Backtest Results

Job Notes

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Symbols 8

OPEN, SOXS, NVDA, TSLL, INTC, SNAP, SQQQ, BBAI

Performance Summary

Total Trades

2

Total P&L

$41.24

Notional: $39985.49

Total Return

0.1%

Weighted by notional

Win Rate

50%

1 W / 1 L

CouldWin Rate

50%

1 could / 2 total

Avg P&L

$20.62

Avg Return: 0.1%

Best Win

$73.86

Largest Loss

$-32.62

Trade Details 2 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1251145	INTC	Buy	$24.94	$25.03	802	0.37% ($73.86)	True	$23.69	15/09/25 13:52	15/09/25 16:00	2.1h
1255930	SNAP	Buy	$12.93	$12.91	1546	-0.16% ($-32.62)	False	$12.28	10/01/25 15:33	10/01/25 16:00	27m

Strategy DSL HighVolume Basket - Aurora Edge Beacon-5b6578-08c4a3

Job Like

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

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
lookback_high=10,  // Lookback period for highest high
lookback_low=10,   // Lookback period for lowest low
inside_day_window=5,  // Window to detect inside day on daily timeframe
risk_frac=0.02,    // Risk fraction for position sizing
stop_mult=2.5      // Multiplier for stop loss based on ATR

STRATEGY "Aurora Edge Beacon-5b6578-08c4a3":
TRIGGER:
// Check for time-of-day seasonality (UTC window: 13:30-16:00 for early afternoon activity)
TIME_UTC_IN("13:30", "16:00")
AND
// Detect range expansion after an inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), inside_day_window, 1)
AND
LAST(LOW(sym, 1d)) < LOWEST(LOW(sym, 1d), inside_day_window, 1)
AND
// Confirm price is breaking out on 15m timeframe within recent range constraints
LAST(CLOSE(sym, 15m)) > HIGHEST(HIGH(sym, 15m), lookback_high, 1)
ENTRY: MARKET
EXIT:
// Exit on reversal below the lowest low of recent bars on 15m
LAST(CLOSE(sym, 15m)) < LOWEST(LOW(sym, 15m), lookback_low, 1)
OR
// Additional time-based exit at end of active window (UTC 16:00)
TIME_UTC_IN("16:00")
RISK: FIXED_STOP(0.05)
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
lookback_high=10,  // Lookback period for highest high
lookback_low=10,   // Lookback period for lowest low
inside_day_window=5,  // Window to detect inside day on daily timeframe
risk_frac=0.02,    // Risk fraction for position sizing
stop_mult=2.5      // Multiplier for stop loss based on ATR

STRATEGY "Aurora Edge Beacon-5b6578-08c4a3":
TRIGGER:
// Check for time-of-day seasonality (UTC window: 13:30-16:00 for early afternoon activity)
TIME_UTC_IN("13:30", "16:00")
AND
// Detect range expansion after an inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), inside_day_window, 1)
AND
LAST(LOW(sym, 1d)) < LOWEST(LOW(sym, 1d), inside_day_window, 1)
AND
// Confirm price is breaking out on 15m timeframe within recent range constraints
LAST(CLOSE(sym, 15m)) > HIGHEST(HIGH(sym, 15m), lookback_high, 1)
ENTRY: MARKET
EXIT:
// Exit on reversal below the lowest low of recent bars on 15m
LAST(CLOSE(sym, 15m)) < LOWEST(LOW(sym, 15m), lookback_low, 1)
OR
// Additional time-based exit at end of active window (UTC 16:00)
TIME_UTC_IN("16:00")
RISK: FIXED_STOP(0.05)
SIZING: FIXED_FRACTION(risk_frac)