Backtest Results

Job Notes

No notes yet. Click "Edit Notes" to add.

Symbols 8

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

Performance Summary

Total Trades

4

Total P&L

$638.99

Notional: $33996.33

Total Return

1.88%

Weighted by notional

Win Rate

100%

4 W / 0 L

CouldWin Rate

100%

4 could / 4 total

Avg P&L

$159.75

Avg Return: 1.88%

Best Win

$286.58

Largest Loss

$33.33

Trade Details 4 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1294269	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
1294277	ORBS	Buy	$1.41	$1.44	6027	2.12% ($180.21)	True	$0.00	14/07/25 18:50	14/07/25 19:03	13m
1294289	GWAV	Buy	$0.16	$0.16	54071	3.37% ($286.58)	True	$0.15	17/04/25 19:45	17/04/25 20:00	15m
1294280	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 - LowVolume 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

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 "LowVolume 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 + Mu-964ab2 + 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:
CROSSOVER(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 "LowVolume 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 + Mu-964ab2 + 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:
CROSSOVER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 12)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)