Backtest Results

Test ID: EGT-20251028
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Job Notes

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Symbols 8

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

Performance Summary

Total Trades

62

Total P&L

$1474.83

Notional: $1239069.05
Total Return

0.12%

Weighted by notional
Win Rate

58.1%

36 W / 26 L
CouldWin Rate

95.2%

59 could / 62 total
Avg P&L

$23.79

Avg Return: 0.12%
Best Win

$735.30

Largest Loss

$-508.31

Trade Details 62 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
1288074 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
1288073 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
1288071 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
1288070 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
1288069 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
1288068 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
1288066 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
1288065 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
1288135 LQDT Buy $28.19 $28.30 709 0.39% ($77.99) True $28.04 08/05/25 15:59 08/05/25 16:00 1m
1288134 LQDT Buy $28.19 $28.29 709 0.35% ($70.90) True $28.08 08/05/25 15:57 08/05/25 15:58 1m
1288133 LQDT Buy $28.13 $28.16 710 0.11% ($21.30) True $27.99 08/05/25 15:55 08/05/25 15:56 1m
1288132 LQDT Buy $28.14 $28.13 710 -0.04% ($-7.10) True $27.98 08/05/25 15:52 08/05/25 15:53 1m
1288131 LQDT Buy $28.07 $28.15 712 0.29% ($56.96) True $27.91 08/05/25 15:50 08/05/25 15:51 1m
1288128 LQDT Buy $28.09 $28.06 711 -0.11% ($-21.33) True $27.89 08/05/25 15:44 08/05/25 15:45 1m
1288127 LQDT Buy $28.08 $28.09 712 0.04% ($7.12) True $27.88 08/05/25 15:42 08/05/25 15:43 1m
1288126 LQDT Buy $27.83 $28.00 718 0.61% ($122.06) True $27.66 08/05/25 15:40 08/05/25 15:41 1m
1288125 LQDT Buy $27.68 $27.69 722 0.04% ($7.22) True $27.52 08/05/25 15:37 08/05/25 15:39 2m
1288124 LQDT Buy $27.72 $27.70 721 -0.09% ($-18.03) True $27.54 08/05/25 15:35 08/05/25 15:36 1m
1288123 LQDT Buy $27.75 $27.74 720 -0.02% ($-3.60) True $27.58 08/05/25 15:33 08/05/25 15:34 1m
1288122 LQDT Buy $27.57 $27.76 725 0.71% ($141.38) True $27.43 08/05/25 15:31 08/05/25 15:32 1m
1288121 LQDT Buy $27.62 $27.52 724 -0.36% ($-72.40) True $27.48 08/05/25 15:29 08/05/25 15:30 1m
1288119 LQDT Buy $27.64 $27.58 723 -0.22% ($-43.38) True $27.48 08/05/25 15:25 08/05/25 15:26 1m
1288118 LQDT Buy $27.58 $27.59 725 0.05% ($10.88) True $27.43 08/05/25 15:23 08/05/25 15:24 1m
1288117 LQDT Buy $27.38 $27.54 730 0.57% ($113.15) True $27.24 08/05/25 15:21 08/05/25 15:22 1m
1288115 LQDT Buy $27.43 $27.36 729 -0.26% ($-51.03) True $27.18 08/05/25 15:16 08/05/25 15:17 1m
1288113 LQDT Buy $27.23 $27.20 734 -0.09% ($-18.35) True $26.90 08/05/25 15:12 08/05/25 15:13 1m
1288112 LQDT Buy $27.23 $27.23 734 0.02% ($3.67) True $26.90 08/05/25 15:10 08/05/25 15:11 1m
1288110 LQDT Buy $27.38 $27.36 730 -0.07% ($-14.60) True $26.72 08/05/25 15:06 08/05/25 15:07 1m
1288109 LQDT Buy $27.55 $27.30 725 -0.93% ($-184.88) True $26.95 08/05/25 15:04 08/05/25 15:05 1m
1288108 LQDT Buy $27.59 $27.60 725 0.04% ($7.25) True $26.98 08/05/25 15:01 08/05/25 15:03 2m
1288107 LQDT Buy $27.36 $27.57 731 0.79% ($157.17) True $26.74 08/05/25 14:59 08/05/25 15:00 1m
1288106 LQDT Buy $27.60 $27.51 724 -0.33% ($-65.16) True $27.04 08/05/25 14:57 08/05/25 14:58 1m
1288105 LQDT Buy $27.71 $27.60 721 -0.4% ($-79.31) True $27.10 08/05/25 14:55 08/05/25 14:56 1m
1288104 LQDT Buy $27.72 $27.01 721 -2.54% ($-508.31) True $27.32 08/05/25 14:53 08/05/25 14:54 1m
1288103 LQDT Buy $28.26 $28.19 707 -0.25% ($-49.49) True $27.93 08/05/25 14:51 08/05/25 14:52 1m
1288102 LQDT Buy $28.26 $28.19 707 -0.25% ($-49.49) True $27.92 08/05/25 14:49 08/05/25 14:50 1m
1288101 LQDT Buy $28.44 $28.46 703 0.07% ($14.48) True $28.10 08/05/25 14:42 08/05/25 14:48 6m
1288100 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
1288099 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
1288098 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
1288097 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
1288096 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
1288094 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
1288093 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
1288092 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
1288091 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
1288090 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
1288089 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
1288088 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
1288087 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
1288086 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
1288085 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
1288084 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
1288083 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
1288082 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
1288081 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
1288080 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
1288079 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
1288078 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
1288077 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
1288076 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
1288075 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<ema13 | EXIT Opt: price<bb-lower-20-1.5 | EXIT Opt: donch-mid-10
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), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 10)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)