Backtest Results

Job Notes

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Symbols 8

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

Performance Summary

Total Trades

4

Total P&L

$9.53

Notional: $79964.74

Total Return

0.01%

Weighted by notional

Win Rate

75%

3 W / 1 L

CouldWin Rate

75%

3 could / 4 total

Avg P&L

$2.38

Avg Return: 0.01%

Best Win

$10.28

Largest Loss

$-7.98

Trade Details 4 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1267215	VRIG	Buy	$25.05	$25.04	798	-0.04% ($-7.98)	False	$0.00	18/08/25 13:30	18/08/25 20:00	6.5h
1267266	SUB	Buy	$106.34	$106.37	188	0.03% ($5.64)	True	$106.31	17/07/25 15:53	17/07/25 20:00	4.1h
1267781	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
1267524	VRIG	Buy	$25.07	$25.08	797	0.01% ($1.59)	True	$0.00	21/01/25 14:30	21/01/25 20:59	6.5h

Strategy DSL Stable Basket - Delta Edge Signal-f035af-6c2b73

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 price action
slow_period=20,               # Slow period for longer-term price action
atr_period=14,                # ATR period for volatility measurement
atr_mult=2.5,                 # ATR multiplier for stop loss
risk_frac=0.02,               # Risk fraction per trade
session_start="09:30",       # Session start time (UTC)
session_end="16:00"          # Session end time (UTC)

STRATEGY "Delta Edge Signal-f035af-6c2b73":
TRIGGER:
TIME_UTC_IN(session_start, session_end)
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), slow_period, 2.0)))
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * 1.2
ENTRY: MARKET
EXIT:
CROSSOVER(HIGH(sym, 1d), UPPER(BBANDS(CLOSE(sym, 1d), slow_period, 2.0)))
OR LAST(CLOSE(sym, 1d)) < LAST(LOW(sym, 1d), 1) * 0.98
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 price action
slow_period=20,               # Slow period for longer-term price action
atr_period=14,                # ATR period for volatility measurement
atr_mult=2.5,                 # ATR multiplier for stop loss
risk_frac=0.02,               # Risk fraction per trade
session_start="09:30",       # Session start time (UTC)
session_end="16:00"          # Session end time (UTC)

STRATEGY "Delta Edge Signal-f035af-6c2b73":
TRIGGER:
TIME_UTC_IN(session_start, session_end)
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), slow_period, 2.0)))
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * 1.2
ENTRY: MARKET
EXIT:
CROSSOVER(HIGH(sym, 1d), UPPER(BBANDS(CLOSE(sym, 1d), slow_period, 2.0)))
OR LAST(CLOSE(sym, 1d)) < LAST(LOW(sym, 1d), 1) * 0.98
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)