Backtest Results
Test ID: EGT-20251022
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
BOXX, BSCP, GSY, BSCQ, SUB, VRIG, JMST, VBIL
Performance Summary
Total Trades
22
Total P&L
$0.48
Notional: $439706.97Total Return
0%
Weighted by notionalWin Rate
68.2%
15 W / 7 LCouldWin Rate
68.2%
15 could / 22 totalAvg P&L
$0.02
Avg Return: 0%Best Win
$5.14
Largest Loss
$-17.26
Trade Details
22 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1267988 | BSCP | Buy | $20.65 | $20.65 | 968 | -0.01% ($-1.84) | False | $20.64 | 20/05/25 14:53 | 20/05/25 19:59 | 5.1h |
| 1267903 | VRIG | Buy | $24.89 | $24.87 | 803 | -0.09% ($-17.26) | False | $24.87 | 07/04/25 15:26 | 07/04/25 18:17 | 2.9h |
| 1267899 | VRIG | Buy | $24.91 | $24.89 | 802 | -0.08% ($-15.40) | False | $24.90 | 07/04/25 14:38 | 07/04/25 15:23 | 45m |
| 1267918 | VRIG | Buy | $25.07 | $25.07 | 797 | 0.02% ($3.99) | True | $25.05 | 26/03/25 15:59 | 26/03/25 16:00 | 1m |
| 1267917 | VRIG | Buy | $25.07 | $25.07 | 797 | 0.01% ($2.79) | True | $25.05 | 26/03/25 15:57 | 26/03/25 15:58 | 1m |
| 1267915 | VRIG | Buy | $25.07 | $25.07 | 797 | 0.02% ($3.99) | True | $25.05 | 26/03/25 15:52 | 26/03/25 15:54 | 2m |
| 1267914 | VRIG | Buy | $25.06 | $25.07 | 798 | 0.02% ($3.35) | True | $25.05 | 26/03/25 15:48 | 26/03/25 15:50 | 2m |
| 1267913 | VRIG | Buy | $25.07 | $25.07 | 797 | 0.02% ($3.99) | True | $25.06 | 26/03/25 15:45 | 26/03/25 15:46 | 1m |
| 1267912 | VRIG | Buy | $25.06 | $25.07 | 798 | 0.02% ($3.27) | True | $25.05 | 26/03/25 15:41 | 26/03/25 15:42 | 1m |
| 1267910 | VRIG | Buy | $25.07 | $25.07 | 797 | 0.02% ($3.99) | True | $25.06 | 26/03/25 15:37 | 26/03/25 15:38 | 1m |
| 1267906 | VRIG | Buy | $25.07 | $25.07 | 797 | 0.02% ($3.99) | True | $25.05 | 26/03/25 15:28 | 26/03/25 15:29 | 1m |
| 1267905 | VRIG | Buy | $25.06 | $25.07 | 798 | 0.02% ($3.99) | True | $25.04 | 26/03/25 15:25 | 26/03/25 15:26 | 1m |
| 1268093 | BSCQ | Buy | $19.46 | $19.46 | 1027 | 0% ($0.72) | True | $19.46 | 24/03/25 15:44 | 24/03/25 15:45 | 1m |
| 1268092 | BSCQ | Buy | $19.46 | $19.46 | 1027 | 0% ($-0.10) | False | $19.46 | 24/03/25 15:42 | 24/03/25 15:43 | 1m |
| 1268089 | BSCQ | Buy | $19.46 | $19.46 | 1028 | 0.03% ($5.14) | True | $19.45 | 24/03/25 15:40 | 24/03/25 15:41 | 1m |
| 1268084 | BSCQ | Buy | $19.46 | $19.46 | 1027 | 0.01% ($1.03) | True | $19.45 | 24/03/25 15:31 | 24/03/25 15:32 | 1m |
| 1268081 | BSCQ | Buy | $19.46 | $19.46 | 1027 | 0% ($0.82) | True | $19.45 | 24/03/25 15:26 | 24/03/25 15:27 | 1m |
| 1268078 | BSCQ | Buy | $19.46 | $19.46 | 1027 | -0.03% ($-5.14) | False | $19.45 | 24/03/25 15:22 | 24/03/25 15:25 | 3m |
| 1268076 | BSCQ | Buy | $19.46 | $19.46 | 1028 | 0.03% ($5.14) | True | $19.44 | 24/03/25 15:18 | 24/03/25 15:19 | 1m |
| 1268074 | BSCQ | Buy | $19.46 | $19.46 | 1028 | 0.02% ($4.32) | True | $19.44 | 24/03/25 15:14 | 24/03/25 15:15 | 1m |
| 1268073 | BSCQ | Buy | $19.46 | $19.46 | 1027 | -0.03% ($-5.14) | False | $19.44 | 24/03/25 15:12 | 24/03/25 15:13 | 1m |
| 1268069 | BSCQ | Buy | $19.46 | $19.46 | 1027 | -0.03% ($-5.14) | False | $19.45 | 24/03/25 15:06 | 24/03/25 15:07 | 1m |
Strategy DSL
Stable Basket - Horizon Alpha Pivot-f035af-2c437c
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)