Backtest Results

Job Notes

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Symbols 8

SPRB, GWAV, QH, ORBS, WOLF, VOR, SUGP, SPXS

Performance Summary

Total Trades

15

Total P&L

$3884.91

Notional: $299978.33

Total Return

1.3%

Weighted by notional

Win Rate

33.3%

5 W / 10 L

CouldWin Rate

46.7%

7 could / 15 total

Avg P&L

$258.99

Avg Return: 1.29%

Best Win

$6432.97

Largest Loss

$-888.89

Trade Details 15 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1212578	ORBS	Buy	$13.35	$12.97	1498	-2.85% ($-569.24)	False	$13.03	18/09/25 16:00	18/09/25 16:08	8m
1213663	WOLF	Buy	$1.38	$1.35	14484	-2.23% ($-446.11)	False	$1.36	15/08/25 16:00	15/08/25 16:13	13m
1212574	QH	Buy	$0.11	$0.12	179372	3.23% ($645.74)	True	$0.11	08/08/25 16:00	08/08/25 20:00	4h
1212959	QH	Buy	$0.12	$0.12	164609	-4.44% ($-888.89)	True	$0.12	30/07/25 16:00	30/07/25 16:07	7m
1214122	WOLF	Buy	$1.13	$1.09	17699	-3.54% ($-707.96)	True	$1.08	03/07/25 16:00	03/07/25 17:19	1.3h
1214124	WOLF	Buy	$0.82	$0.80	24431	-2.46% ($-491.06)	False	$0.80	02/07/25 16:00	02/07/25 16:00	0m
1213399	VOR	Buy	$0.40	$0.53	50062	32.17% ($6432.97)	True	$0.39	25/06/25 16:00	25/06/25 20:00	4h
1213804	SPXS	Buy	$5.50	$5.52	3637	0.38% ($76.74)	True	$5.47	30/05/25 16:00	30/05/25 18:06	2.1h
1213810	SPXS	Buy	$5.54	$5.49	3611	-0.85% ($-170.44)	False	$5.49	29/05/25 16:00	29/05/25 16:04	4m
1214489	WOLF	Buy	$1.50	$1.46	13377	-2.35% ($-469.53)	False	$1.46	23/05/25 16:00	23/05/25 16:41	41m
1214640	WOLF	Buy	$4.40	$4.58	4550	4.1% ($819.00)	True	$4.30	02/05/25 16:00	02/05/25 19:20	3.3h
1214874	WOLF	Buy	$3.78	$3.75	5292	-0.77% ($-153.47)	False	$3.72	01/05/25 16:00	01/05/25 16:33	33m
1214864	SPXS	Buy	$9.94	$9.79	2012	-1.49% ($-298.38)	False	$9.80	09/04/25 16:00	09/04/25 16:09	9m
1214880	SPXS	Buy	$6.70	$6.77	2983	0.98% ($195.68)	True	$6.66	26/03/25 16:00	26/03/25 20:00	4h
1215143	SPXS	Buy	$7.30	$7.27	2740	-0.45% ($-90.15)	False	$7.23	12/03/25 16:00	12/03/25 16:09	9m

Strategy DSL Unstable Basket - Atlas Alpha Matrix-897660-1fba48

Job Like

CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",              // Symbol placeholder for runtime injection
lookback=24,                // Lookback period for return and range calculations
atr_period=14,              // ATR period for volatility
atr_mult=2.5,               // Multiplier for ATR-based stop
risk_frac=0.02,             // Risk fraction per trade
session_start="09:30",     // Session start time (UTC)
session_end="16:00"        // Session end time (UTC)

STRATEGY "Atlas Alpha Matrix-897660-1fba48":
TRIGGER:
TIME_UTC_IN(session_start, session_end)
AND LAST(CLOSE(sym, 1h)) > LAST(OPEN(sym, 1h))
AND RETURN(CLOSE(sym, 1h), lookback) > 0.01
AND LAST(HIGH(sym, 1h)) <= HIGHEST(HIGH(sym, 1h), lookback)
ENTRY: MARKET
EXIT:
TIME_UTC_IN(session_end)
OR LAST(CLOSE(sym, 1h)) < LAST(LOW(sym, 1h), 1)
OR RETURN(CLOSE(sym, 1h), lookback) < -0.01
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)