Backtest Results
Test ID: EGT-20251116
Job Notes
No notes yet. Click "Edit Notes" to add.
Symbols
8
SPRB, GWAV, QH, ORBS, WOLF, VOR, SUGP, SPXS
Performance Summary
Total Trades
90
Total P&L
$210.37
Notional: $764972.48Total Return
0.03%
Weighted by notionalWin Rate
52.2%
47 W / 43 LCouldWin Rate
70%
63 could / 90 totalAvg P&L
$2.34
Avg Return: 0.03%Best Win
$627.73
Largest Loss
$-415.88
Trade Details
90 positions
| ID | Symbol | Side | Entry Price | Exit Price | Qty | P&L % (USD) | CouldWin | Stop Loss | Entry Time | Exit Time | Duration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1344674 | GWAV | Buy | $7.56 | $7.19 | 1124 | -4.89% ($-415.88) | False | $0.00 | 10/10/25 18:44 | 10/10/25 20:00 | 1.3h |
| 1344712 | VOR | Buy | $2.01 | $2.00 | 4218 | -0.73% ($-62.00) | False | $1.90 | 13/08/25 17:25 | 13/08/25 20:00 | 2.6h |
| 1344710 | VOR | Buy | $2.03 | $2.04 | 4194 | 0.42% ($35.65) | True | $1.93 | 13/08/25 17:23 | 13/08/25 17:24 | 1m |
| 1344706 | VOR | Buy | $1.97 | $2.03 | 4314 | 3.05% ($258.84) | True | $1.86 | 13/08/25 15:01 | 13/08/25 17:22 | 2.4h |
| 1344694 | SUGP | Buy | $1.14 | $1.16 | 7488 | 2.2% ($187.20) | True | $0.95 | 09/07/25 17:53 | 09/07/25 18:55 | 1h |
| 1344693 | SUGP | Buy | $1.16 | $1.14 | 7327 | -1.72% ($-146.54) | True | $0.89 | 09/07/25 17:44 | 09/07/25 17:52 | 8m |
| 1344692 | SUGP | Buy | $1.16 | $1.15 | 7328 | -0.85% ($-72.55) | True | $0.88 | 09/07/25 17:42 | 09/07/25 17:43 | 1m |
| 1344691 | SUGP | Buy | $1.12 | $1.16 | 7623 | 3.59% ($304.92) | True | $0.77 | 09/07/25 17:40 | 09/07/25 17:41 | 1m |
| 1344690 | SUGP | Buy | $1.15 | $1.14 | 7396 | -0.8% ($-68.04) | True | $0.77 | 09/07/25 17:38 | 09/07/25 17:39 | 1m |
| 1344689 | SUGP | Buy | $1.16 | $1.14 | 7359 | -1.39% ($-118.48) | True | $0.71 | 09/07/25 17:36 | 09/07/25 17:37 | 1m |
| 1344688 | SUGP | Buy | $1.15 | $1.18 | 7384 | 2.08% ($176.48) | True | $0.67 | 09/07/25 17:34 | 09/07/25 17:35 | 1m |
| 1344687 | SUGP | Buy | $1.18 | $1.16 | 7207 | -2.06% ($-175.13) | True | $0.68 | 09/07/25 17:32 | 09/07/25 17:33 | 1m |
| 1344686 | SUGP | Buy | $1.20 | $1.15 | 7112 | -3.82% ($-325.02) | True | $0.64 | 09/07/25 17:30 | 09/07/25 17:31 | 1m |
| 1344685 | SUGP | Buy | $1.16 | $1.19 | 7326 | 2.57% ($218.31) | True | $0.54 | 09/07/25 17:28 | 09/07/25 17:29 | 1m |
| 1344684 | SUGP | Buy | $1.25 | $1.21 | 6799 | -3.61% ($-306.63) | True | $0.69 | 09/07/25 17:26 | 09/07/25 17:27 | 1m |
| 1344683 | SUGP | Buy | $1.28 | $1.27 | 6640 | -0.78% ($-66.40) | True | $0.76 | 09/07/25 17:24 | 09/07/25 17:25 | 1m |
| 1344682 | SUGP | Buy | $1.41 | $1.36 | 6028 | -3.55% ($-301.40) | False | $0.96 | 09/07/25 17:22 | 09/07/25 17:23 | 1m |
| 1344681 | SUGP | Buy | $1.34 | $1.36 | 6325 | 1.19% ($101.20) | True | $0.94 | 09/07/25 17:20 | 09/07/25 17:21 | 1m |
| 1344680 | SUGP | Buy | $1.38 | $1.39 | 6159 | 0.72% ($61.59) | True | $1.00 | 09/07/25 17:18 | 09/07/25 17:19 | 1m |
| 1344679 | SUGP | Buy | $1.27 | $1.32 | 6667 | 3.54% ($300.68) | True | $1.01 | 09/07/25 17:16 | 09/07/25 17:17 | 1m |
| 1344678 | SUGP | Buy | $1.22 | $1.31 | 6967 | 7.39% ($627.73) | True | $1.04 | 09/07/25 17:14 | 09/07/25 17:15 | 1m |
| 1344677 | SUGP | Buy | $1.17 | $1.19 | 7264 | 1.71% ($145.28) | True | $1.01 | 09/07/25 17:12 | 09/07/25 17:13 | 1m |
| 1344676 | SUGP | Buy | $1.17 | $1.16 | 7265 | -0.62% ($-53.03) | True | $1.02 | 09/07/25 17:10 | 09/07/25 17:11 | 1m |
| 1344675 | SUGP | Buy | $1.16 | $1.16 | 7328 | -0.42% ($-35.91) | True | $1.02 | 09/07/25 17:08 | 09/07/25 17:09 | 1m |
| 1344673 | SUGP | Buy | $1.14 | $1.16 | 7456 | 1.32% ($111.84) | True | $1.00 | 09/07/25 17:06 | 09/07/25 17:07 | 1m |
| 1344671 | SUGP | Buy | $1.15 | $1.16 | 7391 | 0.86% ($73.17) | True | $1.01 | 09/07/25 17:02 | 09/07/25 17:03 | 1m |
| 1344670 | SUGP | Buy | $1.13 | $1.14 | 7522 | 0.97% ($82.74) | True | $0.98 | 09/07/25 17:00 | 09/07/25 17:01 | 1m |
| 1344821 | VOR | Buy | $0.24 | $0.24 | 36016 | -0.17% ($-14.41) | False | $0.22 | 20/06/25 19:59 | 20/06/25 20:00 | 1m |
| 1344819 | VOR | Buy | $0.24 | $0.24 | 35167 | -1.45% ($-123.08) | False | $0.23 | 20/06/25 19:55 | 20/06/25 19:56 | 1m |
| 1344818 | VOR | Buy | $0.24 | $0.24 | 35505 | 0.79% ($67.46) | True | $0.23 | 20/06/25 19:52 | 20/06/25 19:54 | 2m |
| 1344817 | VOR | Buy | $0.24 | $0.24 | 35834 | 0.04% ($3.58) | True | $0.23 | 20/06/25 19:49 | 20/06/25 19:50 | 1m |
| 1344816 | VOR | Buy | $0.24 | $0.24 | 35609 | -1.26% ($-106.83) | False | $0.23 | 20/06/25 19:47 | 20/06/25 19:48 | 1m |
| 1344813 | VOR | Buy | $0.24 | $0.24 | 35535 | -0.17% ($-14.21) | False | $0.23 | 20/06/25 19:43 | 20/06/25 19:44 | 1m |
| 1344812 | VOR | Buy | $0.24 | $0.24 | 35505 | 0.08% ($7.10) | True | $0.23 | 20/06/25 19:39 | 20/06/25 19:40 | 1m |
| 1344804 | VOR | Buy | $0.24 | $0.24 | 35416 | 1.25% ($106.25) | True | $0.23 | 20/06/25 18:56 | 20/06/25 18:59 | 3m |
| 1344798 | VOR | Buy | $0.24 | $0.24 | 34807 | -0.37% ($-31.33) | False | $0.00 | 20/06/25 18:51 | 20/06/25 18:53 | 2m |
| 1344797 | VOR | Buy | $0.25 | $0.25 | 34651 | 0.16% ($13.86) | True | $0.00 | 20/06/25 18:46 | 20/06/25 18:49 | 3m |
| 1344788 | VOR | Buy | $0.25 | $0.25 | 34496 | -0.16% ($-13.80) | False | $0.00 | 20/06/25 18:42 | 20/06/25 18:43 | 1m |
| 1344786 | VOR | Buy | $0.25 | $0.25 | 34136 | -1.37% ($-116.06) | False | $0.00 | 20/06/25 18:34 | 20/06/25 18:38 | 4m |
| 1344785 | VOR | Buy | $0.25 | $0.25 | 34219 | 0.24% ($20.53) | True | $0.00 | 20/06/25 18:28 | 20/06/25 18:31 | 3m |
| 1344783 | VOR | Buy | $0.25 | $0.25 | 34232 | -0.72% ($-61.62) | False | $0.00 | 20/06/25 18:24 | 20/06/25 18:26 | 2m |
| 1344782 | VOR | Buy | $0.25 | $0.25 | 34651 | 0.12% ($10.40) | True | $0.00 | 20/06/25 18:20 | 20/06/25 18:23 | 3m |
| 1344781 | VOR | Buy | $0.24 | $0.25 | 34750 | 0.29% ($24.33) | True | $0.00 | 20/06/25 18:14 | 20/06/25 18:17 | 3m |
| 1344779 | VOR | Buy | $0.25 | $0.25 | 34274 | 0.32% ($27.42) | True | $0.00 | 20/06/25 18:10 | 20/06/25 18:11 | 1m |
| 1344778 | VOR | Buy | $0.24 | $0.24 | 34807 | -0.04% ($-3.48) | False | $0.24 | 20/06/25 17:59 | 20/06/25 18:00 | 1m |
| 1344777 | VOR | Buy | $0.25 | $0.25 | 34566 | -0.04% ($-3.46) | False | $0.24 | 20/06/25 17:51 | 20/06/25 17:55 | 4m |
| 1344776 | VOR | Buy | $0.25 | $0.25 | 34136 | -1.29% ($-109.24) | False | $0.24 | 20/06/25 17:47 | 20/06/25 17:49 | 2m |
| 1344774 | VOR | Buy | $0.25 | $0.25 | 34150 | 0.04% ($3.42) | True | $0.24 | 20/06/25 17:43 | 20/06/25 17:44 | 1m |
| 1344772 | VOR | Buy | $0.25 | $0.25 | 34027 | -0.36% ($-30.62) | False | $0.24 | 20/06/25 17:39 | 20/06/25 17:40 | 1m |
| 1344771 | VOR | Buy | $0.25 | $0.25 | 34095 | 0.12% ($10.23) | True | $0.24 | 20/06/25 17:37 | 20/06/25 17:38 | 1m |
| 1344770 | VOR | Buy | $0.25 | $0.25 | 34637 | 1.63% ($138.55) | True | $0.24 | 20/06/25 17:35 | 20/06/25 17:36 | 1m |
| 1344768 | VOR | Buy | $0.24 | $0.25 | 35080 | 2.35% ($199.96) | True | $0.24 | 20/06/25 17:33 | 20/06/25 17:34 | 1m |
| 1344766 | VOR | Buy | $0.24 | $0.24 | 35051 | -0.12% ($-10.52) | True | $0.24 | 20/06/25 17:29 | 20/06/25 17:30 | 1m |
| 1344764 | VOR | Buy | $0.24 | $0.24 | 34979 | -0.16% ($-13.99) | False | $0.24 | 20/06/25 17:25 | 20/06/25 17:26 | 1m |
| 1344763 | VOR | Buy | $0.24 | $0.24 | 35037 | 0.16% ($14.01) | True | $0.24 | 20/06/25 17:18 | 20/06/25 17:20 | 2m |
| 1344761 | VOR | Buy | $0.24 | $0.24 | 34965 | -0.25% ($-20.98) | False | $0.24 | 20/06/25 17:14 | 20/06/25 17:15 | 1m |
| 1344760 | VOR | Buy | $0.24 | $0.24 | 34836 | -0.25% ($-20.90) | False | $0.24 | 20/06/25 17:12 | 20/06/25 17:13 | 1m |
| 1344759 | VOR | Buy | $0.24 | $0.24 | 34979 | 0.04% ($3.50) | True | $0.23 | 20/06/25 17:08 | 20/06/25 17:09 | 1m |
| 1344758 | VOR | Buy | $0.24 | $0.24 | 35594 | 0.5% ($42.71) | True | $0.23 | 20/06/25 17:01 | 20/06/25 17:05 | 4m |
| 1344755 | VOR | Buy | $0.24 | $0.24 | 35714 | 0.21% ($17.86) | True | $0.23 | 20/06/25 16:54 | 20/06/25 16:55 | 1m |
| 1344754 | VOR | Buy | $0.24 | $0.24 | 35925 | 0.25% ($21.56) | True | $0.23 | 20/06/25 16:51 | 20/06/25 16:53 | 2m |
| 1344753 | VOR | Buy | $0.24 | $0.24 | 35986 | 0.38% ($32.39) | True | $0.23 | 20/06/25 16:48 | 20/06/25 16:49 | 1m |
| 1344751 | VOR | Buy | $0.23 | $0.23 | 36324 | 0.21% ($18.16) | True | $0.22 | 20/06/25 16:43 | 20/06/25 16:44 | 1m |
| 1344750 | VOR | Buy | $0.24 | $0.24 | 36170 | 0.09% ($7.23) | True | $0.22 | 20/06/25 16:41 | 20/06/25 16:42 | 1m |
| 1344749 | VOR | Buy | $0.24 | $0.24 | 35594 | -1.59% ($-135.26) | True | $0.23 | 20/06/25 16:39 | 20/06/25 16:40 | 1m |
| 1344748 | VOR | Buy | $0.24 | $0.24 | 35624 | 0.04% ($3.56) | True | $0.23 | 20/06/25 16:35 | 20/06/25 16:36 | 1m |
| 1344747 | VOR | Buy | $0.24 | $0.24 | 35639 | 0.21% ($17.82) | True | $0.22 | 20/06/25 16:27 | 20/06/25 16:30 | 3m |
| 1344746 | VOR | Buy | $0.24 | $0.24 | 35699 | 0.76% ($64.26) | True | $0.23 | 20/06/25 16:24 | 20/06/25 16:25 | 1m |
| 1344737 | VOR | Buy | $0.24 | $0.24 | 35037 | -0.04% ($-3.50) | True | $0.23 | 20/06/25 16:19 | 20/06/25 16:20 | 1m |
| 1344736 | VOR | Buy | $0.25 | $0.24 | 34665 | -0.86% ($-72.80) | False | $0.23 | 20/06/25 16:16 | 20/06/25 16:18 | 2m |
| 1344735 | VOR | Buy | $0.25 | $0.24 | 34468 | -0.69% ($-58.60) | False | $0.23 | 20/06/25 16:13 | 20/06/25 16:14 | 1m |
| 1344733 | VOR | Buy | $0.24 | $0.25 | 34750 | 0.41% ($34.75) | True | $0.23 | 20/06/25 16:09 | 20/06/25 16:11 | 2m |
| 1344732 | VOR | Buy | $0.24 | $0.25 | 34979 | 1.28% ($108.43) | True | $0.23 | 20/06/25 16:07 | 20/06/25 16:08 | 1m |
| 1344731 | VOR | Buy | $0.24 | $0.24 | 35022 | -0.04% ($-3.50) | True | $0.23 | 20/06/25 16:05 | 20/06/25 16:06 | 1m |
| 1344730 | VOR | Buy | $0.25 | $0.24 | 34679 | -0.98% ($-83.23) | False | $0.23 | 20/06/25 16:02 | 20/06/25 16:03 | 1m |
| 1344729 | VOR | Buy | $0.25 | $0.25 | 34371 | -0.04% ($-3.44) | False | $0.23 | 20/06/25 15:59 | 20/06/25 16:01 | 2m |
| 1344727 | VOR | Buy | $0.25 | $0.25 | 34665 | 0.86% ($72.80) | True | $0.23 | 20/06/25 15:57 | 20/06/25 15:58 | 1m |
| 1344726 | VOR | Buy | $0.25 | $0.25 | 34693 | 0.08% ($6.94) | True | $0.23 | 20/06/25 15:54 | 20/06/25 15:55 | 1m |
| 1344725 | VOR | Buy | $0.25 | $0.24 | 34510 | -1.54% ($-131.14) | False | $0.23 | 20/06/25 15:52 | 20/06/25 15:53 | 1m |
| 1344722 | VOR | Buy | $0.25 | $0.24 | 34412 | -0.97% ($-82.59) | False | $0.23 | 20/06/25 15:50 | 20/06/25 15:51 | 1m |
| 1344720 | VOR | Buy | $0.24 | $0.25 | 34821 | 2.42% ($205.44) | True | $0.23 | 20/06/25 15:46 | 20/06/25 15:47 | 1m |
| 1344719 | VOR | Buy | $0.24 | $0.24 | 34836 | 0.25% ($20.90) | True | $0.23 | 20/06/25 15:39 | 20/06/25 15:43 | 4m |
| 1344716 | VOR | Buy | $0.24 | $0.24 | 35343 | 0.29% ($24.74) | True | $0.23 | 20/06/25 15:37 | 20/06/25 15:38 | 1m |
| 1344715 | VOR | Buy | $0.24 | $0.24 | 35684 | 0.42% ($35.68) | True | $0.22 | 20/06/25 15:35 | 20/06/25 15:36 | 1m |
| 1344714 | VOR | Buy | $0.24 | $0.24 | 35475 | -0.54% ($-46.12) | True | $0.23 | 20/06/25 15:33 | 20/06/25 15:34 | 1m |
| 1344713 | VOR | Buy | $0.24 | $0.24 | 35956 | 1.52% ($129.44) | True | $0.22 | 20/06/25 15:31 | 20/06/25 15:32 | 1m |
| 1344711 | VOR | Buy | $0.24 | $0.24 | 35109 | -1.07% ($-91.28) | True | $0.23 | 20/06/25 15:26 | 20/06/25 15:30 | 4m |
| 1344796 | VOR | Buy | $0.21 | $0.21 | 39906 | -3.19% ($-271.36) | False | $0.20 | 17/06/25 18:49 | 17/06/25 20:00 | 1.2h |
| 1344701 | SPRB | Buy | $0.14 | $0.14 | 61818 | -1.24% ($-105.09) | False | $0.13 | 15/04/25 18:35 | 15/04/25 20:00 | 1.4h |
| 1344699 | SPRB | Buy | $0.29 | $0.29 | 29089 | -0.72% ($-61.09) | False | $0.00 | 31/03/25 18:40 | 31/03/25 20:00 | 1.3h |
Strategy DSL
Unstable Basket - Unstable Basket - Unstable 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 + M
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000
PARAMS:
sym="{{sym}}", // Symbol for runtime injection
hour_fast=9, // Fast period for hourly volatility
hour_slow=13, // 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=4 // Threshold for volume expansion
lookback=35...-1,
STRATEGY "Unstable Basket - Unstable 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-141972 + Mut-6f7631 + 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), 7) * vol_threshold
// Restrict trading to specific UTC window for signal relevance
AND TIME_UTC_IN("23:00", "20:00")
ENTRY: MARKET
EXIT:
CROSSOVER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 10)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)