Backtest Results

Test ID: AGT-20251019
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Job Notes

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Symbols 8

BOXX, BSCP, GSY, BSCQ, SUB, VRIG, JMST, VBIL

Performance Summary

Total Trades

35

Total P&L

$94.54

Notional: $698898.30
Total Return

0.01%

Weighted by notional
Win Rate

48.6%

17 W / 18 L
CouldWin Rate

48.6%

17 could / 35 total
Avg P&L

$2.70

Avg Return: 0.01%
Best Win

$92.69

Largest Loss

$-34.68

Trade Details 35 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
1231503 SUB Buy $106.60 $106.61 187 0.01% ($1.87) True $106.58 01/10/25 19:18 01/10/25 20:00 42m
1231501 SUB Buy $106.64 $106.60 187 -0.03% ($-6.55) False $106.62 01/10/25 19:03 01/10/25 19:17 14m
1231639 BSCQ Buy $19.48 $19.49 1026 0.05% ($10.26) True $19.47 22/07/25 19:46 22/07/25 19:59 13m
1231696 GSY Buy $50.01 $50.02 399 0.02% ($3.95) True $50.00 21/05/25 19:30 21/05/25 20:00 30m
1231690 BSCP Buy $20.65 $20.66 968 0.05% ($9.68) True $20.63 19/05/25 19:57 19/05/25 20:00 3m
1231684 JMST Buy $50.52 $50.52 395 0% ($0.36) True $50.50 11/04/25 19:58 11/04/25 20:00 2m
1231683 JMST Buy $50.52 $50.49 395 -0.06% ($-11.89) False $50.50 10/04/25 19:19 10/04/25 19:57 38m
1231681 JMST Buy $50.55 $50.52 395 -0.05% ($-9.88) False $50.53 10/04/25 19:15 10/04/25 19:16 1m
1231679 JMST Buy $50.48 $50.63 396 0.3% ($59.40) True $50.38 09/04/25 18:02 09/04/25 20:00 2h
1231730 SUB Buy $104.66 $104.97 191 0.3% ($59.21) True $104.49 09/04/25 17:41 09/04/25 20:00 2.3h
1231678 JMST Buy $50.48 $50.46 396 -0.04% ($-8.91) False $50.46 09/04/25 17:09 09/04/25 18:01 52m
1231729 SUB Buy $104.58 $104.77 191 0.19% ($37.25) True $104.55 08/04/25 18:28 08/04/25 20:00 1.5h
1231651 VRIG Buy $24.96 $24.96 801 0% ($-0.24) False $24.94 08/04/25 19:42 08/04/25 20:00 18m
1231680 JMST Buy $50.53 $50.62 395 0.18% ($35.55) True $50.52 08/04/25 17:54 08/04/25 19:59 2.1h
1231727 SUB Buy $104.67 $104.60 191 -0.07% ($-14.33) False $104.60 08/04/25 18:04 08/04/25 18:27 23m
1231726 SUB Buy $104.76 $104.67 190 -0.08% ($-16.15) False $104.70 08/04/25 17:56 08/04/25 18:03 7m
1231725 SUB Buy $104.84 $104.72 190 -0.11% ($-22.80) False $104.75 08/04/25 17:16 08/04/25 17:53 37m
1231713 BSCQ Buy $19.43 $19.44 1029 0.08% ($15.44) True $19.41 07/04/25 17:54 07/04/25 20:00 2.1h
1231655 VRIG Buy $24.80 $24.91 806 0.46% ($92.69) True $24.78 07/04/25 19:13 07/04/25 19:59 46m
1231694 JMST Buy $50.60 $50.63 395 0.05% ($9.88) True $50.58 07/04/25 19:47 07/04/25 19:59 12m
1231733 SUB Buy $105.09 $104.98 190 -0.1% ($-20.90) False $105.01 07/04/25 19:54 07/04/25 19:55 1m
1231732 SUB Buy $105.27 $105.09 189 -0.17% ($-34.68) False $105.11 07/04/25 19:36 07/04/25 19:53 17m
1231685 JMST Buy $50.64 $50.60 394 -0.08% ($-15.76) False $50.60 07/04/25 17:04 07/04/25 19:44 2.7h
1231731 SUB Buy $105.29 $105.20 189 -0.09% ($-17.69) False $105.22 07/04/25 18:12 07/04/25 19:32 1.3h
1231654 VRIG Buy $24.82 $24.79 805 -0.12% ($-24.15) False $24.79 07/04/25 18:56 07/04/25 19:12 16m
1231653 VRIG Buy $24.85 $24.83 804 -0.08% ($-16.08) False $24.83 07/04/25 18:41 07/04/25 18:53 12m
1231652 VRIG Buy $24.87 $24.85 804 -0.08% ($-16.08) False $24.85 07/04/25 18:24 07/04/25 18:40 16m
1231649 VRIG Buy $24.89 $24.87 803 -0.1% ($-19.03) False $24.87 07/04/25 15:28 07/04/25 18:17 2.8h
1231682 JMST Buy $50.70 $50.64 394 -0.12% ($-24.82) False $50.65 07/04/25 16:32 07/04/25 17:02 30m
1231647 VRIG Buy $24.91 $24.89 802 -0.08% ($-15.24) False $24.89 07/04/25 14:30 07/04/25 15:23 53m
1231688 JMST Buy $50.73 $50.82 394 0.17% ($34.44) True $50.72 04/04/25 16:43 04/04/25 17:52 1.2h
1231711 JMST Buy $50.74 $50.75 394 0.01% ($1.93) True $50.72 02/04/25 19:35 02/04/25 19:59 24m
1231738 GSY Buy $50.07 $50.08 399 0.02% ($3.55) True $50.06 26/03/25 19:41 26/03/25 20:00 19m
1231664 VRIG Buy $25.07 $25.07 797 0.02% ($3.99) True $25.06 26/03/25 14:36 26/03/25 20:00 5.4h
1231714 BSCQ Buy $19.46 $19.47 1028 0.05% ($10.28) True $19.44 24/03/25 15:05 24/03/25 20:00 4.9h
Strategy DSL Stable Basket - Turbo Alpha Drift-f035af-5864c5
Job Like 
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",              // Symbol placeholder for runtime injection
vwap_period=20,             // Period for VWAP calculation
vol_period=10,              // Period for volume comparison
atr_period=14,              // Period for ATR calculation
atr_mult=2.5,               // Multiplier for ATR stop
risk_frac=0.02,             // Risk fraction for position sizing
bb_period=20,               // Period for Bollinger Bands
bb_dev=2.0                  // Standard deviation multiplier for Bollinger Bands

STRATEGY "Turbo Alpha Drift-f035af-5864c5":
TRIGGER:
LAST(CLOSE(sym, 1d)) < LOWER(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
AND LAST(VOL(sym, 1d)) > SMA(VOL(sym, 1d), vol_period)
AND TIME_UTC_IN("14:30", "20:00")
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1d)) > MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)