Backtest Results

Job Notes

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Symbols 8

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

Performance Summary

Total Trades

66

Total P&L

$1970.94

Notional: $1319079.81

Total Return

0.15%

Weighted by notional

Win Rate

59.1%

39 W / 27 L

CouldWin Rate

92.4%

61 could / 66 total

Avg P&L

$29.86

Avg Return: 0.15%

Best Win

$735.30

Largest Loss

$-336.78

Trade Details 66 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1286169	BALI	Buy	$30.47	$30.50	656	0.11% ($21.91)	True	$0.00	02/09/25 15:53	02/09/25 15:58	5m
1286168	BALI	Buy	$30.50	$30.52	655	0.06% ($12.64)	True	$0.00	02/09/25 15:44	02/09/25 15:48	4m
1286166	BALI	Buy	$30.54	$30.53	654	-0.03% ($-6.54)	False	$0.00	02/09/25 15:30	02/09/25 15:35	5m
1286165	BALI	Buy	$30.54	$30.54	654	0.01% ($1.31)	True	$0.00	02/09/25 15:22	02/09/25 15:28	6m
1286164	BALI	Buy	$30.55	$30.56	654	0.02% ($3.27)	True	$0.00	02/09/25 15:18	02/09/25 15:20	2m
1286163	BALI	Buy	$30.57	$30.57	654	0.01% ($1.90)	True	$0.00	02/09/25 15:14	02/09/25 15:16	2m
1286161	BALI	Buy	$30.62	$30.61	653	-0.05% ($-9.80)	False	$0.00	02/09/25 15:00	02/09/25 15:02	2m
1286160	BALI	Buy	$30.63	$30.62	652	-0.03% ($-6.52)	False	$30.57	02/09/25 14:48	02/09/25 14:52	4m
1286233	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
1286232	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
1286231	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
1286229	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
1286228	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
1286227	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
1286226	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
1286224	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
1286223	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
1286222	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
1286221	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
1286220	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
1286219	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
1286217	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
1286216	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
1286215	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
1286213	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
1286212	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
1286211	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
1286210	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
1286209	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
1286208	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
1286207	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
1286206	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
1286205	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
1286204	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
1286202	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
1286201	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
1286200	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
1286199	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
1286198	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
1286197	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
1286196	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
1286195	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
1286194	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
1286193	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
1286192	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
1286191	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
1286189	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
1286188	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
1286187	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
1286186	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
1286185	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
1286184	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
1286183	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
1286182	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
1286181	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
1286180	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
1286179	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
1286178	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
1286177	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
1286176	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
1286175	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
1286174	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
1286173	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
1286172	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
1286171	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
1286170	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<ema34

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), EMA(CLOSE(sym,1d), 34))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

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), EMA(CLOSE(sym,1d), 34))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)