Backtest Results

Job Notes

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Symbols 8

SPRB, GWAV, QH, ORBS, WOLF, VOR, SUGP, SPXS

Performance Summary

Total Trades

3

Total P&L

$1173.67

Notional: $68004.56

Total Return

1.73%

Weighted by notional

Win Rate

33.3%

1 W / 2 L

CouldWin Rate

100%

3 could / 3 total

Avg P&L

$391.22

Avg Return: 1.72%

Best Win

$4454.66

Largest Loss

$-1712.50

Trade Details 3 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1291207	ORBS	Buy	$33.49	$40.07	677	19.65% ($4454.66)	True	$31.30	09/09/25 16:22	09/09/25 20:00	3.6h
1291205	ORBS	Buy	$36.27	$33.53	625	-7.55% ($-1712.50)	True	$33.67	09/09/25 15:08	09/09/25 16:21	1.2h
1291204	ORBS	Buy	$38.94	$36.25	582	-6.92% ($-1568.49)	True	$36.35	09/09/25 15:02	09/09/25 15:07	5m

Strategy DSL Unstable Basket - AI Momentum Pairs Proxy-6b041a + Mut

Job Like

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

PARAMS:
sym="{{sym}}",
fast_ema=12,        // Fast EMA period for momentum detection
slow_ema=34,        // Slow EMA period for trend confirmation
vol_period=20,      // Period for volume analysis
atr_period=14,      // ATR period for risk management
atr_mult=4,       // ATR multiplier for stop loss
gap_threshold=2,  // Minimum premarket gap percentage
min_price=5.0,      // Minimum price to avoid penny stocks
risk_frac=0.0227      // Risk fraction for position sizing

STRATEGY "AI Momentum Pairs Proxy-6b041a + Mut":
TRIGGER:
  // Momentum condition: Fast EMA above Slow EMA for bullish trend
  EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  AND
  // Price filter: Ensure price is above minimum threshold
  LAST(CLOSE(sym, 1d)) > min_price
  AND
  // Premarket gap condition: Today's open vs yesterday's close > 1%
  (LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 5)) > (2 + (gap_threshold / 172))
  AND
  // Volume confirmation: Current volume higher than average volume
  LAST(VOL(sym, 1d)) > SMA(VOL(sym, 1d), vol_period)
  AND
  // Higher timeframe trend filter (weekly EMA alignment as proxy for robust confirmation)
  EMA(CLOSE(sym, 1w), fast_ema) > EMA(CLOSE(sym, 1w), slow_ema)
ENTRY: MARKET    // MARKET entry to capture momentum immediately after confirmation
EXIT:
  // Exit when momentum reverses: Fast EMA crosses below Slow EMA
  EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
RISK: ATR_STOP(atr_mult)    // Risk management using ATR-based stop loss
SIZING: FIXED_FRACTION(risk_frac)    // Fixed fraction sizing based on risk tolerance

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

PARAMS:
sym="{{sym}}",
fast_ema=12,        // Fast EMA period for momentum detection
slow_ema=34,        // Slow EMA period for trend confirmation
vol_period=20,      // Period for volume analysis
atr_period=14,      // ATR period for risk management
atr_mult=4,       // ATR multiplier for stop loss
gap_threshold=2,  // Minimum premarket gap percentage
min_price=5.0,      // Minimum price to avoid penny stocks
risk_frac=0.0227      // Risk fraction for position sizing

STRATEGY "AI Momentum Pairs Proxy-6b041a + Mut":
TRIGGER:
  // Momentum condition: Fast EMA above Slow EMA for bullish trend
  EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  AND
  // Price filter: Ensure price is above minimum threshold
  LAST(CLOSE(sym, 1d)) > min_price
  AND
  // Premarket gap condition: Today's open vs yesterday's close > 1%
  (LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 5)) > (2 + (gap_threshold / 172))
  AND
  // Volume confirmation: Current volume higher than average volume
  LAST(VOL(sym, 1d)) > SMA(VOL(sym, 1d), vol_period)
  AND
  // Higher timeframe trend filter (weekly EMA alignment as proxy for robust confirmation)
  EMA(CLOSE(sym, 1w), fast_ema) > EMA(CLOSE(sym, 1w), slow_ema)
ENTRY: MARKET    // MARKET entry to capture momentum immediately after confirmation
EXIT:
  // Exit when momentum reverses: Fast EMA crosses below Slow EMA
  EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
RISK: ATR_STOP(atr_mult)    // Risk management using ATR-based stop loss
SIZING: FIXED_FRACTION(risk_frac)    // Fixed fraction sizing based on risk tolerance