Backtest Results

Job Notes

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Symbols 8

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

Performance Summary

Total Trades

11

Total P&L

$378.88

Notional: $93495.91

Total Return

0.41%

Weighted by notional

Win Rate

72.7%

8 W / 3 L

CouldWin Rate

81.8%

9 could / 11 total

Avg P&L

$34.44

Avg Return: 0.41%

Best Win

$240.48

Largest Loss

$-155.49

Trade Details 11 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1293720	SUGP	Buy	$6.38	$6.40	1333	0.39% ($33.33)	True	$0.00	11/09/25 17:55	11/09/25 20:00	2.1h
1293724	ORBS	Buy	$1.41	$1.45	6027	2.83% ($240.48)	True	$0.00	14/07/25 18:50	14/07/25 20:00	1.2h
1293758	GWAV	Buy	$0.16	$0.16	52599	0.56% ($47.34)	True	$0.15	17/04/25 19:59	17/04/25 20:00	1m
1293756	GWAV	Buy	$0.16	$0.16	51829	-1.83% ($-155.49)	False	$0.15	17/04/25 19:57	17/04/25 19:58	1m
1293755	GWAV	Buy	$0.16	$0.16	52860	0.37% ($31.72)	True	$0.15	17/04/25 19:55	17/04/25 19:56	1m
1293754	GWAV	Buy	$0.16	$0.16	52147	-1.47% ($-125.15)	False	$0.15	17/04/25 19:53	17/04/25 19:54	1m
1293753	GWAV	Buy	$0.16	$0.16	53425	0.19% ($16.03)	True	$0.15	17/04/25 19:51	17/04/25 19:52	1m
1293752	GWAV	Buy	$0.16	$0.16	53695	0.57% ($48.33)	True	$0.15	17/04/25 19:49	17/04/25 19:50	1m
1293751	GWAV	Buy	$0.16	$0.16	54417	1.28% ($108.83)	True	$0.15	17/04/25 19:47	17/04/25 19:48	1m
1293750	GWAV	Buy	$0.16	$0.16	54071	-0.06% ($-5.41)	True	$0.15	17/04/25 19:45	17/04/25 19:46	1m
1293726	QH	Buy	$1.35	$1.37	6313	1.63% ($138.89)	True	$0.00	07/04/25 17:28	07/04/25 19:23	1.9h

Strategy DSL Unstable Basket - HighVolume 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

Job Like

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=21...-1,

STRATEGY "HighVolume 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-e6ba-a3942c + 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), 3) * 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)

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=21...-1,

STRATEGY "HighVolume 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-e6ba-a3942c + 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), 3) * 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)