Backtest Results

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Symbols 8

LQDT, BRR, BGY, BALI, RYI, GPI, TAIL, USDX

Performance Summary

Total Trades

11

Total P&L

$44.32

Notional: $219924.30

Total Return

0.02%

Weighted by notional

Win Rate

36.4%

4 W / 7 L

CouldWin Rate

36.4%

4 could / 11 total

Avg P&L

$4.03

Avg Return: 0.02%

Best Win

$207.05

Largest Loss

$-161.15

Trade Details 11 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1325814	USDX	Buy	$25.83	$25.84	774	0.04% ($7.74)	True	$0.00	22/09/25 16:45	22/09/25 20:00	3.3h
1325813	USDX	Buy	$25.77	$25.75	776	-0.08% ($-15.52)	False	$0.00	15/09/25 16:14	15/09/25 20:00	3.8h
1325838	TAIL	Buy	$12.79	$12.76	1563	-0.24% ($-47.05)	False	$0.00	30/04/25 16:08	30/04/25 20:00	3.9h
1325837	TAIL	Buy	$12.81	$12.79	1561	-0.16% ($-31.22)	False	$12.79	30/04/25 15:24	30/04/25 16:06	42m
1325836	TAIL	Buy	$12.83	$12.81	1558	-0.19% ($-38.95)	False	$12.81	30/04/25 15:08	30/04/25 15:23	15m
1325835	TAIL	Buy	$12.86	$12.83	1555	-0.19% ($-38.88)	False	$12.83	30/04/25 15:03	30/04/25 15:07	4m
1325840	TAIL	Buy	$12.84	$12.92	1557	0.62% ($124.72)	True	$12.82	15/04/25 16:26	15/04/25 20:00	3.6h
1325839	TAIL	Buy	$12.86	$12.84	1555	-0.18% ($-36.54)	False	$12.84	15/04/25 16:21	15/04/25 16:25	4m
1325842	TAIL	Buy	$13.70	$13.75	1459	0.37% ($74.12)	True	$13.57	07/04/25 18:26	07/04/25 20:00	1.6h
1325841	TAIL	Buy	$13.65	$13.54	1465	-0.81% ($-161.15)	False	$13.55	07/04/25 17:42	07/04/25 18:24	42m
1325843	TAIL	Buy	$13.51	$13.65	1480	1.04% ($207.05)	True	$13.42	04/04/25 19:14	04/04/25 20:00	46m

Strategy DSL LowVolume Basket - Nebula Momentum Flux-5403bd + Mut

Job Like

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

PARAMS:
sym="{{sym}}",
fast_ema=12,          // Fast EMA period for momentum detection
slow_ema=26,          // Slow EMA period for trend confirmation
gap_threshold=0.001,  // Minimum premarket gap percentage (3%)
vol_min=1_000_000,    // Minimum volume threshold
atr_period=22,        // ATR period for stop calculation
atr_mult=2.5,         // ATR multiplier for risk stop
risk_frac=0.02        // Risk fraction for position sizing

STRATEGY "Nebula Momentum Flux-5403bd + Mut":
TRIGGER:
  // Skip first 5 minutes of the day to avoid noise (assuming 1d bars are not minute-specific, use 1m if needed)
  // Premarket gap check: open vs previous close > 1.2%
  LAST(OPEN(sym, 1d)) > LAST(CLOSE(sym, 1d), 4) * (1.0 + gap_threshold)
  // Volume filter for liquidity
  AND LAST(VOL(sym, 1d)) > vol_min
  // Momentum condition: Fast EMA > Slow EMA for bullish trend on daily
  AND EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  // Higher timeframe confirmation (weekly trend alignment)
  AND EMA(CLOSE(sym, 1w), fast_ema) > EMA(CLOSE(sym, 1w), slow_ema)
ENTRY: MARKET         // Market entry to capture opening drive momentum immediately
EXIT:
  // Exit on reversal of momentum (fast EMA crosses below slow EMA)
  EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
RISK: ATR_STOP(atr_mult)  // Risk management using ATR-based stop for volatility adjustment
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing based on risk fraction

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

PARAMS:
sym="{{sym}}",
fast_ema=12,          // Fast EMA period for momentum detection
slow_ema=26,          // Slow EMA period for trend confirmation
gap_threshold=0.001,  // Minimum premarket gap percentage (3%)
vol_min=1_000_000,    // Minimum volume threshold
atr_period=22,        // ATR period for stop calculation
atr_mult=2.5,         // ATR multiplier for risk stop
risk_frac=0.02        // Risk fraction for position sizing

STRATEGY "Nebula Momentum Flux-5403bd + Mut":
TRIGGER:
  // Skip first 5 minutes of the day to avoid noise (assuming 1d bars are not minute-specific, use 1m if needed)
  // Premarket gap check: open vs previous close > 1.2%
  LAST(OPEN(sym, 1d)) > LAST(CLOSE(sym, 1d), 4) * (1.0 + gap_threshold)
  // Volume filter for liquidity
  AND LAST(VOL(sym, 1d)) > vol_min
  // Momentum condition: Fast EMA > Slow EMA for bullish trend on daily
  AND EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  // Higher timeframe confirmation (weekly trend alignment)
  AND EMA(CLOSE(sym, 1w), fast_ema) > EMA(CLOSE(sym, 1w), slow_ema)
ENTRY: MARKET         // Market entry to capture opening drive momentum immediately
EXIT:
  // Exit on reversal of momentum (fast EMA crosses below slow EMA)
  EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
RISK: ATR_STOP(atr_mult)  // Risk management using ATR-based stop for volatility adjustment
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing based on risk fraction