Backtest Results

Job Notes

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Symbols 8

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

Performance Summary

Total Trades

63

Total P&L

$38582.01

Notional: $1258192.78

Total Return

3.07%

Weighted by notional

Win Rate

22.2%

14 W / 49 L

CouldWin Rate

63.5%

40 could / 63 total

Avg P&L

$612.41

Avg Return: 3.06%

Best Win

$44054.14

Largest Loss

$-3922.31

Trade Details 63 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1231161	SUGP	Buy	$8.39	$8.01	2383	-4.53% ($-905.54)	False	$0.00	14/10/25 13:30	14/10/25 20:00	6.5h
1231201	SPRB	Buy	$173.00	$176.91	115	2.26% ($449.65)	True	$0.00	14/10/25 19:27	14/10/25 20:00	33m
1231197	SPRB	Buy	$171.00	$170.00	116	-0.58% ($-116.00)	True	$0.00	14/10/25 16:15	14/10/25 19:18	3.1h
1231207	QH	Buy	$7.24	$7.20	2762	-0.55% ($-110.48)	False	$7.08	14/10/25 18:04	14/10/25 18:05	1m
1231164	QH	Buy	$7.68	$7.15	2604	-6.9% ($-1380.12)	False	$0.00	14/10/25 13:30	14/10/25 17:47	4.3h
1231204	WOLF	Buy	$29.39	$32.57	680	10.82% ($2162.40)	True	$28.70	13/10/25 15:01	13/10/25 20:00	5h
1231169	SUGP	Buy	$9.50	$9.44	2105	-0.63% ($-126.30)	True	$0.00	13/10/25 13:30	13/10/25 20:00	6.5h
1231198	WOLF	Buy	$30.06	$29.11	665	-3.17% ($-634.01)	True	$29.11	13/10/25 14:42	13/10/25 14:54	12m
1231191	WOLF	Buy	$32.17	$30.74	621	-4.45% ($-888.03)	True	$31.21	13/10/25 13:43	13/10/25 14:41	58m
1231189	SPRB	Buy	$175.63	$174.00	113	-0.93% ($-184.19)	True	$168.25	13/10/25 14:02	13/10/25 14:05	3m
1231183	WOLF	Buy	$32.43	$32.01	616	-1.3% ($-258.72)	True	$32.08	13/10/25 13:33	13/10/25 13:41	8m
1231184	SPRB	Buy	$178.25	$173.60	112	-2.61% ($-521.04)	False	$0.00	13/10/25 13:37	13/10/25 13:38	1m
1231176	SPRB	Buy	$178.30	$173.60	112	-2.63% ($-526.03)	False	$0.00	13/10/25 13:33	13/10/25 13:35	2m
1231172	WOLF	Buy	$33.52	$32.75	596	-2.29% ($-457.85)	False	$33.41	13/10/25 13:30	13/10/25 13:32	2m
1231162	SPRB	Buy	$179.50	$174.80	111	-2.62% ($-521.63)	False	$0.00	13/10/25 13:30	13/10/25 13:32	2m
1231175	SUGP	Buy	$8.46	$9.15	2364	8.17% ($1633.05)	True	$8.13	10/10/25 13:33	10/10/25 20:00	6.5h
1231205	SPXS	Buy	$37.67	$40.36	530	7.14% ($1425.70)	True	$37.43	10/10/25 14:59	10/10/25 20:00	5h
1231168	SPRB	Buy	$176.21	$171.00	113	-2.96% ($-588.44)	True	$0.00	10/10/25 13:30	10/10/25 20:00	6.5h
1231319	WOLF	Buy	$31.51	$31.02	634	-1.56% ($-310.66)	False	$31.11	10/10/25 19:01	10/10/25 19:18	17m
1231316	WOLF	Buy	$31.79	$31.35	629	-1.38% ($-275.00)	False	$31.40	10/10/25 18:43	10/10/25 19:00	17m
1231305	WOLF	Buy	$32.29	$31.79	619	-1.55% ($-309.25)	False	$31.86	10/10/25 18:10	10/10/25 18:41	31m
1231278	WOLF	Buy	$32.76	$32.10	610	-2.02% ($-403.76)	False	$32.14	10/10/25 17:14	10/10/25 18:08	54m
1231228	WOLF	Buy	$33.50	$32.55	597	-2.84% ($-567.15)	True	$32.76	10/10/25 15:34	10/10/25 17:13	1.7h
1231165	SUGP	Buy	$8.81	$8.45	2270	-4.14% ($-828.55)	True	$8.53	10/10/25 13:30	10/10/25 13:32	2m
1231171	WOLF	Buy	$34.23	$33.41	584	-2.4% ($-478.88)	True	$33.57	10/10/25 13:30	10/10/25 13:30	0m
1231163	SPRB	Buy	$158.54	$174.38	126	9.99% ($1995.74)	True	$0.00	09/10/25 13:30	09/10/25 20:00	6.5h
1231293	SPXS	Buy	$37.48	$37.45	533	-0.08% ($-15.99)	False	$37.43	09/10/25 18:28	09/10/25 19:07	39m
1231292	SPXS	Buy	$37.47	$37.45	533	-0.05% ($-10.66)	False	$37.41	09/10/25 18:21	09/10/25 18:22	1m
1231283	SPXS	Buy	$37.49	$37.45	533	-0.11% ($-21.27)	False	$37.43	09/10/25 18:01	09/10/25 18:16	15m
1231282	SPXS	Buy	$37.46	$37.45	533	-0.01% ($-2.61)	False	$37.40	09/10/25 17:57	09/10/25 17:58	1m
1231279	SPXS	Buy	$37.46	$37.45	533	-0.03% ($-5.33)	False	$37.39	09/10/25 17:52	09/10/25 17:56	4m
1231274	SPXS	Buy	$37.47	$37.44	533	-0.09% ($-18.66)	False	$37.37	09/10/25 17:42	09/10/25 17:49	7m
1231270	SPXS	Buy	$37.46	$37.42	533	-0.1% ($-20.68)	False	$37.36	09/10/25 17:39	09/10/25 17:40	1m
1231259	SPXS	Buy	$37.46	$37.45	533	-0.03% ($-5.33)	False	$37.34	09/10/25 17:10	09/10/25 17:38	28m
1231250	SPXS	Buy	$37.47	$37.43	533	-0.11% ($-21.32)	False	$37.40	09/10/25 16:57	09/10/25 17:09	12m
1231185	WOLF	Buy	$33.93	$32.80	589	-3.33% ($-665.57)	True	$32.87	09/10/25 13:35	09/10/25 14:34	59m
1231173	WOLF	Buy	$34.16	$33.51	585	-1.9% ($-380.25)	True	$33.74	09/10/25 13:30	09/10/25 13:32	2m
1231170	WOLF	Buy	$26.60	$30.60	751	15.04% ($3004.00)	True	$0.00	08/10/25 13:30	08/10/25 20:00	6.5h
1231166	SPRB	Buy	$145.00	$161.00	137	11.03% ($2192.00)	True	$136.59	08/10/25 13:30	08/10/25 20:00	6.5h
1231174	SPRB	Buy	$197.50	$182.60	101	-7.54% ($-1504.90)	True	$173.30	07/10/25 13:32	07/10/25 20:00	6.5h
1231167	SPRB	Buy	$220.28	$195.82	90	-11.1% ($-2201.40)	True	$200.48	07/10/25 13:30	07/10/25 13:31	1m
1231388	WOLF	Buy	$25.01	$26.01	799	4% ($799.00)	True	$24.63	06/10/25 17:38	06/10/25 20:00	2.4h
1231199	SPRB	Buy	$32.78	$105.00	610	220.32% ($44054.14)	True	$27.30	06/10/25 13:30	06/10/25 20:00	6.5h
1231387	WOLF	Buy	$25.02	$24.88	799	-0.56% ($-111.86)	True	$24.67	06/10/25 17:35	06/10/25 17:36	1m
1231371	WOLF	Buy	$25.09	$24.86	797	-0.92% ($-183.31)	True	$24.80	06/10/25 16:08	06/10/25 16:10	2m
1231370	WOLF	Buy	$25.04	$24.89	798	-0.58% ($-115.71)	True	$24.76	06/10/25 16:02	06/10/25 16:04	2m
1231369	WOLF	Buy	$25.01	$24.82	799	-0.76% ($-151.81)	True	$24.80	06/10/25 15:55	06/10/25 15:56	1m
1231367	WOLF	Buy	$25.06	$24.92	798	-0.56% ($-111.72)	True	$24.83	06/10/25 15:51	06/10/25 15:54	3m
1231334	WOLF	Buy	$25.01	$24.77	799	-0.96% ($-191.76)	True	$24.42	06/10/25 14:25	06/10/25 15:25	1h
1231318	WOLF	Buy	$25.10	$24.80	796	-1.19% ($-238.72)	True	$24.71	06/10/25 13:34	06/10/25 13:37	3m
1231226	VOR	Buy	$37.81	$37.46	529	-0.91% ($-182.61)	True	$0.00	03/10/25 13:30	03/10/25 20:00	6.5h
1231315	SPXS	Buy	$37.31	$37.49	536	0.48% ($96.32)	True	$37.25	02/10/25 13:32	02/10/25 20:00	6.5h
1231227	VOR	Buy	$42.50	$36.68	470	-13.69% ($-2735.40)	False	$0.00	02/10/25 13:30	02/10/25 20:00	6.5h
1231314	SPXS	Buy	$37.38	$37.27	535	-0.29% ($-58.32)	False	$37.33	02/10/25 13:30	02/10/25 13:30	0m
1231229	VOR	Buy	$48.85	$39.26	409	-19.63% ($-3922.31)	False	$0.00	01/10/25 13:30	01/10/25 20:00	6.5h
1231236	VOR	Buy	$42.40	$48.72	471	14.91% ($2976.72)	True	$0.00	30/09/25 13:30	30/09/25 20:00	6.5h
1231239	VOR	Buy	$35.13	$39.89	569	13.54% ($2706.28)	True	$0.00	29/09/25 13:30	29/09/25 20:00	6.5h
1231287	VOR	Buy	$33.00	$33.62	606	1.88% ($375.72)	True	$0.00	26/09/25 13:30	26/09/25 20:00	6.5h
1231496	ORBS	Buy	$15.34	$14.06	1303	-8.34% ($-1667.84)	True	$14.36	18/09/25 14:51	18/09/25 14:54	3m
1231495	ORBS	Buy	$15.04	$14.56	1329	-3.19% ($-637.92)	True	$14.07	18/09/25 14:14	18/09/25 14:15	1m
1231208	SUGP	Buy	$6.17	$6.40	3240	3.69% ($738.72)	True	$0.00	11/09/25 18:22	11/09/25 20:00	1.6h
1231206	SUGP	Buy	$6.16	$6.11	3246	-0.81% ($-162.30)	True	$0.00	11/09/25 17:15	11/09/25 18:20	1.1h
1231203	SUGP	Buy	$6.20	$6.11	3225	-1.45% ($-290.25)	True	$0.00	11/09/25 13:35	11/09/25 13:37	2m

Child Jobs (1)

Test ID	Name	Status	Trades	Win %	CouldWin %	Total Return %	Total P&L	Created	Notes
71bc2eeb	[v251204-2217] Unstable Basket - Arc Alpha Forge-f035af-c2e9f9	Failed	89	30.3%	34.8%	-0.24%	$-4219.27	04/12/25 22:17	-

Strategy DSL Unstable Basket - Arc Alpha Forge-f035af-c2e9f9

Job Like

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

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_period=5,    // Fast period for short-term momentum check
mid_period=10,    // Mid period for intermediate momentum check
atr_period=14,    // ATR period for volatility measurement
atr_mult=2.5,     // Multiplier for ATR-based stop loss
risk_frac=0.02,   // Risk fraction for position sizing
vol_threshold=1.2 // Volatility threshold for regime classification

STRATEGY "Arc Alpha Forge-f035af-c2e9f9":
TRIGGER:
// Intraday momentum ladder: current close > 5m ago > 10m ago
LAST(CLOSE(sym, 1d)) > LAST(CLOSE(sym, 1d), fast_period)
AND LAST(CLOSE(sym, 1d), fast_period) > LAST(CLOSE(sym, 1d), mid_period)
// Volatility regime: ensure ATR is above a threshold for active market
AND ATR(sym, 1d, atr_period) > vol_threshold
// Gate by UTC time window (e.g., active US market hours)
AND TIME_UTC_IN("13:00", "20:00")
ENTRY: MARKET
EXIT:
// Explicit exit on reversal of momentum ladder
LAST(CLOSE(sym, 1d)) < LAST(CLOSE(sym, 1d), fast_period)
OR LAST(CLOSE(sym, 1d), fast_period) < LAST(CLOSE(sym, 1d), mid_period)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

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

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_period=5,    // Fast period for short-term momentum check
mid_period=10,    // Mid period for intermediate momentum check
atr_period=14,    // ATR period for volatility measurement
atr_mult=2.5,     // Multiplier for ATR-based stop loss
risk_frac=0.02,   // Risk fraction for position sizing
vol_threshold=1.2 // Volatility threshold for regime classification

STRATEGY "Arc Alpha Forge-f035af-c2e9f9":
TRIGGER:
// Intraday momentum ladder: current close > 5m ago > 10m ago
LAST(CLOSE(sym, 1d)) > LAST(CLOSE(sym, 1d), fast_period)
AND LAST(CLOSE(sym, 1d), fast_period) > LAST(CLOSE(sym, 1d), mid_period)
// Volatility regime: ensure ATR is above a threshold for active market
AND ATR(sym, 1d, atr_period) > vol_threshold
// Gate by UTC time window (e.g., active US market hours)
AND TIME_UTC_IN("13:00", "20:00")
ENTRY: MARKET
EXIT:
// Explicit exit on reversal of momentum ladder
LAST(CLOSE(sym, 1d)) < LAST(CLOSE(sym, 1d), fast_period)
OR LAST(CLOSE(sym, 1d), fast_period) < LAST(CLOSE(sym, 1d), mid_period)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)