Backtest Results

Job Notes

No notes yet. Click "Edit Notes" to add.

Symbols 8

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

Performance Summary

Total Trades

64

Total P&L

$3499.72

Notional: $1279868.81

Total Return

0.27%

Weighted by notional

Win Rate

21.9%

14 W / 50 L

CouldWin Rate

64.1%

41 could / 64 total

Avg P&L

$54.68

Avg Return: 0.27%

Best Win

$5393.00

Largest Loss

$-2762.07

Trade Details 64 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1255645	SPXS	Buy	$39.30	$39.08	508	-0.54% ($-107.44)	False	$39.11	14/10/25 14:22	14/10/25 14:27	5m
1255644	SPXS	Buy	$39.51	$39.29	506	-0.58% ($-115.37)	False	$39.29	14/10/25 14:05	14/10/25 14:17	12m
1255638	SPXS	Buy	$39.60	$39.48	505	-0.29% ($-58.08)	False	$39.49	14/10/25 13:30	14/10/25 14:04	34m
1255637	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
1255639	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
1255636	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
1255779	WOLF	Buy	$28.75	$27.30	695	-5.03% ($-1004.28)	True	$27.47	30/09/25 13:30	30/09/25 13:32	2m
1255824	WOLF	Buy	$2.12	$2.07	9456	-2.12% ($-424.57)	True	$2.07	24/09/25 13:53	24/09/25 15:06	1.2h
1255846	WOLF	Buy	$3.11	$3.04	6430	-2.25% ($-450.10)	True	$3.06	16/09/25 13:30	16/09/25 15:55	2.4h
1255847	WOLF	Buy	$2.39	$2.97	8385	24.53% ($4905.23)	True	$2.34	15/09/25 13:30	15/09/25 20:00	6.5h
1255793	VOR	Buy	$1.92	$1.88	10443	-1.83% ($-365.51)	False	$1.89	11/09/25 13:33	11/09/25 13:50	17m
1255838	ORBS	Buy	$48.65	$46.64	411	-4.13% ($-826.11)	False	$46.93	09/09/25 13:31	09/09/25 13:31	0m
1255784	GWAV	Buy	$0.21	$0.21	93720	-2.25% ($-449.86)	False	$0.21	04/08/25 15:59	04/08/25 15:59	0m
1255929	WOLF	Buy	$1.90	$1.83	10507	-3.69% ($-737.59)	True	$1.84	24/07/25 13:35	24/07/25 13:42	7m
1255928	WOLF	Buy	$1.98	$1.94	10101	-2.27% ($-454.55)	False	$1.94	24/07/25 13:30	24/07/25 13:34	4m
1255798	GWAV	Buy	$0.28	$0.29	70721	2.55% ($509.19)	True	$0.28	23/07/25 14:00	23/07/25 20:00	6h
1255933	WOLF	Buy	$1.51	$1.85	13240	22.16% ($4432.75)	True	$1.48	23/07/25 14:00	23/07/25 14:33	33m
1255806	GWAV	Buy	$0.24	$0.27	84709	12.92% ($2583.62)	True	$0.23	21/07/25 14:33	21/07/25 16:24	1.9h
1255936	WOLF	Buy	$1.55	$1.48	12898	-4.55% ($-910.60)	False	$1.49	21/07/25 13:43	21/07/25 16:24	2.7h
1255765	SUGP	Buy	$0.89	$0.86	22540	-3.09% ($-617.60)	True	$0.86	21/07/25 15:23	21/07/25 15:23	0m
1255804	GWAV	Buy	$0.24	$0.23	85106	-2.04% ($-408.51)	True	$0.23	21/07/25 14:00	21/07/25 14:31	31m
1255935	WOLF	Buy	$1.57	$1.55	12738	-1.27% ($-254.76)	True	$1.55	21/07/25 13:30	21/07/25 13:34	4m
1255960	WOLF	Buy	$1.45	$1.52	13788	4.79% ($958.27)	True	$1.41	18/07/25 13:40	18/07/25 20:00	6.3h
1255875	VOR	Buy	$2.47	$2.42	8097	-2.02% ($-404.85)	False	$2.42	18/07/25 14:05	18/07/25 14:14	9m
1255873	VOR	Buy	$2.46	$2.40	8130	-2.64% ($-528.45)	False	$2.40	18/07/25 13:32	18/07/25 13:32	0m
1255874	VOR	Buy	$2.22	$2.38	9009	7.21% ($1441.44)	True	$0.00	17/07/25 13:31	17/07/25 20:00	6.5h
1255761	SUGP	Buy	$1.11	$1.08	18006	-2.77% ($-554.58)	True	$0.00	16/07/25 13:30	16/07/25 20:00	6.5h
1255966	WOLF	Buy	$1.54	$1.48	13027	-3.6% ($-719.09)	True	$1.50	15/07/25 13:30	15/07/25 15:33	2.1h
1255876	VOR	Buy	$2.51	$2.44	7984	-2.79% ($-558.88)	False	$2.44	15/07/25 13:33	15/07/25 13:51	18m
1255880	VOR	Buy	$2.63	$2.52	7607	-4.15% ($-829.92)	True	$2.54	09/07/25 13:35	09/07/25 17:41	4.1h
1256001	WOLF	Buy	$2.64	$2.51	7576	-5.04% ($-1008.37)	True	$2.54	08/07/25 15:47	08/07/25 16:35	48m
1256000	WOLF	Buy	$2.66	$2.53	7518	-5.08% ($-1014.93)	True	$2.53	08/07/25 15:09	08/07/25 15:41	32m
1255998	WOLF	Buy	$2.74	$2.56	7299	-6.57% ($-1313.82)	False	$2.57	08/07/25 14:32	08/07/25 14:38	6m
1255994	WOLF	Buy	$3.00	$2.70	6664	-10.2% ($-2039.85)	True	$2.71	08/07/25 13:37	08/07/25 14:27	50m
1255882	VOR	Buy	$2.89	$2.62	6916	-9.4% ($-1879.08)	False	$2.65	08/07/25 13:38	08/07/25 14:01	23m
1255881	VOR	Buy	$3.06	$2.88	6535	-5.89% ($-1178.26)	True	$2.96	08/07/25 13:30	08/07/25 13:37	7m
1255993	WOLF	Buy	$3.19	$3.04	6269	-4.7% ($-940.35)	True	$3.04	08/07/25 13:30	08/07/25 13:34	4m
1255886	VOR	Buy	$2.19	$2.71	9132	23.74% ($4748.64)	True	$2.02	07/07/25 13:36	07/07/25 18:24	4.8h
1255996	WOLF	Buy	$1.79	$2.28	11161	26.97% ($5393.00)	True	$1.67	07/07/25 13:55	07/07/25 16:47	2.9h
1255885	VOR	Buy	$2.32	$2.00	8618	-13.81% ($-2762.07)	True	$2.22	07/07/25 13:30	07/07/25 13:30	0m
1255888	VOR	Buy	$1.58	$1.90	12666	20.33% ($4065.79)	True	$1.53	03/07/25 13:33	03/07/25 20:00	6.5h
1255887	VOR	Buy	$1.61	$1.55	12427	-3.68% ($-736.92)	True	$1.58	03/07/25 13:30	03/07/25 13:30	0m
1255833	GWAV	Buy	$0.19	$0.19	105152	1.84% ($368.03)	True	$0.00	27/06/25 15:58	27/06/25 20:00	4h
1255832	GWAV	Buy	$0.19	$0.19	103412	-2.28% ($-455.01)	False	$0.19	27/06/25 14:51	27/06/25 15:56	1.1h
1255831	GWAV	Buy	$0.19	$0.19	102616	-0.82% ($-164.19)	False	$0.19	27/06/25 14:44	27/06/25 14:50	6m
1255830	GWAV	Buy	$0.20	$0.19	102511	-1.08% ($-215.27)	False	$0.19	27/06/25 14:00	27/06/25 14:42	42m
1255836	GWAV	Buy	$0.23	$0.22	88261	-2.29% ($-458.96)	False	$0.22	10/06/25 15:02	10/06/25 15:02	0m
1255835	GWAV	Buy	$0.23	$0.22	88066	-1.81% ($-361.07)	False	$0.22	10/06/25 14:09	10/06/25 14:23	14m
1255834	GWAV	Buy	$0.23	$0.23	87680	-1.14% ($-227.97)	False	$0.23	10/06/25 14:01	10/06/25 14:03	2m
1255845	GWAV	Buy	$0.21	$0.21	93545	-2.71% ($-542.56)	False	$0.21	05/06/25 14:02	05/06/25 15:37	1.6h
1255849	GWAV	Buy	$0.20	$0.20	102040	0.92% ($183.67)	True	$0.19	22/05/25 15:05	22/05/25 20:00	4.9h
1255848	GWAV	Buy	$0.20	$0.20	99750	-1.25% ($-249.38)	False	$0.20	22/05/25 14:15	22/05/25 14:18	3m
1256115	WOLF	Buy	$3.47	$3.37	5763	-2.88% ($-576.30)	True	$3.38	12/05/25 13:34	12/05/25 14:30	56m
1256112	WOLF	Buy	$3.46	$3.40	5778	-1.77% ($-353.61)	True	$3.41	12/05/25 13:30	12/05/25 13:30	0m
1255859	GWAV	Buy	$0.21	$0.20	96993	-1.55% ($-310.38)	True	$0.20	08/05/25 15:28	08/05/25 19:17	3.8h
1255858	GWAV	Buy	$0.21	$0.21	96015	-1.49% ($-297.65)	True	$0.21	08/05/25 15:24	08/05/25 15:24	0m
1255857	GWAV	Buy	$0.21	$0.21	96153	-1.35% ($-269.23)	True	$0.21	08/05/25 15:00	08/05/25 15:23	23m
1255863	GWAV	Buy	$0.23	$0.22	87834	-2.11% ($-421.60)	True	$0.22	05/05/25 14:35	05/05/25 17:25	2.8h
1256150	WOLF	Buy	$4.66	$4.49	4296	-3.54% ($-708.84)	True	$4.51	05/05/25 13:34	05/05/25 13:55	21m
1256151	WOLF	Buy	$3.90	$4.46	5134	14.38% ($2875.04)	True	$3.85	02/05/25 13:30	02/05/25 15:25	1.9h
1256170	SPXS	Buy	$10.62	$10.36	1883	-2.49% ($-498.43)	False	$10.39	07/04/25 13:42	07/04/25 13:47	5m
1255877	GWAV	Buy	$0.28	$0.28	71581	-0.86% ($-171.79)	False	$0.28	24/03/25 15:01	24/03/25 15:43	42m
1256198	SPXS	Buy	$7.40	$7.58	2704	2.5% ($500.51)	True	$7.33	13/03/25 14:36	13/03/25 20:00	5.4h
1256197	SPXS	Buy	$7.41	$7.33	2700	-1.04% ($-207.09)	True	$7.34	13/03/25 13:50	13/03/25 14:17	27m

Strategy DSL Unstable Basket - Catalyst Signal Wave-f035af-292c53

Job Like

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

PARAMS:
sym="{{sym}}",
htf_period=20,      // Higher timeframe lookback for trend
ltf_period=5,       // Lower timeframe lookback for pullback
gap_threshold=0.02, // Minimum gap percentage for signal
vol_squeeze=0.8,    // Volatility contraction multiplier
atr_mult=2.5,       // ATR multiplier for stop loss
risk_frac=0.02      // Risk fraction per trade

STRATEGY "Catalyst Signal Wave-f035af-292c53":
TRIGGER:
// Higher timeframe (1d) trend check using HIGHEST/LOWEST
HIGHEST(HIGH(sym, 1d), htf_period) > LAST(HIGH(sym, 1d), htf_period)
AND LAST(CLOSE(sym, 1d)) > LAST(OPEN(sym, 1d), htf_period)
// Gap detection on 1d
AND (LAST(OPEN(sym, 1d)) - LAST(CLOSE(sym, 1d), 1)) / LAST(CLOSE(sym, 1d), 1) > gap_threshold
// Volatility contraction check on 1d (volume squeeze)
AND LAST(VOL(sym, 1d)) < vol_squeeze * LAST(VOL(sym, 1d), 1)
// Lower timeframe (1h) pullback confirmation
AND LAST(CLOSE(sym, 1h)) > LAST(OPEN(sym, 1h), ltf_period)
// Gate to specific UTC window for signal (e.g., early session)
AND TIME_UTC_IN("13:30", "16:00")
ENTRY: MARKET
EXIT:
// Exit on reversal signal (price drops below previous low on 1d)
LAST(CLOSE(sym, 1d)) < LAST(LOW(sym, 1d), 1)
OR
// Exit if volume spikes indicating potential reversal
LAST(VOL(sym, 1d)) > 1.5 * LAST(VOL(sym, 1d), 1)
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}}",
htf_period=20,      // Higher timeframe lookback for trend
ltf_period=5,       // Lower timeframe lookback for pullback
gap_threshold=0.02, // Minimum gap percentage for signal
vol_squeeze=0.8,    // Volatility contraction multiplier
atr_mult=2.5,       // ATR multiplier for stop loss
risk_frac=0.02      // Risk fraction per trade

STRATEGY "Catalyst Signal Wave-f035af-292c53":
TRIGGER:
// Higher timeframe (1d) trend check using HIGHEST/LOWEST
HIGHEST(HIGH(sym, 1d), htf_period) > LAST(HIGH(sym, 1d), htf_period)
AND LAST(CLOSE(sym, 1d)) > LAST(OPEN(sym, 1d), htf_period)
// Gap detection on 1d
AND (LAST(OPEN(sym, 1d)) - LAST(CLOSE(sym, 1d), 1)) / LAST(CLOSE(sym, 1d), 1) > gap_threshold
// Volatility contraction check on 1d (volume squeeze)
AND LAST(VOL(sym, 1d)) < vol_squeeze * LAST(VOL(sym, 1d), 1)
// Lower timeframe (1h) pullback confirmation
AND LAST(CLOSE(sym, 1h)) > LAST(OPEN(sym, 1h), ltf_period)
// Gate to specific UTC window for signal (e.g., early session)
AND TIME_UTC_IN("13:30", "16:00")
ENTRY: MARKET
EXIT:
// Exit on reversal signal (price drops below previous low on 1d)
LAST(CLOSE(sym, 1d)) < LAST(LOW(sym, 1d), 1)
OR
// Exit if volume spikes indicating potential reversal
LAST(VOL(sym, 1d)) > 1.5 * LAST(VOL(sym, 1d), 1)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)