Backtest Results
Test ID: EGT-20251022
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
LQDT, BRR, BGY, BALI, RYI, GPI, TAIL, USDX
Performance Summary
Total Trades
33
Total P&L
$302.72
Notional: $659103.09Total Return
0.05%
Weighted by notionalWin Rate
51.5%
17 W / 16 LCouldWin Rate
51.5%
17 could / 33 totalAvg P&L
$9.17
Avg Return: 0.05%Best Win
$262.43
Largest Loss
$-101.30
Trade Details
33 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1271496 | USDX | Buy | $25.67 | $25.67 | 779 | 0.02% ($3.90) | True | $0.00 | 04/03/25 20:29 | 04/03/25 21:00 | 31m |
| 1271752 | TAIL | Buy | $11.65 | $11.69 | 1716 | 0.34% ($68.64) | True | $11.62 | 04/03/25 20:50 | 04/03/25 20:59 | 9m |
| 1271799 | BGY | Buy | $5.72 | $5.79 | 3499 | 1.31% ($262.43) | True | $5.70 | 03/03/25 20:02 | 03/03/25 21:00 | 58m |
| 1271805 | BGY | Buy | $5.62 | $5.63 | 3558 | 0.18% ($35.58) | True | $5.59 | 27/02/25 20:40 | 27/02/25 21:00 | 20m |
| 1271792 | RYI | Buy | $25.88 | $25.87 | 772 | -0.04% ($-7.72) | False | $25.68 | 26/02/25 20:59 | 26/02/25 21:00 | 1m |
| 1271751 | TAIL | Buy | $11.33 | $11.35 | 1765 | 0.18% ($35.30) | True | $0.00 | 25/02/25 20:39 | 25/02/25 21:00 | 21m |
| 1271750 | TAIL | Buy | $11.31 | $11.30 | 1768 | -0.09% ($-17.50) | False | $0.00 | 25/02/25 20:28 | 25/02/25 20:33 | 5m |
| 1271746 | TAIL | Buy | $11.19 | $11.24 | 1786 | 0.4% ($80.55) | True | $0.00 | 24/02/25 20:14 | 24/02/25 21:00 | 46m |
| 1271802 | RYI | Buy | $24.58 | $24.49 | 813 | -0.37% ($-73.17) | False | $24.44 | 24/02/25 20:58 | 24/02/25 20:59 | 1m |
| 1271801 | RYI | Buy | $24.64 | $24.63 | 811 | -0.04% ($-8.11) | False | $24.50 | 24/02/25 20:55 | 24/02/25 20:57 | 2m |
| 1271800 | RYI | Buy | $24.59 | $24.62 | 813 | 0.14% ($28.46) | True | $24.45 | 24/02/25 20:52 | 24/02/25 20:54 | 2m |
| 1271798 | RYI | Buy | $24.59 | $24.59 | 813 | -0.02% ($-4.07) | False | $24.45 | 24/02/25 20:50 | 24/02/25 20:51 | 1m |
| 1271797 | RYI | Buy | $24.51 | $24.65 | 815 | 0.57% ($114.10) | True | $24.41 | 24/02/25 20:48 | 24/02/25 20:49 | 1m |
| 1271796 | RYI | Buy | $24.69 | $24.60 | 810 | -0.36% ($-72.90) | False | $24.61 | 24/02/25 20:46 | 24/02/25 20:47 | 1m |
| 1271795 | RYI | Buy | $24.82 | $24.73 | 805 | -0.36% ($-72.45) | False | $24.75 | 24/02/25 20:44 | 24/02/25 20:45 | 1m |
| 1271794 | RYI | Buy | $24.79 | $24.81 | 806 | 0.06% ($12.09) | True | $24.71 | 24/02/25 20:42 | 24/02/25 20:43 | 1m |
| 1271748 | TAIL | Buy | $11.21 | $11.19 | 1784 | -0.2% ($-40.14) | False | $0.00 | 21/02/25 20:03 | 21/02/25 20:58 | 55m |
| 1271747 | TAIL | Buy | $11.01 | $11.02 | 1816 | 0.09% ($17.25) | True | $0.00 | 20/02/25 20:19 | 20/02/25 20:59 | 40m |
| 1271826 | LQDT | Buy | $34.35 | $34.36 | 582 | 0.03% ($5.82) | True | $34.18 | 11/02/25 20:58 | 11/02/25 20:59 | 1m |
| 1271813 | BGY | Buy | $5.53 | $5.52 | 3616 | -0.27% ($-54.24) | False | $5.52 | 31/01/25 20:53 | 31/01/25 20:53 | 0m |
| 1271754 | TAIL | Buy | $11.04 | $11.12 | 1811 | 0.72% ($144.88) | True | $0.00 | 27/01/25 20:58 | 27/01/25 21:00 | 2m |
| 1271699 | BALI | Buy | $31.20 | $31.16 | 641 | -0.13% ($-25.64) | False | $0.00 | 22/01/25 20:02 | 22/01/25 21:00 | 58m |
| 1271831 | LQDT | Buy | $36.00 | $35.86 | 555 | -0.4% ($-79.92) | False | $35.89 | 22/01/25 20:54 | 22/01/25 20:59 | 5m |
| 1271830 | LQDT | Buy | $36.09 | $35.97 | 554 | -0.33% ($-65.70) | False | $36.00 | 22/01/25 20:28 | 22/01/25 20:41 | 13m |
| 1271832 | LQDT | Buy | $35.83 | $35.91 | 558 | 0.22% ($44.64) | True | $35.72 | 21/01/25 20:55 | 21/01/25 21:00 | 5m |
| 1271833 | LQDT | Buy | $35.74 | $35.74 | 559 | 0.01% ($2.80) | True | $35.63 | 15/01/25 20:54 | 15/01/25 21:00 | 6m |
| 1271820 | BGY | Buy | $5.35 | $5.37 | 3741 | 0.47% ($93.53) | True | $0.00 | 15/01/25 20:28 | 15/01/25 21:00 | 32m |
| 1271500 | USDX | Buy | $25.63 | $25.60 | 780 | -0.13% ($-26.60) | False | $0.00 | 15/01/25 20:21 | 15/01/25 20:53 | 32m |
| 1271779 | GPI | Buy | $436.46 | $436.22 | 45 | -0.05% ($-10.80) | False | $435.62 | 14/01/25 20:57 | 14/01/25 21:00 | 3m |
| 1271815 | RYI | Buy | $19.73 | $19.63 | 1013 | -0.51% ($-101.30) | False | $19.65 | 13/01/25 20:57 | 13/01/25 20:59 | 2m |
| 1271778 | GPI | Buy | $420.78 | $420.90 | 47 | 0.03% ($5.64) | True | $0.00 | 10/01/25 20:59 | 10/01/25 21:00 | 1m |
| 1271755 | TAIL | Buy | $11.15 | $11.12 | 1794 | -0.22% ($-44.85) | False | $0.00 | 08/01/25 20:49 | 08/01/25 20:57 | 8m |
| 1271717 | BALI | Buy | $30.59 | $30.67 | 653 | 0.26% ($52.24) | True | $0.00 | 06/01/25 20:03 | 06/01/25 21:00 | 57m |
Strategy DSL
LowVolume Basket - Arc Edge Edge-f035af-cb8bb8
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 recent momentum
slow_period=20, // Slow period for older momentum
vol_window=10, // Window for volume pace analysis
atr_period=14, // ATR period for risk calculation
atr_mult=2.5, // ATR multiplier for stop loss
risk_frac=0.02 // Risk fraction per trade for sizing
STRATEGY "Arc Edge Edge-f035af-cb8bb8":
TRIGGER:
// Check for time-decay momentum: recent price action stronger than older
LAST(CLOSE(sym, 1d)) > LAST(CLOSE(sym, 1d), 1)
AND LAST(CLOSE(sym, 1d), 1) > LAST(CLOSE(sym, 1d), 2)
// Volume pace as confirmation of momentum
AND VOL_PACE(sym, 1d, vol_window) > 1.2
// Restrict trading to specific UTC window (e.g., late session activity)
AND TIME_UTC_IN("20:00", "22:00")
ENTRY: MARKET
EXIT:
// Exit on momentum reversal using price crossing below a support level
LAST(CLOSE(sym, 1d)) < LAST(LOW(sym, 1d), 1)
OR LAST(VOL(sym, 1d)) < LAST(VOL(sym, 1d), 1) * 0.8
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)