Backtest Results

Job Notes

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Symbols 8

BOXX, BSCP, GSY, BSCQ, SUB, VRIG, JMST, VBIL

Performance Summary

Total Trades

2

Total P&L

$9.67

Notional: $37986.17

Total Return

0.03%

Weighted by notional

Win Rate

50%

1 W / 1 L

CouldWin Rate

50%

1 could / 2 total

Avg P&L

$4.83

Avg Return: 0.03%

Best Win

$9.76

Largest Loss

$-0.09

Trade Details 2 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1293802	BSCP	Buy	$20.65	$20.65	920	0% ($-0.09)	False	$20.63	20/05/25 14:21	20/05/25 19:59	5.6h
1293803	BSCQ	Buy	$19.46	$19.47	976	0.05% ($9.76)	True	$19.44	24/03/25 15:05	24/03/25 20:00	4.9h

Strategy DSL Stable Basket - AI Keltner Pullback Momentum-941328 + 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=16,     // Fast EMA period for momentum detection
slow_ema=30,     // Slow EMA period for trend direction
vol_period=20,   // Period for volume pace comparison
vol_threshold=1,  // Volume pace must exceed 1.5x average
bb_period=20,    // Bollinger Bands period for volatility channel
bb_dev=2.0,      // Bollinger Bands standard deviation multiplier
atr_period=21,   // ATR period for risk calculation
atr_mult=2.5,    // ATR multiplier for stop loss
risk_frac=0.019   // Risk fraction for position sizing

STRATEGY "AI Keltner Pullback Momentum-941328 + Mut":
TRIGGER:
EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
AND LAST(CLOSE(sym, 1d)) < LOWER(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
AND VOL_PACE(sym, 1d, vol_period) > vol_threshold
AND TIME_UTC_IN("09:39", "16:00")
ENTRY: MARKET  // Market entry to capture momentum on pullback confirmation
EXIT:
EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
OR LAST(CLOSE(sym, 1d)) > MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
RISK: ATR_STOP(atr_mult)  // Risk management using ATR-based stop loss
SIZING: FIXED_FRACTION(risk_frac)  // Position sizing based on fixed risk fraction

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

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
fast_ema=16,     // Fast EMA period for momentum detection
slow_ema=30,     // Slow EMA period for trend direction
vol_period=20,   // Period for volume pace comparison
vol_threshold=1,  // Volume pace must exceed 1.5x average
bb_period=20,    // Bollinger Bands period for volatility channel
bb_dev=2.0,      // Bollinger Bands standard deviation multiplier
atr_period=21,   // ATR period for risk calculation
atr_mult=2.5,    // ATR multiplier for stop loss
risk_frac=0.019   // Risk fraction for position sizing

STRATEGY "AI Keltner Pullback Momentum-941328 + Mut":
TRIGGER:
EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
AND LAST(CLOSE(sym, 1d)) < LOWER(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
AND VOL_PACE(sym, 1d, vol_period) > vol_threshold
AND TIME_UTC_IN("09:39", "16:00")
ENTRY: MARKET  // Market entry to capture momentum on pullback confirmation
EXIT:
EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
OR LAST(CLOSE(sym, 1d)) > MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev))
RISK: ATR_STOP(atr_mult)  // Risk management using ATR-based stop loss
SIZING: FIXED_FRACTION(risk_frac)  // Position sizing based on fixed risk fraction