Backtest Results

Job Notes

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Symbols 8

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

Performance Summary

Total Trades

14

Total P&L

$3414.36

Notional: $279743.06

Total Return

1.22%

Weighted by notional

Win Rate

50%

7 W / 7 L

CouldWin Rate

78.6%

11 could / 14 total

Avg P&L

$243.88

Avg Return: 1.22%

Best Win

$2576.74

Largest Loss

$-710.37

Trade Details 14 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1268064	SOXS	Buy	$5.39	$5.44	3711	0.95% ($190.00)	True	$5.34	18/09/25 15:56	18/09/25 20:00	4.1h
1268235	BBAI	Buy	$5.21	$5.88	3839	12.89% ($2576.74)	True	$5.10	12/08/25 14:11	12/08/25 20:00	5.8h
1268205	SNAP	Buy	$7.43	$7.80	2691	4.98% ($995.67)	True	$7.28	06/08/25 13:47	06/08/25 20:00	6.2h
1268333	INTC	Buy	$20.46	$20.68	977	1.07% ($214.84)	True	$20.28	25/07/25 14:03	25/07/25 20:00	6h
1269105	OPEN	Buy	$0.74	$0.77	27056	4.26% ($852.26)	True	$0.73	24/04/25 15:44	24/04/25 20:00	4.3h
1269104	OPEN	Buy	$0.74	$0.73	27052	-1.56% ($-311.10)	True	$0.73	24/04/25 15:42	24/04/25 15:43	1m
1269103	OPEN	Buy	$0.76	$0.74	26226	-2.82% ($-563.86)	True	$0.75	24/04/25 15:26	24/04/25 15:41	15m
1269102	OPEN	Buy	$0.77	$0.75	26028	-1.86% ($-372.20)	True	$0.76	24/04/25 15:11	24/04/25 15:11	0m
1269214	NVDA	Buy	$94.64	$97.71	211	3.25% ($648.76)	True	$91.95	07/04/25 15:21	07/04/25 20:00	4.7h
1269348	TSLL	Buy	$14.81	$14.28	1350	-3.55% ($-710.37)	False	$14.37	25/02/25 15:48	25/02/25 16:03	15m
1269449	NVDA	Buy	$123.70	$122.32	161	-1.11% ($-221.50)	False	$122.52	27/01/25 15:17	27/01/25 16:03	46m
1269447	NVDA	Buy	$125.24	$123.92	159	-1.05% ($-209.09)	False	$124.13	27/01/25 15:07	27/01/25 15:16	9m
1269498	SOXS	Buy	$17.98	$18.61	1112	3.5% ($700.56)	True	$17.78	06/01/25 15:20	06/01/25 21:00	5.7h
1269575	TSLL	Buy	$24.29	$23.83	823	-1.88% ($-376.36)	True	$23.84	02/01/25 15:36	02/01/25 15:46	10m

Strategy DSL HighVolume Basket - Horizon Alpha Pivot-f035af-2c437c

Job Like

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

PARAMS:
sym="{{sym}}",             // Symbol placeholder for runtime injection
lookback=20,               // Lookback period for statistical calculations
vol_period=10,             // Period for volume pace analysis
atr_period=14,             // Period for ATR calculation
atr_mult=2.5,              // Multiplier for ATR stop loss
risk_frac=0.02,            // Risk fraction per trade
start_hour="09:30",       // Start of active trading window (UTC)
end_hour="16:00"          // End of active trading window (UTC)

STRATEGY "Horizon Alpha Pivot-f035af-2c437c":
TRIGGER:
TIME_UTC_IN(start_hour, end_hour)
AND LAST(CLOSE(sym, 1d)) < LOWER(BBANDS(CLOSE(sym, 1d), lookback, 2.0))
AND VOL_PACE(sym, 1d, vol_period) > 1.2
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1d)) > MID(BBANDS(CLOSE(sym, 1d), lookback, 2.0))
OR LAST(CLOSE(sym, 1d), 1) > LAST(CLOSE(sym, 1d), 2)
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)