Backtest Results

Test ID: EGT-20251104
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Job Notes

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Symbols 8

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

Performance Summary

Total Trades

17

Total P&L

$2461.20

Notional: $144488.15
Total Return

1.7%

Weighted by notional
Win Rate

58.8%

10 W / 7 L
CouldWin Rate

58.8%

10 could / 17 total
Avg P&L

$144.78

Avg Return: 1.7%
Best Win

$1269.18

Largest Loss

$-1138.20

Trade Details 17 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
1296719 WOLF Buy $2.28 $2.26 3734 -0.73% ($-61.98) False $2.20 22/09/25 19:35 22/09/25 20:00 25m
1296711 SUGP Buy $6.04 $6.40 1407 5.96% ($506.52) True $0.00 11/09/25 17:14 11/09/25 20:00 2.8h
1296715 GWAV Buy $6.35 $6.30 1339 -0.74% ($-63.20) False $0.00 02/09/25 17:17 02/09/25 20:00 2.7h
1296729 GWAV Buy $0.22 $0.23 38636 5% ($425.00) True $0.20 28/07/25 18:52 28/07/25 20:00 1.1h
1296723 QH Buy $1.36 $1.41 6250 3.68% ($312.50) True $0.00 25/07/25 19:48 25/07/25 20:00 12m
1296724 ORBS Buy $1.11 $1.27 7692 14.93% ($1269.18) True $0.00 16/07/25 18:07 16/07/25 20:00 1.9h
1296726 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
1296725 ORBS Buy $1.42 $1.39 5985 -1.92% ($-163.39) False $0.00 14/07/25 18:45 14/07/25 18:47 2m
1296728 ORBS Buy $1.33 $1.36 6390 2.26% ($191.70) True $0.00 04/06/25 17:22 04/06/25 20:00 2.6h
1296731 QH Buy $1.37 $1.39 6204 1.09% ($93.06) True $0.00 25/04/25 17:01 25/04/25 19:59 3h
1296741 GWAV Buy $0.15 $0.16 58580 11.99% ($1019.29) True $0.14 17/04/25 19:17 17/04/25 20:00 43m
1296732 QH Buy $1.58 $1.37 5379 -13.39% ($-1138.20) False $0.00 07/04/25 17:22 07/04/25 19:23 2h
1296735 ORBS Buy $1.09 $1.07 7798 -1.83% ($-155.96) False $0.00 31/03/25 17:31 31/03/25 20:00 2.5h
1296738 GWAV Buy $0.29 $0.29 29616 -0.21% ($-17.77) False $0.28 20/03/25 17:20 20/03/25 20:00 2.7h
1296746 GWAV Buy $0.29 $0.29 29751 0.46% ($38.68) True $0.28 11/03/25 19:53 11/03/25 20:00 7m
1296722 SPRB Buy $0.39 $0.39 22020 1.68% ($143.13) True $0.00 26/02/25 19:57 26/02/25 21:00 1.1h
1296775 SPXS Buy $6.15 $6.06 1383 -1.38% ($-117.56) False $6.06 15/01/25 17:19 15/01/25 19:28 2.2h
Strategy DSL Unstable Basket - xxx big test-8e0664 + 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=1           // Threshold for volume expansion
lookback=36...-2,

STRATEGY "xxx big test-8e0664 + Mut":
TRIGGER:
// Detect range expansion from inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), day_range_period, 6)
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)