Backtest Results

Test ID: EGT-20251028
Back to Queue
Job Notes

No notes yet. Click "Edit Notes" to add.

Symbols 8

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

Performance Summary

Total Trades

60

Total P&L

$1807.25

Notional: $1199197.24
Total Return

0.15%

Weighted by notional
Win Rate

56.7%

34 W / 26 L
CouldWin Rate

93.3%

56 could / 60 total
Avg P&L

$30.12

Avg Return: 0.15%
Best Win

$735.30

Largest Loss

$-336.78

Trade Details 60 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
1285755 BALI Buy $30.57 $30.41 654 -0.52% ($-104.84) False $0.00 02/09/25 15:16 02/09/25 16:09 53m
1285754 BALI Buy $30.63 $30.57 652 -0.2% ($-40.68) False $30.57 02/09/25 14:48 02/09/25 15:14 26m
1286151 LQDT Buy $28.30 $28.31 706 0.04% ($7.06) True $28.15 08/05/25 16:00 08/05/25 16:01 1m
1286146 LQDT Buy $28.29 $28.15 707 -0.48% ($-95.45) True $28.16 08/05/25 15:58 08/05/25 15:58 0m
1286143 LQDT Buy $28.16 $28.19 710 0.09% ($17.75) True $28.05 08/05/25 15:56 08/05/25 15:57 1m
1286136 LQDT Buy $28.15 $28.14 710 -0.04% ($-7.10) True $27.99 08/05/25 15:51 08/05/25 15:52 1m
1286133 LQDT Buy $28.11 $28.07 711 -0.14% ($-28.44) True $27.96 08/05/25 15:49 08/05/25 15:50 1m
1286130 LQDT Buy $28.12 $28.11 711 -0.02% ($-3.56) True $27.95 08/05/25 15:47 08/05/25 15:48 1m
1286126 LQDT Buy $28.06 $28.12 712 0.2% ($39.16) True $27.87 08/05/25 15:45 08/05/25 15:46 1m
1286120 LQDT Buy $28.00 $27.82 714 -0.64% ($-128.52) True $27.82 08/05/25 15:41 08/05/25 15:41 0m
1286116 LQDT Buy $27.69 $27.83 722 0.51% ($101.08) True $27.54 08/05/25 15:39 08/05/25 15:40 1m
1286110 LQDT Buy $27.70 $27.68 722 -0.05% ($-10.83) True $27.53 08/05/25 15:36 08/05/25 15:37 1m
1286107 LQDT Buy $27.74 $27.72 720 -0.07% ($-14.40) True $27.56 08/05/25 15:34 08/05/25 15:35 1m
1286102 LQDT Buy $27.76 $27.75 720 -0.05% ($-10.80) True $27.60 08/05/25 15:32 08/05/25 15:33 1m
1286095 LQDT Buy $27.52 $27.57 726 0.16% ($32.67) True $27.36 08/05/25 15:30 08/05/25 15:31 1m
1286083 LQDT Buy $27.58 $27.62 725 0.15% ($29.00) True $27.42 08/05/25 15:26 08/05/25 15:27 1m
1286077 LQDT Buy $27.59 $27.64 724 0.18% ($36.20) True $27.44 08/05/25 15:24 08/05/25 15:25 1m
1286072 LQDT Buy $27.54 $27.58 726 0.15% ($29.04) True $27.38 08/05/25 15:22 08/05/25 15:23 1m
1286058 LQDT Buy $27.36 $27.38 730 0.07% ($14.60) True $27.12 08/05/25 15:17 08/05/25 15:18 1m
1286053 LQDT Buy $27.21 $27.43 735 0.83% ($165.38) True $27.00 08/05/25 15:15 08/05/25 15:16 1m
1286048 LQDT Buy $27.20 $27.21 735 0.02% ($3.68) True $26.94 08/05/25 15:13 08/05/25 15:14 1m
1286041 LQDT Buy $27.23 $27.23 734 -0.02% ($-3.67) True $26.92 08/05/25 15:11 08/05/25 15:12 1m
1286035 LQDT Buy $27.24 $27.23 734 -0.04% ($-7.34) True $26.79 08/05/25 15:09 08/05/25 15:10 1m
1286030 LQDT Buy $27.36 $27.24 731 -0.44% ($-87.72) True $26.70 08/05/25 15:07 08/05/25 15:08 1m
1286025 LQDT Buy $27.30 $27.38 732 0.29% ($58.56) True $26.66 08/05/25 15:05 08/05/25 15:06 1m
1286019 LQDT Buy $27.60 $27.55 724 -0.16% ($-32.58) True $26.97 08/05/25 15:03 08/05/25 15:04 1m
1286013 LQDT Buy $27.57 $27.59 725 0.05% ($10.88) True $26.94 08/05/25 15:00 08/05/25 15:01 1m
1286006 LQDT Buy $27.51 $27.36 727 -0.55% ($-109.05) True $26.90 08/05/25 14:58 08/05/25 14:59 1m
1285994 LQDT Buy $27.01 $27.71 740 2.57% ($514.30) True $26.50 08/05/25 14:54 08/05/25 14:55 1m
1285990 LQDT Buy $28.19 $27.72 709 -1.68% ($-336.78) True $27.87 08/05/25 14:52 08/05/25 14:53 1m
1285980 LQDT Buy $28.19 $28.26 709 0.25% ($49.63) True $27.84 08/05/25 14:50 08/05/25 14:51 1m
1285972 LQDT Buy $28.46 $28.26 702 -0.7% ($-140.40) False $28.16 08/05/25 14:48 08/05/25 14:49 1m
1285964 LQDT Buy $28.50 $28.50 701 0.02% ($3.51) True $28.16 08/05/25 14:46 08/05/25 14:47 1m
1285956 LQDT Buy $28.59 $28.52 699 -0.26% ($-52.43) False $28.24 08/05/25 14:44 08/05/25 14:45 1m
1285946 LQDT Buy $28.44 $28.55 703 0.39% ($77.75) True $28.10 08/05/25 14:42 08/05/25 14:43 1m
1285938 LQDT Buy $28.20 $28.26 709 0.2% ($39.00) True $27.89 08/05/25 14:40 08/05/25 14:41 1m
1285930 LQDT Buy $28.23 $28.16 708 -0.25% ($-49.56) True $27.93 08/05/25 14:38 08/05/25 14:39 1m
1285920 LQDT Buy $28.14 $28.14 710 0.02% ($3.55) True $27.84 08/05/25 14:36 08/05/25 14:37 1m
1285911 LQDT Buy $28.12 $28.14 711 0.05% ($10.67) True $27.68 08/05/25 14:34 08/05/25 14:35 1m
1285904 LQDT Buy $27.90 $28.08 716 0.65% ($128.88) True $27.40 08/05/25 14:32 08/05/25 14:33 1m
1285889 LQDT Buy $27.71 $27.79 721 0.31% ($61.29) True $27.10 08/05/25 14:27 08/05/25 14:28 1m
1285881 LQDT Buy $27.50 $27.69 727 0.67% ($134.50) True $26.79 08/05/25 14:25 08/05/25 14:26 1m
1285875 LQDT Buy $27.60 $27.57 724 -0.11% ($-22.66) True $26.73 08/05/25 14:23 08/05/25 14:24 1m
1285869 LQDT Buy $27.69 $27.56 722 -0.47% ($-93.86) True $26.61 08/05/25 14:21 08/05/25 14:22 1m
1285860 LQDT Buy $27.25 $27.65 733 1.45% ($289.54) True $26.24 08/05/25 14:19 08/05/25 14:20 1m
1285854 LQDT Buy $27.03 $27.37 740 1.28% ($255.30) True $26.09 08/05/25 14:17 08/05/25 14:18 1m
1285848 LQDT Buy $26.50 $26.56 754 0.23% ($45.24) True $25.62 08/05/25 14:15 08/05/25 14:16 1m
1285840 LQDT Buy $26.45 $26.33 756 -0.45% ($-90.72) True $25.61 08/05/25 14:13 08/05/25 14:14 1m
1285834 LQDT Buy $26.71 $26.76 748 0.19% ($37.40) True $25.93 08/05/25 14:10 08/05/25 14:11 1m
1285828 LQDT Buy $26.62 $26.84 751 0.83% ($166.12) True $25.95 08/05/25 14:08 08/05/25 14:09 1m
1285816 LQDT Buy $25.81 $26.76 774 3.68% ($735.30) True $25.33 08/05/25 14:06 08/05/25 14:07 1m
1285813 LQDT Buy $25.63 $25.70 780 0.29% ($58.50) True $25.10 08/05/25 14:04 08/05/25 14:05 1m
1285809 LQDT Buy $25.58 $25.64 781 0.23% ($45.22) True $25.04 08/05/25 14:02 08/05/25 14:03 1m
1285806 LQDT Buy $25.31 $25.48 790 0.66% ($132.17) True $24.76 08/05/25 14:00 08/05/25 14:01 1m
1285804 LQDT Buy $25.28 $25.25 791 -0.12% ($-23.73) True $24.69 08/05/25 13:57 08/05/25 13:59 2m
1285802 LQDT Buy $25.04 $25.07 798 0.12% ($23.94) True $24.45 08/05/25 13:55 08/05/25 13:56 1m
1285799 LQDT Buy $24.98 $24.90 800 -0.33% ($-65.36) True $24.34 08/05/25 13:53 08/05/25 13:54 1m
1285797 LQDT Buy $25.22 $25.06 793 -0.61% ($-122.92) True $24.54 08/05/25 13:51 08/05/25 13:52 1m
1285795 LQDT Buy $24.80 $25.06 806 1.03% ($205.53) True $24.02 08/05/25 13:49 08/05/25 13:50 1m
1285793 LQDT Buy $25.09 $25.00 797 -0.36% ($-71.73) True $24.10 08/05/25 13:47 08/05/25 13:48 1m
Strategy DSL LQDT,BRR,BGY,BALI,RYI,GPI,TAIL,USDX | EXIT Opt: price<sma50
Job Like 
CONTEXT: #LQDT,BRR,BGY,BALI,RYI,GPI,TAIL,USDX
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:
CROSSUNDER(CLOSE(sym,1d), SMA(CLOSE(sym,1d), 50))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)