Backtest Results
Test ID: EGT-20251104
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
LQDT, BRR, BGY, BALI, RYI, GPI, TAIL, USDX
Performance Summary
Total Trades
27
Total P&L
$433.13
Notional: $227997.86Total Return
0.19%
Weighted by notionalWin Rate
74.1%
20 W / 7 LCouldWin Rate
74.1%
20 could / 27 totalAvg P&L
$16.04
Avg Return: 0.19%Best Win
$249.90
Largest Loss
$-122.91
Trade Details
27 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1297976 | BGY | Buy | $5.76 | $5.72 | 1475 | -0.69% ($-59.00) | False | $0.00 | 10/10/25 16:34 | 10/10/25 20:00 | 3.4h |
| 1297989 | RYI | Buy | $22.95 | $22.85 | 370 | -0.44% ($-37.00) | False | $0.00 | 09/10/25 16:53 | 09/10/25 20:00 | 3.1h |
| 1297975 | BGY | Buy | $5.77 | $5.78 | 1474 | 0.26% ($22.11) | True | $0.00 | 16/09/25 19:31 | 16/09/25 20:00 | 29m |
| 1297948 | BRR | Buy | $10.14 | $10.19 | 838 | 0.44% ($37.71) | True | $0.00 | 16/09/25 18:10 | 16/09/25 20:00 | 1.8h |
| 1297979 | GPI | Buy | $485.15 | $488.25 | 17 | 0.64% ($52.70) | True | $0.00 | 11/09/25 18:43 | 11/09/25 20:00 | 1.3h |
| 1297978 | BGY | Buy | $5.69 | $5.70 | 1493 | 0.18% ($14.93) | True | $5.68 | 20/08/25 17:48 | 20/08/25 20:00 | 2.2h |
| 1297988 | BGY | Buy | $5.75 | $5.75 | 1479 | 0.09% ($7.40) | True | $5.68 | 18/08/25 19:58 | 18/08/25 19:59 | 1m |
| 1297986 | BGY | Buy | $5.74 | $5.75 | 1480 | 0.09% ($7.40) | True | $5.69 | 18/08/25 19:54 | 18/08/25 19:55 | 1m |
| 1297980 | BGY | Buy | $5.75 | $5.76 | 1478 | 0.09% ($7.39) | True | $5.73 | 18/08/25 19:40 | 18/08/25 19:43 | 3m |
| 1297956 | BGY | Buy | $5.75 | $5.76 | 1478 | 0.17% ($14.78) | True | $5.71 | 18/08/25 15:20 | 18/08/25 15:21 | 1m |
| 1297951 | BGY | Buy | $5.75 | $5.76 | 1478 | 0.13% ($11.09) | True | $5.68 | 18/08/25 15:07 | 18/08/25 15:08 | 1m |
| 1297950 | BGY | Buy | $5.74 | $5.75 | 1480 | 0.13% ($11.25) | True | $0.00 | 18/08/25 15:04 | 18/08/25 15:05 | 1m |
| 1297990 | BALI | Buy | $30.94 | $30.95 | 274 | 0.05% ($4.11) | True | $0.00 | 15/08/25 15:04 | 15/08/25 20:00 | 4.9h |
| 1297949 | TAIL | Buy | $11.86 | $11.91 | 716 | 0.43% ($36.44) | True | $0.00 | 08/08/25 17:45 | 08/08/25 20:00 | 2.3h |
| 1297991 | GPI | Buy | $449.63 | $451.56 | 18 | 0.43% ($34.83) | True | $442.59 | 15/07/25 18:52 | 15/07/25 20:00 | 1.1h |
| 1297992 | LQDT | Buy | $24.13 | $24.22 | 352 | 0.39% ($33.44) | True | $0.00 | 03/07/25 14:02 | 03/07/25 17:00 | 3h |
| 1297994 | BALI | Buy | $29.24 | $29.27 | 290 | 0.1% ($8.44) | True | $0.00 | 13/06/25 18:32 | 13/06/25 20:00 | 1.5h |
| 1297993 | BGY | Buy | $5.83 | $5.86 | 1457 | 0.51% ($43.56) | True | $0.00 | 23/05/25 15:01 | 23/05/25 20:00 | 5h |
| 1297996 | GPI | Buy | $391.73 | $403.63 | 21 | 3.04% ($249.90) | True | $0.00 | 30/04/25 14:00 | 30/04/25 20:00 | 6h |
| 1298002 | RYI | Buy | $22.89 | $23.38 | 371 | 2.14% ($181.79) | True | $22.62 | 30/04/25 17:54 | 30/04/25 20:00 | 2.1h |
| 1298000 | BGY | Buy | $5.70 | $5.68 | 1491 | -0.35% ($-29.82) | False | $5.68 | 25/03/25 19:24 | 25/03/25 19:26 | 2m |
| 1298027 | BGY | Buy | $5.58 | $5.59 | 1522 | 0.16% ($13.39) | True | $5.54 | 04/03/25 19:23 | 04/03/25 21:00 | 1.6h |
| 1298021 | RYI | Buy | $21.61 | $21.36 | 393 | -1.16% ($-98.25) | False | $0.00 | 03/02/25 14:30 | 03/02/25 21:00 | 6.5h |
| 1298042 | LQDT | Buy | $35.13 | $34.62 | 241 | -1.45% ($-122.91) | False | $34.65 | 31/01/25 19:40 | 31/01/25 20:01 | 21m |
| 1298030 | BGY | Buy | $5.48 | $5.47 | 1551 | -0.18% ($-15.51) | False | $0.00 | 29/01/25 17:12 | 29/01/25 21:00 | 3.8h |
| 1298009 | GPI | Buy | $450.40 | $449.55 | 18 | -0.19% ($-15.30) | False | $0.00 | 23/01/25 17:23 | 23/01/25 21:00 | 3.6h |
| 1298014 | BALI | Buy | $30.19 | $30.25 | 281 | 0.22% ($18.27) | True | $0.00 | 02/01/25 17:36 | 02/01/25 20:59 | 3.4h |
Strategy DSL
LowVolume Basket - Unstable Basket - xxx big test-8e0664 + Mut-751083 + Mut
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=29, // Slow period for hourly volatility
day_range_period=5, // Period for daily range analysis
atr_period=36, // ATR period for risk management
atr_mult=8, // ATR multiplier for stop loss
risk_frac=0.0085, // Risk fraction per trade
vol_threshold=1 // Threshold for volume expansion
lookback=42...-2,
STRATEGY "Unstable Basket - xxx big test-8e0664 + Mut-751083 + 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("21:00", "20:00")
ENTRY: MARKET
EXIT:
CROSSOVER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 21)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)