Backtest Results
Test ID: EGT-20251115
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
OPEN, SOXS, NVDA, TSLL, INTC, SNAP, SQQQ, BBAI
Performance Summary
Total Trades
79
Total P&L
$489.18
Notional: $671449.33Total Return
0.07%
Weighted by notionalWin Rate
48.1%
38 W / 41 LCouldWin Rate
50.6%
40 could / 79 totalAvg P&L
$6.19
Avg Return: 0.07%Best Win
$341.11
Largest Loss
$-70.12
Trade Details
79 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1340022 | OPEN | Buy | $0.72 | $0.72 | 11805 | 0.01% ($1.18) | True | $0.72 | 09/05/25 16:56 | 09/05/25 16:57 | 1m |
| 1340021 | OPEN | Buy | $0.72 | $0.72 | 11805 | 0.01% ($1.18) | True | $0.72 | 09/05/25 16:54 | 09/05/25 16:55 | 1m |
| 1340020 | OPEN | Buy | $0.72 | $0.72 | 11803 | -0.01% ($-1.18) | False | $0.72 | 09/05/25 16:52 | 09/05/25 16:53 | 1m |
| 1340012 | OPEN | Buy | $0.72 | $0.72 | 11799 | -0.04% ($-3.54) | False | $0.72 | 09/05/25 16:40 | 09/05/25 16:41 | 1m |
| 1340011 | OPEN | Buy | $0.72 | $0.72 | 11799 | -0.01% ($-1.18) | False | $0.72 | 09/05/25 16:38 | 09/05/25 16:39 | 1m |
| 1340010 | OPEN | Buy | $0.72 | $0.72 | 11805 | 0.06% ($4.72) | True | $0.72 | 09/05/25 16:36 | 09/05/25 16:37 | 1m |
| 1340009 | OPEN | Buy | $0.72 | $0.72 | 11805 | 0.01% ($1.18) | True | $0.71 | 09/05/25 16:34 | 09/05/25 16:35 | 1m |
| 1340006 | OPEN | Buy | $0.72 | $0.72 | 11805 | 0.01% ($1.18) | True | $0.70 | 09/05/25 16:32 | 09/05/25 16:33 | 1m |
| 1340005 | OPEN | Buy | $0.72 | $0.72 | 11805 | 0.01% ($1.18) | True | $0.70 | 09/05/25 16:30 | 09/05/25 16:31 | 1m |
| 1340004 | OPEN | Buy | $0.72 | $0.72 | 11787 | -0.14% ($-11.79) | False | $0.70 | 09/05/25 16:28 | 09/05/25 16:29 | 1m |
| 1340001 | OPEN | Buy | $0.72 | $0.72 | 11787 | 0.01% ($1.18) | True | $0.70 | 09/05/25 16:26 | 09/05/25 16:27 | 1m |
| 1340000 | OPEN | Buy | $0.72 | $0.72 | 11785 | -0.01% ($-1.18) | False | $0.70 | 09/05/25 16:24 | 09/05/25 16:25 | 1m |
| 1339999 | OPEN | Buy | $0.72 | $0.72 | 11835 | 0.4% ($34.32) | True | $0.70 | 09/05/25 16:22 | 09/05/25 16:23 | 1m |
| 1339998 | OPEN | Buy | $0.72 | $0.72 | 11866 | 0.25% ($21.36) | True | $0.69 | 09/05/25 16:20 | 09/05/25 16:21 | 1m |
| 1339997 | OPEN | Buy | $0.72 | $0.72 | 11805 | 0.01% ($1.18) | True | $0.70 | 09/05/25 16:18 | 09/05/25 16:19 | 1m |
| 1339994 | OPEN | Buy | $0.72 | $0.72 | 11805 | 0.01% ($1.18) | True | $0.70 | 09/05/25 16:12 | 09/05/25 16:13 | 1m |
| 1339993 | OPEN | Buy | $0.72 | $0.72 | 11797 | -0.06% ($-4.72) | False | $0.70 | 09/05/25 16:10 | 09/05/25 16:11 | 1m |
| 1339992 | OPEN | Buy | $0.72 | $0.72 | 11743 | -0.44% ($-37.58) | False | $0.70 | 09/05/25 16:08 | 09/05/25 16:09 | 1m |
| 1339991 | OPEN | Buy | $0.73 | $0.73 | 11666 | -0.32% ($-26.83) | False | $0.71 | 09/05/25 16:06 | 09/05/25 16:07 | 1m |
| 1339989 | OPEN | Buy | $0.73 | $0.73 | 11619 | -0.21% ($-17.43) | False | $0.72 | 09/05/25 15:59 | 09/05/25 16:00 | 1m |
| 1339988 | OPEN | Buy | $0.73 | $0.73 | 11612 | -0.07% ($-5.81) | False | $0.72 | 09/05/25 15:57 | 09/05/25 15:58 | 1m |
| 1339986 | OPEN | Buy | $0.73 | $0.73 | 11593 | -0.01% ($-1.16) | False | $0.72 | 09/05/25 15:53 | 09/05/25 15:54 | 1m |
| 1339983 | OPEN | Buy | $0.74 | $0.73 | 11563 | -0.26% ($-21.97) | False | $0.73 | 09/05/25 15:47 | 09/05/25 15:48 | 1m |
| 1339982 | OPEN | Buy | $0.74 | $0.74 | 11517 | -0.05% ($-4.61) | False | $0.73 | 09/05/25 15:45 | 09/05/25 15:46 | 1m |
| 1339981 | OPEN | Buy | $0.74 | $0.74 | 11502 | -0.14% ($-11.50) | False | $0.74 | 09/05/25 15:43 | 09/05/25 15:44 | 1m |
| 1339979 | OPEN | Buy | $0.74 | $0.74 | 11500 | -0.01% ($-1.15) | False | $0.73 | 09/05/25 15:41 | 09/05/25 15:42 | 1m |
| 1339978 | OPEN | Buy | $0.74 | $0.74 | 11491 | -0.08% ($-6.89) | False | $0.73 | 09/05/25 15:39 | 09/05/25 15:40 | 1m |
| 1339977 | OPEN | Buy | $0.74 | $0.74 | 11491 | -0.01% ($-1.15) | False | $0.73 | 09/05/25 15:37 | 09/05/25 15:38 | 1m |
| 1339974 | OPEN | Buy | $0.74 | $0.74 | 11489 | -0.01% ($-1.15) | False | $0.73 | 09/05/25 15:33 | 09/05/25 15:34 | 1m |
| 1339973 | OPEN | Buy | $0.74 | $0.74 | 11458 | -0.26% ($-21.77) | False | $0.74 | 09/05/25 15:31 | 09/05/25 15:32 | 1m |
| 1339971 | OPEN | Buy | $0.74 | $0.74 | 11432 | -0.01% ($-1.14) | False | $0.74 | 09/05/25 15:27 | 09/05/25 15:28 | 1m |
| 1339969 | OPEN | Buy | $0.74 | $0.74 | 11430 | 0.01% ($1.14) | True | $0.74 | 09/05/25 15:23 | 09/05/25 15:24 | 1m |
| 1339968 | OPEN | Buy | $0.74 | $0.74 | 11430 | 0.01% ($1.14) | True | $0.74 | 09/05/25 15:21 | 09/05/25 15:22 | 1m |
| 1339967 | OPEN | Buy | $0.74 | $0.74 | 11430 | 0.01% ($1.14) | True | $0.74 | 09/05/25 15:19 | 09/05/25 15:20 | 1m |
| 1339965 | OPEN | Buy | $0.74 | $0.74 | 11429 | -0.01% ($-1.14) | False | $0.73 | 09/05/25 15:17 | 09/05/25 15:18 | 1m |
| 1339962 | OPEN | Buy | $0.74 | $0.74 | 11488 | 0.51% ($43.65) | True | $0.73 | 09/05/25 15:13 | 09/05/25 15:14 | 1m |
| 1339959 | OPEN | Buy | $0.74 | $0.74 | 11467 | -0.12% ($-10.32) | False | $0.74 | 09/05/25 15:11 | 09/05/25 15:12 | 1m |
| 1339957 | OPEN | Buy | $0.74 | $0.74 | 11429 | -0.01% ($-1.14) | False | $0.73 | 09/05/25 15:07 | 09/05/25 15:08 | 1m |
| 1339954 | OPEN | Buy | $0.74 | $0.74 | 11441 | 0.01% ($1.14) | True | $0.73 | 09/05/25 15:03 | 09/05/25 15:04 | 1m |
| 1339953 | OPEN | Buy | $0.74 | $0.74 | 11432 | -0.08% ($-6.86) | False | $0.73 | 09/05/25 14:58 | 09/05/25 14:59 | 1m |
| 1339952 | OPEN | Buy | $0.74 | $0.74 | 11563 | 1.14% ($97.13) | True | $0.73 | 09/05/25 14:56 | 09/05/25 14:57 | 1m |
| 1339951 | OPEN | Buy | $0.74 | $0.74 | 11564 | 0.01% ($1.16) | True | $0.73 | 09/05/25 14:54 | 09/05/25 14:55 | 1m |
| 1339945 | OPEN | Buy | $0.74 | $0.74 | 11541 | 0.33% ($27.70) | True | $0.72 | 09/05/25 14:44 | 09/05/25 14:45 | 1m |
| 1339943 | OPEN | Buy | $0.74 | $0.74 | 11494 | 0.03% ($2.30) | True | $0.72 | 09/05/25 14:40 | 09/05/25 14:41 | 1m |
| 1339942 | OPEN | Buy | $0.74 | $0.74 | 11506 | 0.14% ($11.51) | True | $0.72 | 09/05/25 14:38 | 09/05/25 14:39 | 1m |
| 1339941 | OPEN | Buy | $0.74 | $0.74 | 11464 | -0.19% ($-16.05) | False | $0.73 | 09/05/25 14:36 | 09/05/25 14:37 | 1m |
| 1339940 | OPEN | Buy | $0.74 | $0.74 | 11489 | 0.22% ($18.38) | True | $0.72 | 09/05/25 14:34 | 09/05/25 14:35 | 1m |
| 1339939 | OPEN | Buy | $0.74 | $0.74 | 11484 | -0.03% ($-2.30) | False | $0.72 | 09/05/25 14:32 | 09/05/25 14:33 | 1m |
| 1339938 | OPEN | Buy | $0.74 | $0.74 | 11477 | -0.08% ($-6.89) | False | $0.72 | 09/05/25 14:30 | 09/05/25 14:31 | 1m |
| 1339937 | OPEN | Buy | $0.74 | $0.74 | 11484 | 0.04% ($3.45) | True | $0.71 | 09/05/25 14:28 | 09/05/25 14:29 | 1m |
| 1339936 | OPEN | Buy | $0.74 | $0.74 | 11461 | -0.01% ($-1.15) | False | $0.71 | 09/05/25 14:26 | 09/05/25 14:27 | 1m |
| 1339935 | OPEN | Buy | $0.74 | $0.74 | 11477 | 0.14% ($11.48) | True | $0.70 | 09/05/25 14:24 | 09/05/25 14:25 | 1m |
| 1339934 | OPEN | Buy | $0.75 | $0.74 | 11401 | -0.27% ($-22.80) | False | $0.71 | 09/05/25 14:22 | 09/05/25 14:23 | 1m |
| 1339933 | OPEN | Buy | $0.75 | $0.75 | 11309 | -0.82% ($-70.12) | False | $0.71 | 09/05/25 14:20 | 09/05/25 14:21 | 1m |
| 1339932 | OPEN | Buy | $0.75 | $0.75 | 11333 | -0.01% ($-1.13) | False | $0.71 | 09/05/25 14:18 | 09/05/25 14:19 | 1m |
| 1339931 | OPEN | Buy | $0.75 | $0.75 | 11369 | -0.08% ($-6.82) | False | $0.71 | 09/05/25 14:16 | 09/05/25 14:17 | 1m |
| 1339930 | OPEN | Buy | $0.74 | $0.74 | 11453 | 0.18% ($14.89) | True | $0.71 | 09/05/25 14:14 | 09/05/25 14:15 | 1m |
| 1339929 | OPEN | Buy | $0.75 | $0.74 | 11365 | -0.47% ($-39.78) | False | $0.72 | 09/05/25 14:12 | 09/05/25 14:13 | 1m |
| 1339927 | OPEN | Buy | $0.75 | $0.75 | 11387 | 0.01% ($1.14) | True | $0.72 | 09/05/25 14:10 | 09/05/25 14:11 | 1m |
| 1339926 | OPEN | Buy | $0.75 | $0.75 | 11346 | -0.17% ($-14.75) | False | $0.72 | 09/05/25 14:08 | 09/05/25 14:09 | 1m |
| 1339925 | OPEN | Buy | $0.74 | $0.74 | 11464 | 0.38% ($32.10) | True | $0.72 | 09/05/25 14:06 | 09/05/25 14:07 | 1m |
| 1339924 | OPEN | Buy | $0.75 | $0.74 | 11380 | -0.43% ($-36.42) | False | $0.72 | 09/05/25 14:04 | 09/05/25 14:05 | 1m |
| 1339923 | OPEN | Buy | $0.75 | $0.75 | 11409 | 0.24% ($20.54) | True | $0.71 | 09/05/25 14:02 | 09/05/25 14:03 | 1m |
| 1339922 | OPEN | Buy | $0.75 | $0.75 | 11331 | -0.05% ($-4.53) | False | $0.72 | 09/05/25 14:00 | 09/05/25 14:01 | 1m |
| 1339921 | OPEN | Buy | $0.75 | $0.75 | 11300 | 0.07% ($5.65) | True | $0.72 | 09/05/25 13:58 | 09/05/25 13:59 | 1m |
| 1339920 | OPEN | Buy | $0.75 | $0.75 | 11409 | 0.67% ($57.05) | True | $0.71 | 09/05/25 13:56 | 09/05/25 13:57 | 1m |
| 1339919 | OPEN | Buy | $0.75 | $0.75 | 11330 | -0.01% ($-1.13) | False | $0.71 | 09/05/25 13:54 | 09/05/25 13:55 | 1m |
| 1339914 | OPEN | Buy | $0.75 | $0.75 | 11365 | 0.28% ($23.87) | True | $0.70 | 09/05/25 13:52 | 09/05/25 13:53 | 1m |
| 1339913 | OPEN | Buy | $0.74 | $0.75 | 11441 | 0.5% ($42.33) | True | $0.69 | 09/05/25 13:50 | 09/05/25 13:51 | 1m |
| 1339912 | OPEN | Buy | $0.75 | $0.75 | 11339 | -0.45% ($-38.55) | False | $0.70 | 09/05/25 13:48 | 09/05/25 13:49 | 1m |
| 1339911 | OPEN | Buy | $0.74 | $0.75 | 11444 | 0.77% ($65.23) | True | $0.68 | 09/05/25 13:46 | 09/05/25 13:47 | 1m |
| 1339910 | OPEN | Buy | $0.74 | $0.74 | 11426 | -0.51% ($-43.42) | False | $0.68 | 09/05/25 13:44 | 09/05/25 13:45 | 1m |
| 1339909 | OPEN | Buy | $0.74 | $0.75 | 11427 | 0.44% ($37.71) | True | $0.66 | 09/05/25 13:42 | 09/05/25 13:43 | 1m |
| 1339908 | OPEN | Buy | $0.73 | $0.74 | 11623 | 0.88% ($74.39) | True | $0.64 | 09/05/25 13:40 | 09/05/25 13:41 | 1m |
| 1339906 | OPEN | Buy | $0.73 | $0.73 | 11683 | -0.33% ($-28.04) | True | $0.63 | 09/05/25 13:38 | 09/05/25 13:39 | 1m |
| 1339904 | OPEN | Buy | $0.72 | $0.72 | 11818 | 0.31% ($26.00) | True | $0.63 | 09/05/25 13:34 | 09/05/25 13:35 | 1m |
| 1339903 | OPEN | Buy | $0.71 | $0.71 | 11976 | 0.44% ($37.13) | True | $0.63 | 09/05/25 13:32 | 09/05/25 13:33 | 1m |
| 1339902 | OPEN | Buy | $0.71 | $0.71 | 11906 | -0.52% ($-44.05) | True | $0.64 | 09/05/25 13:30 | 09/05/25 13:31 | 1m |
| 1339187 | NVDA | Buy | $103.39 | $107.55 | 82 | 4.02% ($341.11) | True | $98.24 | 10/04/25 16:22 | 10/04/25 20:00 | 3.6h |
Strategy DSL
HighVolume Basket - Unstable Basket - Unstable Basket - Unstable Basket - Unstable Basket - LowVolume Basket - xxx Unstable Basket - Horizon Alpha-94fa13 + Mut-2e921e + Mut-e57b1c + Mut-c8f00a + Mut-494559 + Mut-ea919f + Mut
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol for runtime injection
hour_fast=7, // Fast period for hourly volatility
hour_slow=15, // Slow period for hourly volatility
day_range_period=5, // Period for daily range analysis
atr_period=36, // ATR period for risk management
atr_mult=10, // ATR multiplier for stop loss
risk_frac=0.0085, // Risk fraction per trade
vol_threshold=4 // Threshold for volume expansion
lookback=40...-2,
STRATEGY "Unstable Basket - Unstable Basket - Unstable Basket - Unstable Basket - LowVolume Basket - xxx Unstable Basket - Horizon Alpha-94fa13 + Mut-2e921e + Mut-e57b1c + Mut-c8f00a + Mut-494559 + Mut-ea919f + Mut":
TRIGGER:
// Detect range expansion from inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), day_range_period, 4)
AND LAST(LOW(sym, 1d)) < LOWEST(LOW(sym, 1d), day_range_period, 6)
// Confirm microstructure imbalance on hourly with volume surge
AND LAST(VOL(sym, 1h)) > LAST(VOL(sym, 1h), 5) * vol_threshold
// Restrict trading to specific UTC window for signal relevance
AND TIME_UTC_IN("23:00", "20:00")
ENTRY: MARKET
EXIT:
CROSSUNDER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 7)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)