Backtest Results

Job Notes

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Symbols 8

LQDT, BRR, BGY, BALI, RYI, GPI, TAIL, USDX

Performance Summary

Total Trades

7

Total P&L

$271.03

Notional: $139232.64

Total Return

0.19%

Weighted by notional

Win Rate

57.1%

4 W / 3 L

CouldWin Rate

57.1%

4 could / 7 total

Avg P&L

$38.72

Avg Return: 0.2%

Best Win

$206.88

Largest Loss

$-163.15

Trade Details 7 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1253540	LQDT	Buy	$23.19	$23.43	862	1.03% ($206.88)	True	$22.49	01/08/25 14:00	01/08/25 16:02	2h
1253552	BRR	Buy	$10.48	$10.48	1908	-0.01% ($-1.14)	False	$10.17	18/07/25 15:01	18/07/25 16:02	1h
1253556	BRR	Buy	$10.69	$10.60	1871	-0.82% ($-163.15)	False	$10.37	16/07/25 15:01	16/07/25 15:53	52m
1253555	BRR	Buy	$10.66	$10.66	1876	0% ($-0.19)	False	$10.34	15/07/25 13:30	15/07/25 16:01	2.5h
1253562	BRR	Buy	$10.68	$10.72	1872	0.35% ($69.45)	True	$10.36	11/07/25 15:03	11/07/25 16:02	59m
1253559	GPI	Buy	$469.00	$469.58	42	0.12% ($24.36)	True	$454.93	05/02/25 16:00	05/02/25 16:04	4m
1253557	GPI	Buy	$465.81	$469.02	42	0.69% ($134.82)	True	$451.84	05/02/25 15:00	05/02/25 15:15	15m

Strategy DSL LowVolume Basket - Zenith Edge Pivot-897660-507693

Job Like

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

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
bb_period=20,     // Period for Bollinger Bands
bb_std=2.0,       // Standard deviation multiplier for Bollinger Bands
high_low_window=10,  // Lookback window for highest/lowest price
session_start="09:30",  // Session start time (UTC)
session_end="16:00",    // Session end time (UTC)
stop_loss=0.03,   // Fixed stop loss percentage
risk_frac=0.02    // Risk fraction for position sizing

STRATEGY "Zenith Edge Pivot-897660-507693":
TRIGGER:
TIME_UTC_IN(session_start, session_end)
AND LAST(HIGH(sym, 1h)) < UPPER(BBANDS(CLOSE(sym, 1h), bb_period, bb_std))
AND LAST(LOW(sym, 1h)) > LOWER(BBANDS(CLOSE(sym, 1h), bb_period, bb_std))
AND LAST(HIGH(sym, 1h)) <= HIGHEST(HIGH(sym, 1h), high_low_window)
AND LAST(LOW(sym, 1h)) >= LOWEST(LOW(sym, 1h), high_low_window)
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1h)) < LOWER(BBANDS(CLOSE(sym, 1h), bb_period, bb_std))
OR LAST(CLOSE(sym, 1h)) > UPPER(BBANDS(CLOSE(sym, 1h), bb_period, bb_std))
OR NOT TIME_UTC_IN(session_start, session_end)
RISK: FIXED_STOP(stop_loss)
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
bb_period=20,     // Period for Bollinger Bands
bb_std=2.0,       // Standard deviation multiplier for Bollinger Bands
high_low_window=10,  // Lookback window for highest/lowest price
session_start="09:30",  // Session start time (UTC)
session_end="16:00",    // Session end time (UTC)
stop_loss=0.03,   // Fixed stop loss percentage
risk_frac=0.02    // Risk fraction for position sizing

STRATEGY "Zenith Edge Pivot-897660-507693":
TRIGGER:
TIME_UTC_IN(session_start, session_end)
AND LAST(HIGH(sym, 1h)) < UPPER(BBANDS(CLOSE(sym, 1h), bb_period, bb_std))
AND LAST(LOW(sym, 1h)) > LOWER(BBANDS(CLOSE(sym, 1h), bb_period, bb_std))
AND LAST(HIGH(sym, 1h)) <= HIGHEST(HIGH(sym, 1h), high_low_window)
AND LAST(LOW(sym, 1h)) >= LOWEST(LOW(sym, 1h), high_low_window)
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1h)) < LOWER(BBANDS(CLOSE(sym, 1h), bb_period, bb_std))
OR LAST(CLOSE(sym, 1h)) > UPPER(BBANDS(CLOSE(sym, 1h), bb_period, bb_std))
OR NOT TIME_UTC_IN(session_start, session_end)
RISK: FIXED_STOP(stop_loss)
SIZING: FIXED_FRACTION(risk_frac)