Backtest Results
Test ID: EGT-20251101
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
LQDT, BRR, BGY, BALI, RYI, GPI, TAIL, USDX
Performance Summary
Total Trades
15
Total P&L
$22.79
Notional: $127138.25Total Return
0.02%
Weighted by notionalWin Rate
60%
9 W / 6 LCouldWin Rate
60%
9 could / 15 totalAvg P&L
$1.52
Avg Return: 0.02%Best Win
$37.71
Largest Loss
$-103.75
Trade Details
15 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1293297 | BRR | Buy | $10.14 | $10.19 | 838 | 0.44% ($37.71) | True | $0.00 | 16/09/25 17:28 | 16/09/25 20:00 | 2.5h |
| 1293298 | GPI | Buy | $488.17 | $488.25 | 17 | 0.02% ($1.36) | True | $0.00 | 11/09/25 19:59 | 11/09/25 20:00 | 1m |
| 1293299 | BALI | Buy | $30.96 | $30.95 | 274 | -0.03% ($-2.74) | False | $0.00 | 15/08/25 19:41 | 15/08/25 20:00 | 19m |
| 1293300 | BRR | Buy | $10.24 | $10.11 | 830 | -1.22% ($-103.75) | False | $10.15 | 08/08/25 19:56 | 08/08/25 19:59 | 3m |
| 1293312 | RYI | Buy | $22.89 | $22.96 | 371 | 0.31% ($25.97) | True | $22.61 | 21/03/25 19:58 | 21/03/25 19:59 | 1m |
| 1293311 | RYI | Buy | $22.87 | $22.91 | 371 | 0.17% ($14.84) | True | $22.57 | 21/03/25 19:56 | 21/03/25 19:57 | 1m |
| 1293310 | RYI | Buy | $22.74 | $22.78 | 373 | 0.18% ($14.92) | True | $22.44 | 21/03/25 19:53 | 21/03/25 19:54 | 1m |
| 1293308 | RYI | Buy | $22.83 | $22.80 | 372 | -0.13% ($-11.16) | False | $22.49 | 21/03/25 19:48 | 21/03/25 19:49 | 1m |
| 1293307 | RYI | Buy | $22.69 | $22.78 | 374 | 0.4% ($33.66) | True | $22.38 | 21/03/25 19:44 | 21/03/25 19:47 | 3m |
| 1293306 | RYI | Buy | $22.75 | $22.72 | 373 | -0.13% ($-11.19) | False | $22.44 | 21/03/25 19:39 | 21/03/25 19:40 | 1m |
| 1293305 | RYI | Buy | $22.72 | $22.76 | 374 | 0.18% ($14.96) | True | $22.41 | 21/03/25 19:37 | 21/03/25 19:38 | 1m |
| 1293304 | RYI | Buy | $22.59 | $22.66 | 376 | 0.31% ($26.32) | True | $22.29 | 21/03/25 19:35 | 21/03/25 19:36 | 1m |
| 1293303 | RYI | Buy | $22.56 | $22.54 | 376 | -0.09% ($-7.52) | False | $22.22 | 21/03/25 19:32 | 21/03/25 19:33 | 1m |
| 1293315 | RYI | Buy | $23.30 | $23.24 | 364 | -0.26% ($-21.84) | False | $23.01 | 10/03/25 19:59 | 10/03/25 20:00 | 1m |
| 1293314 | USDX | Buy | $25.64 | $25.67 | 331 | 0.13% ($11.25) | True | $0.00 | 24/01/25 18:18 | 24/01/25 20:11 | 1.9h |
Strategy DSL
LowVolume Basket - HighVolume Basket - Unstable Basket - Unstable Basket - Unstable Basket - Horizon Alpha | EXIT Opt: price<ema8 | EXIT Opt: price<ema55 | EXIT Opt: price<bb-lower-20-2 | EXIT Opt: donch-mid-30-cd4dc4 + Mut-997c88 + Mut-3a124b + Mut-e6bad
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol for runtime injection
hour_fast=3, // Fast period for hourly volatility
hour_slow=17, // Slow period for hourly volatility
day_range_period=5, // Period for daily range analysis
atr_period=39, // ATR period for risk management
atr_mult=6, // ATR multiplier for stop loss
risk_frac=0.0085, // Risk fraction per trade
vol_threshold=2 // Threshold for volume expansion
lookback=15...-1,
STRATEGY "HighVolume Basket - Unstable Basket - Unstable Basket - Unstable Basket - Horizon Alpha | EXIT Opt: price<ema8 | EXIT Opt: price<ema55 | EXIT Opt: price<bb-lower-20-2 | EXIT Opt: donch-mid-30-cd4dc4 + Mut-997c88 + Mut-3a124b + Mut-e6bad1 + Mut-aa029b + Mut":
TRIGGER:
// Detect range expansion from inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), day_range_period, 1)
AND LAST(LOW(sym, 1d)) < LOWEST(LOW(sym, 1d), day_range_period, 1)
// Confirm microstructure imbalance on hourly with volume surge
AND LAST(VOL(sym, 1h)) > LAST(VOL(sym, 1h), 2) * vol_threshold
// Restrict trading to specific UTC window for signal relevance
AND TIME_UTC_IN("17:00", "20:00")
ENTRY: MARKET
EXIT:
CROSSUNDER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 12)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)