Backtest Results

Job Notes

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Symbols 8

OPEN, SOXS, NVDA, TSLL, INTC, SNAP, SQQQ, BBAI

Performance Summary

Total Trades

10

Total P&L

$18.13

Notional: $14845.89

Total Return

0.12%

Weighted by notional

Win Rate

70%

7 W / 3 L

CouldWin Rate

90%

9 could / 10 total

Avg P&L

$1.81

Avg Return: 0.12%

Best Win

$11.48

Largest Loss

$-5.88

Trade Details 10 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1293788	INTC	Buy	$31.23	$31.29	48	0.19% ($2.88)	True	$31.32	18/09/25 14:57	18/09/25 15:01	4m
1293787	INTC	Buy	$31.28	$31.24	47	-0.14% ($-2.12)	True	$31.26	18/09/25 14:46	18/09/25 14:52	6m
1293786	INTC	Buy	$31.45	$31.32	47	-0.4% ($-5.88)	False	$31.34	18/09/25 14:41	18/09/25 14:44	3m
1293785	INTC	Buy	$31.46	$31.49	47	0.1% ($1.44)	True	$31.51	18/09/25 14:30	18/09/25 14:38	8m
1293784	INTC	Buy	$31.24	$31.40	48	0.51% ($7.68)	True	$31.27	18/09/25 14:24	18/09/25 14:25	1m
1293783	INTC	Buy	$31.27	$31.22	47	-0.14% ($-2.12)	True	$31.10	18/09/25 14:22	18/09/25 14:23	1m
1293782	INTC	Buy	$31.21	$31.26	48	0.16% ($2.40)	True	$31.14	18/09/25 14:20	18/09/25 14:21	1m
1293781	INTC	Buy	$31.28	$31.31	47	0.08% ($1.17)	True	$31.18	18/09/25 14:18	18/09/25 14:19	1m
1293780	INTC	Buy	$31.23	$31.25	48	0.08% ($1.20)	True	$31.10	18/09/25 14:16	18/09/25 14:17	1m
1293779	INTC	Buy	$30.93	$31.17	48	0.77% ($11.48)	True	$30.86	18/09/25 13:45	18/09/25 13:46	1m

Strategy DSL HighVolume Basket - Fusion Equilibrium Echo-2b96cf + Mut

Job Like

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

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=11,      // Fast EMA period for short-term trend
slow_ema=15,     // Slow EMA period for longer-term trend
vol_min=1_000_000,  // Minimum volume threshold to filter low-float stocks
vol_pace_period=7, // Period for volume pace calculation
atr_period=10,   // ATR period for risk calculation
atr_mult=1,    // ATR multiplier for trailing stop
risk_frac=0.0015,  // Risk fraction for position sizing
spread_max=0.01  // Maximum bid-ask spread as a fraction of price

STRATEGY "Fusion Equilibrium Echo-2b96cf + Mut":
TRIGGER:
// Time gating: Trade only first 98 minutes after skipping first 7 minutes (UTC adjusted for NY time)
TIME_UTC_IN("9:35", "15:00")
AND
// Volume filter: Ensure sufficient liquidity to avoid microcaps
LAST(VOL(sym, 15m)) > vol_min
AND
// Tight spread filter: Ensure tradable market conditions
(LAST(HIGH(sym, 15m)) - LAST(LOW(sym, 15m))) / LAST(CLOSE(sym, 15m)) <= spread_max
AND
// Volume pace exhaustion: High volume spike indicating potential reversal
VOL_PACE(sym, 15m, vol_pace_period) > 2
AND
// Price below fast EMA: Indicating potential oversold or reversal condition on 15m
LAST(CLOSE(sym, 15m)) < EMA(CLOSE(sym, 15m), fast_ema)
AND
// Higher timeframe filter: Ensure sector or broader trend alignment (using 1h as proxy for sector ETF trend)
EMA(CLOSE(sym, 1h), fast_ema) > EMA(CLOSE(sym, 1h), slow_ema)
ENTRY: MARKET  // Rationale: Capture immediate reversal momentum after filters confirm
EXIT:
// Exit on trend reversal against position or trailing stop
LAST(CLOSE(sym, 15m)) > EMA(CLOSE(sym, 15m), slow_ema)
RISK: TRAIL_ATR(atr_period, atr_mult)  // Preferred trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)  // Per DSL spec, only FIXED_FRACTION supported

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

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=11,      // Fast EMA period for short-term trend
slow_ema=15,     // Slow EMA period for longer-term trend
vol_min=1_000_000,  // Minimum volume threshold to filter low-float stocks
vol_pace_period=7, // Period for volume pace calculation
atr_period=10,   // ATR period for risk calculation
atr_mult=1,    // ATR multiplier for trailing stop
risk_frac=0.0015,  // Risk fraction for position sizing
spread_max=0.01  // Maximum bid-ask spread as a fraction of price

STRATEGY "Fusion Equilibrium Echo-2b96cf + Mut":
TRIGGER:
// Time gating: Trade only first 98 minutes after skipping first 7 minutes (UTC adjusted for NY time)
TIME_UTC_IN("9:35", "15:00")
AND
// Volume filter: Ensure sufficient liquidity to avoid microcaps
LAST(VOL(sym, 15m)) > vol_min
AND
// Tight spread filter: Ensure tradable market conditions
(LAST(HIGH(sym, 15m)) - LAST(LOW(sym, 15m))) / LAST(CLOSE(sym, 15m)) <= spread_max
AND
// Volume pace exhaustion: High volume spike indicating potential reversal
VOL_PACE(sym, 15m, vol_pace_period) > 2
AND
// Price below fast EMA: Indicating potential oversold or reversal condition on 15m
LAST(CLOSE(sym, 15m)) < EMA(CLOSE(sym, 15m), fast_ema)
AND
// Higher timeframe filter: Ensure sector or broader trend alignment (using 1h as proxy for sector ETF trend)
EMA(CLOSE(sym, 1h), fast_ema) > EMA(CLOSE(sym, 1h), slow_ema)
ENTRY: MARKET  // Rationale: Capture immediate reversal momentum after filters confirm
EXIT:
// Exit on trend reversal against position or trailing stop
LAST(CLOSE(sym, 15m)) > EMA(CLOSE(sym, 15m), slow_ema)
RISK: TRAIL_ATR(atr_period, atr_mult)  // Preferred trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)  // Per DSL spec, only FIXED_FRACTION supported