Backtest Results

Job Notes

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Symbols 8

BOXX, BSCP, GSY, BSCQ, SUB, VRIG, JMST, VBIL

Performance Summary

Total Trades

1

Total P&L

$2.66

Notional: $8473.62

Total Return

0.03%

Weighted by notional

Win Rate

100%

1 W / 0 L

CouldWin Rate

100%

1 could / 1 total

Avg P&L

$2.66

Avg Return: 0.03%

Best Win

$2.66

Largest Loss

$2.66

Trade Details 1 positions

ID	Symbol	Side	Entry Price	Exit Price	Qty	P&L % (USD)	CouldWin	Stop Loss	Entry Time	Exit Time	Duration
1345973	BOXX	Buy	$111.50	$111.53	76	0.03% ($2.66)	True	$111.42	07/04/25 19:02	07/04/25 20:00	58m

Strategy DSL Stable Basket - 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

Job Like

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=12,               // Slow period for hourly volatility
day_range_period=5,         // Period for daily range analysis
atr_period=36,              // ATR period for risk management
atr_mult=9,               // 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 - Unstable Basket - LowVolume Basket - xxx Unstable Basket - Horizon Alpha-94fa13 + Mut-2e921e + Mut-e57b1c + Mut-c8f00a + Mut-494559 + Mut-ea919f + M-9315c3 + Mut":
TRIGGER:
// Detect range expansion from inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), day_range_period, 1)
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), 11) * vol_threshold
// Restrict trading to specific UTC window for signal relevance
AND TIME_UTC_IN("17:00", "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)

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=12,               // Slow period for hourly volatility
day_range_period=5,         // Period for daily range analysis
atr_period=36,              // ATR period for risk management
atr_mult=9,               // 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 - Unstable Basket - LowVolume Basket - xxx Unstable Basket - Horizon Alpha-94fa13 + Mut-2e921e + Mut-e57b1c + Mut-c8f00a + Mut-494559 + Mut-ea919f + M-9315c3 + Mut":
TRIGGER:
// Detect range expansion from inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), day_range_period, 1)
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), 11) * vol_threshold
// Restrict trading to specific UTC window for signal relevance
AND TIME_UTC_IN("17:00", "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)