Backtest Results

Job Notes

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Symbols 8

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

Performance Summary

Total Trades

46

Total P&L

$422.42

Notional: $919339.33

Total Return

0.05%

Weighted by notional

Win Rate

52.2%

24 W / 22 L

CouldWin Rate

58.7%

27 could / 46 total

Avg P&L

$9.18

Avg Return: 0.05%

Best Win

$565.87

Largest Loss

$-385.32

Trade Details 46 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1269707	BRR	Buy	$10.10	$10.14	1980	0.4% ($79.20)	True	$10.08	02/10/25 14:16	02/10/25 18:32	4.3h
1269714	BRR	Buy	$10.12	$10.13	1976	0.1% ($19.76)	True	$0.00	19/09/25 14:37	19/09/25 20:00	5.4h
1269720	BRR	Buy	$10.20	$10.17	1960	-0.29% ($-58.80)	False	$10.17	22/08/25 15:59	22/08/25 17:24	1.4h
1269759	LQDT	Buy	$24.41	$24.44	819	0.12% ($24.57)	True	$24.46	30/07/25 15:49	30/07/25 15:57	8m
1269758	LQDT	Buy	$24.49	$24.39	816	-0.41% ($-81.60)	False	$24.41	30/07/25 15:38	30/07/25 15:48	10m
1269756	LQDT	Buy	$24.43	$24.45	818	0.08% ($16.36)	True	$24.46	30/07/25 15:16	30/07/25 15:37	21m
1269740	BRR	Buy	$10.47	$10.44	1911	-0.25% ($-49.88)	False	$10.45	28/07/25 16:00	28/07/25 17:41	1.7h
1269739	BRR	Buy	$10.52	$10.46	1902	-0.52% ($-104.61)	False	$10.47	28/07/25 15:55	28/07/25 15:58	3m
1269735	BRR	Buy	$10.51	$10.50	1902	-0.1% ($-19.02)	False	$10.51	28/07/25 15:42	28/07/25 15:54	12m
1269734	BRR	Buy	$10.54	$10.51	1898	-0.28% ($-56.94)	False	$10.52	28/07/25 15:35	28/07/25 15:41	6m
1269731	BRR	Buy	$10.53	$10.55	1898	0.15% ($30.94)	True	$10.50	28/07/25 15:21	28/07/25 15:25	4m
1269725	TAIL	Buy	$11.80	$11.81	1694	0.08% ($16.94)	True	$0.00	25/07/25 15:58	25/07/25 20:00	4h
1269746	GPI	Buy	$407.24	$407.60	49	0.09% ($17.64)	True	$407.67	17/07/25 15:35	17/07/25 16:03	28m
1269745	GPI	Buy	$409.90	$408.83	48	-0.26% ($-51.36)	False	$408.93	17/07/25 15:13	17/07/25 15:34	21m
1269727	TAIL	Buy	$11.85	$11.84	1687	-0.12% ($-24.80)	False	$11.84	16/07/25 15:56	16/07/25 16:45	49m
1269726	TAIL	Buy	$11.88	$11.85	1684	-0.21% ($-42.10)	False	$11.86	16/07/25 15:47	16/07/25 15:55	8m
1269765	BRR	Buy	$10.56	$10.58	1893	0.19% ($37.86)	True	$10.58	08/07/25 15:50	08/07/25 15:56	6m
1269764	BRR	Buy	$10.58	$10.56	1891	-0.14% ($-28.37)	False	$10.56	08/07/25 15:22	08/07/25 15:47	25m
1269762	BRR	Buy	$10.53	$10.56	1899	0.28% ($55.64)	True	$10.56	08/07/25 14:50	08/07/25 14:59	9m
1269776	BGY	Buy	$5.74	$5.74	3487	0.09% ($17.78)	True	$5.74	27/06/25 15:51	27/06/25 16:12	21m
1269773	BGY	Buy	$5.73	$5.73	3490	0.02% ($4.19)	True	$5.74	27/06/25 15:35	27/06/25 15:49	14m
1269771	BGY	Buy	$5.74	$5.73	3487	-0.09% ($-17.44)	False	$5.73	27/06/25 15:08	27/06/25 15:33	25m
1269767	BGY	Buy	$5.71	$5.73	3502	0.35% ($70.04)	True	$5.73	27/06/25 13:44	27/06/25 15:06	1.4h
1269742	TAIL	Buy	$11.99	$11.98	1668	-0.08% ($-16.68)	False	$11.98	26/06/25 14:57	26/06/25 15:48	51m
1269751	TAIL	Buy	$12.09	$12.09	1653	-0.03% ($-5.95)	False	$12.10	16/05/25 15:56	16/05/25 16:37	41m
1269748	TAIL	Buy	$12.10	$12.09	1652	-0.05% ($-10.57)	False	$12.10	16/05/25 15:15	16/05/25 15:55	40m
1269753	TAIL	Buy	$12.19	$12.20	1640	0.06% ($12.30)	True	$12.20	12/05/25 14:44	12/05/25 15:04	20m
1269752	TAIL	Buy	$12.19	$12.20	1641	0.16% ($32.49)	True	$12.20	12/05/25 14:17	12/05/25 14:42	25m
1269750	TAIL	Buy	$12.18	$12.18	1642	0.01% ($1.48)	True	$12.18	12/05/25 13:51	12/05/25 14:15	24m
1269749	TAIL	Buy	$12.22	$12.19	1636	-0.25% ($-49.08)	False	$12.19	12/05/25 13:48	12/05/25 13:50	2m
1269801	LQDT	Buy	$27.01	$27.47	740	1.69% ($338.55)	True	$27.48	08/05/25 14:54	08/05/25 15:30	36m
1269800	LQDT	Buy	$28.26	$27.72	707	-1.93% ($-385.32)	True	$27.87	08/05/25 14:51	08/05/25 14:53	2m
1269799	LQDT	Buy	$25.09	$25.80	797	2.83% ($565.87)	True	$26.15	08/05/25 13:47	08/05/25 14:07	20m
1269779	TAIL	Buy	$12.78	$12.78	1565	0.04% ($7.83)	True	$12.78	24/04/25 15:54	24/04/25 16:16	22m
1269778	TAIL	Buy	$12.79	$12.77	1563	-0.15% ($-30.63)	False	$12.77	24/04/25 15:49	24/04/25 15:53	4m
1269777	TAIL	Buy	$12.79	$12.78	1563	-0.11% ($-22.66)	False	$12.78	24/04/25 15:38	24/04/25 15:48	10m
1269774	TAIL	Buy	$12.79	$12.79	1564	0.04% ($7.82)	True	$12.79	24/04/25 15:12	24/04/25 15:34	22m
1269772	TAIL	Buy	$12.79	$12.77	1563	-0.11% ($-22.19)	False	$12.78	24/04/25 14:55	24/04/25 15:11	16m
1269770	TAIL	Buy	$12.80	$12.79	1562	-0.08% ($-15.31)	False	$12.79	24/04/25 14:35	24/04/25 14:54	19m
1269716	USDX	Buy	$25.53	$25.55	783	0.08% ($15.66)	True	$0.00	21/04/25 15:39	21/04/25 19:45	4.1h
1269717	USDX	Buy	$25.58	$25.63	782	0.2% ($39.49)	True	$0.00	10/04/25 14:21	10/04/25 19:54	5.6h
1269763	BALI	Buy	$25.47	$25.83	785	1.43% ($286.53)	True	$25.84	09/04/25 15:59	09/04/25 17:08	1.2h
1269761	BALI	Buy	$25.63	$25.49	780	-0.53% ($-105.30)	True	$25.50	09/04/25 14:47	09/04/25 15:56	1.2h
1269760	BALI	Buy	$25.67	$25.56	779	-0.45% ($-89.59)	True	$25.57	09/04/25 13:43	09/04/25 14:44	1h
1269718	USDX	Buy	$25.71	$25.71	778	0.02% ($3.89)	True	$0.00	03/04/25 15:58	03/04/25 16:39	41m
1269719	USDX	Buy	$25.66	$25.67	779	0.04% ($7.79)	True	$0.00	31/03/25 15:31	31/03/25 20:00	4.5h

Strategy DSL LowVolume Basket - Horizon Edge Bridge-f035af-574bfd

Job Like

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

PARAMS:
sym="{{sym}}",                    # Symbol placeholder
vwap_period=20,                    # Period for VWAP calculation
vol_confirm_period=5,              # Period for volume confirmation
atr_period=14,                     # Period for ATR calculation
atr_mult=2.5,                      # ATR multiplier for risk stop
vol_threshold=1.2,                 # Volume ratio threshold for confirmation
risk_frac=0.02,                    # Risk fraction for position sizing
session_start="09:30",            # Session start time (UTC)
session_end="16:00"               # Session end time (UTC)

STRATEGY "Horizon Edge Bridge-f035af-574bfd":
TRIGGER:
LAST(CLOSE(sym, 1d)) < MID(BBANDS(CLOSE(sym, 1d), vwap_period, 2.0))
AND LAST(VOL(sym, 1d)) > (AVG(VOL(sym, 1d), vol_confirm_period) * vol_threshold)
AND TIME_UTC_IN(session_start, session_end)
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1d)) > MID(BBANDS(CLOSE(sym, 1d), vwap_period, 2.0))
RISK: TRAIL_ATR(atr_period, atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

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

PARAMS:
sym="{{sym}}",                    # Symbol placeholder
vwap_period=20,                    # Period for VWAP calculation
vol_confirm_period=5,              # Period for volume confirmation
atr_period=14,                     # Period for ATR calculation
atr_mult=2.5,                      # ATR multiplier for risk stop
vol_threshold=1.2,                 # Volume ratio threshold for confirmation
risk_frac=0.02,                    # Risk fraction for position sizing
session_start="09:30",            # Session start time (UTC)
session_end="16:00"               # Session end time (UTC)

STRATEGY "Horizon Edge Bridge-f035af-574bfd":
TRIGGER:
LAST(CLOSE(sym, 1d)) < MID(BBANDS(CLOSE(sym, 1d), vwap_period, 2.0))
AND LAST(VOL(sym, 1d)) > (AVG(VOL(sym, 1d), vol_confirm_period) * vol_threshold)
AND TIME_UTC_IN(session_start, session_end)
ENTRY: MARKET
EXIT:
LAST(CLOSE(sym, 1d)) > MID(BBANDS(CLOSE(sym, 1d), vwap_period, 2.0))
RISK: TRAIL_ATR(atr_period, atr_mult)
SIZING: FIXED_FRACTION(risk_frac)