Backtest Results

Job Notes

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Symbols 8

OPEN, SOXS, NVDA, TSLL, INTC, SNAP, SQQQ, BBAI

Performance Summary

Total Trades

21

Total P&L

$1007.17

Notional: $419623.92

Total Return

0.24%

Weighted by notional

Win Rate

52.4%

11 W / 10 L

CouldWin Rate

57.1%

12 could / 21 total

Avg P&L

$47.96

Avg Return: 0.24%

Best Win

$788.50

Largest Loss

$-254.50

Trade Details 21 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1331781	TSLL	Buy	$19.21	$19.26	1041	0.26% ($51.95)	True	$19.14	16/09/25 19:53	16/09/25 20:00	7m
1331632	TSLL	Buy	$19.15	$19.25	1044	0.52% ($104.40)	True	$19.26	16/09/25 19:28	16/09/25 19:51	23m
1331203	TSLL	Buy	$19.00	$19.11	1052	0.61% ($120.98)	True	$19.11	16/09/25 18:30	16/09/25 19:26	56m
1331186	TSLL	Buy	$18.99	$18.90	1052	-0.49% ($-98.68)	False	$18.90	16/09/25 17:38	16/09/25 17:51	13m
1331097	TSLL	Buy	$19.04	$18.97	1050	-0.39% ($-78.02)	False	$18.97	16/09/25 17:16	16/09/25 17:34	18m
1331016	TSLL	Buy	$19.04	$19.04	1050	0.01% ($2.10)	True	$19.07	16/09/25 17:00	16/09/25 17:15	15m
1330399	OPEN	Buy	$8.88	$9.06	2252	2.02% ($403.78)	True	$8.92	12/09/25 17:52	12/09/25 18:00	8m
1330398	OPEN	Buy	$9.04	$8.92	2213	-1.27% ($-254.50)	True	$8.93	12/09/25 17:36	12/09/25 17:51	15m
1330397	OPEN	Buy	$8.94	$9.01	2237	0.81% ($162.18)	True	$9.04	12/09/25 17:00	12/09/25 17:35	35m
1331054	TSLL	Buy	$10.53	$10.94	1900	3.94% ($788.50)	True	$10.88	29/04/25 19:16	29/04/25 20:00	44m
1330408	TSLL	Buy	$10.46	$10.52	1912	0.52% ($104.97)	True	$10.52	29/04/25 18:32	29/04/25 19:15	43m
1330404	TSLL	Buy	$10.34	$10.40	1934	0.58% ($116.04)	True	$10.40	29/04/25 17:00	29/04/25 17:32	32m
1332947	NVDA	Buy	$112.04	$111.95	178	-0.08% ($-16.02)	False	$111.96	15/04/25 19:26	15/04/25 19:47	21m
1332942	NVDA	Buy	$112.29	$112.22	178	-0.06% ($-11.78)	False	$112.22	15/04/25 19:12	15/04/25 19:24	12m
1332940	NVDA	Buy	$112.08	$112.29	178	0.19% ($38.27)	True	$112.37	15/04/25 18:13	15/04/25 19:11	58m
1332939	NVDA	Buy	$112.02	$112.11	178	0.08% ($16.91)	True	$112.16	15/04/25 17:26	15/04/25 18:12	46m
1332938	NVDA	Buy	$112.39	$111.74	177	-0.58% ($-115.05)	False	$111.83	15/04/25 17:18	15/04/25 17:23	5m
1332935	NVDA	Buy	$112.34	$112.28	178	-0.05% ($-10.68)	False	$112.31	15/04/25 17:00	15/04/25 17:17	17m
1330407	TSLL	Buy	$10.26	$10.22	1949	-0.38% ($-76.60)	False	$10.17	03/04/25 17:41	03/04/25 17:48	7m
1330406	TSLL	Buy	$10.25	$10.24	1951	-0.15% ($-29.27)	False	$10.15	03/04/25 17:37	03/04/25 17:39	2m
1330405	TSLL	Buy	$10.35	$10.24	1932	-1.06% ($-212.33)	False	$10.23	03/04/25 17:00	03/04/25 17:14	14m

Strategy DSL HighVolume Basket - Opening Range Breakout Momentum-9b4cbe + Mut

Job Like

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

PARAMS:
sym="{{sym}}",
fast_ema=10,           // Fast EMA period for trend confirmation
slow_ema=20,           // Slow EMA period for trend confirmation
adr_min=0.02,          // Minimum Average Daily Range (2%)
vol_min=1000000,       // Minimum Average Volume
price_min=5.0,         // Minimum price to avoid penny stocks
gap_min=0.012,         // Minimum premarket gap (1.2%)
atr_period=14,         // ATR period for risk calculation
atr_mult=2.5,          // ATR multiplier for trailing stop
risk_frac=0.02         // Risk fraction per trade

STRATEGY "Opening Range Breakout Momentum-9b4cbe + Mut":
TRIGGER:
// Basic filters for stock selection
LAST(CLOSE(sym, 1d)) > price_min
AND AVG(VOL(sym, 1d), 20) > vol_min
AND (HIGHEST(HIGH(sym, 1d), 14) - LOWEST(LOW(sym, 1d), 14)) / AVG(CLOSE(sym, 1d), 14) > adr_min
// Premarket gap condition
AND (LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 1)) - 1 > gap_min
// Breakout condition on daily timeframe
AND CROSSUNDER(HIGH(sym, 1d), HIGHEST(HIGH(sym, 1d), 5, 1))
// Higher timeframe trend confirmation (1h)
AND EMA(CLOSE(sym, 1h), fast_ema) > EMA(CLOSE(sym, 1h), slow_ema)
ENTRY: MARKET
EXIT:
// Exit on trend reversal in higher timeframe
EMA(CLOSE(sym, 1h), fast_ema) < EMA(CLOSE(sym, 1h), slow_ema)
RISK: TRAIL_ATR(atr_period, atr_mult)
SIZING: FIXED_FRACTION(risk_frac)

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

PARAMS:
sym="{{sym}}",
fast_ema=10,           // Fast EMA period for trend confirmation
slow_ema=20,           // Slow EMA period for trend confirmation
adr_min=0.02,          // Minimum Average Daily Range (2%)
vol_min=1000000,       // Minimum Average Volume
price_min=5.0,         // Minimum price to avoid penny stocks
gap_min=0.012,         // Minimum premarket gap (1.2%)
atr_period=14,         // ATR period for risk calculation
atr_mult=2.5,          // ATR multiplier for trailing stop
risk_frac=0.02         // Risk fraction per trade

STRATEGY "Opening Range Breakout Momentum-9b4cbe + Mut":
TRIGGER:
// Basic filters for stock selection
LAST(CLOSE(sym, 1d)) > price_min
AND AVG(VOL(sym, 1d), 20) > vol_min
AND (HIGHEST(HIGH(sym, 1d), 14) - LOWEST(LOW(sym, 1d), 14)) / AVG(CLOSE(sym, 1d), 14) > adr_min
// Premarket gap condition
AND (LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 1)) - 1 > gap_min
// Breakout condition on daily timeframe
AND CROSSUNDER(HIGH(sym, 1d), HIGHEST(HIGH(sym, 1d), 5, 1))
// Higher timeframe trend confirmation (1h)
AND EMA(CLOSE(sym, 1h), fast_ema) > EMA(CLOSE(sym, 1h), slow_ema)
ENTRY: MARKET
EXIT:
// Exit on trend reversal in higher timeframe
EMA(CLOSE(sym, 1h), fast_ema) < EMA(CLOSE(sym, 1h), slow_ema)
RISK: TRAIL_ATR(atr_period, atr_mult)
SIZING: FIXED_FRACTION(risk_frac)