE(sym, 1m), slow_period)
AND LAST(CLOSE(sym, 1m)) > LAST(CLOSE(sym, 1m), 1)
AND LAST(CLOSE(sym, 1m), 1) > LAST(CLOSE(sym, 1m), 2)
ENTRY: MARKET
EXIT:
CROSSUNDER(CLOSE(sym, 1m), EMA(CLOSE(sym, 1m), slow_period))
OR LAST(CLOSE(sym, 1m)) < LAST(LOW(sym, 1m), 1)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)